Session breakout above the highest high of the previous five sessions.
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
The strategy expands the breakout horizon from bars to sessions. It buys only after price exceeds the highest high of the previous five trading days, looking for a multi-day resistance break that continues during the current session.
Concrete example
If the prior five-session high is 510 and today's market opens at 508, the trigger is 510. If it opens at 512, a real stop order fills near 512 rather than granting an impossible 510 fill. The trade exits at today's close.
Exact algorithm
- Calculate the previous 5-session high.
- Enter long when the session trades through it.
- Fill gaps at the session open, not the stale stop price.
- Flatten at 16:00 ET.
Required data: ohlcv
Where it may work—and where it can fail
Main risks
- Gap risk
- Buying an exhausted move
- Daily bars cannot reveal whether the trigger occurred before another intraday event
- Frequent whipsaws in range-bound markets
“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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-22 00:00:00+00:00 | LONG | 743.22 | 2026-09-22 00:00:00+00:00 | 747.46 | $10,000.00 | $10,000.00 | HIT | $+53.05 |
| 2026-09-21 00:00:00+00:00 | LONG | 727.89 | 2026-09-21 00:00:00+00:00 | 741.47 | $10,000.00 | $10,000.00 | HIT | $+182.57 |
| 2026-09-18 00:00:00+00:00 | LONG | 718.83 | 2026-09-18 00:00:00+00:00 | 721.45 | $10,000.00 | $10,000.00 | HIT | $+32.45 |
| 2026-09-17 00:00:00+00:00 | LONG | 717.63 | 2026-09-17 00:00:00+00:00 | 716.92 | $10,000.00 | $10,000.00 | MISS | $-13.89 |
| 2026-09-08 00:00:00+00:00 | LONG | 721.86 | 2026-09-08 00:00:00+00:00 | 718.36 | $10,000.00 | $10,000.00 | MISS | $-52.49 |
| 2026-08-28 00:00:00+00:00 | LONG | 721.35 | 2026-08-28 00:00:00+00:00 | 716.43 | $10,000.00 | $10,000.00 | MISS | $-72.21 |
| 2026-08-27 00:00:00+00:00 | LONG | 716.93 | 2026-08-27 00:00:00+00:00 | 721.11 | $10,000.00 | $10,000.00 | HIT | $+54.30 |
| 2026-08-17 00:00:00+00:00 | LONG | 734.39 | 2026-08-17 00:00:00+00:00 | 729.87 | $10,000.00 | $10,000.00 | MISS | $-65.55 |
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 | 2026-08-16T22:55:32.943200+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
The current test uses daily resolution and cannot establish intraday event ordering.
Historical transactions
HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 888 transactions.
| Entry | Side | Entry price | Exit | Exit price | Outcome | Net return |
|---|---|---|---|---|---|---|
| 2026-09-22 00:00:00+00:00 | LONG | 743.22 | 2026-09-22 00:00:00+00:00 | 747.46 | HIT | +0.530% |
| 2026-09-21 00:00:00+00:00 | LONG | 727.89 | 2026-09-21 00:00:00+00:00 | 741.47 | HIT | +1.826% |
| 2026-09-18 00:00:00+00:00 | LONG | 718.83 | 2026-09-18 00:00:00+00:00 | 721.45 | HIT | +0.324% |
| 2026-09-17 00:00:00+00:00 | LONG | 717.63 | 2026-09-17 00:00:00+00:00 | 716.92 | MISS | -0.139% |
| 2026-09-08 00:00:00+00:00 | LONG | 721.86 | 2026-09-08 00:00:00+00:00 | 718.36 | MISS | -0.525% |
| 2026-08-28 00:00:00+00:00 | LONG | 721.35 | 2026-08-28 00:00:00+00:00 | 716.43 | MISS | -0.722% |
| 2026-08-27 00:00:00+00:00 | LONG | 716.93 | 2026-08-27 00:00:00+00:00 | 721.11 | HIT | +0.543% |
| 2026-08-17 00:00:00+00:00 | LONG | 734.39 | 2026-08-17 00:00:00+00:00 | 729.87 | MISS | -0.655% |
| 2026-08-14 00:00:00+00:00 | LONG | 733.96 | 2026-08-14 00:00:00+00:00 | 731.07 | MISS | -0.434% |
| 2026-08-13 00:00:00+00:00 | LONG | 727.25 | 2026-08-13 00:00:00+00:00 | 732.07 | HIT | +0.623% |
| 2026-08-05 00:00:00+00:00 | LONG | 726.25 | 2026-08-05 00:00:00+00:00 | 717.30 | MISS | -1.272% |
| 2026-08-04 00:00:00+00:00 | LONG | 708.16 | 2026-08-04 00:00:00+00:00 | 723.85 | HIT | +2.176% |
| 2026-08-03 00:00:00+00:00 | LONG | 695.77 | 2026-08-03 00:00:00+00:00 | 700.07 | HIT | +0.578% |
| 2026-07-31 00:00:00+00:00 | LONG | 692.63 | 2026-07-31 00:00:00+00:00 | 687.99 | MISS | -0.710% |
| 2026-06-30 00:00:00+00:00 | LONG | 726.83 | 2026-06-30 00:00:00+00:00 | 736.40 | HIT | +1.277% |
| 2026-06-22 00:00:00+00:00 | LONG | 744.76 | 2026-06-22 00:00:00+00:00 | 737.95 | MISS | -0.954% |
| 2026-06-15 00:00:00+00:00 | LONG | 738.10 | 2026-06-15 00:00:00+00:00 | 744.00 | HIT | +0.759% |
| 2026-06-03 00:00:00+00:00 | LONG | 747.31 | 2026-06-03 00:00:00+00:00 | 744.21 | MISS | -0.455% |
| 2026-06-02 00:00:00+00:00 | LONG | 745.65 | 2026-06-02 00:00:00+00:00 | 746.16 | HIT | +0.028% |
| 2026-06-01 00:00:00+00:00 | LONG | 741.63 | 2026-06-01 00:00:00+00:00 | 742.74 | HIT | +0.110% |
| 2026-05-29 00:00:00+00:00 | LONG | 737.84 | 2026-05-29 00:00:00+00:00 | 738.31 | HIT | +0.024% |
| 2026-05-28 00:00:00+00:00 | LONG | 733.32 | 2026-05-28 00:00:00+00:00 | 735.60 | HIT | +0.271% |
| 2026-05-27 00:00:00+00:00 | LONG | 732.96 | 2026-05-27 00:00:00+00:00 | 729.45 | MISS | -0.519% |
| 2026-05-26 00:00:00+00:00 | LONG | 725.96 | 2026-05-26 00:00:00+00:00 | 730.28 | HIT | +0.555% |
| 2026-05-22 00:00:00+00:00 | LONG | 718.07 | 2026-05-22 00:00:00+00:00 | 717.54 | MISS | -0.114% |
