Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
100
NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY
Performance Summary
Total Trades
110
Total P&L
$-100978.89
Notional: $3442806.08Total Return
-2.93%
Weighted by notionalWin Rate
20.9%
23 W / 87 LCouldWin Rate
71.8%
79 could / 110 totalAvg P&L
$-917.99
Avg Return: -2.93%Best Win
$12153.70
Largest Loss
$-5832.60
Trade Details
110 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5976145 | CYN | Buy | $5.78 | $5.69 | 5415 | -1.56% ($-487.35) | True | $5.48 | 14/10/25 13:50 | 14/10/25 20:00 | 6.2h |
| 5976144 | CYN | Buy | $6.17 | $5.74 | 5072 | -6.97% ($-2180.96) | False | $5.82 | 14/10/25 13:37 | 14/10/25 13:49 | 12m |
| 5976141 | CYN | Buy | $6.35 | $6.11 | 4929 | -3.78% ($-1182.96) | True | $6.14 | 14/10/25 13:30 | 14/10/25 13:32 | 2m |
| 5975997 | PLRZ | Buy | $1.23 | $1.20 | 25428 | -2.51% ($-785.73) | False | $1.20 | 08/10/25 14:07 | 08/10/25 19:14 | 5.1h |
| 5975978 | ADAP | Buy | $0.19 | $0.18 | 166489 | -6.28% ($-1964.57) | True | $0.18 | 08/10/25 14:47 | 08/10/25 17:17 | 2.5h |
| 5975977 | ADAP | Buy | $0.20 | $0.19 | 156578 | -4.95% ($-1550.12) | True | $0.19 | 08/10/25 14:38 | 08/10/25 14:38 | 0m |
| 5975998 | PLRZ | Buy | $1.11 | $1.14 | 28208 | 2.74% ($857.52) | True | $1.10 | 06/10/25 14:21 | 06/10/25 20:00 | 5.7h |
| 5975623 | 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 |
| 5975996 | PLRZ | Buy | $1.13 | $1.11 | 27696 | -1.79% ($-559.46) | False | $1.11 | 06/10/25 14:17 | 06/10/25 14:20 | 3m |
| 5975645 | BURU | Buy | $0.24 | $0.22 | 132290 | -6.26% ($-1957.89) | True | $0.22 | 03/10/25 14:41 | 03/10/25 18:24 | 3.7h |
| 5975644 | BURU | Buy | $0.25 | $0.23 | 123911 | -8.99% ($-2812.78) | True | $0.23 | 03/10/25 14:14 | 03/10/25 14:40 | 26m |
| 5975352 | HCTI | Buy | $3.08 | $2.92 | 10156 | -5.25% ($-1642.23) | True | $2.71 | 01/10/25 14:01 | 01/10/25 20:00 | 6h |
| 5975351 | GNLN | Buy | $4.12 | $3.98 | 7597 | -3.4% ($-1063.58) | True | $4.03 | 01/10/25 14:47 | 01/10/25 18:50 | 4.1h |
| 5975350 | HCTI | Buy | $3.39 | $3.17 | 9233 | -6.49% ($-2031.26) | True | $3.21 | 01/10/25 13:35 | 01/10/25 13:35 | 0m |
| 5975621 | TLRY | Buy | $1.60 | $1.54 | 19568 | -3.76% ($-1177.99) | True | $1.55 | 29/09/25 14:22 | 29/09/25 16:03 | 1.7h |
| 5975353 | GNLN | Buy | $4.06 | $3.93 | 7709 | -3.18% ($-994.46) | False | $3.94 | 29/09/25 14:41 | 29/09/25 15:06 | 25m |
| 5975979 | AGMH | Buy | $6.62 | $6.23 | 4728 | -5.89% ($-1843.92) | True | $6.23 | 19/09/25 13:30 | 19/09/25 13:45 | 15m |
| 5975358 | INTC | Buy | $31.40 | $30.84 | 996 | -1.8% ($-561.94) | False | $30.84 | 18/09/25 13:50 | 18/09/25 13:53 | 3m |
| 5975355 | NCNA | Buy | $3.92 | $4.50 | 7984 | 14.8% ($4630.72) | True | $3.84 | 15/09/25 13:37 | 15/09/25 20:00 | 6.4h |
