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

54

Total P&L

$3184.81

Notional: $1690047.92
Total Return

0.19%

Weighted by notional
Win Rate

35.2%

19 W / 35 L
CouldWin Rate

72.2%

39 could / 54 total
Avg P&L

$58.98

Avg Return: 0.19%
Best Win

$5210.53

Largest Loss

$-2244.51

Trade Details 54 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5966239 AMD Buy $207.11 $203.18 151 -1.9% ($-593.43) False $204.13 06/10/25 14:13 06/10/25 19:55 5.7h
5966044 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
5966043 LAC Buy $5.30 $5.95 5911 12.37% ($3871.71) True $5.13 24/09/25 13:32 24/09/25 20:00 6.5h
5966064 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
5966223 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
5966256 LPSN Buy $1.19 $1.19 26322 -0.05% ($-15.79) True $1.13 06/08/25 15:00 06/08/25 15:01 1m
5966254 LPSN Buy $1.22 $1.20 25655 -1.26% ($-395.09) False $1.18 06/08/25 14:44 06/08/25 14:57 13m
5966253 LPSN Buy $1.23 $1.21 25447 -1.54% ($-480.95) False $1.18 06/08/25 14:38 06/08/25 14:43 5m
5966252 LPSN Buy $1.22 $1.22 25697 0.17% ($53.96) True $1.16 06/08/25 14:36 06/08/25 14:37 1m
5966251 LPSN Buy $1.24 $1.21 25333 -2.06% ($-645.99) False $1.18 06/08/25 14:34 06/08/25 14:35 1m
5966250 LPSN Buy $1.22 $1.22 25761 0.41% ($128.81) True $1.15 06/08/25 14:32 06/08/25 14:33 1m
5966249 LPSN Buy $1.20 $1.22 26074 1.57% ($490.19) True $1.13 06/08/25 14:30 06/08/25 14:31 1m
5966248 LPSN Buy $1.24 $1.22 25344 -1.12% ($-349.75) False $1.16 06/08/25 14:26 06/08/25 14:29 3m
5966247 LPSN Buy $1.25 $1.21 25070 -3.48% ($-1090.55) False $1.19 06/08/25 14:15 06/08/25 14:25 10m
5966246 LPSN Buy $1.20 $1.22 26192 2.09% ($654.80) True $1.14 06/08/25 14:12 06/08/25 14:14 2m
5966244 LPSN Buy $1.21 $1.21 25859 -0.03% ($-10.34) True $1.15 06/08/25 14:10 06/08/25 14:11 1m
5966243 LPSN Buy $1.21 $1.19 25842 -1.75% ($-547.85) True $1.15 06/08/25 14:08 06/08/25 14:09 1m
5966242 LPSN Buy $1.22 $1.22 25655 -0.41% ($-128.28) True $1.16 06/08/25 14:06 06/08/25 14:07 1m
5966240 LPSN Buy $1.24 $1.22 25243 -1.6% ($-502.34) True $1.20 06/08/25 14:00 06/08/25 14:05 5m
5966238 LPSN Buy $1.23 $1.22 25540 -0.45% ($-140.47) True $1.17 06/08/25 13:58 06/08/25 13:59 1m
5966237 LPSN Buy $1.19 $1.20 26306 0.86% ($268.32) True $1.13 06/08/25 13:56 06/08/25 13:57 1m
5966236 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
5966235 LPSN Buy $1.19 $1.18 26302 -1.26% ($-394.53) True $1.10 06/08/25 13:50 06/08/25 13:51 1m
5966234 LPSN Buy $1.21 $1.21 25975 0.41% ($129.88) True $1.10 06/08/25 13:47 06/08/25 13:48 1m
5966232 LPSN Buy $1.27 $1.21 24645 -4.72% ($-1478.70) True $1.17 06/08/25 13:33 06/08/25 13:46 13m
5966231 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
5966052 LCID Buy $2.96 $3.11 10574 5.07% ($1588.21) True $2.83 17/07/25 13:58 17/07/25 20:00 6h
