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

24

Total P&L

$19600.70

Notional: $751103.01
Total Return

2.61%

Weighted by notional
Win Rate

45.8%

11 W / 13 L
CouldWin Rate

87.5%

21 could / 24 total
Avg P&L

$816.70

Avg Return: 2.61%
Best Win

$10316.76

Largest Loss

$-2464.50

Trade Details 24 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5739644 AMD Buy $211.29 $210.93 148 -0.17% ($-53.44) False $209.31 06/10/25 14:57 06/10/25 15:00 3m
5739643 AMD Buy $207.11 $210.76 151 1.76% ($551.15) True $204.13 06/10/25 14:13 06/10/25 14:56 43m
5739180 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5739207 LAC Buy $5.30 $6.11 5911 15.42% ($4825.74) True $5.13 24/09/25 13:32 24/09/25 15:53 2.4h
5739355 CRON Buy $2.43 $2.41 12881 -0.82% ($-256.33) True $2.41 11/08/25 14:54 11/08/25 14:57 3m
5739673 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
5739669 LPSN Buy $1.19 $1.17 26302 -1.65% ($-515.52) True $1.13 06/08/25 14:09 06/08/25 16:05 1.9h
5739668 LPSN Buy $1.22 $1.21 25655 -0.72% ($-225.76) True $1.17 06/08/25 13:59 06/08/25 14:08 9m
5739667 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
5739666 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
5739414 LCID Buy $2.96 $3.24 10574 9.46% ($2960.72) True $2.83 17/07/25 13:58 17/07/25 15:26 1.5h
5739405 SPCE Buy $3.78 $3.72 8280 -1.59% ($-496.80) True $3.72 17/07/25 14:51 17/07/25 14:53 2m
5739398 SPCE Buy $3.81 $3.83 8215 0.46% ($144.58) True $3.65 17/07/25 14:01 17/07/25 14:50 49m
5739681 LPSN Buy $0.95 $0.96 32947 1.35% ($421.72) True $0.94 26/06/25 14:52 26/06/25 15:10 18m
5739446 QS Buy $5.42 $5.58 5775 2.86% ($895.70) True $5.31 25/06/25 14:59 25/06/25 17:32 2.6h
5739443 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
5739438 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
5739433 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
5739456 JOBY Buy $8.61 $8.79 3637 2.15% ($672.85) True $8.47 28/05/25 14:16 28/05/25 15:58 1.7h
5739477 SPCE Buy $4.52 $6.01 6924 32.96% ($10316.76) True $4.33 16/05/25 14:37 16/05/25 16:18 1.7h
5739461 SPCE Buy $4.10 $4.56 7630 11.04% ($3454.86) True $3.93 16/05/25 13:47 16/05/25 14:36 49m
5739488 QBTS Buy $8.95 $10.44 3497 16.65% ($5210.53) True $8.73 08/05/25 14:39 08/05/25 20:00 5.4h
5739475 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
5739566 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-ind-mix_001008
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: 
  LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 18) - 2.8 * ATR(sym,1m, 18)) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 18, 7))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk