Short-side continuation after price breaks the previous five bars' low.
No AI qualification submitted
This strategy keeps its course or research provenance. A normal backtest snapshot cannot award the AI-generated label.
How the strategy works
This is the mirror image of N-bar long. It assumes that breaking the lowest price of the prior five intraday bars can produce downside continuation, and it exits before the close.
Concrete example
If the previous five lows bottom at 495.00, a sell-stop activates when price reaches that level. If the next bar opens at 494.60, the realistic fill is 494.60, and the short is covered by 16:00 ET.
Exact algorithm
- Calculate the lowest low of the previous 5 bars.
- Enter short on a stop through that level.
- Stop accepting entries after 15:45 ET.
- Flatten at 16:00 ET.
Required data: ohlcv
Where it may work—and where it can fail
Main risks
- Fast short-covering reversals
- Large gap-through fills
- Chop around obvious support
- Short-side execution and borrow differences when using an ETF proxy
“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.
Forward paper transactions
| Entry | Side | Entry price | Exit | Exit price | Capital basis | Gross notional | Outcome | P&L |
|---|---|---|---|---|---|---|---|---|
| 2026-09-29 14:50:00+00:00 | SHORT | 738.63 | 2026-09-29 19:55:00+00:00 | 737.96 | $10,000.00 | $10,000.00 | HIT | $+5.07 |
| 2026-09-28 14:05:00+00:00 | SHORT | 737.22 | 2026-09-28 19:55:00+00:00 | 736.54 | $10,000.00 | $10,000.00 | HIT | $+5.22 |
| 2026-09-25 14:00:00+00:00 | SHORT | 743.45 | 2026-09-25 19:55:00+00:00 | 744.44 | $10,000.00 | $10,000.00 | MISS | $-17.32 |
| 2026-09-24 14:45:00+00:00 | SHORT | 736.60 | 2026-09-24 19:55:00+00:00 | 741.06 | $10,000.00 | $10,000.00 | MISS | $-64.52 |
| 2026-09-23 13:55:00+00:00 | SHORT | 743.02 | 2026-09-23 19:55:00+00:00 | 741.17 | $10,000.00 | $10,000.00 | HIT | $+20.90 |
| 2026-09-22 14:40:00+00:00 | SHORT | 745.12 | 2026-09-22 19:55:00+00:00 | 747.47 | $10,000.00 | $10,000.00 | MISS | $-35.47 |
| 2026-09-21 17:20:00+00:00 | SHORT | 738.60 | 2026-09-21 19:55:00+00:00 | 741.45 | $10,000.00 | $10,000.00 | MISS | $-42.59 |
| 2026-09-18 13:55:00+00:00 | SHORT | 717.96 | 2026-09-18 19:55:00+00:00 | 721.36 | $10,000.00 | $10,000.00 | MISS | $-51.36 |
| 2026-09-17 14:45:00+00:00 | SHORT | 715.46 | 2026-09-17 19:55:00+00:00 | 716.87 | $10,000.00 | $10,000.00 | MISS | $-23.70 |
| 2026-09-16 15:30:00+00:00 | SHORT | 710.52 | 2026-09-16 19:55:00+00:00 | 704.75 | $10,000.00 | $10,000.00 | HIT | $+77.21 |
| 2026-09-15 14:05:00+00:00 | SHORT | 708.19 | 2026-09-15 19:55:00+00:00 | 704.59 | $10,000.00 | $10,000.00 | HIT | $+46.83 |
| 2026-09-14 14:25:00+00:00 | SHORT | 705.70 | 2026-09-14 19:55:00+00:00 | 709.16 | $10,000.00 | $10,000.00 | MISS | $-53.03 |
| 2026-09-11 14:35:00+00:00 | SHORT | 714.57 | 2026-09-11 19:55:00+00:00 | 714.85 | $10,000.00 | $10,000.00 | MISS | $-7.92 |
| 2026-09-10 15:15:00+00:00 | SHORT | 710.50 | 2026-09-10 19:55:00+00:00 | 708.66 | $10,000.00 | $10,000.00 | HIT | $+21.90 |
| 2026-09-09 14:20:00+00:00 | SHORT | 717.20 | 2026-09-09 19:55:00+00:00 | 716.28 | $10,000.00 | $10,000.00 | HIT | $+8.77 |
| 2026-09-08 14:00:00+00:00 | SHORT | 716.33 | 2026-09-08 19:55:00+00:00 | 718.38 | $10,000.00 | $10,000.00 | MISS | $-32.63 |
| 2026-09-04 14:20:00+00:00 | SHORT | 719.54 | 2026-09-04 19:55:00+00:00 | 719.06 | $10,000.00 | $10,000.00 | HIT | $+2.67 |
| 2026-09-03 14:05:00+00:00 | SHORT | 710.87 | 2026-09-03 19:55:00+00:00 | 717.61 | $10,000.00 | $10,000.00 | MISS | $-98.81 |
| 2026-09-02 13:55:00+00:00 | SHORT | 705.30 | 2026-09-02 19:55:00+00:00 | 709.25 | $10,000.00 | $10,000.00 | MISS | $-60.00 |
| 2026-09-01 15:05:00+00:00 | SHORT | 709.52 | 2026-09-01 19:55:00+00:00 | 707.66 | $10,000.00 | $10,000.00 | HIT | $+22.29 |
| 2026-08-31 14:05:00+00:00 | SHORT | 713.97 | 2026-08-31 19:55:00+00:00 | 716.86 | $10,000.00 | $10,000.00 | MISS | $-44.48 |
| 2026-08-28 14:05:00+00:00 | SHORT | 719.04 | 2026-08-28 19:55:00+00:00 | 716.45 | $10,000.00 | $10,000.00 | HIT | $+32.02 |
| 2026-08-27 13:55:00+00:00 | SHORT | 715.00 | 2026-08-27 19:55:00+00:00 | 721.06 | $10,000.00 | $10,000.00 | MISS | $-88.76 |
| 2026-08-26 14:10:00+00:00 | SHORT | 710.28 | 2026-08-26 19:55:00+00:00 | 711.30 | $10,000.00 | $10,000.00 | MISS | $-18.36 |
| 2026-08-25 14:00:00+00:00 | SHORT | 711.10 | 2026-08-25 19:55:00+00:00 | 710.64 | $10,000.00 | $10,000.00 | HIT | $+2.47 |
| 2026-08-24 15:00:00+00:00 | SHORT | 705.48 | 2026-08-24 19:55:00+00:00 | 706.24 | $10,000.00 | $10,000.00 | MISS | $-14.77 |
| 2026-08-21 14:10:00+00:00 | SHORT | 710.10 | 2026-08-21 19:55:00+00:00 | 713.41 | $10,000.00 | $10,000.00 | MISS | $-50.61 |
| 2026-08-20 14:20:00+00:00 | SHORT | 711.18 | 2026-08-20 19:55:00+00:00 | 710.95 | $10,000.00 | $10,000.00 | MISS | $-0.77 |
| 2026-08-19 14:10:00+00:00 | SHORT | 713.37 | 2026-08-19 19:55:00+00:00 | 716.11 | $10,000.00 | $10,000.00 | MISS | $-42.41 |
| 2026-08-18 13:55:00+00:00 | SHORT | 718.79 | 2026-08-18 19:55:00+00:00 | 717.59 | $10,000.00 | $10,000.00 | HIT | $+12.69 |
| 2026-08-17 14:05:00+00:00 | SHORT | 731.70 | 2026-08-17 19:55:00+00:00 | 729.86 | $10,000.00 | $10,000.00 | HIT | $+21.15 |
Capital basis is allocated paper equity. Gross notional uses the exposure stored with that exact fill; legacy fills with no recorded exposure are shown as unknown. A new semantic paper generation archives the prior run and restarts the forward clock.
Archived paper versions
Read-only prior runs preserve their executable manifest, balances, and fills. They never contribute to the active clock, cash, or qualification.
| Version | Market | Exposure | Allocation | Cost | Code hash | Started | Archived | Fills | Starting cash | Ending cash | Realized P&L | Final status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| legacy-v1 | unknown · unknown | unknown | unknown | unknown | legacy | 2026-08-16T16:54:09.212635+00:00 | 2026-08-16T22:55:32.517258+00:00 | 0 | $100,000.00 | $100,000.00 | $+0.00 | running |
Rolling 70/30 diagnostic
This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence. It cannot award AI-qualified status.
Candles and execution signals
Shows the latest 120 available bars. BUY/SELL marks strategy entries and exits whose timestamps fall in this visible window.
Historical equity curve
Compounds each encoded net trade sequentially, including the strategy's declared exposure and modeled costs. The forward ledger starts only after deployment.
Backtest specification
Yahoo provides only a short intraday history; QQQ is a proxy for NQ.