| 2026-05-14 00:00:00+00:00 | LONG | 716.65 | 2026-05-14 00:00:00+00:00 | 719.79 | HIT | +0.398% |
| 2026-05-13 00:00:00+00:00 | LONG | 714.59 | 2026-05-13 00:00:00+00:00 | 714.71 | MISS | -0.023% |
| 2026-05-11 00:00:00+00:00 | LONG | 711.23 | 2026-05-11 00:00:00+00:00 | 713.29 | HIT | +0.250% |
| 2026-05-08 00:00:00+00:00 | LONG | 701.24 | 2026-05-08 00:00:00+00:00 | 711.23 | HIT | +1.385% |
| 2026-05-07 00:00:00+00:00 | LONG | 696.58 | 2026-05-07 00:00:00+00:00 | 694.94 | MISS | -0.275% |
| 2026-05-06 00:00:00+00:00 | LONG | 687.78 | 2026-05-06 00:00:00+00:00 | 695.77 | HIT | +1.122% |
| 2026-05-05 00:00:00+00:00 | LONG | 677.96 | 2026-05-05 00:00:00+00:00 | 681.61 | HIT | +0.498% |
| 2026-05-04 00:00:00+00:00 | LONG | 675.97 | 2026-05-04 00:00:00+00:00 | 672.88 | MISS | -0.497% |
| 2026-05-01 00:00:00+00:00 | LONG | 669.16 | 2026-05-01 00:00:00+00:00 | 674.15 | HIT | +0.706% |
| 2026-04-30 00:00:00+00:00 | LONG | 665.35 | 2026-04-30 00:00:00+00:00 | 667.74 | HIT | +0.319% |
| 2026-04-24 00:00:00+00:00 | LONG | 658.51 | 2026-04-24 00:00:00+00:00 | 663.88 | HIT | +0.775% |
| 2026-04-23 00:00:00+00:00 | LONG | 655.33 | 2026-04-23 00:00:00+00:00 | 651.42 | MISS | -0.637% |
| 2026-04-22 00:00:00+00:00 | LONG | 650.20 | 2026-04-22 00:00:00+00:00 | 655.11 | HIT | +0.715% |
| 2026-04-21 00:00:00+00:00 | LONG | 650.00 | 2026-04-21 00:00:00+00:00 | 644.33 | MISS | -0.912% |
| 2026-04-17 00:00:00+00:00 | LONG | 645.59 | 2026-04-17 00:00:00+00:00 | 648.85 | HIT | +0.465% |
| 2026-04-16 00:00:00+00:00 | LONG | 639.21 | 2026-04-16 00:00:00+00:00 | 640.47 | HIT | +0.157% |
| 2026-04-15 00:00:00+00:00 | LONG | 629.08 | 2026-04-15 00:00:00+00:00 | 637.40 | HIT | +1.283% |
| 2026-04-14 00:00:00+00:00 | LONG | 626.74 | 2026-04-14 00:00:00+00:00 | 628.60 | HIT | +0.257% |
| 2026-04-13 00:00:00+00:00 | LONG | 613.67 | 2026-04-13 00:00:00+00:00 | 617.39 | HIT | +0.566% |
| 2026-04-10 00:00:00+00:00 | LONG | 611.84 | 2026-04-10 00:00:00+00:00 | 611.07 | MISS | -0.166% |
| 2026-04-09 00:00:00+00:00 | LONG | 609.90 | 2026-04-09 00:00:00+00:00 | 610.19 | HIT | +0.008% |
| 2026-04-08 00:00:00+00:00 | LONG | 608.71 | 2026-04-08 00:00:00+00:00 | 606.09 | MISS | -0.470% |
| 2026-04-06 00:00:00+00:00 | LONG | 587.74 | 2026-04-06 00:00:00+00:00 | 588.50 | HIT | +0.089% |
| 2026-03-10 00:00:00+00:00 | LONG | 612.88 | 2026-03-10 00:00:00+00:00 | 607.77 | MISS | -0.874% |
| 2026-02-25 00:00:00+00:00 | LONG | 611.07 | 2026-02-25 00:00:00+00:00 | 616.68 | HIT | +0.878% |
| 2026-02-11 00:00:00+00:00 | LONG | 617.02 | 2026-02-11 00:00:00+00:00 | 613.11 | MISS | -0.674% |
| 2026-01-28 00:00:00+00:00 | LONG | 635.46 | 2026-01-28 00:00:00+00:00 | 633.22 | MISS | -0.393% |
| 2026-01-27 00:00:00+00:00 | LONG | 628.91 | 2026-01-27 00:00:00+00:00 | 631.13 | HIT | +0.313% |
| 2026-01-26 00:00:00+00:00 | LONG | 626.08 | 2026-01-26 00:00:00+00:00 | 625.46 | MISS | -0.139% |
| 2026-01-15 00:00:00+00:00 | LONG | 629.47 | 2026-01-15 00:00:00+00:00 | 621.78 | MISS | -1.262% |
| 2026-01-13 00:00:00+00:00 | LONG | 628.85 | 2026-01-13 00:00:00+00:00 | 626.24 | MISS | -0.455% |
| 2026-01-12 00:00:00+00:00 | LONG | 627.94 | 2026-01-12 00:00:00+00:00 | 627.17 | MISS | -0.163% |
| 2026-01-07 00:00:00+00:00 | LONG | 624.02 | 2026-01-07 00:00:00+00:00 | 624.02 | MISS | -0.040% |
| 2026-01-06 00:00:00+00:00 | LONG | 622.85 | 2026-01-06 00:00:00+00:00 | 623.42 | HIT | +0.052% |
| 2025-12-26 00:00:00+00:00 | LONG | 624.66 | 2025-12-26 00:00:00+00:00 | 623.89 | MISS | -0.163% |
| 2025-12-24 00:00:00+00:00 | LONG | 622.41 | 2025-12-24 00:00:00+00:00 | 623.93 | HIT | +0.204% |
| 2025-12-23 00:00:00+00:00 | LONG | 621.65 | 2025-12-23 00:00:00+00:00 | 622.11 | HIT | +0.034% |
| 2025-12-22 00:00:00+00:00 | LONG | 621.35 | 2025-12-22 00:00:00+00:00 | 619.21 | MISS | -0.384% |
| 2025-12-10 00:00:00+00:00 | LONG | 628.92 | 2025-12-10 00:00:00+00:00 | 627.61 | MISS | -0.248% |
| 2025-12-05 00:00:00+00:00 | LONG | 624.94 | 2025-12-05 00:00:00+00:00 | 625.48 | HIT | +0.046% |
| 2025-12-04 00:00:00+00:00 | LONG | 624.93 | 2025-12-04 00:00:00+00:00 | 622.94 | MISS | -0.358% |
| 2025-12-03 00:00:00+00:00 | LONG | 623.75 | 2025-12-03 00:00:00+00:00 | 623.52 | MISS | -0.077% |
| 2025-12-02 00:00:00+00:00 | LONG | 619.46 | 2025-12-02 00:00:00+00:00 | 622.00 | HIT | +0.370% |
| 2025-12-01 00:00:00+00:00 | LONG | 619.32 | 2025-12-01 00:00:00+00:00 | 617.17 | MISS | -0.387% |
| 2025-11-28 00:00:00+00:00 | LONG | 616.19 | 2025-11-28 00:00:00+00:00 | 619.25 | HIT | +0.457% |
| 2025-11-26 00:00:00+00:00 | LONG | 614.03 | 2025-11-26 00:00:00+00:00 | 614.27 | MISS | -0.001% |
| 2025-10-29 00:00:00+00:00 | LONG | 635.59 | 2025-10-29 00:00:00+00:00 | 635.77 | MISS | -0.012% |
| 2025-10-28 00:00:00+00:00 | LONG | 630.36 | 2025-10-28 00:00:00+00:00 | 632.92 | HIT | +0.366% |
| 2025-10-27 00:00:00+00:00 | LONG | 624.52 | 2025-10-27 00:00:00+00:00 | 628.09 | HIT | +0.532% |
| 2025-10-24 00:00:00+00:00 | LONG | 615.99 | 2025-10-24 00:00:00+00:00 | 617.10 | HIT | +0.140% |
