Session breakdown below the lowest low 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 model sells after price breaks the lowest low of the previous five sessions. It seeks continuation after an important short-term support level fails, then covers at the session close.
Concrete example
With a five-day low at 480, trading down through 480 triggers the short. If the market gaps directly to 477, the backtest uses 477 as the attainable entry instead of 480.
Exact algorithm
- Calculate the previous 5-session low.
- Enter short 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
- Violent relief rallies
- Gap-through slippage
- Daily-resolution ambiguity
- Structural long bias in equity indices
“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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-16 00:00:00+00:00 | SHORT | 702.74 | 2026-09-16 00:00:00+00:00 | 704.72 | $10,000.00 | $10,000.00 | MISS | $-32.18 |
| 2026-09-14 00:00:00+00:00 | SHORT | 703.33 | 2026-09-14 00:00:00+00:00 | 709.18 | $10,000.00 | $10,000.00 | MISS | $-87.25 |
| 2026-09-01 00:00:00+00:00 | SHORT | 707.39 | 2026-09-01 00:00:00+00:00 | 707.64 | $10,000.00 | $10,000.00 | MISS | $-7.53 |
| 2026-08-24 00:00:00+00:00 | SHORT | 708.52 | 2026-08-24 00:00:00+00:00 | 706.32 | $10,000.00 | $10,000.00 | HIT | $+27.05 |
| 2026-08-20 00:00:00+00:00 | SHORT | 712.09 | 2026-08-20 00:00:00+00:00 | 710.93 | $10,000.00 | $10,000.00 | HIT | $+12.29 |
| 2026-08-19 00:00:00+00:00 | SHORT | 715.92 | 2026-08-19 00:00:00+00:00 | 716.08 | $10,000.00 | $10,000.00 | MISS | $-6.24 |
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 | 2026-08-16T22:55:33.255443+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 480 transactions.
| Entry | Side | Entry price | Exit | Exit price | Outcome | Net return |
|---|---|---|---|---|---|---|
| 2026-09-16 00:00:00+00:00 | SHORT | 702.74 | 2026-09-16 00:00:00+00:00 | 704.72 | MISS | -0.322% |
| 2026-09-14 00:00:00+00:00 | SHORT | 703.33 | 2026-09-14 00:00:00+00:00 | 709.18 | MISS | -0.872% |
| 2026-09-01 00:00:00+00:00 | SHORT | 707.39 | 2026-09-01 00:00:00+00:00 | 707.64 | MISS | -0.075% |
| 2026-08-24 00:00:00+00:00 | SHORT | 708.52 | 2026-08-24 00:00:00+00:00 | 706.32 | HIT | +0.271% |
| 2026-08-20 00:00:00+00:00 | SHORT | 712.09 | 2026-08-20 00:00:00+00:00 | 710.93 | HIT | +0.123% |
| 2026-08-19 00:00:00+00:00 | SHORT | 715.92 | 2026-08-19 00:00:00+00:00 | 716.08 | MISS | -0.062% |
| 2026-07-29 00:00:00+00:00 | SHORT | 667.88 | 2026-07-29 00:00:00+00:00 | 661.73 | HIT | +0.881% |
| 2026-07-28 00:00:00+00:00 | SHORT | 675.95 | 2026-07-28 00:00:00+00:00 | 675.49 | HIT | +0.028% |
| 2026-07-27 00:00:00+00:00 | SHORT | 682.48 | 2026-07-27 00:00:00+00:00 | 682.12 | HIT | +0.013% |
| 2026-07-24 00:00:00+00:00 | SHORT | 686.76 | 2026-07-24 00:00:00+00:00 | 684.23 | HIT | +0.328% |
| 2026-07-17 00:00:00+00:00 | SHORT | 691.65 | 2026-07-17 00:00:00+00:00 | 695.33 | MISS | -0.572% |
| 2026-07-16 00:00:00+00:00 | SHORT | 710.08 | 2026-07-16 00:00:00+00:00 | 705.94 | HIT | +0.543% |
| 2026-07-08 00:00:00+00:00 | SHORT | 704.90 | 2026-07-08 00:00:00+00:00 | 711.44 | MISS | -0.968% |
| 2026-07-07 00:00:00+00:00 | SHORT | 705.17 | 2026-07-07 00:00:00+00:00 | 709.43 | MISS | -0.644% |
| 2026-06-26 00:00:00+00:00 | SHORT | 704.45 | 2026-06-26 00:00:00+00:00 | 706.52 | MISS | -0.334% |
| 2026-06-24 00:00:00+00:00 | SHORT | 712.11 | 2026-06-24 00:00:00+00:00 | 710.62 | HIT | +0.169% |
| 2026-06-23 00:00:00+00:00 | SHORT | 715.74 | 2026-06-23 00:00:00+00:00 | 713.65 | HIT | +0.252% |
| 2026-06-09 00:00:00+00:00 | SHORT | 704.32 | 2026-06-09 00:00:00+00:00 | 707.83 | MISS | -0.538% |
| 2026-06-05 00:00:00+00:00 | SHORT | 730.06 | 2026-06-05 00:00:00+00:00 | 705.06 | HIT | +3.384% |
| 2026-05-19 00:00:00+00:00 | SHORT | 696.64 | 2026-05-19 00:00:00+00:00 | 701.53 | MISS | -0.742% |
| 2026-03-30 00:00:00+00:00 | SHORT | 561.57 | 2026-03-30 00:00:00+00:00 | 558.28 | HIT | +0.546% |
| 2026-03-27 00:00:00+00:00 | SHORT | 570.81 | 2026-03-27 00:00:00+00:00 | 562.58 | HIT | +1.402% |
| 2026-03-26 00:00:00+00:00 | SHORT | 578.54 | 2026-03-26 00:00:00+00:00 | 573.79 | HIT | +0.781% |
| 2026-03-20 00:00:00+00:00 | SHORT | 587.08 | 2026-03-20 00:00:00+00:00 | 582.06 | HIT | +0.815% |
| 2026-03-19 00:00:00+00:00 | SHORT | 589.51 | 2026-03-19 00:00:00+00:00 | 593.02 | MISS | -0.635% |
| 2026-03-09 00:00:00+00:00 | SHORT | 591.87 | 2026-03-09 00:00:00+00:00 | 607.76 | MISS | -2.725% |
| 2026-03-03 00:00:00+00:00 | SHORT | 596.33 | 2026-03-03 00:00:00+00:00 | 601.58 | MISS | -0.920% |
| 2026-03-02 00:00:00+00:00 | SHORT | 598.86 | 2026-03-02 00:00:00+00:00 | 608.09 | MISS | -1.581% |
| 2026-02-17 00:00:00+00:00 | SHORT | 596.42 | 2026-02-17 00:00:00+00:00 | 601.30 | MISS | -0.858% |
| 2026-02-13 00:00:00+00:00 | SHORT | 598.77 | 2026-02-13 00:00:00+00:00 | 601.92 | MISS | -0.566% |
| 2026-02-05 00:00:00+00:00 | SHORT | 600.21 | 2026-02-05 00:00:00+00:00 | 597.03 | HIT | +0.490% |
| 2026-02-04 00:00:00+00:00 | SHORT | 610.96 | 2026-02-04 00:00:00+00:00 | 605.75 | HIT | +0.813% |
| 2026-02-03 00:00:00+00:00 | SHORT | 618.27 | 2026-02-03 00:00:00+00:00 | 616.52 | HIT | +0.243% |
| 2026-01-20 00:00:00+00:00 | SHORT | 610.53 | 2026-01-20 00:00:00+00:00 | 608.06 | HIT | +0.365% |
| 2026-01-14 00:00:00+00:00 | SHORT | 617.80 | 2026-01-14 00:00:00+00:00 | 619.55 | MISS | -0.323% |
| 2026-01-02 00:00:00+00:00 | SHORT | 614.05 | 2026-01-02 00:00:00+00:00 | 613.12 | HIT | +0.111% |
| 2025-12-31 00:00:00+00:00 | SHORT | 617.78 | 2025-12-31 00:00:00+00:00 | 614.31 | HIT | +0.522% |
| 2025-12-17 00:00:00+00:00 | SHORT | 606.91 | 2025-12-17 00:00:00+00:00 | 600.41 | HIT | +1.031% |
| 2025-12-16 00:00:00+00:00 | SHORT | 608.26 | 2025-12-16 00:00:00+00:00 | 611.75 | MISS | -0.614% |
| 2025-12-15 00:00:00+00:00 | SHORT | 611.36 | 2025-12-15 00:00:00+00:00 | 610.54 | HIT | +0.094% |
| 2025-12-12 00:00:00+00:00 | SHORT | 617.72 | 2025-12-12 00:00:00+00:00 | 613.62 | HIT | +0.624% |