Historical transactions
HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 60 transactions.
| Entry | Side | Entry price | Exit | Exit price | Outcome | Net return |
|---|---|---|---|---|---|---|
| 2026-09-30 14:25:00+00:00 | SHORT | 742.65 | 2026-09-30 18:40:00+00:00 | 743.18 | MISS | -0.111% |
| 2026-09-29 14:50:00+00:00 | SHORT | 738.63 | 2026-09-29 19:55:00+00:00 | 737.96 | HIT | +0.051% |
| 2026-09-28 14:05:00+00:00 | SHORT | 737.22 | 2026-09-28 19:55:00+00:00 | 736.54 | HIT | +0.052% |
| 2026-09-25 14:00:00+00:00 | SHORT | 743.45 | 2026-09-25 19:55:00+00:00 | 744.44 | MISS | -0.173% |
| 2026-09-24 14:45:00+00:00 | SHORT | 736.60 | 2026-09-24 19:55:00+00:00 | 741.06 | MISS | -0.645% |
| 2026-09-23 13:55:00+00:00 | SHORT | 743.02 | 2026-09-23 19:55:00+00:00 | 741.17 | HIT | +0.209% |
| 2026-09-22 14:40:00+00:00 | SHORT | 745.12 | 2026-09-22 19:55:00+00:00 | 747.47 | MISS | -0.355% |
| 2026-09-21 17:20:00+00:00 | SHORT | 738.60 | 2026-09-21 19:55:00+00:00 | 741.45 | MISS | -0.426% |
| 2026-09-18 13:55:00+00:00 | SHORT | 717.96 | 2026-09-18 19:55:00+00:00 | 721.36 | MISS | -0.514% |
| 2026-09-17 14:45:00+00:00 | SHORT | 715.46 | 2026-09-17 19:55:00+00:00 | 716.87 | MISS | -0.237% |
| 2026-09-16 15:30:00+00:00 | SHORT | 710.52 | 2026-09-16 19:55:00+00:00 | 704.75 | HIT | +0.772% |
| 2026-09-15 14:05:00+00:00 | SHORT | 708.19 | 2026-09-15 19:55:00+00:00 | 704.59 | HIT | +0.468% |
| 2026-09-14 14:25:00+00:00 | SHORT | 705.70 | 2026-09-14 19:55:00+00:00 | 709.16 | MISS | -0.530% |
| 2026-09-11 14:35:00+00:00 | SHORT | 714.57 | 2026-09-11 19:55:00+00:00 | 714.85 | MISS | -0.079% |
| 2026-09-10 15:15:00+00:00 | SHORT | 710.50 | 2026-09-10 19:55:00+00:00 | 708.66 | HIT | +0.219% |
| 2026-09-09 14:20:00+00:00 | SHORT | 717.20 | 2026-09-09 19:55:00+00:00 | 716.28 | HIT | +0.088% |
| 2026-09-08 14:00:00+00:00 | SHORT | 716.33 | 2026-09-08 19:55:00+00:00 | 718.38 | MISS | -0.326% |
| 2026-09-04 14:20:00+00:00 | SHORT | 719.54 | 2026-09-04 19:55:00+00:00 | 719.06 | HIT | +0.027% |
| 2026-09-03 14:05:00+00:00 | SHORT | 710.87 | 2026-09-03 19:55:00+00:00 | 717.61 | MISS | -0.988% |
| 2026-09-02 13:55:00+00:00 | SHORT | 705.30 | 2026-09-02 19:55:00+00:00 | 709.25 | MISS | -0.600% |
| 2026-09-01 15:05:00+00:00 | SHORT | 709.52 | 2026-09-01 19:55:00+00:00 | 707.66 | HIT | +0.223% |
| 2026-08-31 14:05:00+00:00 | SHORT | 713.97 | 2026-08-31 19:55:00+00:00 | 716.86 | MISS | -0.445% |
| 2026-08-28 14:05:00+00:00 | SHORT | 719.04 | 2026-08-28 19:55:00+00:00 | 716.45 | HIT | +0.320% |
| 2026-08-27 13:55:00+00:00 | SHORT | 715.00 | 2026-08-27 19:55:00+00:00 | 721.06 | MISS | -0.888% |
| 2026-08-26 14:10:00+00:00 | SHORT | 710.28 | 2026-08-26 19:55:00+00:00 | 711.30 | MISS | -0.184% |
| 2026-08-25 14:00:00+00:00 | SHORT | 711.10 | 2026-08-25 19:55:00+00:00 | 710.64 | HIT | +0.025% |
| 2026-08-24 15:00:00+00:00 | SHORT | 705.48 | 2026-08-24 19:55:00+00:00 | 706.24 | MISS | -0.148% |
| 2026-08-21 14:10:00+00:00 | SHORT | 710.10 | 2026-08-21 19:55:00+00:00 | 713.41 | MISS | -0.506% |
| 2026-08-20 14:20:00+00:00 | SHORT | 711.18 | 2026-08-20 19:55:00+00:00 | 710.95 | MISS | -0.008% |
