Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

27

Total P&L

$11974.19

Notional: $845029.91
Total Return

1.42%

Weighted by notional
Win Rate

29.6%

8 W / 19 L
CouldWin Rate

92.6%

25 could / 27 total
Avg P&L

$443.49

Avg Return: 1.42%
Best Win

$12610.86

Largest Loss

$-2464.50

Trade Details 27 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5668343 AMD Buy $207.11 $206.21 151 -0.43% ($-135.90) True $204.13 06/10/25 14:13 06/10/25 19:00 4.8h
5668290 CRON Buy $3.00 $2.97 10433 -1.17% ($-365.16) True $2.97 29/09/25 14:17 29/09/25 15:56 1.7h
5668292 LAC Buy $5.30 $5.95 5911 12.28% ($3842.15) True $5.13 24/09/25 13:32 24/09/25 19:08 5.6h
5668298 CRON Buy $2.41 $2.42 12987 0.21% ($64.94) True $2.39 11/08/25 15:00 11/08/25 15:01 1m
5668296 CRON Buy $2.43 $2.42 12885 -0.58% ($-181.68) True $2.41 11/08/25 14:56 11/08/25 14:57 1m
5668295 CRON Buy $2.43 $2.43 12881 -0.14% ($-43.80) True $2.41 11/08/25 14:54 11/08/25 14:55 1m
5668341 SOUN Buy $14.18 $14.02 2206 -1.16% ($-362.89) False $14.02 08/08/25 14:53 08/08/25 15:04 11m
5668352 LPSN Buy $1.19 $1.17 26322 -2.03% ($-634.36) True $1.13 06/08/25 15:00 06/08/25 15:04 4m
5668351 LPSN Buy $1.19 $1.16 26306 -2.5% ($-783.92) True $1.13 06/08/25 13:56 06/08/25 14:58 1h
5668350 LPSN Buy $1.19 $1.18 26324 -0.85% ($-265.87) True $1.11 06/08/25 13:53 06/08/25 13:54 1m
5668349 LPSN Buy $1.27 $1.17 24645 -7.87% ($-2464.50) True $1.17 06/08/25 13:33 06/08/25 13:49 16m
5668348 LPSN Buy $1.41 $1.31 22179 -7.17% ($-2244.51) False $1.33 06/08/25 13:30 06/08/25 13:31 1m
5668306 LCID Buy $2.89 $3.15 10849 9.01% ($2820.74) True $2.81 17/07/25 14:32 17/07/25 19:00 4.5h
5668302 SPCE Buy $3.81 $3.64 8215 -4.46% ($-1396.55) True $3.65 17/07/25 14:01 17/07/25 17:43 3.7h
5668305 LCID Buy $2.88 $2.89 10886 0.5% ($155.67) True $2.79 17/07/25 14:30 17/07/25 14:31 1m
5668304 LCID Buy $2.90 $2.86 10793 -1.38% ($-431.72) True $2.82 17/07/25 14:26 17/07/25 14:29 3m
5668303 LCID Buy $2.96 $2.89 10574 -2.36% ($-739.12) True $2.83 17/07/25 13:58 17/07/25 14:25 27m
5668354 LPSN Buy $0.95 $0.93 32947 -1.72% ($-537.04) True $0.94 26/06/25 14:52 26/06/25 16:16 1.4h
5668314 QS Buy $5.42 $5.69 5775 4.98% ($1559.83) True $5.31 25/06/25 14:59 25/06/25 19:04 4.1h
5668313 QS Buy $5.59 $5.46 5599 -2.33% ($-728.43) True $5.46 25/06/25 14:49 25/06/25 14:55 6m
5668312 QS Buy $5.70 $5.58 5496 -2.1% ($-657.32) True $5.58 25/06/25 14:42 25/06/25 14:48 6m
5668311 QS Buy $5.99 $5.73 5225 -4.34% ($-1356.93) True $5.76 25/06/25 13:36 25/06/25 14:19 43m
5668319 JOBY Buy $8.61 $8.84 3637 2.67% ($836.51) True $8.47 28/05/25 14:16 28/05/25 19:00 4.7h
5668332 SPCE Buy $4.10 $5.76 7630 40.29% ($12610.86) True $3.93 16/05/25 13:47 16/05/25 19:00 5.2h
5668322 QBTS Buy $8.95 $10.35 3497 15.64% ($4895.80) True $8.73 08/05/25 14:39 08/05/25 19:07 4.5h
5668321 QBTS Buy $9.26 $9.04 3380 -2.38% ($-743.60) True $9.05 08/05/25 14:31 08/05/25 14:37 6m
5668331 GME Buy $28.37 $27.70 1103 -2.36% ($-739.01) True $27.71 26/03/25 13:50 26/03/25 13:57 7m
Strategy DSL CreativeExit_crossover-logic-invert_124144
Job Like 
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}", 
fast_ema=10,           // Fast EMA period for momentum
slow_ema=26,           // Slow EMA period for trend direction
vol_pace_threshold=3,// Volume pace must exceed 2.5x avg
atr_period=26,         // ATR period for risk calculation
atr_mult=2.0,          // ATR multiplier for stop loss
risk_frac=0.0313,        // Risk fraction per trade
gap_threshold=1    // Gap threshold of 2% (2 as multiplier)

STRATEGY "AI Strategy - Overnight Gap Momentum-048718 + Mut":
TRIGGER:
  // Check for overnight gap > 1%
  LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > gap_threshold
  AND
  // Higher timeframe trend confirmation (1d EMA alignment)
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Volume pace confirmation (must exceed threshold)
  VOL_PACE(sym, 1d, 10) > vol_pace_threshold
  AND
  // Restrict to first 90 minutes of session (UTC time for US market open 9:30 AM ET)
  TIME_UTC_IN("10:30", "15:00")
ENTRY: MARKET          // Market entry to capture immediate momentum post-gap
EXIT: 
  (TIME_UTC_IN(19,21) AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 22) - 2.8 * ATR(sym,1m, 18))) OR LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - ATR(sym,1d, 14) * (1.5 + ATR(sym,1d, 5) / ATR(sym,1d, 20)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk