- Total return
- −9.2%
- Jun 24, 2026 – Sep 18, 2026
- Annualized
- —
- over 3 months
- SPY, same dates
- +4.1%
- buy and hold
- Excess vs SPY
- −13.3%
- Max drawdown
- −23.2%
- Closed trades
- 2
- 1 still open
- Win rate
- 0%
- Profit factor
- 0.00
- gross gains ÷ gross losses
- Mean trade
- −11.3%
- 95% CI too few trades
- Mean excess per trade
- −15.4%
- 95% CI too few trades
- Entry
- Close of the first trading day after publication
- Exit
- Close 60 trading days after entry
- Costs
- 5 bps commission + 10 bps slippage, each side
- Prices
- Yahoo Finance chart API · Splits and dividends (adjusted close)
- Benchmark
- SPY, same entry and exit dates
- Signals
- 8 records published Jun 23, 2026 – Aug 21, 2026
- Price coverage
- 3 of 3 tickers
- Run
- #15 · Nov 5, 07:42 UTC · strategy v1 · engine v1.0.0 · params 42091c1e59b94a70
- Not traded
- 5 — the ticker was already held from an earlier signal