Unconditional
Always long · adj close-to-close · Aug. 28, 2021 → Nov. 6, 2026
Hold PnL
-90.9%
0.00 (Aug. 28, 2021) → 0.00 (Nov. 6, 2026)
- n
- 1896
- Next adj up
- 49.4%
- Mean
- -2.7 bp
- Median
- 0.0 bp
- Down / flat
- 49.7% / 0.9%
Unconditional
Always long · adj close-to-close · Aug. 28, 2021 → Nov. 6, 2026
Hold PnL
-90.9%
0.00 (Aug. 28, 2021) → 0.00 (Nov. 6, 2026)
Strategy PnL
Hold vs rules-based vs optimal path
Hold
-90.9%
Buy and hold
Rules-based
+82.8%
Sum PnL · TS = 0 exit
Optimal path
+604.3%
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
37
Open
1
Long / short
9 / 28
Rules-based
TS = 0 exit
Hit
40.5%
Mean PnL
2.24%
Median PnL
-1.48%
Sum PnL
82.8%
Long / short mean
-2.49% / 3.76%
Optimal
Best PnL path
Hit
70.3%
Mean PnL
16.33%
Median PnL
6.32%
Sum PnL
604.3%
Long / short mean
24.98% / 13.55%
| Side | TS window | Entry | Exit | Bars | Best PnL | Worst PnL | PnL |
|---|---|---|---|---|---|---|---|
| LONG · open | July 14, 2026 → Nov. 6, 2026 | July 15, 2026 @ 0.00 | — | 116 | 211.69% | -2.57% | — |
| SHORT | May 22, 2026 → May 22, 2026 | May 23, 2026 @ 0.00 | May 23, 2026 @ 0.00 | 1 | -5.37% | -5.37% | -5.37% |
| SHORT | May 9, 2026 → May 9, 2026 | May 10, 2026 @ 0.00 | May 10, 2026 @ 0.00 | 1 | -2.17% | -2.17% | -2.17% |
| SHORT | April 29, 2026 → May 7, 2026 | April 30, 2026 @ 0.00 | May 8, 2026 @ 0.00 | 9 | -0.94% | -18.28% | -18.28% |
| SHORT | April 18, 2026 → April 19, 2026 | April 19, 2026 @ 0.00 | April 20, 2026 @ 0.00 | 2 | 4.29% | 2.53% | 2.53% |
| SHORT | Dec. 30, 2025 → April 16, 2026 | Dec. 31, 2025 @ 0.00 | April 17, 2026 @ 0.00 | 108 | 31.87% | -7.21% | 22.85% |
| SHORT | Sept. 21, 2025 → Dec. 5, 2025 | Sept. 22, 2025 @ 0.00 | Dec. 6, 2025 @ 0.00 | 76 | 45.00% | 0.30% | 10.45% |
| SHORT | Sept. 9, 2025 → Sept. 19, 2025 | Sept. 10, 2025 @ 0.00 | Sept. 20, 2025 @ 0.00 | 11 | 3.14% | -9.59% | -9.59% |
| LONG | July 30, 2025 → Aug. 13, 2025 | July 31, 2025 @ 0.00 | Aug. 14, 2025 @ 0.00 | 15 | 11.46% | -3.25% | 5.35% |
| SHORT | June 2, 2025 → June 15, 2025 | June 3, 2025 @ 0.00 | June 16, 2025 @ 0.00 | 14 | 3.90% | -5.04% | 1.97% |
| SHORT | April 27, 2025 → May 8, 2025 | April 28, 2025 @ 0.00 | May 9, 2025 @ 0.00 | 12 | 4.92% | -8.91% | -8.91% |
| SHORT | Feb. 16, 2025 → April 21, 2025 | Feb. 17, 2025 @ 0.00 | April 22, 2025 @ 0.00 | 65 | 46.08% | 0.61% | 34.05% |
| SHORT | Feb. 2, 2025 → Feb. 2, 2025 | Feb. 3, 2025 @ 0.00 | Feb. 3, 2025 @ 0.00 | 1 | -5.07% | -5.07% | -5.07% |
| LONG | Jan. 6, 2025 → Jan. 8, 2025 | Jan. 7, 2025 @ 0.00 | Jan. 9, 2025 @ 0.00 | 3 | -7.87% | -14.65% | -14.65% |
| LONG | Dec. 2, 2024 → Dec. 18, 2024 | Dec. 3, 2024 @ 0.00 | Dec. 19, 2024 @ 0.00 | 17 | 63.43% | -17.23% | -17.23% |
| SHORT | Oct. 31, 2024 → Nov. 22, 2024 | Nov. 1, 2024 @ 0.00 | Nov. 23, 2024 @ 0.00 | 23 | 12.64% | -9.25% | -9.25% |
| SHORT | Sept. 30, 2024 → Oct. 19, 2024 | Oct. 1, 2024 @ 0.00 | Oct. 20, 2024 @ 0.00 | 20 | 8.04% | -0.88% | -0.88% |
| SHORT | Aug. 21, 2024 → Aug. 21, 2024 | Aug. 22, 2024 @ 0.00 | Aug. 22, 2024 @ 0.00 | 1 | -4.17% | -4.17% | -4.17% |
| SHORT | June 3, 2024 → Aug. 19, 2024 | June 4, 2024 @ 0.00 | Aug. 20, 2024 @ 0.00 | 78 | 36.75% | -6.28% | 18.76% |
| LONG | April 23, 2024 → April 23, 2024 | April 24, 2024 @ 0.00 | April 24, 2024 @ 0.00 | 1 | -7.36% | -7.36% | -7.36% |
| LONG | Dec. 6, 2023 → April 11, 2024 | Dec. 7, 2023 @ 0.00 | April 12, 2024 @ 0.00 | 128 | 130.32% | -11.94% | 42.69% |
| LONG | Dec. 3, 2023 → Dec. 3, 2023 | Dec. 4, 2023 @ 0.00 | Dec. 4, 2023 @ 0.00 | 1 | -4.24% | -4.24% | -4.24% |
| SHORT | Oct. 19, 2023 → Oct. 22, 2023 | Oct. 20, 2023 @ 0.00 | Oct. 23, 2023 @ 0.00 | 4 | 0.16% | -6.40% | -6.40% |
| SHORT | Aug. 15, 2023 → Oct. 17, 2023 | Aug. 16, 2023 @ 0.00 | Oct. 18, 2023 @ 0.00 | 64 | 12.52% | 1.64% | 1.64% |
| SHORT | July 6, 2023 → July 27, 2023 | July 7, 2023 @ 0.00 | July 28, 2023 @ 0.00 | 22 | 4.78% | -1.27% | -0.14% |
| SHORT | May 5, 2023 → July 2, 2023 | May 6, 2023 @ 0.00 | July 3, 2023 @ 0.00 | 59 | 26.10% | 3.34% | 14.78% |
| SHORT | April 12, 2023 → April 12, 2023 | April 13, 2023 @ 0.00 | April 13, 2023 @ 0.00 | 1 | -0.44% | -0.44% | -0.44% |
| LONG | Feb. 16, 2023 → March 5, 2023 | Feb. 17, 2023 @ 0.00 | March 6, 2023 @ 0.00 | 18 | 18.20% | -1.48% | -1.48% |
| LONG | Feb. 4, 2023 → Feb. 8, 2023 | Feb. 5, 2023 @ 0.00 | Feb. 9, 2023 @ 0.00 | 5 | -2.17% | -10.38% | -10.38% |
| SHORT | Jan. 18, 2023 → Jan. 19, 2023 | Jan. 19, 2023 @ 0.00 | Jan. 20, 2023 @ 0.00 | 2 | 0.00% | -6.27% | -6.27% |
| SHORT | Nov. 8, 2022 → Jan. 13, 2023 | Nov. 9, 2022 @ 0.00 | Jan. 14, 2023 @ 0.00 | 67 | 22.71% | -2.73% | 11.57% |
| SHORT | Oct. 10, 2022 → Oct. 13, 2022 | Oct. 11, 2022 @ 0.00 | Oct. 14, 2022 @ 0.00 | 4 | 8.28% | 2.43% | 2.43% |
| SHORT | July 20, 2022 → Oct. 7, 2022 | July 21, 2022 @ 0.00 | Oct. 8, 2022 @ 0.00 | 80 | 20.02% | -21.58% | 9.64% |
| SHORT | July 13, 2022 → July 17, 2022 | July 14, 2022 @ 0.00 | July 18, 2022 @ 0.00 | 5 | 1.20% | -6.27% | -6.27% |
| SHORT | April 22, 2022 → July 11, 2022 | April 23, 2022 @ 0.00 | July 12, 2022 @ 0.00 | 81 | 64.39% | -1.31% | 55.73% |
| SHORT | Jan. 7, 2022 → March 30, 2022 | Jan. 8, 2022 @ 0.00 | March 31, 2022 @ 0.00 | 83 | 34.46% | -7.90% | 5.15% |
| LONG | Oct. 30, 2021 → Dec. 2, 2021 | Oct. 31, 2021 @ 0.00 | Dec. 3, 2021 @ 0.00 | 34 | 23.06% | -15.11% | -15.11% |
| SHORT | Oct. 7, 2021 → Oct. 13, 2021 | Oct. 8, 2021 @ 0.00 | Oct. 14, 2021 @ 0.00 | 7 | 6.32% | -3.11% | -3.11% |
Nov. 6, 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