← ALL STRATEGIES · overnight_anomaly

Nasdaq overnight anomaly

COURSE STRATEGY
RUNNING

Captures the close-to-next-open return during an established uptrend.

DEFAULT MARKETQQQ
BAR INTERVAL1d
GROSS EXPOSURE1.0x
PAPER CASH$99,817.51
REALIZED P&L$-182.49
PROMOTION AUDIT

No AI qualification submitted

This strategy keeps its course or research provenance. A normal backtest snapshot cannot award the AI-generated label.

NOT TESTEDLocked evidenceRequires 100+ trades over 180+ untouched calendar days.
NOT TESTEDCost survivalMust beat exposure-matched Buy & Hold at 4 and 8 bps.
NOT TESTEDIntraday flatnessEvery position must close within its trading session.
NOT TESTEDImmutable provenanceExact algorithm, dataset, and trade-ledger SHA-256 fingerprints are mandatory.

How the strategy works

The strategy isolates the return earned outside regular trading hours. It holds overnight only when the market is above its 20-day average, using the trend filter to avoid some weak regimes.

Concrete example

QQQ closes at 500 while its 20-day SMA is 490, so the model enters at 500 near the close. If the next session opens at 502, the gross overnight return is 0.40% before costs.

Exact algorithm

Required data: ohlcv

Where it may work—and where it can fail

EXPECTED BEST CONDITIONS

Bullish regimes where positive news and global trading lift prices between the US close and next open.

IMPORTANT CONTEXT

QQQ is used as the clean free-data proxy for NQ; paper sizing is standardized across models.

Main risks

“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.

Forward paper transactions

LEDGER START2026-08-16T22:55:36.695333+00:00
PAPER VERSIONv2 · 94a71a390e86
STATUSrunning
STATUS DETAILNo issue
EntrySideEntry priceExitExit priceCapital basisGross notionalOutcomeP&L
2026-09-28 00:00:00+00:00LONG736.532026-09-29 00:00:00+00:00740.15$10,000.00$10,000.00HIT$+45.15
2026-09-25 00:00:00+00:00LONG744.502026-09-28 00:00:00+00:00740.46$10,000.00$10,000.00MISS$-58.26
2026-09-24 00:00:00+00:00LONG741.102026-09-25 00:00:00+00:00742.83$10,000.00$10,000.00HIT$+19.34
2026-09-23 00:00:00+00:00LONG741.212026-09-24 00:00:00+00:00735.29$10,000.00$10,000.00MISS$-83.87
2026-09-22 00:00:00+00:00LONG747.462026-09-23 00:00:00+00:00746.97$10,000.00$10,000.00MISS$-10.56
2026-09-21 00:00:00+00:00LONG741.472026-09-22 00:00:00+00:00740.98$10,000.00$10,000.00MISS$-10.61
2026-09-18 00:00:00+00:00LONG721.452026-09-21 00:00:00+00:00727.89$10,000.00$10,000.00HIT$+85.26
2026-09-17 00:00:00+00:00LONG716.922026-09-18 00:00:00+00:00718.83$10,000.00$10,000.00HIT$+22.64
2026-09-08 00:00:00+00:00LONG718.362026-09-09 00:00:00+00:00716.40$10,000.00$10,000.00MISS$-31.28
2026-09-04 00:00:00+00:00LONG718.962026-09-08 00:00:00+00:00720.91$10,000.00$10,000.00HIT$+23.12
2026-08-27 00:00:00+00:00LONG721.112026-08-28 00:00:00+00:00719.74$10,000.00$10,000.00MISS$-23.00
2026-08-21 00:00:00+00:00LONG713.442026-08-24 00:00:00+00:00709.66$10,000.00$10,000.00MISS$-56.98
2026-08-20 00:00:00+00:00LONG710.932026-08-21 00:00:00+00:00715.23$10,000.00$10,000.00HIT$+56.48
2026-08-19 00:00:00+00:00LONG716.082026-08-20 00:00:00+00:00712.09$10,000.00$10,000.00MISS$-59.72
2026-08-18 00:00:00+00:00LONG717.512026-08-19 00:00:00+00:00720.39$10,000.00$10,000.00HIT$+36.14
2026-08-17 00:00:00+00:00LONG729.872026-08-18 00:00:00+00:00720.21$10,000.00$10,000.00MISS$-136.35

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.

VersionMarketExposureAllocationCostCode hashStartedArchivedFillsStarting cashEnding cashRealized P&LFinal status
legacy-v1unknown · unknownunknownunknownunknownlegacy2026-08-16T16:54:09.212635+00:002026-08-16T22:55:36.695333+00:000$100,000.00$100,000.00$+0.00running
TRADES1,675
AVERAGE TRADE+0.85 bps
STRATEGY 1.0x / BUY & HOLD 1x+11.29% / +569.87%
VS 1x REFERENCE-558.58% · LAGS
DRAWDOWN: STRATEGY / B&H+30.94% / +35.12%
HITS / MISSES904 / 771
HIT RATE+53.97%
AVG HIT / MISS+0.42% / -0.48%
LONGEST MISS STREAK10

Rolling 70/30 diagnostic

This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence. It cannot award AI-qualified status.

FINAL 30% TRADES503
STRATEGY / B&H 1x+11.58% / +104.61%
FINAL 30% VS B&H-93.03%
FINAL 30% HIT RATE+54.67%
FINAL 30% DRAWDOWN+9.30%
INDEPENDENT EVIDENCE?No

Candles and execution signals

▲ BUY▼ SELLHover a candle or marker for exact values
748.65713.52678.38643.24608.112026-04-10T00:00:00+00:00 O 611.84 H 613.67 L 609.58 C 611.072026-04-13T00:00:00+00:00 O 609.48 H 626.74 L 608.11 C 617.392026-04-14T00:00:00+00:00 O 620.22 H 628.60 L 620.10 C 628.602026-04-15T00:00:00+00:00 O 629.08 H 637.83 L 628.20 C 637.402026-04-16T00:00:00+00:00 O 639.21 H 642.18 L 635.26 C 640.472026-04-17T00:00:00+00:00 O 645.59 H 650.00 L 644.07 C 648.852026-04-20T00:00:00+00:00 O 648.04 H 648.76 L 642.52 C 646.792026-04-21T00:00:00+00:00 O 648.41 H 650.20 L 642.21 C 644.332026-04-22T00:00:00+00:00 O 650.15 H 655.33 L 648.52 C 655.112026-04-23T00:00:00+00:00 O 653.55 H 656.92 L 645.52 C 651.422026-04-24T00:00:00+00:00 O 658.51 H 664.51 L 656.53 C 663.882026-04-27T00:00:00+00:00 O 663.40 H 664.43 L 660.69 C 664.232026-04-28T00:00:00+00:00 O 657.41 H 659.64 L 653.81 C 657.552026-04-29T00:00:00+00:00 O 658.63 H 661.72 L 656.59 C 661.572026-04-30T00:00:00+00:00 O 665.35 H 668.90 L 657.56 C 667.742026-05-01T00:00:00+00:00 O 669.16 H 675.97 L 668.80 C 674.152026-05-04T00:00:00+00:00 O 674.66 H 676.73 L 668.90 C 672.882026-05-05T00:00:00+00:00 O 677.96 H 682.77 L 677.51 C 681.612026-05-06T00:00:00+00:00 O 687.78 H 695.93 L 686.48 C 695.772026-05-07T00:00:00+00:00 O 696.58 H 701.24 L 691.77 C 694.942026-05-08T00:00:00+00:00 O 699.92 H 711.23 L 699.50 C 711.232026-05-11T00:00:00+00:00 O 710.36 H 714.59 L 708.91 C 713.292026-05-12T00:00:00+00:00 O 708.22 H 710.18 L 696.64 C 707.242026-05-13T00:00:00+00:00 O 709.96 H 716.65 L 704.83 C 714.712026-05-14T00:00:00+00:00 O 714.62 H 722.03 L 714.22 C 719.792026-05-15T00:00:00+00:00 O 710.14 H 715.13 L 705.55 C 708.932026-05-18T00:00:00+00:00 O 711.54 H 712.07 L 698.85 C 705.882026-05-19T00:00:00+00:00 O 699.81 H 706.49 L 695.25 C 701.532026-05-20T00:00:00+00:00 O 705.29 H 713.15 L 703.79 C 713.152026-05-21T00:00:00+00:00 O 708.99 H 717.12 L 706.77 C 714.512026-05-22T00:00:00+00:00 O 718.07 H 722.12 L 715.95 C 717.542026-05-26T00:00:00+00:00 O 725.96 H 731.17 L 724.16 C 730.282026-05-27T00:00:00+00:00 O 732.96 H 733.32 L 725.44 C 729.452026-05-28T00:00:00+00:00 O 729.73 H 736.60 L 726.41 C 735.602026-05-29T00:00:00+00:00 O 737.84 H 741.63 L 735.25 C 738.312026-06-01T00:00:00+00:00 O 737.04 H 745.65 L 735.99 C 742.742026-06-02T00:00:00+00:00 O 742.40 H 746.44 L 739.23 C 746.162026-06-03T00:00:00+00:00 O 747.31 H 748.65 L 741.01 C 744.212026-06-04T00:00:00+00:00 O 735.48 H 743.50 L 732.62 C 740.612026-06-05T00:00:00+00:00 O 730.06 H 731.69 L 704.32 C 705.062026-06-08T00:00:00+00:00 O 717.81 H 723.03 L 713.07 C 716.072026-06-09T00:00:00+00:00 O 722.98 H 725.66 L 686.37 C 707.832026-06-10T00:00:00+00:00 O 701.66 H 711.28 L 692.93 C 693.692026-06-11T00:00:00+00:00 O 699.29 H 718.37 L 695.00 C 717.122026-06-12T00:00:00+00:00 O 717.61 H 724.01 L 711.28 C 721.342026-06-15T00:00:00+00:00 