- Total return
- −26.7%
- Mar 9, 2026 – Oct 9, 2026
- Annualized
- −41.1%
- over 7 months
- SPY, same dates
- +15.7%
- buy and hold
- Excess vs SPY
- −42.3%
- Max drawdown
- −32.2%
- Closed trades
- 7
- 1 still open
- Win rate
- 29%
- Profit factor
- 0.60
- gross gains ÷ gross losses
- Mean trade
- −3.4%
- 95% CI −15.9% to +9.4%
- Mean excess per trade
- −11.1%
- 95% CI −25.6% to +4.0%
- 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
- 16 records published Mar 6, 2026 – Sep 15, 2026
- Price coverage
- 7 of 7 tickers
- Run
- #45 · Nov 5, 13:45 UTC · strategy v1 · engine v1.0.0 · params bfb42762d499b0dc
- Not traded
- 8 — the ticker was already held from an earlier signal