AAPL · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper AAPL
A trough of the weekly cycle below 50 (or of the 3-day cycle below 45) arms the system for 120 (72) hours. While the weekly cycle rises, a close above the 24-hour high on a bar with range >= 0.75 ATR and the 4h cycle below 80 opens a long. Shorts mirror this and additionally require price below the daily SMA200. Exit on a 2.5 x daily-ATR chandelier from the best price, or when the weekly cycle turns. Position risks 4% of equity, capped at 1x.
Data: alpaca_stock AAPL (America/New_York), 18776 chart bars since 2016-01-04 14:30 · live since 2026-09-06 09:26 (0.0 days) · sleeve capital 10,000 · commission per side 0.05%
Position
flat
last close 319.99
Pending at next open
none
last bar 2026-09-04 19:30
Forward equity
10,000
+0.00% · 0 closed
Forward vs backtest expectation
–
needs closed forward trades
Paper account
0
0 round trips · slip entry – / exit – bps
Statistics
| Metric | Backtest | Forward (simulated) | Paper account |
|---|---|---|---|
| Window | 2016-06-30 14:30 → 2026-09-04 19:30 (10.18 y) | 2026-09-06 09:26 → 2026-09-04 19:30 (0.0 d) | 0 round trips |
| Closed trades (long / short) | 72 (56 / 16) | 0 ( / ) | 0 |
| Trades per year | 7.1 | – | |
| Win rate | 38.9% | –% | |
| Profit factor (ex best trade) | 1.51 (1.29) | – (–) | |
| Long PF / short PF | 1.67 / 0.85 | – / – | |
| Expectancy per trade (% of equity) | +0.70% | – | |
| Average win / loss | +5.3% / -2.2% | – / – | |
| Payoff ratio | 2.38 | – | |
| Best / worst trade | +21.5% / -4.1% | – / – | |
| Longest losing streak | 6 | ||
| Median / mean hold (hours) | 300 / 401 | – / – | |
| Exit reasons | stop 58 signal 14 | ||
| Net return | +51.8% | – | 0 |
| Asset change over the window | +1242.2% | – | |
| CAGR | +4.2% | – | |
| Max drawdown (mark-to-market) | 24.8% | –% | |
| Current drawdown | 17.8% | –% | |
| Sharpe / Sortino (daily, annualised) | 0.54 / 0.49 | – / – | |
| Calmar | 0.17 | – |
Backtest equity (log)
Forward equity, marked to market each bar
Current indicator state (closed higher-timeframe values at 2026-09-04 19:30)
- 24h low
- 317.86
- 24h high
- 330.81
- 3D cycle
- 83.74
- 4h cycle
- 84.63
- daily ATR
- 7.37
- hold long
- no
- armed long
- yes
- hold short
- no
- armed short
- no
- daily SMA200
- 283.58
- weekly cycle
- 18.01
- parameters
- arm_tf=1W arm2_on=True arm2_tf=3D arm_lvl=50 brk_imp=0.75 ent_cap=80 hold_tf=1W arm2_lvl=45 leverage=1.0 risk_pct=4.0 arm_hours=120 brk_hours=24 short_sma=True allow_long=True arm2_hours=72 chand_mult=2.5 allow_short=True
Backtest monthly returns (%)
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | 0.0 | 1.5 | 0.0 | 0.0 | -4.5 | 0.0 | -1.5 | -4.6 | |||||
| 2017 | 4.7 | 12.9 | 1.4 | 0.0 | 0.0 | -2.1 | -2.2 | -2.8 | -3.0 | 0.9 | -2.2 | 0.0 | 6.8 |
| 2018 | 0.0 | -1.7 | -1.1 | -0.8 | -1.3 | 0.5 | -2.0 | 13.9 | -2.7 | 0.0 | 0.0 | 2.0 | 6.0 |
| 2019 | 3.5 | 1.7 | 5.5 | 1.8 | 2.6 | -3.4 | 5.6 | 0.0 | 0.3 | 1.7 | 0.0 | 0.0 | 20.8 |
