GLD · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper GLD
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 GLD (America/New_York), 18781 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 406.75
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 | 2016-06-23 14:30 → 2026-09-04 19:30 (10.2 y) | 2026-09-06 09:26 → 2026-09-04 19:30 (0.0 d) | 0 round trips |
| Closed trades (long / short) | 74 (60 / 14) | 0 ( / ) | 0 |
| Trades per year | 7.3 | – | |
| Win rate | 45.9% | –% | |
| Profit factor (ex best trade) | 2.31 (2.04) | – (–) | |
| Long PF / short PF | 2.73 / 0.81 | – / – | |
| Expectancy per trade (% of equity) | +1.12% | – | |
| Average win / loss | +4.3% / -1.6% | – / – | |
| Payoff ratio | 2.72 | – | |
| Best / worst trade | +17.1% / -3.2% | – / – | |
| Longest losing streak | 5 | ||
| Median / mean hold (hours) | 335 / 435 | – / – | |
| Exit reasons | stop 65 signal 9 | ||
| Net return | +114.5% | – | 0 |
| Asset change over the window | +236.8% | – | |
| CAGR | +7.8% | – | |
| Max drawdown (mark-to-market) | 15.3% | –% | |
| Current drawdown | 6.7% | –% | |
| Sharpe / Sortino (daily, annualised) | 1.12 / 1.04 | – / – | |
| Calmar | 0.51 | – |
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
- 396.45
- 24h high
- 413.54
- 3D cycle
- 30.22
- 4h cycle
- 31.16
- daily ATR
- 8.07
- hold long
- yes
- armed long
- no
- hold short
- no
- armed short
- yes
- daily SMA200
- 415.27
- weekly cycle
- 85.74
- 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 | 0.8 | 0.4 | 0.0 | 0.0 | 0.0 | 0.5 | 1.7 | 3.5 | |||||
| 2017 | -0.5 | 3.2 | -1.5 | -0.5 | 0.0 | 0.0 | 0.6 | 2.5 | -0.3 | 0.0 | 0.0 | 3.9 | 7.7 |
| 2018 | 2.6 | 0.0 | -2.1 | -2.5 | -0.4 | 0.3 | -0.5 | 0.4 | -1.9 | 0.0 | -0.4 | 1.7 | -2.8 |
| 2019 | 1.0 | -1.3 | 0.0 | 0.0 | 1.0 | 5.7 | 0.0 | 0.0 | 0.0 | -0.1 | -2.0 | 2.3 | 6.6 |
| 2020 | 1.8 | -1.8 | 0.0 | 1.6 | 0.3 | 1.1 | 10.8 | 3.4 | 0.0 | -2.7 | -4.0 | 0.4 | 10.9 |
| 2021 | -0.1 | 1.8 | -0.2 | 2.1 | 7.6 | -2.8 | -2.3 | 1.5 | -4.4 | -0.7 | 1.0 | -1.6 | 1.4 |
| 2022 | -0.3 | 0.9 | 0.0 | 0.0 | 0.0 | -2.1 | 1.0 | -4.5 | 1.6 | -2.3 | 5.0 | 0.5 | -0.5 |
| 2023 | 5.7 | 0.0 | -1.1 | 0.9 | 0.0 | 0.0 | 0.9 | -1.1 | -1.0 | -1.2 | 2.0 | -0.4 | 4.5 |
| 2024 | 0.0 | -0.3 | 8.7 | 6.3 | 0.0 | 0.0 | 1.2 | 0.1 | 5.1 | -0.9 | -0.2 | 0.0 | 21.2 |
| 2025 | 3.0 | 2.7 | 0.3 | -2.2 | 0.0 | 0.0 | 0.0 | 0.8 | 11.8 | 2.2 | 0.0 | 3.2 | 23.4 |
| 2026 | 9.4 | 0.0 | 0.0 | -3.2 | -2.8 | 0.2 | -2.1 | 5.2 | 0.0 | 6.2 |
Capture of the asset's ten largest months (backtest) · system avg +5.1%, positive in 8/10