| 2025-10-20 00:00:00+00:00 | LONG | 608.31 | 2025-10-20 00:00:00+00:00 | 611.54 | HIT | +0.491% |
| 2025-10-10 00:00:00+00:00 | LONG | 611.75 | 2025-10-10 00:00:00+00:00 | 589.50 | MISS | -3.677% |
| 2025-10-08 00:00:00+00:00 | LONG | 609.71 | 2025-10-08 00:00:00+00:00 | 611.44 | HIT | +0.244% |
| 2025-10-07 00:00:00+00:00 | LONG | 609.36 | 2025-10-07 00:00:00+00:00 | 604.51 | MISS | -0.836% |
| 2025-10-06 00:00:00+00:00 | LONG | 608.45 | 2025-10-06 00:00:00+00:00 | 607.71 | MISS | -0.162% |
| 2025-10-03 00:00:00+00:00 | LONG | 607.16 | 2025-10-03 00:00:00+00:00 | 603.18 | MISS | -0.696% |
| 2025-10-02 00:00:00+00:00 | LONG | 607.06 | 2025-10-02 00:00:00+00:00 | 605.73 | MISS | -0.259% |
| 2025-10-01 00:00:00+00:00 | LONG | 602.05 | 2025-10-01 00:00:00+00:00 | 603.25 | HIT | +0.159% |
| 2025-09-22 00:00:00+00:00 | LONG | 600.05 | 2025-09-22 00:00:00+00:00 | 602.20 | HIT | +0.318% |
| 2025-09-19 00:00:00+00:00 | LONG | 598.14 | 2025-09-19 00:00:00+00:00 | 599.35 | HIT | +0.162% |
| 2025-09-18 00:00:00+00:00 | LONG | 594.91 | 2025-09-18 00:00:00+00:00 | 595.32 | HIT | +0.029% |
| 2025-09-16 00:00:00+00:00 | LONG | 592.61 | 2025-09-16 00:00:00+00:00 | 591.18 | MISS | -0.281% |
| 2025-09-15 00:00:00+00:00 | LONG | 588.44 | 2025-09-15 00:00:00+00:00 | 591.68 | HIT | +0.511% |
| 2025-09-12 00:00:00+00:00 | LONG | 585.04 | 2025-09-12 00:00:00+00:00 | 586.66 | HIT | +0.237% |
| 2025-09-11 00:00:00+00:00 | LONG | 583.77 | 2025-09-11 00:00:00+00:00 | 584.08 | HIT | +0.013% |
| 2025-09-10 00:00:00+00:00 | LONG | 583.74 | 2025-09-10 00:00:00+00:00 | 580.70 | MISS | -0.561% |
| 2025-09-05 00:00:00+00:00 | LONG | 580.49 | 2025-09-05 00:00:00+00:00 | 576.06 | MISS | -0.803% |
| 2025-08-28 00:00:00+00:00 | LONG | 574.41 | 2025-08-28 00:00:00+00:00 | 577.08 | HIT | +0.425% |
| 2025-08-27 00:00:00+00:00 | LONG | 573.99 | 2025-08-27 00:00:00+00:00 | 573.49 | MISS | -0.127% |
| 2025-08-13 00:00:00+00:00 | LONG | 582.76 | 2025-08-13 00:00:00+00:00 | 580.34 | MISS | -0.455% |
| 2025-08-12 00:00:00+00:00 | LONG | 576.80 | 2025-08-12 00:00:00+00:00 | 580.05 | HIT | +0.523% |
| 2025-08-11 00:00:00+00:00 | LONG | 574.77 | 2025-08-11 00:00:00+00:00 | 572.85 | MISS | -0.374% |
| 2025-08-08 00:00:00+00:00 | LONG | 573.32 | 2025-08-08 00:00:00+00:00 | 574.55 | HIT | +0.175% |
| 2025-07-31 00:00:00+00:00 | LONG | 574.54 | 2025-07-31 00:00:00+00:00 | 565.01 | MISS | -1.699% |
| 2025-07-29 00:00:00+00:00 | LONG | 570.76 | 2025-07-29 00:00:00+00:00 | 567.26 | MISS | -0.653% |