No entry signal on the last closed bar – the checklist shows which conditions are missing.
| Median return % | -6.70 |
| Return 5th percentile % | -10.30 |
| Return 95th percentile % | -1.05 |
| Median max drawdown % | -7.29 |
| Max drawdown 5th percentile % | -10.30 |
| Probability of loss % | 98.35 |
| Signal | Count | Avg 5-bar % | Avg 10-bar % | Avg 20-bar % | Hit rate 10-bar % | Edge 10-bar % |
|---|---|---|---|---|---|---|
| All bars (baseline) | 231 | -0.19 | -0.51 | -1.28 | 42.53 | 0.00 |
| Long or Strong Long | 16 | +0.59 | +0.89 | -1.25 | 53.33 | +1.40 |
| Strong Long | 1 | +3.90 | -0.70 | -3.08 | 0.00 | -0.19 |
| Trendline breakout | 3 | -1.03 | -3.76 | -3.49 | 0.00 | -3.25 |
| Swing point breakout | 1 | +3.90 | -0.70 | -3.08 | 0.00 | -0.19 |
| Strong uptrend - ADX>25, +DI>-DI | 33 | -0.03 | -0.08 | -2.01 | 37.04 | +0.43 |
| MACD above signal line | 91 | -0.48 | -0.57 | +0.01 | 36.14 | -0.06 |
| Above key moving averages | 36 | +0.04 | -0.13 | -1.29 | 37.14 | +0.38 |
| Above-average volume | 91 | +0.09 | -0.18 | -0.58 | 43.82 | +0.33 |
| RSI in healthy range | 200 | -0.38 | -0.79 | -1.43 | 38.95 | -0.28 |
| Bullish pattern | 11 | -0.05 | -1.30 | -0.90 | 27.27 | -0.79 |
| Inverse Head and Shoulders | 0 | – | – | – | – | – |
| Double Bottom | 9 | -0.22 | -1.15 | -0.41 | 33.33 | -0.64 |
| Triple Bottom | 1 | -2.49 | -3.24 | -3.19 | 0.00 | -2.73 |
| Bull Flag | 1 | +3.90 | -0.70 | -3.08 | 0.00 | -0.19 |
| Cup and Handle | 0 | – | – | – | – | – |
| Head and Shoulders | 0 | – | – | – | – | – |
| Double Top | 6 | -1.44 | -2.63 | -2.77 | 33.33 | -2.12 |
| Triple Top | 0 | – | – | – | – | – |
| Bear Flag | 0 | – | – | – | – | – |
| Breakdown below support | 10 | +1.34 | +0.96 | -0.18 | 70.00 | +1.47 |
| Entry | Entry price | Exit | Exit price | Reason | Bars | Return |
|---|---|---|---|---|---|---|
| 2026-11-05 | 4,052.65 | 2026-11-11 | 3,970.10 | End of data | 6 | -2.23% |
| 2026-10-10 | 4,188.01 | 2026-10-22 | 4,067.18 | Stop loss | 12 | -3.08% |
| 2026-09-06 | 4,428.75 | 2026-09-14 | 4,270.76 | Stop loss | 8 | -3.76% |
| 2026-08-20 | 4,490.67 | 2026-09-01 | 4,341.05 | Stop loss | 12 | -3.53% |
| 2026-08-07 | 4,239.18 | 2026-08-19 | 4,324.35 | Breakdown | 12 | +1.81% |