| Month | 2020-07 | 2022-11 | 2024-03 | 2025-03 | 2025-09 | 2026-01 | 2026-02 | 2026-03 | 2026-06 | 2026-08 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +11% | +8% | +9% | +9% | +12% | +12% | +8% | -11% | -12% | +10% |
| System | +10.8% | +5.0% | +8.7% | +0.3% | +11.8% | +9.4% | +0.0% | +0.0% | +0.2% | +5.2% |
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 74)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-05 14:30 | 2026-08-28 15:30 | long | 388.72 | 411.34 | 92% | +5.72% | +5.24% | stop | 0 |
| 2026-06-24 14:30 | 2026-07-06 14:30 | short | 369.23 | 379.62 | 69% | -2.92% | -2.01% | signal | 0 |
| 2026-06-05 14:30 | 2026-06-15 13:30 | short | 400.22 | 399.55 | 87% | +0.07% | +0.06% | stop | 0 |
| 2026-05-06 14:30 | 2026-05-15 13:30 | long | 432.10 | 417.36 | 80% | -3.51% | -2.82% | stop | 0 |
| 2026-04-14 14:30 | 2026-04-28 13:30 | long | 441.78 | 420.72 | 66% | -4.86% | -3.20% | stop | 0 |
| 2026-01-20 15:30 | 2026-01-29 14:30 | long | 434.24 | 475.54 | 100% | +9.41% | +9.41% | stop | 0 |
| 2025-12-05 15:30 | 2025-12-29 14:30 | long | 390.80 | 403.68 | 100% | +3.19% | +3.19% | stop | 0 |
| 2025-08-22 14:30 | 2025-10-09 16:30 | long | 309.85 | 363.27 | 100% | +17.13% | +17.13% | stop | 0 |
| 2025-08-04 14:30 | 2025-08-19 14:30 | long | 311.02 | 306.01 | 100% | -1.71% | -1.71% | stop | 0 |
| 2025-03-31 14:30 | 2025-04-04 13:30 | long | 287.01 | 282.04 | 100% | -1.83% | -1.83% | stop | 0 |
| 2025-01-16 15:30 | 2025-02-27 14:30 | long | 250.77 | 265.56 | 100% | +5.80% | +5.80% | stop | 0 |
| 2024-10-29 14:30 | 2024-11-04 15:30 | long | 255.71 | 253.22 | 100% | -1.07% | -1.07% | signal | 0 |
| 2024-08-09 14:30 | 2024-09-30 14:30 | long | 224.84 | 243.17 | 100% | +8.05% | +8.05% | signal | 0 |
| 2024-07-30 17:30 | 2024-08-05 13:30 | long | 222.55 | 220.56 | 100% | -0.99% | -0.99% | stop | 0 |
| 2024-07-11 14:30 | 2024-07-19 13:30 | long | 222.56 | 221.52 | 100% | -0.57% | -0.57% | stop | 0 |
| 2024-02-29 15:30 | 2024-04-12 16:30 | long | 189.73 | 218.81 | 100% | +15.22% | +15.22% | stop | 0 |
| 2023-11-14 15:30 | 2023-12-04 14:30 | long | 182.54 | 188.15 | 100% | +2.97% | +2.97% | stop | 0 |
| 2023-10-27 18:30 | 2023-11-08 14:30 | long | 186.19 | 181.80 | 100% | -2.46% | -2.46% | stop | 0 |
| 2023-09-18 17:30 | 2023-09-25 13:30 | long | 179.24 | 177.67 | 100% | -0.97% | -0.97% | stop | 0 |
| 2023-08-16 17:30 | 2023-08-23 14:30 | short | 176.14 | 177.96 | 100% | -1.13% | -1.13% | signal | 0 |
| 2023-07-03 14:30 | 2023-07-27 13:30 | long | 178.83 | 180.57 | 100% | +0.87% | +0.87% | stop | 0 |
| 2023-03-23 16:30 | 2023-04-17 14:30 | long | 185.24 | 184.86 | 100% | -0.31% | -0.31% | stop | 0 |
| 2022-12-20 15:30 | 2023-01-30 15:30 | long | 169.21 | 179.40 | 100% | +5.92% | +5.92% | signal | 0 |
| 2022-11-04 14:30 | 2022-12-15 15:30 | long | 155.57 | 165.28 | 100% | +6.14% | +6.14% | stop | 0 |
| 2022-10-26 14:30 | 2022-11-03 13:30 | long | 155.35 | 150.70 | 100% | -3.09% | -3.09% | stop | 0 |
| 2022-09-14 17:30 | 2022-09-30 13:30 | short | 158.31 | 155.65 | 100% | +1.58% | +1.58% | stop | 0 |
| 2022-08-25 14:30 | 2022-08-31 13:30 | long | 163.64 | 159.50 | 100% | -2.63% | -2.63% | stop | 0 |
| 2022-08-04 16:30 | 2022-08-18 15:30 | long | 166.84 | 163.82 | 100% | -1.91% | -1.91% | stop | 0 |
| 2022-07-05 14:30 | 2022-07-28 13:30 | short | 165.19 | 163.31 | 100% | +1.04% | +1.04% | stop | 0 |
| 2022-06-02 14:30 | 2022-06-13 13:30 | long | 174.06 | 170.61 | 100% | -2.08% | -2.08% | stop | 0 |
| 2022-02-17 15:30 | 2022-02-24 18:30 | long | 176.99 | 178.69 | 100% | +0.86% | +0.86% | stop | 0 |
| 2022-01-11 18:30 | 2022-01-26 20:30 | long | 169.89 | 169.49 | 100% | -0.33% | -0.33% | stop | 0 |
| 2021-12-02 15:30 | 2021-12-16 14:30 | short | 165.20 | 167.68 | 100% | -1.60% | -1.60% | stop | 0 |
| 2021-11-04 14:30 | 2021-11-22 14:30 | long | 168.09 | 169.90 | 100% | +0.98% | +0.98% | stop | 0 |
| 2021-09-23 15:30 | 2021-10-04 14:30 | short | 163.53 | 165.21 | 100% | -1.13% | -1.13% | stop | 0 |
| 2021-09-14 15:30 | 2021-09-16 13:30 | long | 168.91 | 164.38 | 100% | -2.78% | -2.78% | stop | 0 |
| 2021-08-16 14:30 | 2021-09-07 14:30 | long | 167.09 | 167.74 | 100% | +0.29% | +0.29% | stop | 0 |
| 2021-06-29 14:30 | 2021-07-06 13:30 | short | 164.32 | 169.27 | 100% | -3.11% | -3.11% | stop | 0 |
| 2021-04-05 15:30 | 2021-06-03 13:30 | long | 162.24 | 174.84 | 100% | +7.66% | +7.66% | stop | 0 |
| 2021-02-12 15:30 | 2021-03-15 14:30 | short | 170.36 | 162.02 | 100% | +4.80% | +4.80% | signal | 0 |
| 2021-02-04 15:30 | 2021-02-09 14:30 | short | 167.90 | 172.86 | 100% | -3.06% | -3.06% | stop | 0 |
| 2020-12-28 15:30 | 2021-01-06 15:30 | long | 177.51 | 178.32 | 100% | +0.35% | +0.35% | stop | 0 |
| 2020-11-13 15:30 | 2020-11-23 14:30 | long | 177.32 | 172.69 | 100% | -2.71% | -2.71% | stop | 0 |
| 2020-11-03 15:30 | 2020-11-09 14:30 | long | 178.57 | 176.42 | 100% | -1.30% | -1.30% | stop | 0 |
| 2020-10-21 14:30 | 2020-10-28 13:30 | long | 180.91 | 176.26 | 100% | -2.67% | -2.67% | stop | 0 |
| 2020-06-22 14:30 | 2020-08-10 14:30 | long | 165.45 | 191.91 | 100% | +15.88% | +15.88% | signal | 0 |
| 2020-04-06 14:30 | 2020-05-27 13:30 | long | 154.99 | 159.41 | 70% | +2.75% | +1.92% | stop | 0 |
| 2020-01-31 16:30 | 2020-02-04 14:30 | long | 149.53 | 146.82 | 100% | -1.91% | -1.91% | stop | 0 |
| 2019-12-23 15:30 | 2020-01-09 14:30 | long | 139.71 | 145.83 | 100% | +4.28% | +4.28% | stop | 0 |
| 2019-10-31 14:30 | 2019-11-05 16:30 | long | 142.54 | 139.69 | 100% | -2.10% | -2.10% | stop | 0 |
| 2019-06-13 18:30 | 2019-06-27 13:30 | long | 126.68 | 132.38 | 100% | +4.40% | +4.40% | stop | 0 |
| 2019-05-23 14:30 | 2019-06-11 13:30 | long | 121.20 | 124.89 | 100% | +2.95% | +2.95% | stop | 0 |
| 2019-05-09 14:30 | 2019-05-17 13:30 | long | 121.54 | 120.88 | 100% | -0.65% | -0.65% | stop | 0 |
| 2019-01-28 15:30 | 2019-02-11 14:30 | long | 123.07 | 123.21 | 100% | +0.02% | +0.02% | stop | 0 |
| 2018-12-17 18:30 | 2019-01-22 15:30 | long | 118.00 | 120.97 | 100% | +2.42% | +2.42% | signal | 0 |
| 2018-11-27 15:30 | 2018-12-03 14:30 | short | 115.18 | 116.60 | 100% | -1.33% | -1.33% | stop | 0 |
| 2018-10-11 14:30 | 2018-10-31 13:30 | long | 114.75 | 114.91 | 100% | +0.04% | +0.04% | stop | 0 |
| 2018-09-12 15:30 | 2018-09-26 18:30 | long | 113.87 | 112.68 | 100% | -1.15% | -1.15% | stop | 0 |
| 2018-08-21 17:30 | 2018-09-11 13:30 | long | 112.97 | 112.65 | 100% | -0.39% | -0.39% | stop | 0 |
| 2018-06-19 14:30 | 2018-07-05 14:30 | short | 120.64 | 119.22 | 100% | +1.08% | +1.08% | stop | 0 |
| 2018-06-14 14:30 | 2018-06-15 13:30 | long | 123.45 | 122.07 | 100% | -1.22% | -1.22% | stop | 0 |
| 2018-05-15 14:30 | 2018-06-11 14:30 | short | 122.66 | 123.15 | 100% | -0.50% | -0.50% | signal | 0 |
| 2018-04-18 14:30 | 2018-04-23 13:30 | long | 128.30 | 125.62 | 100% | -2.19% | -2.19% | stop | 0 |
| 2018-04-10 14:30 | 2018-04-12 14:30 | long | 127.00 | 126.77 | 100% | -0.28% | -0.28% | stop | 0 |
| 2018-03-26 14:30 | 2018-03-28 15:30 | long | 128.36 | 125.80 | 100% | -2.10% | -2.10% | stop | 0 |
| 2017-12-13 19:30 | 2018-01-29 15:30 | long | 118.92 | 126.99 | 100% | +6.68% | +6.68% | stop | 0 |
| 2017-08-09 14:30 | 2017-09-13 14:30 | long | 120.96 | 125.54 | 100% | +3.68% | +3.68% | stop | 0 |
| 2017-07-26 19:30 | 2017-08-08 14:30 | long | 119.92 | 119.09 | 100% | -0.79% | -0.79% | stop | 0 |
| 2017-04-11 15:30 | 2017-04-19 13:30 | long | 121.12 | 120.60 | 100% | -0.53% | -0.53% | stop | 0 |
| 2017-01-31 15:30 | 2017-03-02 16:30 | long | 115.73 | 117.55 | 100% | +1.47% | +1.47% | stop | 0 |
| 2017-01-10 15:30 | 2017-01-26 15:30 | long | 113.17 | 113.03 | 100% | -0.22% | -0.22% | stop | 0 |
| 2016-11-23 15:30 | 2016-12-29 15:30 | short | 113.00 | 109.79 | 100% | +2.74% | +2.74% | stop | 0 |
| 2016-11-01 14:30 | 2016-11-07 14:30 | long | 122.73 | 122.15 | 100% | -0.57% | -0.57% | stop | 0 |
| 2016-06-24 14:30 | 2016-07-12 16:30 | long | 125.36 | 127.08 | 100% | +1.27% | +1.27% | stop | 0 |