O 738.10 H 744.76 L 737.38 C 744.002026-06-16T00:00:00+00:00 O 742.25 H 744.22 L 729.64 C 729.862026-06-17T00:00:00+00:00 O 735.19 H 735.68 L 720.85 C 722.512026-06-18T00:00:00+00:00 O 737.20 H 741.82 L 732.51 C 740.622026-06-22T00:00:00+00:00 O 742.02 H 745.45 L 734.39 C 737.952026-06-23T00:00:00+00:00 O 715.74 H 723.61 L 712.11 C 713.652026-06-24T00:00:00+00:00 O 715.37 H 719.93 L 704.45 C 710.622026-06-25T00:00:00+00:00 O 725.90 H 726.83 L 705.30 C 716.382026-06-26T00:00:00+00:00 O 707.13 H 715.56 L 702.81 C 706.522026-06-29T00:00:00+00:00 O 713.99 H 724.58 L 705.17 C 724.082026-06-30T00:00:00+00:00 O 724.18 H 737.62 L 723.91 C 736.402026-07-01T00:00:00+00:00 O 729.19 H 731.92 L 724.60 C 725.172026-07-02T00:00:00+00:00 O 725.58 H 730.83 L 707.56 C 712.602026-07-06T00:00:00+00:00 O 719.93 H 726.08 L 718.45 C 722.822026-07-07T00:00:00+00:00 O 714.17 H 716.35 L 704.90 C 709.432026-07-08T00:00:00+00:00 O 704.95 H 712.26 L 700.91 C 711.442026-07-09T00:00:00+00:00 O 718.33 H 724.23 L 715.13 C 723.282026-07-10T00:00:00+00:00 O 720.70 H 726.39 L 717.00 C 725.512026-07-13T00:00:00+00:00 O 717.72 H 718.74 L 710.08 C 711.742026-07-14T00:00:00+00:00 O 720.22 H 722.29 L 714.34 C 719.692026-07-15T00:00:00+00:00 O 723.85 H 724.36 L 710.23 C 717.742026-07-16T00:00:00+00:00 O 712.01 H 713.60 L 702.61 C 705.942026-07-17T00:00:00+00:00 O 691.65 H 702.30 L 686.76 C 695.332026-07-20T00:00:00+00:00 O 702.16 H 705.80 L 695.51 C 696.062026-07-21T00:00:00+00:00 O 706.57 H 710.05 L 702.80 C 708.972026-07-22T00:00:00+00:00 O 703.62 H 709.65 L 703.62 C 705.352026-07-23T00:00:00+00:00 O 694.67 H 698.66 L 687.79 C 691.962026-07-24T00:00:00+00:00 O 690.41 H 692.63 L 682.48 C 684.232026-07-27T00:00:00+00:00 O 691.68 H 692.30 L 675.95 C 682.122026-07-28T00:00:00+00:00 O 676.23 H 679.40 L 667.88 C 675.492026-07-29T00:00:00+00:00 O 675.51 H 680.05 L 661.14 C 661.732026-07-30T00:00:00+00:00 O 674.76 H 685.12 L 673.30 C 683.552026-07-31T00:00:00+00:00 O 692.11 H 695.77 L 680.05 C 687.992026-08-03T00:00:00+00:00 O 688.30 H 701.59 L 685.82 C 700.072026-08-04T00:00:00+00:00 O 708.16 H 725.66 L 707.53 C 723.852026-08-05T00:00:00+00:00 O 726.25 H 728.54 L 716.92 C 717.302026-08-06T00:00:00+00:00 O 710.82 H 719.32 L 708.50 C 714.652026-08-07T00:00:00+00:00 O 720.15 H 723.63 L 716.51 C 723.032026-08-10T00:00:00+00:00 O 722.39 H 724.67 L 720.33 C 720.872026-08-11T00:00:00+00:00 O 723.29 H 723.35 L 715.50 C 718.452026-08-12T00:00:00+00:00 O 727.08 H 727.25 L 722.92 C 723.702026-08-13T00:00:00+00:00 O 725.15 H 733.96 L 724.03 C 732.072026-08-14T00:00:00+00:00 O 733.41 H 734.39 L 728.32 C 731.072026-08-17T00:00:00+00:00 O 732.95 H 734.58 L 729.27 C 729.872026-08-18T00:00:00+00:00 O 720.21 H 722.13 L 715.92 C 717.512026-08-19T00:00:00+00:00 O 720.39 H 721.50 L 712.61 C 716.082026-08-20T00:00:00+00:00 O 712.09 H 714.94 L 708.52 C 710.932026-08-21T00:00:00+00:00 O 715.23 H 715.67 L 709.20 C 713.442026-08-24T00:00:00+00:00 O 709.66 H 709.79 L 702.70 C 706.322026-08-25T00:00:00+00:00 O 711.22 H 714.04 L 707.45 C 710.722026-08-26T00:00:00+00:00 O 708.41 H 713.02 L 707.97 C 711.372026-08-27T00:00:00+00:00 O 716.93 H 721.35 L 714.53 C 721.112026-08-28T00:00:00+00:00 O 719.74 H 724.13 L 715.09 C 716.432026-08-31T00:00:00+00:00 O 715.17 H 717.58 L 713.16 C 716.762026-09-01T00:00:00+00:00 O 707.39 H 712.30 L 704.66 C 707.642026-09-02T00:00:00+00:00 O 707.10 H 709.80 L 705.10 C 709.242026-09-03T00:00:00+00:00 O 710.85 H 718.92 L 709.69 C 717.672026-09-04T00:00:00+00:00 O 719.35 H 721.86 L 716.56 C 718.962026-09-08T00:00:00+00:00 O 720.91 H 721.89 L 715.57 C 718.362026-09-09T00:00:00+00:00 O 716.40 H 719.70 L 714.02 C 716.312026-09-10T00:00:00+00:00 O 707.55 H 712.06 L 706.86 C 708.692026-09-11T00:00:00+00:00 O 715.68 H 717.63 L 713.63 C 714.882026-09-14T00:00:00+00:00 O 703.33 H 712.95 L 702.74 C 709.182026-09-15T00:00:00+00:00 O 708.80 H 709.53 L 703.64 C 704.542026-09-16T00:00:00+00:00 O 708.00 H 711.88 L 700.00 C 704.722026-09-17T00:00:00+00:00 O 715.95 H 718.04 L 713.32 C 716.922026-09-18T00:00:00+00:00 O 718.83 H 721.73 L 715.08 C 721.452026-09-21T00:00:00+00:00 O 727.89 H 743.22 L 727.81 C 741.472026-09-22T00:00:00+00:00 O 740.98 H 748.35 L 740.93 C 747.462026-09-23T00:00:00+00:00 O 746.97 H 747.13 L 738.19 C 741.212026-09-24T00:00:00+00:00 O 735.29 H 742.66 L 734.62 C 741.102026-09-25T00:00:00+00:00 O 742.83 H 745.92 L 739.64 C 744.502026-09-28T00:00:00+00:00 O 740.46 H 741.42 L 731.63 C 736.532026-09-29T00:00:00+00:00 O 740.15 H 740.58 L 735.34 C 737.932026-09-30T00:00:00+00:00 O 740.19 H 745.08 L 739.76 C 743.18EXIT SELL · 2026-04-10 00:00:00+00:00 · 611.84SELLENTRY BUY · 2026-04-10 00:00:00+00:00 · 611.07BUYEXIT SELL · 2026-04-13 00:00:00+00:00 · 609.48SELLENTRY BUY · 2026-04-13 00:00:00+00:00 · 617.39BUYEXIT SELL · 2026-04-14 00:00:00+00:00 · 620.22SELLENTRY BUY · 2026-04-14 00:00:00+00:00 · 628.60BUYEXIT SELL · 2026-04-15 00:00:00+00:00 · 629.08SELLENTRY BUY · 2026-04-15 00:00:00+00:00 · 637.40BUYEXIT SELL · 2026-04-16 00:00:00+00:00 · 639.21SELLENTRY BUY · 2026-04-16 00:00:00+00:00 · 640.47BUYEXIT SELL · 2026-04-17 00:00:00+00:00 · 645.59SELLENTRY BUY · 2026-04-17 00:00:00+00:00 · 648.85BUYEXIT SELL · 2026-04-20 00:00:00+00:00 · 648.04SELLENTRY BUY · 2026-04-20 00:00:00+00:00 · 646.79BUYEXIT SELL · 2026-04-21 00:00:00+00:00 · 648.41SELLENTRY BUY · 2026-04-21 00:00:00+00:00 · 644.33BUYEXIT SELL · 2026-04-22 00:00:00+00:00 · 650.15SELLENTRY BUY · 2026-04-22 00:00:00+00:00 · 655.11BUYEXIT SELL · 2026-04-23 00:00:00+00:00 · 653.55SELLENTRY BUY · 2026-04-23 00:00:00+00:00 · 651.42BUYEXIT SELL · 2026-04-24 00:00:00+00:00 · 658.51SELLENTRY BUY · 2026-04-24 00:00:00+00:00 · 663.88BUYEXIT SELL · 2026-04-27 00:00:00+00:00 · 663.40SELLENTRY BUY · 2026-04-27 00:00:00+00:00 · 664.23BUYEXIT SELL · 2026-04-28 00:00:00+00:00 · 657.41SELLENTRY BUY · 2026-04-28 00:00:00+00:00 · 657.55BUYEXIT SELL · 2026-04-29 00:00:00+00:00 · 658.63SELLENTRY BUY · 2026-04-29 00:00:00+00:00 · 661.57BUYEXIT SELL · 2026-04-30 00:00:00+00:00 · 665.35SELLENTRY BUY · 2026-04-30 00:00:00+00:00 · 667.74BUYEXIT SELL · 2026-05-01 00:00:00+00:00 · 669.16SELLENTRY BUY · 2026-05-01 00:00:00+00:00 · 674.15BUYEXIT SELL · 2026-05-04 00:00:00+00:00 · 674.66SELLENTRY BUY · 2026-05-04 00:00:00+00:00 · 672.88BUYEXIT SELL · 2026-05-05 00:00:00+00:00 · 677.96SELLENTRY BUY · 2026-05-05 00:00:00+00:00 · 681.61BUYEXIT SELL · 2026-05-06 00:00:00+00:00 · 687.78SELLENTRY BUY · 2026-05-06 00:00:00+00:00 · 695.77BUYEXIT SELL · 2026-05-07 00:00:00+00:00 · 696.58SELLENTRY BUY · 2026-05-07 00:00:00+00:00 · 694.94BUYEXIT SELL · 2026-05-08 00:00:00+00:00 · 699.92SELLENTRY BUY · 2026-05-08 00:00:00+00:00 · 711.23BUYEXIT SELL · 2026-05-11 00:00:00+00:00 · 710.36SELLENTRY BUY · 2026-05-11 00:00:00+00:00 · 713.29BUYEXIT SELL · 2026-05-12 00:00:00+00:00 · 708.22SELLENTRY BUY · 2026-05-12 00:00:00+00:00 · 707.24BUYEXIT SELL · 2026-05-13 00:00:00+00:00 · 709.96SELLENTRY BUY · 2026-05-13 00:00:00+00:00 · 714.71BUYEXIT SELL · 2026-05-14 00:00:00+00:00 · 714.62SELLENTRY BUY · 2026-05-14 00:00:00+00:00 · 719.79BUYEXIT SELL · 2026-05-15 00:00:00+00:00 · 710.14SELLENTRY BUY · 2026-05-15 00:00:00+00:00 · 708.93BUYEXIT SELL · 2026-05-18 00:00:00+00:00 · 711.54SELLENTRY BUY · 2026-05-18 00:00:00+00:00 · 705.88BUYEXIT SELL · 2026-05-19 00:00:00+00:00 · 699.81SELLENTRY BUY · 2026-05-19 00:00:00+00:00 · 701.53BUYEXIT SELL · 2026-05-20 00:00:00+00:00 · 705.29SELLENTRY BUY · 2026-05-20 00:00:00+00:00 · 713.15BUYEXIT SELL · 2026-05-21 00:00:00+00:00 · 708.99SELLENTRY BUY · 2026-05-21 00:00:00+00:00 · 714.51BUYEXIT SELL · 2026-05-22 00:00:00+00:00 · 718.07SELLENTRY BUY · 2026-05-22 00:00:00+00:00 · 717.54BUYEXIT SELL · 2026-05-26 00:00:00+00:00 · 725.96SELLENTRY BUY · 2026-05-26 00:00:00+00:00 · 730.28BUYEXIT SELL · 2026-05-27 00:00:00+00:00 · 732.96SELLENTRY BUY · 2026-05-27 00:00:00+00:00 · 729.45BUYEXIT SELL · 2026-05-28 00:00:00+00:00 · 729.73SELLENTRY BUY · 2026-05-28 00:00:00+00:00 · 735.60BUYEXIT SELL · 2026-05-29 00:00:00+00:00 · 737.84SELLENTRY BUY · 2026-05-29 00:00:00+00:00 · 738.31BUYEXIT SELL · 2026-06-01 00:00:00+00:00 · 737.04SELLENTRY BUY · 2026-06-01 00:00:00+00:00 · 742.74BUYEXIT SELL · 2026-06-02 00:00:00+00:00 · 742.40SELLENTRY BUY · 2026-06-02 00:00:00+00:00 · 746.16BUYEXIT SELL · 2026-06-03 00:00:00+00:00 · 747.31SELLENTRY BUY · 2026-06-03 00:00:00+00:00 · 744.21BUYEXIT SELL · 2026-06-04 00:00:00+00:00 · 735.48SELLENTRY BUY · 2026-06-04 00:00:00+00:00 · 740.61BUYEXIT SELL · 2026-06-05 00:00:00+00:00 · 730.06SELLENTRY BUY · 2026-06-15 00:00:00+00:00 · 744.00BUYEXIT SELL · 2026-06-16 00:00:00+00:00 · 742.25SELLENTRY BUY · 2026-06-16 00:00:00+00:00 · 729.86BUYEXIT SELL · 2026-06-17 00:00:00+00:00 · 735.19SELLENTRY BUY · 2026-06-18 00:00:00+00:00 · 740.62BUYEXIT SELL · 2026-06-22 00:00:00+00:00 · 742.02SELLENTRY BUY · 2026-06-22 00:00:00+00:00 · 737.95BUYEXIT SELL · 2026-06-23 00:00:00+00:00 · 715.74SELLENTRY BUY · 2026-06-29 00:00:00+00:00 · 724.08BUYEXIT SELL · 2026-06-30 00:00:00+00:00 · 724.18SELLENTRY BUY · 2026-06-30 00:00:00+00:00 · 736.40BUYEXIT SELL · 2026-07-01 00:00:00+00:00 · 729.19SELLENTRY BUY · 2026-07-01 00:00:00+00:00 · 725.17BUYEXIT SELL · 2026-07-02 00:00:00+00:00 · 725.58SELLENTRY BUY · 2026-07-06 00:00:00+00:00 · 722.82BUYEXIT SELL · 2026-07-07 00:00:00+00:00 · 714.17SELLENTRY BUY · 2026-07-09 00:00:00+00:00 · 723.28BUYEXIT SELL · 2026-07-10 00:00:00+00:00 · 720.70SELLENTRY BUY · 2026-07-10 00:00:00+00:00 · 725.51BUYEXIT SELL · 2026-07-13 00:00:00+00:00 · 717.72SELLENTRY BUY · 2026-08-03 00:00:00+00:00 · 700.07BUYEXIT SELL · 2026-08-04 00:00:00+00:00 · 708.16SELLENTRY BUY · 2026-08-04 00:00:00+00:00 · 723.85BUYEXIT SELL · 2026-08-05 00:00:00+00:00 · 726.25SELLENTRY BUY · 2026-08-05 00:00:00+00:00 · 717.30BUYEXIT SELL · 2026-08-06 00:00:00+00:00 · 710.82SELLENTRY BUY · 2026-08-06 00:00:00+00:00 · 714.65BUYEXIT SELL · 2026-08-07 00:00:00+00:00 · 720.15SELLENTRY BUY · 2026-08-07 00:00:00+00:00 · 723.03BUYEXIT SELL · 2026-08-10 00:00:00+00:00 · 722.39SELLENTRY BUY · 2026-08-10 00:00:00+00:00 · 720.87BUYEXIT SELL · 2026-08-11 00:00:00+00:00 · 723.29SELLENTRY BUY · 2026-08-11 00:00:00+00:00 · 718.45BUYEXIT SELL · 2026-08-12 00:00:00+00:00 · 727.08SELLENTRY BUY · 2026-08-12 00:00:00+00:00 · 723.70BUYEXIT SELL · 2026-08-13 00:00:00+00:00 · 725.15SELLENTRY BUY · 2026-08-13 00:00:00+00:00 · 732.07BUYEXIT SELL · 2026-08-14 00:00:00+00:00 · 733.41SELLENTRY BUY · 2026-08-14 00:00:00+00:00 · 731.07BUYEXIT SELL · 2026-08-17 00:00:00+00:00 · 732.95SELLENTRY BUY · 2026-08-17 00:00:00+00:00 · 729.87BUYEXIT SELL · 2026-08-18 00:00:00+00:00 · 720.21SELLENTRY BUY · 2026-08-18 00:00:00+00:00 · 717.51BUYEXIT SELL · 2026-08-19 00:00:00+00:00 · 720.39SELLENTRY BUY · 2026-08-19 00:00:00+00:00 · 716.08BUYEXIT SELL · 2026-08-20 00:00:00+00:00 · 712.09SELLENTRY BUY · 2026-08-20 00:00:00+00:00 · 710.93BUYEXIT SELL · 2026-08-21 00:00:00+00:00 · 715.23SELLENTRY BUY · 2026-08-21 00:00:00+00:00 · 713.44BUYEXIT SELL · 2026-08-24 00:00:00+00:00 · 709.66SELLENTRY BUY · 2026-08-27 00:00:00+00:00 · 721.11BUYEXIT SELL · 2026-08-28 00:00:00+00:00 · 719.74SELLENTRY BUY · 2026-09-04 00:00:00+00:00 · 718.96BUYEXIT SELL · 2026-09-08 00:00:00+00:00 · 720.91SELLENTRY BUY · 2026-09-08 00:00:00+00:00 · 718.36BUYEXIT SELL · 2026-09-09 00:00:00+00:00 · 716.40SELLENTRY BUY · 2026-09-17 00:00:00+00:00 · 716.92BUYEXIT SELL · 2026-09-18 00:00:00+00:00 · 718.83SELLENTRY BUY · 2026-09-18 00:00:00+00:00 · 721.45BUYEXIT SELL · 2026-09-21 00:00:00+00:00 · 727.89SELLENTRY BUY · 2026-09-21 00:00:00+00:00 · 741.47BUYEXIT SELL · 2026-09-22 00:00:00+00:00 · 740.98SELLENTRY BUY · 2026-09-22 00:00:00+00:00 · 747.46BUYEXIT SELL · 2026-09-23 00:00:00+00:00 · 746.97SELLENTRY BUY · 2026-09-23 00:00:00+00:00 · 741.21BUYEXIT SELL · 2026-09-24 00:00:00+00:00 · 735.29SELLENTRY BUY · 2026-09-24 00:00:00+00:00 · 741.10BUYEXIT SELL · 2026-09-25 00:00:00+00:00 · 742.83SELLENTRY BUY · 2026-09-25 00:00:00+00:00 · 744.50BUYEXIT SELL · 2026-09-28 00:00:00+00:00 · 740.46SELLENTRY BUY · 2026-09-28 00:00:00+00:00 · 736.53BUYEXIT SELL · 2026-09-29 00:00:00+00:00 · 740.15SELLENTRY BUY · 2026-09-29 00:00:00+00:00 · 737.93BUYEXIT SELL · 2026-09-30 00:00:00+00:00 · 740.19SELL2026-04-102026-09-30