| 2025-12-11 00:00:00+00:00 | SHORT | 619.54 | 2025-12-11 00:00:00+00:00 | 625.58 | MISS | -1.015% |
| 2025-11-21 00:00:00+00:00 | SHORT | 584.75 | 2025-11-21 00:00:00+00:00 | 590.07 | MISS | -0.950% |
| 2025-11-20 00:00:00+00:00 | SHORT | 591.34 | 2025-11-20 00:00:00+00:00 | 585.67 | HIT | +0.919% |
| 2025-11-18 00:00:00+00:00 | SHORT | 597.17 | 2025-11-18 00:00:00+00:00 | 596.31 | HIT | +0.104% |
| 2025-11-14 00:00:00+00:00 | SHORT | 598.67 | 2025-11-14 00:00:00+00:00 | 608.86 | MISS | -1.742% |
| 2025-11-07 00:00:00+00:00 | SHORT | 608.31 | 2025-11-07 00:00:00+00:00 | 609.74 | MISS | -0.275% |
| 2025-11-06 00:00:00+00:00 | SHORT | 617.21 | 2025-11-06 00:00:00+00:00 | 611.67 | HIT | +0.858% |
| 2025-11-05 00:00:00+00:00 | SHORT | 618.46 | 2025-11-05 00:00:00+00:00 | 623.28 | MISS | -0.819% |
| 2025-11-04 00:00:00+00:00 | SHORT | 623.28 | 2025-11-04 00:00:00+00:00 | 619.25 | HIT | +0.607% |
| 2025-10-10 00:00:00+00:00 | SHORT | 601.39 | 2025-10-10 00:00:00+00:00 | 589.50 | HIT | +1.937% |
| 2025-09-25 00:00:00+00:00 | SHORT | 592.20 | 2025-09-25 00:00:00+00:00 | 593.53 | MISS | -0.265% |
| 2025-09-02 00:00:00+00:00 | SHORT | 561.31 | 2025-09-02 00:00:00+00:00 | 565.62 | MISS | -0.808% |
| 2025-08-20 00:00:00+00:00 | SHORT | 568.25 | 2025-08-20 00:00:00+00:00 | 565.90 | HIT | +0.374% |
| 2025-08-19 00:00:00+00:00 | SHORT | 572.49 | 2025-08-19 00:00:00+00:00 | 569.28 | HIT | +0.521% |
| 2025-08-01 00:00:00+00:00 | SHORT | 558.83 | 2025-08-01 00:00:00+00:00 | 553.88 | HIT | +0.846% |
| 2025-07-16 00:00:00+00:00 | SHORT | 551.63 | 2025-07-16 00:00:00+00:00 | 557.29 | MISS | -1.066% |
| 2025-06-23 00:00:00+00:00 | SHORT | 524.88 | 2025-06-23 00:00:00+00:00 | 531.65 | MISS | -1.330% |
| 2025-06-20 00:00:00+00:00 | SHORT | 525.73 | 2025-06-20 00:00:00+00:00 | 526.83 | MISS | -0.249% |
| 2025-06-13 00:00:00+00:00 | SHORT | 527.68 | 2025-06-13 00:00:00+00:00 | 526.96 | HIT | +0.096% |
| 2025-05-23 00:00:00+00:00 | SHORT | 506.18 | 2025-05-23 00:00:00+00:00 | 509.24 | MISS | -0.645% |
| 2025-05-21 00:00:00+00:00 | SHORT | 514.24 | 2025-05-21 00:00:00+00:00 | 513.04 | HIT | +0.193% |
| 2025-04-21 00:00:00+00:00 | SHORT | 437.76 | 2025-04-21 00:00:00+00:00 | 433.11 | HIT | +1.022% |
| 2025-04-07 00:00:00+00:00 | SHORT | 408.66 | 2025-04-07 00:00:00+00:00 | 423.69 | MISS | -3.718% |
| 2025-04-04 00:00:00+00:00 | SHORT | 438.14 | 2025-04-04 00:00:00+00:00 | 422.67 | HIT | +3.491% |
| 2025-04-03 00:00:00+00:00 | SHORT | 456.44 | 2025-04-03 00:00:00+00:00 | 450.66 | HIT | +1.226% |
| 2025-03-31 00:00:00+00:00 | SHORT | 461.92 | 2025-03-31 00:00:00+00:00 | 468.92 | MISS | -1.555% |
| 2025-03-28 00:00:00+00:00 | SHORT | 472.91 | 2025-03-28 00:00:00+00:00 | 468.94 | HIT | +0.799% |
| 2025-03-13 00:00:00+00:00 | SHORT | 467.01 | 2025-03-13 00:00:00+00:00 | 468.34 | MISS | -0.325% |
| 2025-03-11 00:00:00+00:00 | SHORT | 468.66 | 2025-03-11 00:00:00+00:00 | 471.60 | MISS | -0.667% |