| 2026-08-19 14:10:00+00:00 | SHORT | 713.37 | 2026-08-19 19:55:00+00:00 | 716.11 | MISS | -0.424% |
| 2026-08-18 13:55:00+00:00 | SHORT | 718.79 | 2026-08-18 19:55:00+00:00 | 717.59 | HIT | +0.127% |
| 2026-08-17 14:05:00+00:00 | SHORT | 731.70 | 2026-08-17 19:55:00+00:00 | 729.86 | HIT | +0.211% |
| 2026-08-14 14:15:00+00:00 | SHORT | 732.64 | 2026-08-14 19:55:00+00:00 | 731.05 | HIT | +0.177% |
| 2026-08-13 14:55:00+00:00 | SHORT | 732.36 | 2026-08-13 19:55:00+00:00 | 732.06 | HIT | +0.001% |
| 2026-08-12 14:05:00+00:00 | SHORT | 723.74 | 2026-08-12 19:55:00+00:00 | 723.67 | MISS | -0.031% |
| 2026-08-11 14:30:00+00:00 | SHORT | 720.86 | 2026-08-11 19:55:00+00:00 | 718.34 | HIT | +0.310% |
| 2026-08-10 14:50:00+00:00 | SHORT | 722.64 | 2026-08-10 19:55:00+00:00 | 720.80 | HIT | +0.214% |
| 2026-08-07 13:55:00+00:00 | SHORT | 719.50 | 2026-08-07 19:55:00+00:00 | 723.02 | MISS | -0.529% |
| 2026-08-06 14:35:00+00:00 | SHORT | 716.42 | 2026-08-06 19:55:00+00:00 | 714.62 | HIT | +0.211% |
| 2026-08-05 14:20:00+00:00 | SHORT | 724.81 | 2026-08-05 19:55:00+00:00 | 717.22 | HIT | +1.007% |
| 2026-08-04 16:10:00+00:00 | SHORT | 718.72 | 2026-08-04 19:55:00+00:00 | 723.68 | MISS | -0.730% |
| 2026-08-03 15:25:00+00:00 | SHORT | 696.25 | 2026-08-03 19:55:00+00:00 | 700.08 | MISS | -0.590% |
| 2026-07-31 14:00:00+00:00 | SHORT | 685.29 | 2026-07-31 19:55:00+00:00 | 688.01 | MISS | -0.437% |
| 2026-07-30 14:50:00+00:00 | SHORT | 680.98 | 2026-07-30 19:55:00+00:00 | 683.60 | MISS | -0.425% |
| 2026-07-29 13:55:00+00:00 | SHORT | 670.87 | 2026-07-29 19:55:00+00:00 | 661.63 | HIT | +1.337% |
| 2026-07-28 13:55:00+00:00 | SHORT | 669.19 | 2026-07-28 19:55:00+00:00 | 675.50 | MISS | -0.983% |
| 2026-07-27 13:55:00+00:00 | SHORT | 687.66 | 2026-07-27 19:55:00+00:00 | 682.06 | HIT | +0.774% |
| 2026-07-24 13:55:00+00:00 | SHORT | 685.55 | 2026-07-24 19:55:00+00:00 | 684.22 | HIT | +0.154% |
| 2026-07-23 14:05:00+00:00 | SHORT | 694.19 | 2026-07-23 19:55:00+00:00 | 691.92 | HIT | +0.287% |
| 2026-07-22 14:40:00+00:00 | SHORT | 706.16 | 2026-07-22 19:55:00+00:00 | 705.27 | HIT | +0.086% |
| 2026-07-21 13:55:00+00:00 | SHORT | 703.55 | 2026-07-21 19:55:00+00:00 | 708.95 | MISS | -0.808% |
| 2026-07-20 13:55:00+00:00 | SHORT | 701.78 | 2026-07-20 19:55:00+00:00 | 695.99 | HIT | +0.785% |
| 2026-07-17 14:50:00+00:00 | SHORT | 695.31 | 2026-07-17 19:55:00+00:00 | 695.30 | MISS | -0.039% |
| 2026-07-16 13:55:00+00:00 | SHORT | 707.20 | 2026-07-16 19:55:00+00:00 | 706.02 | HIT | +0.127% |
| 2026-07-15 14:20:00+00:00 | SHORT | 719.65 | 2026-07-15 19:55:00+00:00 | 717.69 | HIT | +0.232% |
| 2026-07-14 14:05:00+00:00 | SHORT | 717.29 | 2026-07-14 19:55:00+00:00 | 719.68 | MISS | -0.373% |
| 2026-07-13 14:15:00+00:00 | SHORT | 713.15 | 2026-07-13 19:55:00+00:00 | 711.72 | HIT | +0.161% |
| 2026-07-10 14:15:00+00:00 | SHORT | 722.41 | 2026-07-10 19:55:00+00:00 | 725.53 | MISS | -0.472% |
| 2026-07-09 14:10:00+00:00 | SHORT | 719.78 | 2026-07-09 19:55:00+00:00 | 723.18 | MISS | -0.512% |
| 2026-07-08 14:10:00+00:00 | SHORT | 707.08 | 2026-07-08 19:55:00+00:00 | 711.28 | MISS | -0.634% |