Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v89_relative_strength.dsl with 100 symbols
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
109
Total P&L
$23162.56
Notional: $2179149.13Total Return
1.06%
Weighted by notionalWin Rate
33.9%
37 W / 72 LCouldWin Rate
58.7%
64 could / 109 totalAvg P&L
$212.50
Avg Return: 1.06%Best Win
$11212.48
Largest Loss
$-4462.38
Trade Details
109 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6418182 | SPXS | Buy | $38.68 | $40.36 | 517 | 4.35% ($869.23) | True | $38.14 | 10/10/25 15:44 | 10/10/25 20:00 | 4.3h |
| 6418680 | APLD | Buy | $34.05 | $33.92 | 587 | -0.37% ($-73.90) | True | $32.83 | 10/10/25 15:26 | 10/10/25 20:00 | 4.6h |
| 6418663 | BITF | Buy | $4.68 | $4.55 | 4273 | -2.78% ($-555.49) | False | $4.55 | 10/10/25 15:59 | 10/10/25 16:56 | 57m |
| 6418679 | APLD | Buy | $35.52 | $33.62 | 563 | -5.35% ($-1069.14) | False | $33.76 | 10/10/25 15:12 | 10/10/25 15:25 | 13m |
| 6418577 | TLRY | Buy | $2.19 | $2.09 | 9153 | -4.58% ($-915.30) | False | $2.09 | 09/10/25 14:23 | 09/10/25 16:40 | 2.3h |
| 6418152 | HCTI | Buy | $3.14 | $2.90 | 6369 | -7.64% ($-1528.56) | False | $2.91 | 09/10/25 13:34 | 09/10/25 15:52 | 2.3h |
| 6419455 | ADAP | Buy | $0.22 | $0.20 | 90009 | -8.28% ($-1656.17) | True | $0.21 | 08/10/25 15:53 | 08/10/25 16:13 | 20m |
| 6418186 | NCNA | Buy | $5.72 | $7.00 | 3496 | 22.38% ($4475.58) | True | $5.40 | 07/10/25 15:52 | 07/10/25 20:00 | 4.1h |
| 6418185 | NCNA | Buy | $5.91 | $5.65 | 3386 | -4.41% ($-882.05) | True | $5.70 | 07/10/25 15:50 | 07/10/25 15:51 | 1m |
| 6418184 | PLUG | Buy | $3.39 | $3.77 | 5908 | 11.37% ($2274.58) | True | $3.25 | 03/10/25 14:23 | 03/10/25 20:00 | 5.6h |
| 6419528 | QUBT | Buy | $24.85 | $24.19 | 804 | -2.68% ($-534.66) | False | $24.22 | 03/10/25 15:00 | 03/10/25 17:52 | 2.9h |
| 6419524 | QUBT | Buy | $25.60 | $24.85 | 781 | -2.95% ($-589.66) | False | $24.92 | 03/10/25 14:45 | 03/10/25 14:59 | 14m |
| 6418154 | PLUG | Buy | $3.54 | $3.39 | 5654 | -4.15% ($-830.57) | True | $3.40 | 03/10/25 14:18 | 03/10/25 14:22 | 4m |
| 6418151 | HCTI | Buy | $2.72 | $2.92 | 7352 | 7.35% ($1470.40) | True | $2.64 | 01/10/25 13:30 | 01/10/25 20:00 | 6.5h |
| 6418822 | WOLF | Buy | $32.63 | $30.22 | 612 | -7.4% ($-1477.43) | True | $30.32 | 30/09/25 15:36 | 30/09/25 17:20 | 1.7h |
| 6419481 | CAN | Buy | $0.88 | $0.88 | 22818 | 0.29% ($57.05) | True | $0.87 | 29/09/25 15:56 | 29/09/25 20:00 | 4.1h |
