Unconditional
Always long · adj close-to-close · April 14, 2025 → Oct. 16, 2026
Hold PnL
+19.0%
132.67 (April 14, 2025) → 157.94 (Oct. 16, 2026)
- n
- 377
- Next adj up
- 56.0%
- Mean
- 5.4 bp
- Median
- 14.1 bp
- Down / flat
- 42.2% / 1.9%
Unconditional
Always long · adj close-to-close · April 14, 2025 → Oct. 16, 2026
Hold PnL
+19.0%
132.67 (April 14, 2025) → 157.94 (Oct. 16, 2026)
Strategy PnL
Hold vs rules-based vs optimal path
Hold
+19.0%
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
0
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
— / —
No TS episodes yet.