| 2025-03-10 00:00:00+00:00 | SHORT | 480.53 | 2025-03-10 00:00:00+00:00 | 472.73 | HIT | +1.583% |
| 2025-03-07 00:00:00+00:00 | SHORT | 486.20 | 2025-03-07 00:00:00+00:00 | 491.79 | MISS | -1.190% |
| 2025-03-06 00:00:00+00:00 | SHORT | 487.74 | 2025-03-06 00:00:00+00:00 | 488.20 | MISS | -0.134% |
| 2025-03-04 00:00:00+00:00 | SHORT | 493.58 | 2025-03-04 00:00:00+00:00 | 495.55 | MISS | -0.439% |
| 2025-03-03 00:00:00+00:00 | SHORT | 496.93 | 2025-03-03 00:00:00+00:00 | 497.05 | MISS | -0.064% |
| 2025-02-28 00:00:00+00:00 | SHORT | 500.05 | 2025-02-28 00:00:00+00:00 | 508.17 | MISS | -1.664% |
| 2025-02-27 00:00:00+00:00 | SHORT | 509.44 | 2025-02-27 00:00:00+00:00 | 500.27 | HIT | +1.760% |
| 2025-02-25 00:00:00+00:00 | SHORT | 519.24 | 2025-02-25 00:00:00+00:00 | 513.32 | HIT | +1.100% |
| 2025-02-24 00:00:00+00:00 | SHORT | 525.71 | 2025-02-24 00:00:00+00:00 | 519.87 | HIT | +1.071% |
| 2025-02-21 00:00:00+00:00 | SHORT | 529.19 | 2025-02-21 00:00:00+00:00 | 526.08 | HIT | +0.548% |
| 2025-01-27 00:00:00+00:00 | SHORT | 511.00 | 2025-01-27 00:00:00+00:00 | 514.21 | MISS | -0.668% |
| 2025-01-13 00:00:00+00:00 | SHORT | 501.20 | 2025-01-13 00:00:00+00:00 | 505.56 | MISS | -0.910% |
| 2025-01-10 00:00:00+00:00 | SHORT | 505.71 | 2025-01-10 00:00:00+00:00 | 507.19 | MISS | -0.333% |
| 2025-01-02 00:00:00+00:00 | SHORT | 510.26 | 2025-01-02 00:00:00+00:00 | 510.23 | MISS | -0.034% |
| 2024-12-31 00:00:00+00:00 | SHORT | 511.83 | 2024-12-31 00:00:00+00:00 | 511.23 | HIT | +0.077% |
| 2024-12-20 00:00:00+00:00 | SHORT | 510.44 | 2024-12-20 00:00:00+00:00 | 518.66 | MISS | -1.650% |
| 2024-12-19 00:00:00+00:00 | SHORT | 515.01 | 2024-12-19 00:00:00+00:00 | 514.17 | HIT | +0.123% |
| 2024-12-18 00:00:00+00:00 | SHORT | 524.59 | 2024-12-18 00:00:00+00:00 | 516.47 | HIT | +1.508% |
| 2024-11-15 00:00:00+00:00 | SHORT | 502.94 | 2024-11-15 00:00:00+00:00 | 496.57 | HIT | +1.227% |
| 2024-11-14 00:00:00+00:00 | SHORT | 508.34 | 2024-11-14 00:00:00+00:00 | 508.69 | MISS | -0.109% |
| 2024-10-31 00:00:00+00:00 | SHORT | 489.44 | 2024-10-31 00:00:00+00:00 | 483.85 | HIT | +1.102% |
| 2024-10-23 00:00:00+00:00 | SHORT | 487.57 | 2024-10-23 00:00:00+00:00 | 488.36 | MISS | -0.202% |
| 2024-10-16 00:00:00+00:00 | SHORT | 487.95 | 2024-10-16 00:00:00+00:00 | 490.91 | MISS | -0.647% |
| 2024-10-01 00:00:00+00:00 | SHORT | 480.17 | 2024-10-01 00:00:00+00:00 | 481.27 | MISS | -0.269% |
| 2024-09-06 00:00:00+00:00 | SHORT | 457.73 | 2024-09-06 00:00:00+00:00 | 448.69 | HIT | +1.935% |
| 2024-09-04 00:00:00+00:00 | SHORT | 458.67 | 2024-09-04 00:00:00+00:00 | 460.61 | MISS | -0.463% |
| 2024-09-03 00:00:00+00:00 | SHORT | 467.89 | 2024-09-03 00:00:00+00:00 | 461.81 | HIT | +1.259% |
| 2024-08-28 00:00:00+00:00 | SHORT | 471.71 | 2024-08-28 00:00:00+00:00 | 471.35 | HIT | +0.036% |
| 2024-08-27 00:00:00+00:00 | SHORT | 473.24 | 2024-08-27 00:00:00+00:00 | 476.76 | MISS | -0.784% |
| 2024-08-26 00:00:00+00:00 | SHORT | 473.37 | 2024-08-26 00:00:00+00:00 | 475.34 | MISS | -0.456% |