| 6418581 | TLRY | Buy | $1.59 | $1.48 | 12577 | -6.92% ($-1384.73) | True | $1.49 | 29/09/25 13:51 | 29/09/25 16:03 | 2.2h |
| 6419479 | CAN | Buy | $0.90 | $0.88 | 22254 | -2.61% ($-522.97) | False | $0.88 | 29/09/25 14:08 | 29/09/25 15:55 | 1.8h |
| 6419762 | CIFR | Buy | $12.99 | $12.71 | 1539 | -2.19% ($-438.62) | False | $12.73 | 25/09/25 15:08 | 25/09/25 16:22 | 1.2h |
| 6419761 | CIFR | Buy | $13.40 | $13.00 | 1493 | -2.92% ($-584.51) | False | $13.02 | 25/09/25 14:45 | 25/09/25 15:07 | 22m |
| 6419818 | QUBT | Buy | $22.32 | $23.30 | 895 | 4.37% ($872.98) | True | $21.83 | 19/09/25 15:27 | 19/09/25 20:00 | 4.6h |
| 6419449 | AGMH | Buy | $6.62 | $10.00 | 3021 | 51.06% ($10210.98) | True | $6.04 | 19/09/25 13:30 | 19/09/25 20:00 | 6.5h |
| 6418227 | INTC | Buy | $31.33 | $30.44 | 638 | -2.83% ($-564.63) | False | $30.62 | 18/09/25 13:30 | 18/09/25 13:41 | 11m |
| 6418343 | RGTI | Buy | $18.87 | $19.08 | 1060 | 1.14% ($227.90) | True | $18.42 | 12/09/25 15:10 | 12/09/25 20:00 | 4.8h |
| 6418293 | RGTI | Buy | $19.34 | $18.82 | 1034 | -2.69% ($-538.92) | False | $18.86 | 12/09/25 14:46 | 12/09/25 15:08 | 22m |
| 6418272 | RGTI | Buy | $19.77 | $19.20 | 1011 | -2.88% ($-576.27) | False | $19.23 | 12/09/25 14:29 | 12/09/25 14:45 | 16m |
| 6418211 | OPEN | Buy | $9.08 | $10.47 | 2201 | 15.26% ($3050.81) | True | $8.76 | 11/09/25 15:07 | 11/09/25 20:00 | 4.9h |
| 6418808 | BITF | Buy | $1.41 | $1.58 | 14189 | 12.1% ($2419.22) | True | $1.36 | 09/09/25 14:00 | 09/09/25 20:00 | 6h |
| 6418876 | WOLF | Buy | $1.78 | $1.80 | 11235 | 1.12% ($224.70) | True | $1.64 | 09/09/25 13:35 | 09/09/25 20:00 | 6.4h |
| 6420050 | IQ | Buy | $2.80 | $2.77 | 7155 | -0.89% ($-178.88) | False | $2.77 | 09/09/25 15:27 | 09/09/25 17:35 | 2.1h |
| 6418875 | WOLF | Buy | $1.89 | $1.79 | 10582 | -5.24% ($-1047.62) | False | $1.81 | 09/09/25 13:31 | 09/09/25 13:34 | 3m |
| 6420143 | AVGO | Buy | $332.77 | $334.10 | 60 | 0.4% ($79.80) | True | $329.60 | 05/09/25 15:03 | 05/09/25 20:00 | 5h |
| 6420142 | AVGO | Buy | $336.47 | $332.33 | 59 | -1.23% ($-244.26) | False | $332.49 | 05/09/25 14:51 | 05/09/25 15:02 | 11m |
| 6419021 | BTE | Buy | $2.30 | $2.36 | 8708 | 2.77% ($552.96) | True | $2.26 | 02/09/25 15:22 | 02/09/25 20:00 | 4.6h |
| 6419431 | STSS | Buy | $14.85 | $14.70 | 1346 | -1.01% ($-201.90) | True | $13.56 | 27/08/25 14:34 | 27/08/25 20:00 | 5.4h |
| 6419427 | STSS | Buy | $11.02 | $10.35 | 1814 | -6.08% ($-1214.47) | True | $10.39 | 25/08/25 13:30 | 25/08/25 19:51 | 6.4h |
| 6418653 | TLRY | Buy | $1.34 | $1.28 | 14926 | -4.47% ($-894.07) | True | $1.29 | 25/08/25 14:51 | 25/08/25 16:06 | 1.3h |
| 6418347 | OPEN | Buy | $4.22 | $4.93 | 4739 | 16.82% ($3364.69) | True | $4.06 | 22/08/25 15:17 | 22/08/25 20:00 | 4.7h |
| 6418357 | NIO | Buy | $5.49 | $5.53 | 3646 | 0.82% ($164.07) | True | $5.42 | 21/08/25 14:46 | 21/08/25 20:00 | 5.2h |
| 6419029 | APLD | Buy | $15.85 | $16.38 | 1261 | 3.32% ($664.55) | True | $15.38 | 18/08/25 14:27 | 18/08/25 20:00 | 5.6h |
| 6418972 | BITF | Buy | $1.36 | $1.40 | 14760 | 3.32% ($664.20) | True | $1.32 | 18/08/25 15:03 | 18/08/25 20:00 | 5h |
| 6420214 | IQ | Buy | $2.41 | $2.33 | 8298 | -3.32% ($-663.84) | False | $2.34 | 18/08/25 14:08 | 18/08/25 14:45 | 37m |
| 6418867 | WULF | Buy | $6.95 | $8.77 | 2878 | 26.21% ($5241.70) | True | $6.55 | 14/08/25 13:30 | 14/08/25 20:00 | 6.5h |
| 6418868 | SOUN | Buy | $13.64 | $13.55 | 1466 | -0.66% ($-131.94) | False | $13.07 | 08/08/25 13:53 | 08/08/25 20:00 | 6.1h |
| 6419438 | STSS | Buy | $6.55 | $6.03 | 3051 | -7.98% ($-1595.98) | False | $6.06 | 08/08/25 15:49 | 08/08/25 16:07 | 18m |
| 6419116 | APLD | Buy | $13.35 | $13.13 | 1498 | -1.65% ($-329.56) | True | $12.48 | 31/07/25 13:46 | 31/07/25 20:00 | 6.2h |
| 6418489 | IXHL | Buy | $0.86 | $0.78 | 23331 | -8.61% ($-1721.83) | True | $0.73 | 30/07/25 14:39 | 30/07/25 20:00 | 5.4h |
| 6418486 | IXHL | Buy | $0.94 | $0.83 | 21369 | -11.32% ($-2262.98) | True | $0.85 | 30/07/25 14:32 | 30/07/25 14:33 | 1m |
| 6418436 | IXHL | Buy | $1.06 | $0.95 | 18957 | -9.92% ($-1984.80) | True | $0.96 | 30/07/25 14:00 | 30/07/25 14:31 | 31m |
| 6418358 | IXHL | Buy | $1.15 | $1.00 | 17467 | -12.66% ($-2532.72) | True | $1.01 | 30/07/25 13:35 | 30/07/25 13:59 | 24m |
| 6418485 | SOFI | Buy | $23.52 | $23.25 | 850 | -1.15% ($-229.50) | False | $23.25 | 29/07/25 15:41 | 29/07/25 18:05 | 2.4h |
| 6418443 | SOFI | Buy | $24.38 | $23.71 | 820 | -2.75% ($-550.06) | False | $23.71 | 29/07/25 13:57 | 29/07/25 15:29 | 1.5h |
| 6420147 | ADAP | Buy | $0.32 | $0.33 | 61900 | 2.85% ($569.48) | True | $0.31 | 24/07/25 14:19 | 24/07/25 20:00 | 5.7h |
| 6418807 | TLRY | Buy | $0.76 | $0.74 | 26248 | -2.35% ($-470.86) | False | $0.75 | 22/07/25 15:45 | 22/07/25 16:13 | 28m |
| 6419446 | STSS | Buy | $6.05 | $6.31 | 3305 | 4.3% ($859.30) | True | $5.94 | 21/07/25 14:17 | 21/07/25 20:00 | 5.7h |
| 6419219 | BITF | Buy | $1.17 | $1.14 | 17025 | -3.38% ($-675.89) | False | $1.14 | 21/07/25 15:51 | 21/07/25 18:47 | 2.9h |
| 6418519 | OPEN | Buy | $4.01 | $3.58 | 4987 | -10.72% ($-2144.41) | True | $3.64 | 21/07/25 15:46 | 21/07/25 15:53 | 7m |
| 6418488 | IXHL | Buy | $0.54 | $0.65 | 37057 | 19.9% ($3979.92) | True | $0.48 | 18/07/25 14:42 | 18/07/25 20:00 | 5.3h |
| 6420555 | IQ | Buy | $2.06 | $2.00 | 9698 | -3.01% ($-602.25) | False | $2.00 | 18/07/25 14:20 | 18/07/25 17:11 | 2.9h |
| 6420567 | RXRX | Buy | $6.04 | $5.98 | 3309 | -1.13% ($-226.67) | False | $5.98 | 18/07/25 15:55 | 18/07/25 16:10 | 15m |
| 6418541 | LCID | Buy | $3.05 | $3.11 | 6556 | 1.97% ($393.36) | True | $2.73 | 17/07/25 13:35 | 17/07/25 20:00 | 6.4h |
| 6420284 | BTOG | Buy | $0.42 | $0.66 | 47370 | 56.06% ($11212.48) | True | $0.36 | 17/07/25 13:30 | 17/07/25 20:00 | 6.5h |
| 6418518 | RGTI | Buy | $14.61 | $16.57 | 1368 | 13.42% ($2681.28) | True | $13.95 | 16/07/25 13:36 | 16/07/25 20:00 | 6.4h |
| 6418492 | IXHL | Buy | $0.29 | $0.36 | 68587 | 23.42% ($4684.49) | True | $0.25 | 15/07/25 14:21 | 15/07/25 20:00 | 5.7h |
| 6418810 | SMCI | Buy | $53.44 | $52.92 | 374 | -0.96% ($-192.61) | False | $52.95 | 15/07/25 15:54 | 15/07/25 19:00 | 3.1h |
| 6418811 | AMD | Buy | $155.37 | $154.44 | 128 | -0.6% ($-118.96) | False | $154.62 | 15/07/25 15:39 | 15/07/25 18:57 | 3.3h |
| 6418491 | IXHL | Buy | $0.23 | $0.24 | 87989 | 3.48% ($695.11) | True | $0.22 | 14/07/25 13:34 | 14/07/25 20:00 | 6.4h |
| 6420234 | CAN | Buy | $0.90 | $0.87 | 22175 | -3.14% ($-627.55) | True | $0.88 | 14/07/25 15:22 | 14/07/25 15:26 | 4m |
| 6420233 | CAN | Buy | $0.96 | $0.90 | 20922 | -5.8% ($-1159.08) | False | $0.91 | 14/07/25 14:07 | 14/07/25 15:21 | 1.2h |
| 6418494 | PLUG | Buy | $1.70 | $1.78 | 11783 | 4.87% ($974.45) | True | $1.64 | 09/07/25 14:19 | 09/07/25 20:00 | 5.7h |
| 6419112 | SOUN | Buy | $12.35 | $12.72 | 1620 | 3.04% ($607.50) | True | $12.17 | 08/07/25 15:55 | 08/07/25 20:00 | 4.1h |
| 6419110 | SOUN | Buy | $12.55 | $12.33 | 1594 | -1.71% ($-342.71) | True | $12.36 | 08/07/25 15:19 | 08/07/25 15:44 | 25m |
| 6419108 | SOUN | Buy | $12.80 | $12.56 | 1562 | -1.88% ($-374.88) | False | $12.56 | 08/07/25 14:53 | 08/07/25 15:16 | 23m |
| 6420320 | QS | Buy | $8.15 | $7.92 | 2454 | -2.82% ($-563.68) | False | $7.94 | 08/07/25 14:33 | 08/07/25 14:54 | 21m |
| 6419107 | SOUN | Buy | $13.04 | $12.77 | 1533 | -2.05% ($-409.00) | False | $12.80 | 08/07/25 14:43 | 08/07/25 14:52 | 9m |
| 6420956 | BTBT | Buy | $3.72 | $3.61 | 5383 | -2.96% ($-592.13) | False | $3.61 | 07/07/25 15:57 | 07/07/25 16:46 | 49m |
| 6420955 | BTBT | Buy | $3.83 | $3.71 | 5221 | -3.1% ($-619.21) | False | $3.72 | 07/07/25 15:28 | 07/07/25 15:56 | 28m |
| 6420340 | BTOG | Buy | $0.20 | $0.19 | 98716 | -5.92% ($-1184.59) | True | $0.19 | 07/07/25 13:30 | 07/07/25 13:38 | 8m |
| 6418379 | GNLN | Buy | $5.12 | $5.24 | 3906 | 2.34% ($468.72) | True | $4.48 | 30/06/25 15:19 | 30/06/25 20:00 | 4.7h |
| 6419492 | SUNE | Buy | $1.67 | $1.63 | 11994 | -2.24% ($-448.58) | False | $1.60 | 27/06/25 13:31 | 27/06/25 20:00 | 6.5h |
| 6420365 | CYN | Buy | $16.80 | $13.05 | 1190 | -22.32% ($-4462.38) | True | $13.13 | 26/06/25 13:58 | 26/06/25 18:38 | 4.7h |
| 6420364 | CYN | Buy | $17.94 | $15.71 | 1114 | -12.46% ($-2489.79) | True | $15.94 | 26/06/25 13:30 | 26/06/25 13:57 | 27m |
| 6420544 | QS | Buy | $5.38 | $5.66 | 3717 | 5.2% ($1040.39) | True | $5.22 | 25/06/25 15:01 | 25/06/25 20:00 | 5h |
| 6420540 | QS | Buy | $5.59 | $5.39 | 3577 | -3.58% ($-715.76) | True | $5.40 | 25/06/25 14:49 | 25/06/25 15:00 | 11m |
| 6420537 | QS | Buy | $5.86 | $5.58 | 3412 | -4.86% ($-972.42) | False | $5.58 | 25/06/25 14:20 | 25/06/25 14:48 | 28m |
| 6420530 | QS | Buy | $6.08 | $5.80 | 3289 | -4.61% ($-920.92) | False | $5.80 | 25/06/25 13:33 | 25/06/25 13:39 | 6m |
| 6419451 | STSS | Buy | $5.35 | $5.44 | 3738 | 1.68% ($336.42) | True | $5.03 | 18/06/25 13:30 | 18/06/25 20:00 | 6.5h |
| 6419023 | AMD | Buy | $127.11 | $126.24 | 157 | -0.68% ($-135.81) | False | $126.11 | 16/06/25 15:34 | 16/06/25 20:00 | 4.4h |
| 6420573 | XTIA | Buy | $4.66 | $4.15 | 4296 | -10.87% ($-2174.64) | True | $4.18 | 11/06/25 15:26 | 11/06/25 16:45 | 1.3h |
| 6420914 | QUBT | Buy | $19.23 | $18.61 | 1040 | -3.22% ($-644.80) | False | $18.64 | 11/06/25 15:54 | 11/06/25 16:16 | 22m |
| 6420919 | QUBT | Buy | $15.78 | $15.37 | 1267 | -2.59% ($-516.94) | False | $15.38 | 10/06/25 15:41 | 10/06/25 16:54 | 1.2h |
| 6420560 | XTIA | Buy | $2.10 | $2.58 | 9546 | 23.08% ($4615.49) | True | $2.01 | 09/06/25 14:45 | 09/06/25 20:00 | 5.3h |
| 6419092 | WBD | Buy | $10.51 | $10.45 | 1902 | -0.57% ($-114.12) | False | $10.45 | 09/06/25 15:48 | 09/06/25 16:00 | 12m |
| 6419087 | WBD | Buy | $10.64 | $10.50 | 1880 | -1.27% ($-253.80) | False | $10.50 | 09/06/25 14:20 | 09/06/25 14:34 | 14m |
| 6419460 | STSS | Buy | $5.49 | $6.20 | 3642 | 12.93% ($2585.82) | True | $4.74 | 04/06/25 13:43 | 04/06/25 20:00 | 6.3h |
| 6419459 | STSS | Buy | $6.17 | $5.52 | 3241 | -10.52% ($-2102.76) | True | $5.54 | 04/06/25 13:30 | 04/06/25 13:40 | 10m |
| 6420779 | HIMS | Buy | $56.08 | $54.56 | 356 | -2.71% ($-541.12) | False | $54.58 | 03/06/25 15:01 | 03/06/25 18:03 | 3h |
| 6420770 | HIMS | Buy | $57.93 | $56.17 | 345 | -3.05% ($-608.93) | False | $56.36 | 03/06/25 14:36 | 03/06/25 15:00 | 24m |
| 6420767 | HIMS | Buy | $59.86 | $58.05 | 334 | -3.02% ($-602.87) | False | $58.11 | 03/06/25 14:27 | 03/06/25 14:33 | 6m |
| 6419401 | APLD | Buy | $8.86 | $10.06 | 2258 | 13.61% ($2720.89) | True | $8.23 | 02/06/25 13:52 | 02/06/25 20:00 | 6.1h |
| 6419400 | APLD | Buy | $9.43 | $8.87 | 2122 | -5.89% ($-1177.50) | True | $8.90 | 02/06/25 13:34 | 02/06/25 13:50 | 16m |
| 6420977 | QUBT | Buy | $12.39 | $12.23 | 1614 | -1.29% ($-258.08) | False | $12.24 | 29/05/25 15:58 | 29/05/25 16:12 | 14m |
| 6420998 | JOBY | Buy | $8.11 | $8.83 | 2464 | 8.83% ($1764.72) | True | $7.68 | 28/05/25 13:37 | 28/05/25 20:00 | 6.4h |
| 6418631 | QBTS | Buy | $16.72 | $16.49 | 1196 | -1.37% ($-274.60) | True | $15.97 | 20/05/25 14:39 | 20/05/25 20:00 | 5.4h |
| 6420985 | QUBT | Buy | $11.60 | $12.87 | 1724 | 11% ($2198.10) | True | $11.20 | 16/05/25 14:15 | 16/05/25 20:00 | 5.8h |
| 6420577 | ACHR | Buy | $11.16 | $10.93 | 1792 | -2.01% ($-401.05) | False | $10.93 | 13/05/25 14:45 | 13/05/25 16:42 | 2h |
| 6418647 | QBTS | Buy | $7.91 | $10.44 | 2528 | 31.98% ($6395.84) | True | $7.28 | 08/05/25 13:40 | 08/05/25 20:00 | 6.3h |
| 6418646 | QBTS | Buy | $8.48 | $7.97 | 2359 | -5.96% ($-1191.06) | True | $8.05 | 08/05/25 13:34 | 08/05/25 13:39 | 5m |
| 6418645 | QBTS | Buy | $8.89 | $8.58 | 2250 | -3.43% ($-686.25) | True | $8.64 | 08/05/25 13:30 | 08/05/25 13:30 | 0m |
Strategy DSL
Hybrid-RelativeStrength-v89
# HYBRID V89 - RELATIVE STRENGTH (Momentum ranking)
# Entry: Price making new highs + strong momentum + volume
# Exit: Momentum weakening OR trailing
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
mom_period=21,
mom_threshold=0.08,
vol_mult=1.3,
atr_period=14,
atr_mult=3.0,
risk_frac=0.02
STRATEGY "Hybrid-RelativeStrength-v89":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND RETURN(CLOSE(sym, 1d), mom_period) > mom_threshold
AND LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), 20, 1)
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
ENTRY: MARKET
EXIT:
RETURN(CLOSE(sym, 1d), mom_period) < 0.02
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 15))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)