| 2020 | -3.0 | 0.0 | 0.0 | 1.5 | 3.4 | 2.4 | 0.0 | 6.9 | 0.1 | 0.0 | -1.5 | 0.0 | 10.0 |
| 2021 | 0.0 | 0.0 | 0.0 | 3.2 | -0.5 | 1.4 | 4.8 | 0.0 | 0.0 | -3.5 | 4.5 | -3.3 | 6.2 |
| 2022 | -3.4 | 0.0 | 2.8 | -6.4 | -0.1 | 0.0 | 6.8 | 1.6 | 1.4 | -3.0 | -3.2 | 3.1 | -1.0 |
| 2023 | 0.0 | 1.6 | -3.4 | 0.0 | -1.0 | 3.2 | -3.1 | 0.0 | 0.0 | 0.0 | 1.2 | 1.5 | -0.2 |
| 2024 | 0.0 | 0.0 | 0.0 | -1.5 | 11.3 | 8.1 | -3.6 | 0.1 | -1.5 | -6.1 | 0.0 | 1.4 | 7.2 |
| 2025 | 0.0 | -4.1 | -4.8 | 5.9 | -3.4 | -2.0 | -3.2 | 0.7 | -0.7 | 0.0 | 0.6 | -0.3 | -11.1 |
| 2026 | 0.0 | -0.8 | -1.4 | 1.4 | 11.3 | -0.1 | -4.1 | 0.0 | 0.0 | 5.9 |
Capture of the asset's ten largest months (backtest) · system avg +5.1%, positive in 7/10
| Month | 2018-08 | 2018-11 | 2019-06 | 2020-04 | 2020-06 | 2020-07 | 2020-08 | 2022-07 | 2024-05 | 2026-05 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +19% | -18% | +13% | +16% | +15% | +17% | +21% | +19% | +13% | +15% |
| System | +13.9% | +0.0% | -3.4% | +1.5% | +2.4% | +0.0% | +6.9% | +6.8% | +11.3% | +11.3% |
Forward trades (append-only ledger, 0 rows)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds | Sleeve equity | Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| no forward trades yet | |||||||||||
Paper account round trips (Alpaca fills vs the simulated trade they mirror)
| Entry fill | Exit fill | Side | Qty | Entry px (sim) | Exit px (sim) | Slip entry / exit bps | P&L | Return (sim) | Exit |
|---|---|---|---|---|---|---|---|---|---|
| no completed paper round trips yet | |||||||||
Orders (0)
| Submitted | Kind | Side | Qty | Type | Stop | Status | Filled | Fill px | Signal bar | Note |
|---|
Backtest trades (last 72)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-07-15 14:30 | 2026-07-31 13:30 | long | 324.71 | 304.70 | 66% | -6.26% | -4.11% | stop | 0 |
| 2026-04-15 15:30 | 2026-06-08 14:30 | long | 263.16 | 311.96 | 74% | +18.43% | +13.69% | signal | 0 |
| 2026-04-07 14:30 | 2026-04-07 16:30 | short | 247.66 | 250.17 | 70% | -1.11% | -0.78% | signal | 0 |
| 2026-03-30 14:30 | 2026-03-31 14:30 | short | 247.82 | 248.96 | 71% | -0.56% | -0.40% | signal | 0 |
| 2026-02-23 15:30 | 2026-03-02 14:30 | long | 267.09 | 260.25 | 66% | -2.66% | -1.75% | stop | 0 |
| 2025-11-24 18:30 | 2025-12-08 15:30 | long | 276.12 | 277.55 | 75% | +0.42% | +0.31% | signal | 0 |
| 2025-08-27 14:30 | 2025-09-10 13:30 | long | 230.02 | 230.30 | 80% | +0.02% | +0.02% | stop | 0 |
| 2025-07-21 14:30 | 2025-07-31 19:30 | long | 214.64 | 207.19 | 88% | -3.57% | -3.15% | stop | 0 |
| 2025-06-11 18:30 | 2025-06-30 18:30 | short | 199.22 | 205.57 | 61% | -3.29% | -2.01% | stop | 0 |
| 2025-05-12 14:30 | 2025-05-23 13:30 | long | 209.17 | 193.67 | 46% | -7.51% | -3.42% | stop | 0 |
| 2025-04-21 14:30 | 2025-04-28 14:30 | short | 192.11 | 208.88 | 29% | -8.83% | -2.59% | signal | 0 |
| 2025-03-28 16:30 | 2025-04-09 16:30 | short | 218.67 | 190.57 | 60% | +12.76% | +7.64% | stop | 0 |
| 2025-03-07 18:30 | 2025-03-10 14:30 | long | 240.43 | 226.00 | 64% | -6.10% | -3.93% | stop | 0 |
| 2025-02-25 17:30 | 2025-02-28 14:30 | long | 249.58 | 236.54 | 76% | -5.32% | -4.05% | stop | 0 |
| 2024-12-09 16:30 | 2024-12-31 17:30 | long | 246.49 | 250.24 | 100% | +1.42% | +1.42% | stop | 0 |
| 2024-10-21 16:30 | 2024-10-31 15:30 | long | 236.29 | 226.71 | 87% | -4.15% | -3.60% | stop | 0 |
| 2024-09-19 14:30 | 2024-10-07 14:30 | long | 229.49 | 225.31 | 76% | -1.92% | -1.45% | signal | 0 |
| 2024-08-27 15:30 | 2024-09-04 13:30 | long | 228.57 | 221.09 | 75% | -3.37% | -2.54% | stop | 0 |
| 2024-07-15 14:30 | 2024-07-18 14:30 | long | 234.82 | 224.09 | 77% | -4.67% | -3.59% | stop | 0 |
| 2024-04-24 14:30 | 2024-06-20 14:30 | long | 168.00 | 210.48 | 85% | +25.18% | +21.50% | stop | 0 |
| 2024-04-02 14:30 | 2024-04-11 17:30 | short | 169.03 | 174.16 | 80% | -3.14% | -2.52% | stop | 0 |
| 2023-11-14 15:30 | 2023-12-26 15:30 | long | 187.44 | 193.07 | 94% | +2.90% | +2.73% | signal | 0 |
| 2023-06-26 14:30 | 2023-07-10 13:30 | long | 187.75 | 187.89 | 100% | -0.03% | -0.03% | stop | 0 |
| 2023-05-05 14:30 | 2023-05-15 14:30 | long | 173.37 | 171.84 | 97% | -0.98% | -0.95% | signal | 0 |
| 2023-03-06 15:30 | 2023-03-10 20:30 | long | 155.03 | 147.74 | 72% | -4.80% | -3.43% | stop | 0 |
| 2023-01-23 15:30 | 2023-02-22 14:30 | long | 140.47 | 148.14 | 59% | +5.36% | +3.15% | stop | 0 |
| 2022-12-15 15:30 | 2023-01-13 18:30 | short | 138.87 | 134.35 | 49% | +3.16% | +1.54% | stop | 0 |
| 2022-11-10 15:30 | 2022-11-29 15:30 | long | 143.46 | 141.83 | 43% | -1.23% | -0.53% | stop | 0 |
| 2022-10-28 14:30 | 2022-11-02 18:30 | long | 154.60 | 145.97 | 54% | -5.68% | -3.05% | stop | 0 |
| 2022-09-15 15:30 | 2022-10-18 13:30 | short | 152.84 | 145.35 | 57% | +4.80% | +2.76% | stop | 0 |
| 2022-09-08 16:30 | 2022-09-12 13:30 | short | 153.15 | 161.86 | 67% | -5.79% | -3.87% | stop | 0 |
| 2022-07-06 14:30 | 2022-08-22 18:30 | long | 142.75 | 167.73 | 49% | +17.39% | +8.55% | stop | 0 |
| 2022-05-09 14:30 | 2022-05-27 13:30 | short | 153.20 | 147.05 | 44% | +3.92% | +1.73% | stop | 0 |
| 2022-05-02 17:30 | 2022-05-03 17:30 | short | 154.43 | 159.90 | 49% | -3.64% | -1.79% | signal | 0 |
| 2022-04-26 19:30 | 2022-04-27 16:30 | short | 157.34 | 159.51 | 58% | -1.48% | -0.85% | signal | 0 |
| 2022-04-21 14:30 | 2022-04-25 13:30 | long | 170.70 | 161.18 | 67% | -5.67% | -3.79% | stop | 0 |
| 2022-03-21 15:30 | 2022-04-11 13:30 | long | 166.03 | 168.75 | 54% | +1.53% | +0.83% | stop | 0 |
| 2022-01-03 15:30 | 2022-01-06 14:30 | long | 180.85 | 172.70 | 73% | -4.60% | -3.36% | stop | 0 |
| 2021-11-30 15:30 | 2021-12-02 14:30 | long | 164.06 | 158.74 | 81% | -3.34% | -2.71% | stop | 0 |
| 2021-11-17 15:30 | 2021-11-26 14:30 | long | 152.52 | 158.48 | 100% | +3.81% | +3.81% | stop | 0 |
| 2021-10-28 14:30 | 2021-10-29 13:30 | long | 152.44 | 147.19 | 100% | -3.55% | -3.55% | stop | 0 |
| 2021-06-28 14:30 | 2021-07-19 13:30 | long | 135.02 | 143.56 | 100% | +6.22% | +6.22% | stop | 0 |
| 2021-04-05 14:30 | 2021-05-04 13:30 | long | 125.10 | 130.45 | 62% | +4.17% | +2.59% | stop | 0 |
| 2020-11-05 15:30 | 2020-11-23 16:30 | long | 117.72 | 113.86 | 46% | -3.37% | -1.54% | stop | 0 |
| 2020-08-13 14:30 | 2020-09-02 14:30 | long | 114.62 | 129.16 | 56% | +12.58% | +7.07% | stop | 0 |
| 2020-04-27 14:30 | 2020-06-11 18:30 | long | 70.7900 | 83.9781 | 41% | +18.52% | +7.55% | stop | 0 |
| 2020-01-22 18:30 | 2020-01-27 14:30 | long | 79.8500 | 77.5200 | 100% | -3.02% | -3.02% | stop | 0 |
| 2019-10-07 14:30 | 2019-10-31 13:30 | long | 57.0000 | 60.0651 | 78% | +5.27% | +4.12% | stop | 0 |
| 2019-09-19 14:30 | 2019-10-03 13:30 | long | 55.7500 | 54.4138 | 81% | -2.50% | -2.03% | stop | 0 |
| 2019-06-18 14:30 | 2019-07-31 18:30 | long | 49.8800 | 53.4284 | 71% | +7.01% | +4.99% | stop | 0 |
| 2019-05-20 14:30 | 2019-06-05 13:30 | short | 45.9200 | 46.0600 | 56% | -0.41% | -0.23% | stop | 0 |
| 2019-04-16 14:30 | 2019-04-29 14:30 | long | 50.3400 | 51.3300 | 97% | +1.87% | +1.80% | signal | 0 |
| 2019-03-11 14:30 | 2019-03-25 13:30 | long | 44.3800 | 47.2194 | 100% | +6.29% | +6.27% | stop | 0 |
| 2019-01-09 15:30 | 2019-03-08 14:30 | long | 38.1600 | 42.5700 | 39% | +11.45% | +4.52% | stop | 0 |
| 2018-12-10 15:30 | 2018-12-31 15:30 | short | 41.4000 | 39.3700 | 42% | +4.81% | +2.01% | signal | 0 |
| 2018-08-01 14:30 | 2018-09-06 14:30 | long | 49.9000 | 55.3446 | 100% | +10.81% | +10.81% | stop | 0 |
| 2018-07-24 14:30 | 2018-07-30 14:30 | long | 48.2800 | 47.3797 | 100% | -1.96% | -1.96% | stop | 0 |
| 2018-05-25 14:30 | 2018-06-18 13:30 | long | 47.3300 | 46.9700 | 97% | -0.86% | -0.84% | stop | 0 |
| 2018-04-23 17:30 | 2018-04-30 14:30 | short | 41.1900 | 41.6600 | 67% | -1.24% | -0.83% | signal | 0 |
| 2018-02-23 20:30 | 2018-03-19 14:30 | long | 43.8700 | 43.8450 | 68% | -0.16% | -0.11% | stop | 0 |
| 2018-02-09 17:30 | 2018-02-12 14:30 | short | 38.4400 | 40.0274 | 62% | -4.23% | -2.64% | stop | 0 |
| 2017-11-21 15:30 | 2017-11-29 14:30 | long | 43.3900 | 42.3837 | 100% | -2.42% | -2.42% | stop | 0 |
| 2017-10-30 14:30 | 2017-11-15 14:30 | long | 41.8700 | 42.3894 | 100% | +1.14% | +1.14% | stop | 0 |
| 2017-08-28 14:30 | 2017-09-08 17:30 | long | 40.3000 | 39.7587 | 97% | -1.44% | -1.41% | stop | 0 |
| 2017-08-15 15:30 | 2017-08-21 13:30 | long | 40.3700 | 38.8224 | 87% | -3.93% | -3.42% | stop | 0 |
| 2017-08-02 14:30 | 2017-08-10 19:30 | long | 39.1000 | 38.7801 | 100% | -0.92% | -0.92% | stop | 0 |
| 2017-07-24 19:30 | 2017-07-27 16:30 | long | 38.0300 | 37.2122 | 100% | -2.25% | -2.25% | stop | 0 |
| 2017-06-02 16:30 | 2017-06-09 16:30 | long | 38.6400 | 37.8682 | 100% | -2.10% | -2.10% | stop | 0 |
| 2016-12-27 15:30 | 2017-03-13 14:30 | long | 29.4100 | 34.7400 | 100% | +18.01% | +18.01% | signal | 0 |
| 2016-10-25 14:30 | 2016-10-26 13:30 | long | 29.4500 | 28.5300 | 100% | -3.22% | -3.22% | stop | 0 |
| 2016-10-10 14:30 | 2016-10-19 14:30 | long | 28.9900 | 28.6319 | 100% | -1.33% | -1.33% | stop | 0 |
| 2016-07-01 14:30 | 2016-07-25 15:30 | long | 24.0000 | 24.4249 | 89% | +1.67% | +1.49% | stop | 0 |