| 5975354 | NCNA | Buy | $4.01 | $3.92 | 7805 | -2.25% ($-703.23) | True | $3.92 | 15/09/25 13:30 | 15/09/25 13:36 | 6m |
| 5975918 | BHAT | Buy | $1.71 | $1.63 | 18304 | -4.68% ($-1464.32) | True | $1.63 | 12/09/25 13:54 | 12/09/25 15:11 | 1.3h |
| 5975916 | BHAT | Buy | $1.80 | $1.65 | 17388 | -8.33% ($-2608.20) | False | $1.67 | 12/09/25 13:38 | 12/09/25 13:46 | 8m |
| 5975913 | BHAT | Buy | $1.91 | $1.80 | 16387 | -5.76% ($-1802.57) | True | $1.83 | 12/09/25 13:30 | 12/09/25 13:37 | 7m |
| 5975720 | GIBO | Buy | $2.85 | $2.38 | 10982 | -16.49% ($-5160.44) | True | $2.41 | 09/09/25 13:41 | 09/09/25 15:45 | 2.1h |
| 5975741 | WOLF | Buy | $1.90 | $1.80 | 16473 | -5.26% ($-1647.30) | False | $1.81 | 09/09/25 13:52 | 09/09/25 13:56 | 4m |
| 5975719 | GIBO | Buy | $3.45 | $2.88 | 9072 | -16.52% ($-5171.04) | True | $3.07 | 09/09/25 13:30 | 09/09/25 13:36 | 6m |
| 5975740 | WOLF | Buy | $1.91 | $1.85 | 16426 | -2.91% ($-911.64) | False | $1.85 | 09/09/25 13:30 | 09/09/25 13:33 | 3m |
| 5975826 | STSS | Buy | $15.74 | $14.07 | 1988 | -10.61% ($-3319.96) | True | $14.16 | 27/08/25 14:59 | 27/08/25 19:12 | 4.2h |
| 5975812 | STSS | Buy | $11.02 | $10.58 | 2840 | -4% ($-1250.45) | True | $10.60 | 25/08/25 13:30 | 25/08/25 19:49 | 6.3h |
| 5976075 | IQ | Buy | $2.35 | $2.31 | 13319 | -1.7% ($-532.76) | False | $2.32 | 18/08/25 14:46 | 18/08/25 17:51 | 3.1h |
| 5976074 | IQ | Buy | $2.41 | $2.35 | 13014 | -2.49% ($-780.84) | False | $2.36 | 18/08/25 14:06 | 18/08/25 14:45 | 39m |
| 5975709 | WULF | Buy | $7.52 | $7.32 | 4164 | -2.67% ($-835.30) | True | $7.32 | 14/08/25 14:02 | 14/08/25 14:07 | 5m |
| 5975666 | TLRY | Buy | $1.00 | $0.97 | 31375 | -3.27% ($-1022.83) | True | $0.97 | 12/08/25 14:34 | 12/08/25 17:59 | 3.4h |
| 5975665 | 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 |
| 5976199 | BTOG | Buy | $0.45 | $0.40 | 69401 | -10.86% ($-3400.65) | True | $0.41 | 07/08/25 14:27 | 07/08/25 14:38 | 11m |
| 5976189 | BTOG | Buy | $0.49 | $0.44 | 64073 | -9.68% ($-3030.65) | True | $0.45 | 07/08/25 13:57 | 07/08/25 14:02 | 5m |
| 5975994 | ADAP | Buy | $0.32 | $0.33 | 97843 | 3.88% ($1213.25) | True | $0.31 | 24/07/25 14:27 | 24/07/25 20:00 | 5.6h |
| 5975374 | HCTI | Buy | $0.05 | $0.04 | 657563 | -18.49% ($-5786.55) | True | $0.04 | 24/07/25 14:00 | 24/07/25 15:04 | 1.1h |
| 5975403 | 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 |
| 5975580 | IXHL | Buy | $0.29 | $0.36 | 107338 | 23.42% ($7331.19) | True | $0.26 | 15/07/25 14:21 | 15/07/25 20:00 | 5.7h |
| 5976063 | PLRZ | Buy | $1.04 | $0.92 | 30096 | -11.92% ($-3731.90) | True | $0.94 | 15/07/25 13:37 | 15/07/25 16:10 | 2.6h |
| 5975991 | CAN | Buy | $0.95 | $0.91 | 32992 | -3.97% ($-1243.80) | False | $0.91 | 14/07/25 14:31 | 14/07/25 14:38 | 7m |
| 5976211 | BTOG | Buy | $0.19 | $0.25 | 162176 | 29.53% ($9244.03) | True | $0.18 | 07/07/25 13:37 | 07/07/25 20:00 | 6.4h |
| 5976210 | BTOG | Buy | $0.20 | $0.19 | 154491 | -4.79% ($-1498.56) | True | $0.19 | 07/07/25 13:30 | 07/07/25 13:36 | 6m |
| 5976216 | BTOG | Buy | $0.16 | $0.18 | 193329 | 8.09% ($2532.61) | True | $0.16 | 03/07/25 14:54 | 03/07/25 19:59 | 5.1h |
| 5976215 | BTOG | Buy | $0.17 | $0.16 | 186420 | -3.51% ($-1099.88) | True | $0.16 | 03/07/25 14:46 | 03/07/25 14:53 | 7m |
| 5976214 | BTOG | Buy | $0.17 | $0.17 | 179678 | -5.17% ($-1617.10) | False | $0.17 | 03/07/25 14:23 | 03/07/25 14:45 | 22m |
| 5976213 | BTOG | Buy | $0.19 | $0.17 | 168733 | -7.17% ($-2244.15) | False | $0.17 | 03/07/25 13:44 | 03/07/25 14:22 | 38m |
| 5976212 | BTOG | Buy | $0.20 | $0.19 | 154187 | -6.35% ($-1989.01) | False | $0.19 | 03/07/25 13:30 | 03/07/25 13:30 | 0m |
| 5975698 | BURU | Buy | $0.34 | $0.32 | 92330 | -4.75% ($-1486.51) | True | $0.32 | 27/06/25 14:27 | 27/06/25 18:16 | 3.8h |
| 5976236 | CYN | Buy | $20.41 | $19.16 | 1533 | -6.12% ($-1916.25) | False | $19.25 | 27/06/25 14:34 | 27/06/25 14:53 | 19m |
| 5975695 | BURU | Buy | $0.37 | $0.35 | 84617 | -4.38% ($-1370.80) | False | $0.36 | 27/06/25 14:21 | 27/06/25 14:26 | 5m |
| 5975694 | BURU | Buy | $0.39 | $0.37 | 80670 | -5.77% ($-1807.01) | True | $0.37 | 27/06/25 13:59 | 27/06/25 14:18 | 19m |
| 5975693 | BURU | Buy | $0.44 | $0.36 | 71937 | -17.26% ($-5402.47) | True | $0.39 | 27/06/25 13:33 | 27/06/25 13:39 | 6m |
| 5975692 | BURU | Buy | $0.48 | $0.43 | 64978 | -10.01% ($-3131.94) | False | $0.44 | 27/06/25 13:30 | 27/06/25 13:31 | 1m |
| 5976237 | CYN | Buy | $15.71 | $13.05 | 1992 | -16.9% ($-5288.56) | True | $13.44 | 26/06/25 13:57 | 26/06/25 18:38 | 4.7h |
| 5976235 | CYN | Buy | $17.94 | $16.31 | 1744 | -9.09% ($-2842.72) | True | $16.61 | 26/06/25 13:30 | 26/06/25 13:30 | 0m |
| 5976080 | 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 |
| 5976079 | 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 |
| 5976077 | 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 |
| 5976076 | 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 |
| 5976066 | PLRZ | Buy | $1.15 | $0.94 | 27217 | -18.63% ($-5832.60) | True | $0.97 | 12/06/25 14:56 | 12/06/25 16:01 | 1.1h |
| 5975382 | GNLN | Buy | $0.01 | $0.01 | 2389312 | -10.69% ($-3345.04) | True | $0.01 | 12/06/25 13:44 | 12/06/25 15:24 | 1.7h |
| 5976065 | PLRZ | Buy | $1.29 | $1.17 | 24263 | -9.28% ($-2904.28) | True | $1.17 | 12/06/25 14:43 | 12/06/25 14:55 | 12m |
| 5975381 | GNLN | Buy | $0.01 | $0.01 | 2173611 | -6.25% ($-1956.25) | True | $0.01 | 12/06/25 13:30 | 12/06/25 13:43 | 13m |
| 5975559 | IXHL | Buy | $0.21 | $0.21 | 151941 | 1.65% ($516.60) | True | $0.20 | 10/06/25 14:13 | 10/06/25 20:00 | 5.8h |
