NVDA · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper NVDA
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 NVDA (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 230.34
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 | 2016-09-26 14:30 → 2026-09-04 19:30 (9.94 y) | 2026-09-06 09:26 → 2026-09-04 19:30 (0.0 d) | 0 round trips |
| Closed trades (long / short) | 73 (62 / 11) | 0 ( / ) | 0 |
| Trades per year | 7.4 | – | |
| Win rate | 54.8% | –% | |
| Profit factor (ex best trade) | 2.79 (2.32) | – (–) | |
| Long PF / short PF | 2.91 / 2.05 | – / – | |
| Expectancy per trade (% of equity) | +1.73% | – | |
| Average win / loss | +4.9% / -2.1% | – / – | |
| Payoff ratio | 2.31 | – | |
| Best / worst trade | +33.4% / -4.2% | – / – | |
| Longest losing streak | 4 | ||
| Median / mean hold (hours) | 335 / 428 | – / – | |
| Exit reasons | stop 62 signal 11 | ||
| Net return | +213.8% | – | 0 |
| Asset change over the window | +14189.4% | – | |
| CAGR | +12.2% | – | |
| Max drawdown (mark-to-market) | 11.2% | –% | |
| Current drawdown | 7.2% | –% | |
| Sharpe / Sortino (daily, annualised) | 1.18 / 1.22 | – / – | |
| Calmar | 1.09 | – |
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
- 216.35
- 24h high
- 234.76
- 3D cycle
- 30.87
- 4h cycle
- 95.99
- daily ATR
- 7.45
- hold long
- yes
- armed long
- yes
- hold short
- no
- armed short
- yes
- daily SMA200
- 196.45
- weekly cycle
- 89.00
- 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 | 3.0 | -1.7 | -1.3 | 2.3 | 2.3 | ||||||||
| 2017 | 0.0 | -1.9 | -0.5 | -3.3 | 25.2 | 6.5 | -1.7 | -1.6 | 0.0 | 2.4 | -1.7 | 0.0 | 22.5 |
| 2018 | 5.2 | -4.5 | -2.6 | 0.0 | 0.4 | 0.7 | 0.0 | 1.8 | -2.7 | 3.3 | -1.2 | 0.7 | 0.7 |
| 2019 | -5.0 | 1.5 | -0.6 | 0.2 | 14.6 | -1.6 | -0.1 | -4.2 | -1.3 | 8.4 | 2.1 | 0.4 | 13.7 |
| 2020 | -1.0 | -0.2 | 0.0 | 1.2 | 3.1 | 0.0 | 0.0 | 7.5 | 1.5 | -3.1 | 0.0 | 0.0 | 9.1 |
| 2021 | -3.5 | 1.9 | 0.0 | 3.1 | 0.0 | 5.5 | 0.0 | 3.7 | -2.8 | 6.3 | 8.9 | -3.3 | 20.8 |
| 2022 | 0.0 | -2.6 | 3.1 | 0.5 | -0.2 | 0.0 | 3.2 | -1.7 | 2.3 | -4.8 | 5.3 | 3.6 | 8.7 |
| 2023 | -0.2 | 1.3 | -0.8 | 0.0 | -0.6 | -0.7 | 3.7 | 0.0 | 0.0 | -2.4 | 1.6 | 0.0 | 1.8 |
| 2024 | 4.6 | 8.2 | 2.5 | 0.0 | 7.4 | 6.5 | 0.0 | 0.0 | 2.2 | 2.9 | 0.0 | 0.0 | 39.6 |
| 2025 | -7.0 | 0.0 | 1.8 | 2.1 | 6.0 | 5.0 | 2.5 | -1.7 | 0.9 | 3.5 | -1.3 | 0.0 | 11.8 |
| 2026 | 0.5 | -5.7 | -0.7 | -0.5 | 3.9 | 0.0 | -3.5 | 2.3 | 0.0 | -3.8 |
