Unconditional
Always long · adj close-to-close · July 29, 2026 → Sept. 26, 2026
Hold PnL
-55.4%
72.63 (July 29, 2026) → 32.37 (Sept. 26, 2026)
- n
- 59
- Next adj up
- 47.5%
- Mean
- -107.5 bp
- Median
- -27.2 bp
- Down / flat
- 52.5% / 0.0%
Unconditional
Always long · adj close-to-close · July 29, 2026 → Sept. 26, 2026
Hold PnL
-55.4%
72.63 (July 29, 2026) → 32.37 (Sept. 26, 2026)
Strategy PnL
Hold vs rules-based vs optimal path
Hold
-55.4%
Buy and hold
Rules-based
—
Sum PnL · TS = 0 exit
Optimal path
—
Sum of best PnL
Long while TS>0, short while TS<0. Entry = next adj open. Exit = adj close of the TS=0 day.
Episodes
Count · side mix
Closed
0
Open
1
Long / short
0 / 0
Rules-based
TS = 0 exit
Hit
—
Mean PnL
—
Median PnL
—
Sum PnL
—
Long / short mean
— / —
Optimal
Best PnL path
Hit
—
Mean PnL
—
Median PnL
—
Sum PnL
—
Long / short mean
— / —
| Side | TS window | Entry | Exit | Bars | Best PnL | Worst PnL | PnL |
|---|---|---|---|---|---|---|---|
| SHORT · open | July 30, 2026 → Sept. 26, 2026 | July 31, 2026 @ 49.54 | — | 59 | 34.90% | -10.74% | — |
Sept. 26, 2026
MA inside candle
Long regime
H1
Bullish pullback
0
H2
Bullish momentum
0
H3
Strong bullish mom.
0
H4
Bearish warning
0
Short regime
H5
Bearish pullback
0
H6
Bearish momentum
0
H7
Strong bearish mom.
0
H8
Bullish warning
0