| 5975816 | APLD | Buy | $9.90 | $10.06 | 3161 | 1.62% ($506.08) | True | $9.65 | 02/06/25 15:00 | 02/06/25 20:00 | 5h |
| 5975697 | BURU | Buy | $0.39 | $0.38 | 79260 | -4.48% ($-1402.90) | True | $0.34 | 30/05/25 13:43 | 30/05/25 20:00 | 6.3h |
| 5975696 | BURU | Buy | $0.42 | $0.39 | 75186 | -6.61% ($-2067.62) | True | $0.39 | 30/05/25 13:30 | 30/05/25 13:31 | 1m |
| 5976278 | JOBY | Buy | $8.61 | $8.83 | 3637 | 2.61% ($818.33) | True | $8.47 | 28/05/25 14:16 | 28/05/25 20:00 | 5.7h |
| 5976234 | QUBT | Buy | $12.15 | $12.87 | 2576 | 5.93% ($1854.46) | True | $11.90 | 16/05/25 14:48 | 16/05/25 20:00 | 5.2h |
| 5976056 | ADAP | Buy | $0.27 | $0.27 | 114988 | 0.26% ($80.49) | True | $0.27 | 13/05/25 15:00 | 13/05/25 15:01 | 1m |
| 5976055 | ADAP | Buy | $0.27 | $0.27 | 115285 | -0.04% ($-11.53) | True | $0.27 | 13/05/25 14:58 | 13/05/25 14:59 | 1m |
| 5976053 | ADAP | Buy | $0.27 | $0.27 | 115115 | -0.04% ($-11.51) | True | $0.27 | 13/05/25 14:56 | 13/05/25 14:57 | 1m |
| 5976052 | ADAP | Buy | $0.27 | $0.27 | 115583 | -0.18% ($-57.79) | True | $0.27 | 13/05/25 14:53 | 13/05/25 14:55 | 2m |
| 5976051 | ADAP | Buy | $0.27 | $0.27 | 114820 | -0.95% ($-298.53) | True | $0.27 | 13/05/25 14:51 | 13/05/25 14:52 | 1m |
| 5976050 | ADAP | Buy | $0.27 | $0.27 | 114610 | 0.62% ($194.84) | True | $0.27 | 13/05/25 14:49 | 13/05/25 14:50 | 1m |
| 5976049 | ADAP | Buy | $0.28 | $0.28 | 112792 | -0.47% ($-146.63) | True | $0.27 | 13/05/25 14:47 | 13/05/25 14:48 | 1m |
| 5976047 | ADAP | Buy | $0.28 | $0.28 | 112792 | 0.04% ($11.28) | True | $0.27 | 13/05/25 14:42 | 13/05/25 14:43 | 1m |
| 5976046 | ADAP | Buy | $0.28 | $0.28 | 110992 | -1.45% ($-455.07) | False | $0.28 | 13/05/25 14:40 | 13/05/25 14:41 | 1m |
| 5976045 | ADAP | Buy | $0.28 | $0.28 | 111666 | 0.36% ($111.67) | True | $0.27 | 13/05/25 14:37 | 13/05/25 14:38 | 1m |
| 5976044 | ADAP | Buy | $0.28 | $0.28 | 110678 | -2.05% ($-641.93) | False | $0.28 | 13/05/25 14:35 | 13/05/25 14:35 | 0m |
| 5976043 | ADAP | Buy | $0.28 | $0.28 | 113818 | 1.13% ($352.84) | True | $0.27 | 13/05/25 14:33 | 13/05/25 14:34 | 1m |
| 5976042 | ADAP | Buy | $0.28 | $0.28 | 112792 | -0.5% ($-157.91) | True | $0.27 | 13/05/25 14:31 | 13/05/25 14:32 | 1m |
| 5976041 | ADAP | Buy | $0.28 | $0.28 | 111626 | -0.07% ($-22.33) | True | $0.28 | 13/05/25 14:29 | 13/05/25 14:30 | 1m |
| 5976040 | ADAP | Buy | $0.28 | $0.28 | 111308 | -1.35% ($-422.97) | False | $0.28 | 13/05/25 14:27 | 13/05/25 14:28 | 1m |
| 5976039 | ADAP | Buy | $0.28 | $0.28 | 113037 | 1.44% ($452.15) | True | $0.27 | 13/05/25 14:25 | 13/05/25 14:26 | 1m |
| 5976038 | ADAP | Buy | $0.28 | $0.28 | 110953 | -0.04% ($-11.10) | False | $0.28 | 13/05/25 14:23 | 13/05/25 14:24 | 1m |
| 5976037 | ADAP | Buy | $0.28 | $0.28 | 110561 | -0.32% ($-99.50) | False | $0.28 | 13/05/25 14:21 | 13/05/25 14:22 | 1m |