Capture of the asset's ten largest months (backtest) · system avg +6.1%, positive in 7/10
| Month | 2016-11 | 2017-05 | 2018-01 | 2020-08 | 2021-11 | 2022-04 | 2023-01 | 2023-05 | 2024-02 | 2024-05 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +30% | +38% | +27% | +25% | +28% | -32% | +34% | +36% | +29% | +27% |
| System | -1.3% | +25.2% | +5.2% | +7.5% | +8.9% | +0.5% | -0.2% | -0.6% | +8.2% | +7.4% |
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 73)
| Entry | Exit | Side | Entry px | Exit px | Exposure | Trade % | Equity % | Reason | Adds |
|---|---|---|---|---|---|---|---|---|---|
| 2026-07-31 19:30 | 2026-08-24 13:30 | long | 200.31 | 211.87 | 43% | +5.67% | +2.42% | stop | 0 |
| 2026-07-22 15:30 | 2026-07-27 15:30 | long | 212.22 | 196.42 | 47% | -7.54% | -3.56% | stop | 0 |
| 2026-05-06 14:30 | 2026-05-18 17:30 | long | 203.97 | 219.27 | 53% | +7.40% | +3.91% | stop | 0 |
| 2026-04-21 13:30 | 2026-04-30 13:30 | long | 202.15 | 203.19 | 63% | +0.42% | +0.26% | stop | 0 |
| 2026-03-26 18:30 | 2026-04-06 14:30 | short | 172.09 | 176.78 | 50% | -2.82% | -1.41% | signal | 0 |
| 2026-02-23 15:30 | 2026-02-27 14:30 | long | 191.32 | 181.25 | 51% | -5.36% | -2.71% | stop | 0 |
| 2026-01-27 16:30 | 2026-02-03 14:30 | long | 189.71 | 181.56 | 59% | -4.40% | -2.58% | stop | 0 |
| 2025-10-20 14:30 | 2025-11-05 14:30 | long | 184.94 | 197.48 | 50% | +6.68% | +3.36% | stop | 0 |
| 2025-09-29 14:30 | 2025-10-10 19:30 | long | 183.38 | 182.63 | 55% | -0.50% | -0.28% | stop | 0 |
| 2025-07-25 14:30 | 2025-08-01 13:30 | long | 174.47 | 173.68 | 71% | -0.55% | -0.39% | stop | 0 |
| 2025-04-24 14:30 | 2025-07-14 14:30 | long | 105.36 | 163.72 | 24% | +55.26% | +13.51% | signal | 0 |
| 2025-03-26 14:30 | 2025-04-08 13:30 | short | 115.11 | 103.81 | 32% | +9.73% | +3.13% | stop | 0 |
| 2025-01-16 15:30 | 2025-01-27 14:30 | long | 137.21 | 124.80 | 37% | -9.14% | -3.40% | stop | 0 |
| 2025-01-06 15:30 | 2025-01-08 14:30 | long | 151.54 | 139.87 | 47% | -7.80% | -3.69% | stop | 0 |
| 2024-09-11 16:30 | 2024-10-31 13:30 | long | 112.82 | 133.22 | 29% | +17.97% | +5.15% | stop | 0 |
| 2024-05-06 14:30 | 2024-06-21 13:30 | long | 91.3100 | 127.11 | 37% | +39.09% | +14.44% | stop | 0 |
| 2024-03-04 15:30 | 2024-03-08 16:30 | long | 84.8100 | 89.4458 | 46% | +5.36% | +2.49% | stop | 0 |
| 2024-01-18 15:30 | 2024-02-20 14:30 | long | 57.1700 | 69.5516 | 61% | +21.55% | +13.19% | stop | 0 |