5966090 SPCE Buy $3.81 $3.64 8215 -4.46% ($-1396.55) False $3.65 17/07/25 14:01 17/07/25 17:43 3.7h
5966245 LPSN Buy $0.95 $0.93 32947 -1.72% ($-537.04) False $0.94 26/06/25 14:52 26/06/25 16:16 1.4h
5966066 QS Buy $5.42 $5.66 5775 4.43% ($1386.58) True $5.31 25/06/25 14:59 25/06/25 20:00 5h
5966061 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
5966057 QS Buy $5.70 $5.58 5496 -2.1% ($-657.32) False $5.58 25/06/25 14:42 25/06/25 14:48 6m
5966055 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
5966197 JOBY Buy $8.64 $8.65 3624 0.12% ($36.24) True $8.54 28/05/25 14:48 28/05/25 16:04 1.3h
5966191 JOBY Buy $8.65 $8.55 3618 -1.14% ($-357.46) False $8.56 28/05/25 14:46 28/05/25 14:46 0m
5966180 JOBY Buy $8.57 $8.56 3652 -0.12% ($-36.15) True $8.48 28/05/25 14:44 28/05/25 14:45 1m
5966174 JOBY Buy $8.60 $8.58 3639 -0.23% ($-71.69) True $8.50 28/05/25 14:42 28/05/25 14:43 1m
5966170 JOBY Buy $8.56 $8.60 3656 0.47% ($146.24) True $8.46 28/05/25 14:40 28/05/25 14:41 1m
5966160 JOBY Buy $8.59 $8.58 3643 -0.17% ($-54.28) True $8.49 28/05/25 14:38 28/05/25 14:39 1m
5966157 JOBY Buy $8.65 $8.61 3618 -0.45% ($-141.10) False $8.55 28/05/25 14:36 28/05/25 14:37 1m
5966155 JOBY Buy $8.62 $8.65 3631 0.34% ($106.39) True $8.52 28/05/25 14:34 28/05/25 14:35 1m
5966150 JOBY Buy $8.64 $8.64 3624 0.06% ($17.76) True $8.53 28/05/25 14:32 28/05/25 14:33 1m
5966148 JOBY Buy $8.52 $8.61 3671 0.94% ($294.41) True $8.42 28/05/25 14:30 28/05/25 14:31 1m
5966135 JOBY Buy $8.57 $8.53 3652 -0.53% ($-164.34) True $8.46 28/05/25 14:28 28/05/25 14:29 1m
5966125 JOBY Buy $8.56 $8.55 3656 -0.12% ($-36.56) True $8.45 28/05/25 14:26 28/05/25 14:27 1m
5966108 JOBY Buy $8.57 $8.58 3652 0.11% ($35.42) True $8.44 28/05/25 14:24 28/05/25 14:25 1m
5966101 JOBY Buy $8.63 $8.59 3628 -0.42% ($-131.33) True $8.50 28/05/25 14:22 28/05/25 14:23 1m
5966097 JOBY Buy $8.65 $8.64 3620 -0.06% ($-18.10) False $8.51 28/05/25 14:20 28/05/25 14:21 1m
5966095 JOBY Buy $8.67 $8.62 3610 -0.63% ($-198.55) False $8.53 28/05/25 14:18 28/05/25 14:19 1m
5966093 JOBY Buy $8.61 $8.63 3637 0.31% ($96.74) True $8.47 28/05/25 14:16 28/05/25 14:17 1m
5966156 SPCE Buy $4.10 $4.75 7630 15.81% ($4949.58) True $3.93 16/05/25 13:47 16/05/25 20:00 6.2h
5966098 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
5966092 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
5966209 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_momentum_decay_volatility_shift_155200
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: 
  (MOMENTUM_QUALITY(CLOSE(sym,1d), 8) < 25) AND ((LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 5) - 2.0 * ATR(sym,1d, 14))) OR (ATR_RATIO(sym,1d, 3, 14) > 1.8))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk