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{"cash": 99886.37796110158, "created_at": "2026-08-16T22:55:39.032727+00:00", "realized_pnl": -113.62203889839215, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:30:39.867568+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "lw_breakout", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "843802ca4fa6260308f71189e31d8c4192b9cdeb321fc8289206e0d2bc667161", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": 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"9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "symbol": "NQ=F"}, "strategy_version": "2:9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "updated_at": "2026-09-30T19:30:39.874104+00:00", "version_current": true}, "strategy": {"best_conditions": "High-participation trend days with decisive range expansion.", "caveat": "The free intraday sample is 60 days and continuous futures may include roll artefacts.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "NQ breaks its prior 20-bar high while LWTI is positive and volume is above its 20-bar average. The model enters long, uses a 50-point stop and 100-point target, and refuses another entry that day.", "execution_code_sha256": "843802ca4fa6260308f71189e31d8c4192b9cdeb321fc8289206e0d2bc667161", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "The strategy combines three confirmations: price must break a Donchian boundary, LWTI must agree with the direction, and volume must exceed its recent average. The filters aim to keep only breakouts with trend and participation.", "id": "lw_breakout", "interval": "5m", "main_risks": ["Fixed point stops behave differently across volatility regimes", "Filters can enter late", "Donchian breakouts whipsaw in ranges", "The positive result currently rests on only 58 trades"], "name": "Larry Williams Donchian-LWTI breakout", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "843802ca4fa6260308f71189e31d8c4192b9cdeb321fc8289206e0d2bc667161", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "5m", "name": "Larry Williams Donchian-LWTI breakout", "paper_allocation": 0.1, "paper_spec_id": "2:9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "paper_version": "2", "qualification_benchmark": "NQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Use prior Donchian highs/lows for breakout levels.", "Confirm direction with LWTI and above-average volume.", "Allow one entry per day, long or short.", "Use a 100-point target, 50-point stop and optional volatility gate."], "strategy_id": "lw_breakout", "strategy_spec_hash": "9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "symbol": "NQ=F"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "lw_breakout"}, "qualification_benchmark": "NQ=F adjusted close", "rules": ["Use prior Donchian highs/lows for breakout levels.", "Confirm direction with LWTI and above-average volume.", "Allow one entry per day, long or short.", "Use a 100-point target, 50-point stop and optional volatility gate."], "strategy_spec_hash": "9e2d6c6e8ddad136bde56f247a82791a4e0f1d611b789d2e0ff9281ea8e493d6", "summary": "Filtered Donchian breakout using LWTI direction and volume confirmation.", "symbol": "NQ=F"}}