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

STATUS / REPLICATIONcompleted · exact_course_rules
DATAYahoo Finance (delayed/unofficial)
MARKETQQQ · 1d
HISTORY2016-09-30T00:00:00+00:00
2026-09-30T00:00:00+00:00
WIN RATE+53.97%
PROFIT FACTOR1.04

QQQ is used as the clean free-data proxy for NQ; paper sizing is standardized across models.

Historical transactions

Download JSONDownload all transactions as CSV

HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 1,675 transactions.

EntrySideEntry priceExitExit priceOutcomeNet return
2026-09-29 00:00:00+00:00LONG737.932026-09-30 00:00:00+00:00740.19HIT+0.266%
2026-09-28 00:00:00+00:00LONG736.532026-09-29 00:00:00+00:00740.15HIT+0.451%
2026-09-25 00:00:00+00:00LONG744.502026-09-28 00:00:00+00:00740.46MISS-0.583%
2026-09-24 00:00:00+00:00LONG741.102026-09-25 00:00:00+00:00742.83HIT+0.193%
2026-09-23 00:00:00+00:00LONG741.212026-09-24 00:00:00+00:00735.29MISS-0.839%
2026-09-22 00:00:00+00:00LONG747.462026-09-23 00:00:00+00:00746.97MISS-0.106%
2026-09-21 00:00:00+00:00LONG741.472026-09-22 00:00:00+00:00740.98MISS-0.106%
2026-09-18 00:00:00+00:00LONG721.452026-09-21 00:00:00+00:00727.89HIT+0.853%
2026-09-17 00:00:00+00:00LONG716.922026-09-18 00:00:00+00:00718.83HIT+0.226%
2026-09-08 00:00:00+00:00LONG718.362026-09-09 00:00:00+00:00716.40MISS-0.313%
2026-09-04 00:00:00+00:00LONG718.962026-09-08 00:00:00+00:00720.91HIT+0.231%
2026-08-27 00:00:00+00:00LONG721.112026-08-28 00:00:00+00:00719.74MISS-0.230%
2026-08-21 00:00:00+00:00LONG713.442026-08-24 00:00:00+00:00709.66MISS-0.570%
2026-08-20 00:00:00+00:00LONG710.932026-08-21 00:00:00+00:00715.23HIT+0.565%
2026-08-19 00:00:00+00:00LONG716.082026-08-20 00:00:00+00:00712.09MISS-0.597%
2026-08-18 00:00:00+00:00LONG717.512026-08-19 00:00:00+00:00720.39HIT+0.361%
2026-08-17 00:00:00+00:00LONG729.872026-08-18 00:00:00+00:00720.21MISS-1.364%
2026-08-14 00:00:00+00:00LONG731.072026-08-17 00:00:00+00:00732.95HIT+0.217%
2026-08-13 00:00:00+00:00LONG732.072026-08-14 00:00:00+00:00733.41HIT+0.143%
2026-08-12 00:00:00+00:00LONG723.702026-08-13 00:00:00+00:00725.15HIT+0.160%
2026-08-11 00:00:00+00:00LONG718.452026-08-12 00:00:00+00:00727.08HIT+1.161%
2026-08-10 00:00:00+00:00LONG720.872026-08-11 00:00:00+00:00723.29HIT+0.296%
2026-08-07 00:00:00+00:00LONG723.032026-08-10 00:00:00+00:00722.39MISS-0.129%
2026-08-06 00:00:00+00:00LONG714.652026-08-07 00:00:00+00:00720.15HIT+0.730%
2026-08-05 00:00:00+00:00LONG717.302026-08-06 00:00:00+00:00710.82MISS-0.943%
2026-08-04 00:00:00+00:00LONG723.852026-08-05 00:00:00+00:00726.25HIT+0.292%
2026-08-03 00:00:00+00:00LONG700.072026-08-04 00:00:00+00:00708.16HIT+1.116%
2026-07-10 00:00:00+00:00LONG725.512026-07-13 00:00:00+00:00717.72MISS-1.114%
2026-07-09 00:00:00+00:00LONG723.282026-07-10 00:00:00+00:00720.70MISS-0.397%
2026-07-06 00:00:00+00:00LONG722.822026-07-07 00:00:00+00:00714.17MISS-1.237%
2026-07-01 00:00:00+00:00LONG725.172026-07-02 00:00:00+00:00725.58HIT+0.017%
2026-06-30 00:00:00+00:00LONG736.402026-07-01 00:00:00+00:00729.19MISS-1.019%
2026-06-29 00:00:00+00:00LONG724.082026-06-30 00:00:00+00:00724.18MISS-0.026%
2026-06-22 00:00:00+00:00LONG737.952026-06-23 00:00:00+00:00715.74MISS-3.050%
2026-06-18 00:00:00+00:00LONG740.622026-06-22 00:00:00+00:00742.02HIT+0.149%
2026-06-16 00:00:00+00:00LONG729.862026-06-17 00:00:00+00:00735.19HIT+0.690%
2026-06-15 00:00:00+00:00LONG744.002026-06-16 00:00:00+00:00742.25MISS-0.275%
2026-06-04 00:00:00+00:00LONG740.612026-06-05 00:00:00+00:00730.06MISS-1.464%
2026-06-03 00:00:00+00:00LONG744.212026-06-04 00:00:00+00:00735.48MISS-1.213%
2026-06-02 00:00:00+00:00LONG746.162026-06-03 00:00:00+00:00747.31HIT+0.114%
2026-06-01 00:00:00+00:00LONG742.742026-06-02 00:00:00+00:00742.40MISS-0.086%
2026-05-29 00:00:00+00:00LONG738.312026-06-01 00:00:00+00:00737.04MISS-0.212%
2026-05-28 00:00:00+00:00LONG735.602026-05-29 00:00:00+00:00737.84HIT+0.265%
2026-05-27 00:00:00+00:00LONG729.452026-05-28 00:00:00+00:00729.73MISS-0.002%
2026-05-26 00:00:00+00:00LONG730.282026-05-27 00:00:00+00:00732.96HIT+0.327%
2026-05-22 00:00:00+00:00LONG717.542026-05-26 00:00:00+00:00725.96HIT+1.133%