| 5976036 | ADAP | Buy | $0.29 | $0.28 | 109786 | -0.67% ($-208.59) | False | $0.28 | 13/05/25 14:19 | 13/05/25 14:20 | 1m |
| 5976035 | ADAP | Buy | $0.29 | $0.29 | 108492 | -0.49% ($-151.89) | False | $0.28 | 13/05/25 14:17 | 13/05/25 14:18 | 1m |
| 5976034 | ADAP | Buy | $0.28 | $0.29 | 110522 | 0.64% ($198.94) | True | $0.27 | 13/05/25 14:15 | 13/05/25 14:16 | 1m |
| 5976033 | ADAP | Buy | $0.28 | $0.28 | 111945 | 0.82% ($257.47) | True | $0.27 | 13/05/25 14:13 | 13/05/25 14:14 | 1m |
| 5976032 | ADAP | Buy | $0.28 | $0.28 | 113037 | -0.18% ($-56.52) | True | $0.27 | 13/05/25 14:10 | 13/05/25 14:11 | 1m |
| 5976031 | ADAP | Buy | $0.28 | $0.28 | 112307 | -0.32% ($-101.08) | True | $0.27 | 13/05/25 14:08 | 13/05/25 14:09 | 1m |
| 5976030 | ADAP | Buy | $0.27 | $0.27 | 114317 | -0.18% ($-57.16) | True | $0.27 | 13/05/25 14:06 | 13/05/25 14:07 | 1m |
| 5976029 | ADAP | Buy | $0.27 | $0.27 | 114568 | 0.44% ($137.48) | True | $0.26 | 13/05/25 14:04 | 13/05/25 14:05 | 1m |
| 5976028 | ADAP | Buy | $0.28 | $0.28 | 112428 | -0.97% ($-303.56) | True | $0.27 | 13/05/25 14:02 | 13/05/25 14:03 | 1m |
| 5976027 | ADAP | Buy | $0.28 | $0.27 | 110561 | -4.03% ($-1260.40) | False | $0.27 | 13/05/25 13:36 | 13/05/25 14:01 | 25m |
| 5976026 | ADAP | Buy | $0.30 | $0.28 | 102994 | -7.04% ($-2204.07) | False | $0.29 | 13/05/25 13:30 | 13/05/25 13:35 | 5m |
| 5975602 | 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 |
| 5975599 | 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 |
| 5975758 | GIBO | Buy | $20.58 | $18.68 | 1520 | -9.23% ($-2888.00) | True | $18.71 | 05/05/25 14:43 | 05/05/25 15:15 | 32m |
| 5975757 | GIBO | Buy | $21.90 | $19.13 | 1429 | -12.64% ($-3956.62) | True | $19.39 | 05/05/25 14:31 | 05/05/25 14:41 | 10m |
| 5976072 | PLRZ | Buy | $0.77 | $0.66 | 40649 | -14.29% ($-4471.39) | True | $0.66 | 02/05/25 13:41 | 02/05/25 15:00 | 1.3h |
| 5976018 | AGMH | Buy | $0.09 | $0.13 | 332978 | 38.83% ($12153.70) | True | $0.09 | 28/04/25 14:55 | 28/04/25 20:00 | 5.1h |
| 5976017 | AGMH | Buy | $0.10 | $0.08 | 327063 | -11.81% ($-3695.81) | True | $0.08 | 28/04/25 14:26 | 28/04/25 14:37 | 11m |
| 5976000 | SUNE | Buy | $0.39 | $0.35 | 80962 | -9.36% ($-2930.82) | False | $0.35 | 07/04/25 14:20 | 07/04/25 14:40 | 20m |
| 5975999 | SUNE | Buy | $0.42 | $0.37 | 75240 | -12.24% ($-3829.72) | False | $0.37 | 07/04/25 14:12 | 07/04/25 14:19 | 7m |
| 5975995 | SUNE | Buy | $0.44 | $0.39 | 71542 | -10.61% ($-3319.55) | True | $0.40 | 07/04/25 13:30 | 07/04/25 14:04 | 34m |
Strategy DSL
CreativeExit_MomentumExhaustion_VolExpansion_212555
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) < 20) AND (ATR_RATIO(sym,1d, 7, 21) > 1.8)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk