MOO→11:00 v3 Master 52 — backtest

52 strategies (8 ELITE / 4 STRONG / 40 OK) · OOS 2025-11-01 → 2026-04-30 · 119 days · $1K BP/signal · autoflatten −$1K/day
Total raw
$517,399
Sharpe raw
5.79
Max DD raw
−$24,692
Pos / Neg days
67 / 52
Total +autoflat
$666,825
Sharpe +AF
8.27
DD +AF
−$3,208
Days clipped
42 / 119

1. Equity curve

3. Daily PnL distribution

2. Per-strategy metrics (52)

IDNameTierDirExitNWRTotal $SharpeMax DD
R034inst_own_ge80_LONGELITELONGtpsl7,52335.1%$9,8184.76$-1,115
Q004opening_cross_dev_LONGELITELONGtpsl3,81327.9%$6,9573.83$-793
I012pt_ratio_low_SHORTELITESHORTtpsl2,23834.1%$5,6953.74$-816
Q003opening_cross_dev_SHORTELITESHORTtpsl3,49328.7%$6,1443.46$-904
J015pm_high_break_LONGELITELONGtpsl30,01041.3%$18,7412.95$-3,227
K013prev_5d_ge010_SHORTELITESHORTtpsl7,59527.1%$11,0612.71$-1,917
K004prev_big_up_SHORTELITESHORTtpsl7,59527.1%$11,0612.71$-1,917
K014prev_5d_ge015_SHORTELITESHORTtpsl4,15224.1%$6,3382.70$-1,557
K0163d_pump_exhaust_SHORTSTRONGSHORTtpsl2,61523.3%$5,3792.50$-1,286
K015prev_5d_ge020_SHORTSTRONGSHORTtpsl2,49022.2%$4,2072.47$-827
K012prev_5d_ge005_SHORTSTRONGSHORTtpsl14,52930.6%$15,0622.38$-5,171
G006tlt_5d_neg_SHORTSTRONGSHORThold5,64651.4%$7,3052.20$-4,877
C019vix_high_SHORTOKSHORThold4,00755.6%$19,15014.19$-970
G003spy_5d_n3_SHORTOKSHORThold1,45757.4%$7,02811.95$0
F004spy_5d_neg_SHORTOKSHORThold1,45757.4%$7,02811.95$0
G004qqq_strong_LONGOKLONGtpsl10,13040.0%$25,8309.63$-1,097
A020gap_ge20_SHORTOKSHORThold8762.1%$1,9194.66$-465
F005dxy_weak_SHORTOKSHORTtpsl20,46436.1%$33,0044.24$-6,698
A019gap_ge15_SHORTOKSHORThold19261.5%$3,4033.70$-912
A018gap_ge12_SHORTOKSHORThold34160.7%$5,3843.68$-1,074
S007pc_oi_ge2_LONGOKLONGtpsl5,22038.3%$4,5913.56$-725
S011pc_vol_ge1p5_LONGOKLONGtpsl2,62542.4%$2,7453.12$-489
S005pc_oi_ge1p2_LONGOKLONGtpsl6,32637.6%$4,8453.12$-808
R029insider_own_lt5_LONGOKLONGtpsl17,86238.9%$13,7652.76$-2,541
A017gap_ge8_SHORTOKSHORTtpsl91425.1%$3,4962.69$-650
A003gap_ge10_SHORTOKSHORThold51760.2%$6,8432.63$-939
S014iv_skew_le_n5_SHORTOKSHORTtpsl8,56936.2%$6,3742.62$-2,868
R003short_float_lt10_LONGOKLONGtpsl21,87139.0%$14,6272.50$-2,736
I011pt_ratio_high_LONGOKLONGtpsl17,16730.9%$15,5022.49$-4,323
R001short_float_lt5_LONGOKLONGtpsl16,39641.4%$11,2012.47$-2,657
R005short_float_lt15_LONGOKLONGtpsl25,85237.2%$17,6342.45$-3,549
Y008ret_5d_pump_SHORTOKSHORTtpsl1,87526.2%$3,2342.41$-1,012
A005gap_le_n5_LONGOKLONGhold2,77155.1%$20,0142.38$-3,179
Y021pct_from_52w_high_near_high_LONGOKLONGtpsl5,28839.5%$4,2922.36$-1,519
R007short_float_lt20_LONGOKLONGtpsl28,84136.1%$19,1932.35$-4,594
I006insider_buy_5_LONGOKLONGtpsl23244.0%$3872.35$-185
T005insider_buys_30d_ge5_LONGOKLONGtpsl23244.0%$3872.35$-185
Y026above_sma50_LONGOKLONGtpsl13,10634.4%$9,3102.29$-2,858
B005pm_vol_ge500K_SHORTOKSHORTtpsl9,98829.4%$8,7312.28$-5,184
A016gap_ge6_SHORTOKSHORTtpsl1,78526.3%$5,2442.27$-1,162
I013analyst_count_high_LONGOKLONGtpsl13,13635.5%$8,0002.27$-2,459
U037has_foreign_peer_LONGOKLONGtpsl3,39848.1%$1,9372.22$-496
K02052w_low_bounce_LONGOKLONGtpsl6,52739.9%$3,6602.22$-1,224
Y028above_sma200_LONGOKLONGtpsl17,14133.7%$13,0002.19$-4,080
K011prev_5d_ge003_SHORTOKSHORTtpsl19,41732.1%$16,3852.17$-7,667
G005breadth_pos_LONGOKLONGtpsl30,49835.1%$17,5322.16$-11,519
A015gap_ge4_SHORTOKSHORTtpsl3,86027.2%$7,6202.15$-2,290
Y004ret_3d_pump_SHORTOKSHORTtpsl1,14625.1%$2,3732.15$-815
A004gap_le_n3_LONGOKLONGhold6,16252.9%$34,0872.08$-8,857
Y012ret_10d_pump_SHORTOKSHORTtpsl3,43428.2%$3,7942.08$-1,372
R023days_to_cover_lt5_LONGOKLONGtpsl28,98835.0%$17,4822.07$-4,814
R021days_to_cover_lt2_LONGOKLONGtpsl12,37435.5%$8,6002.07$-2,513

4. Per-ticker top contributors (top 20)

#TickerN tradesN strategiesTotal $
1AAOI1,37238$7,584
2ALM1,35434$7,264
3VRT1,46541$7,211
4WDC1,59936$7,114
5SNDK1,58536$6,418
6HL1,81341$5,434
7IRE65827$5,220
8INFQ95131$5,215
9EQX1,50837$4,857
10PBR1,76132$4,776
11USAR1,25637$4,649
12INTC1,72139$4,139
13ALAB72530$4,130
14IAG1,58340$3,966
15SEDG58234$3,909
16AG1,65636$3,824
17BBAI61733$3,775
18CIEN43838$3,703
19LUNR1,21236$3,681
20LITE1,64039$3,674