2026-05-21 00:00:00+00:00LONG714.512026-05-22 00:00:00+00:00718.07HIT+0.458%
2026-05-20 00:00:00+00:00LONG713.152026-05-21 00:00:00+00:00708.99MISS-0.623%
2026-05-19 00:00:00+00:00LONG701.532026-05-20 00:00:00+00:00705.29HIT+0.496%
2026-05-18 00:00:00+00:00LONG705.882026-05-19 00:00:00+00:00699.81MISS-0.900%
2026-05-15 00:00:00+00:00LONG708.932026-05-18 00:00:00+00:00711.54HIT+0.328%
2026-05-14 00:00:00+00:00LONG719.792026-05-15 00:00:00+00:00710.14MISS-1.381%
2026-05-13 00:00:00+00:00LONG714.712026-05-14 00:00:00+00:00714.62MISS-0.053%
2026-05-12 00:00:00+00:00LONG707.242026-05-13 00:00:00+00:00709.96HIT+0.345%
2026-05-11 00:00:00+00:00LONG713.292026-05-12 00:00:00+00:00708.22MISS-0.751%
2026-05-08 00:00:00+00:00LONG711.232026-05-11 00:00:00+00:00710.36MISS-0.162%
2026-05-07 00:00:00+00:00LONG694.942026-05-08 00:00:00+00:00699.92HIT+0.677%
2026-05-06 00:00:00+00:00LONG695.772026-05-07 00:00:00+00:00696.58HIT+0.076%
2026-05-05 00:00:00+00:00LONG681.612026-05-06 00:00:00+00:00687.78HIT+0.865%
2026-05-04 00:00:00+00:00LONG672.882026-05-05 00:00:00+00:00677.96HIT+0.715%
2026-05-01 00:00:00+00:00LONG674.152026-05-04 00:00:00+00:00674.66HIT+0.036%
2026-04-30 00:00:00+00:00LONG667.742026-05-01 00:00:00+00:00669.16HIT+0.173%
2026-04-29 00:00:00+00:00LONG661.572026-04-30 00:00:00+00:00665.35HIT+0.531%
2026-04-28 00:00:00+00:00LONG657.552026-04-29 00:00:00+00:00658.63HIT+0.124%
2026-04-27 00:00:00+00:00LONG664.232026-04-28 00:00:00+00:00657.41MISS-1.067%
2026-04-24 00:00:00+00:00LONG663.882026-04-27 00:00:00+00:00663.40MISS-0.112%
2026-04-23 00:00:00+00:00LONG651.422026-04-24 00:00:00+00:00658.51HIT+1.048%
2026-04-22 00:00:00+00:00LONG655.112026-04-23 00:00:00+00:00653.55MISS-0.278%
2026-04-21 00:00:00+00:00LONG644.332026-04-22 00:00:00+00:00650.15HIT+0.863%
2026-04-20 00:00:00+00:00LONG646.792026-04-21 00:00:00+00:00648.41HIT+0.210%
2026-04-17 00:00:00+00:00LONG648.852026-04-20 00:00:00+00:00648.04MISS-0.165%
2026-04-16 00:00:00+00:00LONG640.472026-04-17 00:00:00+00:00645.59HIT+0.759%
2026-04-15 00:00:00+00:00LONG637.402026-04-16 00:00:00+00:00639.21HIT+0.244%
2026-04-14 00:00:00+00:00LONG628.602026-04-15 00:00:00+00:00629.08HIT+0.036%
2026-04-13 00:00:00+00:00LONG617.392026-04-14 00:00:00+00:00620.22HIT+0.418%
2026-04-10 00:00:00+00:00LONG611.072026-04-13 00:00:00+00:00609.48MISS-0.300%
2026-04-09 00:00:00+00:00LONG610.192026-04-10 00:00:00+00:00611.84HIT+0.230%
2026-04-08 00:00:00+00:00LONG606.092026-04-09 00:00:00+00:00605.93MISS-0.066%
2026-04-07 00:00:00+00:00LONG588.592026-04-08 00:00:00+00:00608.71HIT+3.378%
2026-03-11 00:00:00+00:00LONG607.692026-03-12 00:00:00+00:00602.76MISS-0.851%
2026-03-10 00:00:00+00:00LONG607.772026-03-11 00:00:00+00:00608.95HIT+0.154%
2026-03-09 00:00:00+00:00LONG607.762026-03-10 00:00:00+00:00607.78MISS-0.037%
2026-03-05 00:00:00+00:00LONG608.912026-03-06 00:00:00+00:00600.31MISS-1.452%
2026-03-04 00:00:00+00:00LONG610.752026-03-05 00:00:00+00:00607.40MISS-0.589%
2026-02-25 00:00:00+00:00LONG616.682026-02-26 00:00:00+00:00615.59MISS-0.217%
2026-02-02 00:00:00+00:00LONG626.142026-02-03 00:00:00+00:00628.30HIT+0.305%
2026-01-29 00:00:00+00:00LONG629.432026-01-30 00:00:00+00:00625.71MISS-0.631%
2026-01-28 00:00:00+00:00LONG633.222026-01-29 00:00:00+00:00632.65MISS-0.130%
2026-01-27 00:00:00+00:00LONG631.132026-01-28 00:00:00+00:00635.46HIT+0.646%
2026-01-26 00:00:00+00:00LONG625.462026-01-27 00:00:00+00:00628.91HIT+0.512%
2026-01-23 00:00:00+00:00LONG622.722026-01-26 00:00:00+00:00623.21HIT+0.039%
2026-01-22 00:00:00+00:00LONG620.762026-01-23 00:00:00+00:00619.73MISS-0.206%
2026-01-16 00:00:00+00:00LONG621.262026-01-20 00:00:00+00:00610.53MISS-1.767%
2026-01-15 00:00:00+00:00LONG621.782026-01-16 00:00:00+00:00625.50HIT+0.558%
2026-01-14 00:00:00+00:00LONG619.552026-01-15 00:00:00+00:00626.60HIT+1.098%
2026-01-13 00:00:00+00:00LONG626.242026-01-14 00:00:00+00:00622.24MISS-0.679%
2026-01-12 00:00:00+00:00LONG627.172026-01-13 00:00:00+00:00627.27MISS-0.024%
2026-01-09 00:00:00+00:00LONG626.652026-01-12 00:00:00+00:00622.31MISS-0.733%
2026-01-08 00:00:00+00:00LONG620.472026-01-09 00:00:00+00:00621.41HIT+0.111%
2026-01-07 00:00:00+00:00LONG624.022026-01-08 00:00:00+00:00623.03MISS-0.199%