| 2023-11-06 15:30 | 2023-11-30 15:30 | long | 45.5000 | 47.1588 | 44% | +3.54% | +1.56% | stop | 0 |
| 2023-10-10 15:30 | 2023-10-17 13:30 | long | 46.0800 | 43.9600 | 50% | -4.70% | -2.36% | stop | 0 |
| 2023-06-30 14:30 | 2023-07-17 14:30 | long | 42.3500 | 45.7400 | 45% | +7.90% | +3.58% | signal | 0 |
| 2023-06-09 14:30 | 2023-06-12 14:30 | long | 39.5400 | 38.9600 | 40% | -1.57% | -0.62% | signal | 0 |
| 2023-05-25 14:30 | 2023-05-31 15:30 | long | 38.3600 | 38.2742 | 70% | -0.32% | -0.23% | stop | 0 |
| 2023-05-01 14:30 | 2023-05-15 14:30 | long | 28.3600 | 28.2000 | 54% | -0.66% | -0.36% | signal | 0 |
| 2023-02-23 15:30 | 2023-03-13 14:30 | long | 23.8300 | 22.7600 | 39% | -4.59% | -1.80% | signal | 0 |
| 2023-01-23 15:30 | 2023-02-21 19:30 | long | 18.5900 | 20.7068 | 39% | +11.28% | +4.35% | stop | 0 |
| 2022-12-19 15:30 | 2023-01-09 14:30 | short | 16.3400 | 15.6828 | 34% | +3.92% | +1.32% | stop | 0 |
| 2022-11-08 15:30 | 2022-12-15 14:30 | long | 14.5700 | 16.9524 | 33% | +16.24% | +5.36% | stop | 0 |
| 2022-10-10 14:30 | 2022-10-18 13:30 | short | 11.6600 | 12.4468 | 27% | -6.85% | -1.88% | stop | 0 |
| 2022-09-13 19:30 | 2022-10-06 13:30 | short | 13.2400 | 13.5672 | 28% | -2.57% | -0.72% | stop | 0 |
| 2022-07-18 14:30 | 2022-08-08 15:30 | long | 16.4800 | 17.2797 | 32% | +4.75% | +1.51% | stop | 0 |
| 2022-04-18 13:30 | 2022-05-27 17:30 | short | 21.2000 | 18.7095 | 25% | +11.65% | +2.96% | stop | 0 |
| 2022-03-16 14:30 | 2022-04-06 13:30 | long | 24.4900 | 24.9300 | 27% | +1.70% | +0.46% | stop | 0 |
| 2022-02-09 15:30 | 2022-02-18 15:30 | long | 25.6400 | 23.2823 | 28% | -9.29% | -2.62% | stop | 0 |
| 2021-11-29 17:30 | 2021-12-06 14:30 | long | 33.0300 | 29.6430 | 35% | -10.35% | -3.63% | stop | 0 |
| 2021-11-18 15:30 | 2021-11-23 14:30 | long | 31.8300 | 31.1756 | 42% | -2.15% | -0.90% | stop | 0 |
| 2021-10-25 16:30 | 2021-11-04 19:30 | long | 23.2200 | 29.6183 | 63% | +27.44% | +17.28% | stop | 0 |
| 2021-08-20 18:30 | 2021-09-20 13:30 | long | 20.8100 | 21.1500 | 49% | +1.53% | +0.75% | stop | 0 |
| 2021-06-01 19:30 | 2021-06-21 13:30 | long | 16.3100 | 18.0873 | 51% | +10.79% | +5.55% | stop | 0 |
| 2021-04-05 14:30 | 2021-04-22 17:30 | long | 13.9300 | 14.9288 | 43% | +7.07% | +3.07% | stop | 0 |
| 2021-02-02 20:30 | 2021-02-23 14:30 | long | 13.5500 | 14.0800 | 51% | +3.81% | +1.94% | stop | 0 |
| 2021-01-11 15:30 | 2021-01-15 15:30 | long | 13.8100 | 12.9485 | 55% | -6.34% | -3.46% | stop | 0 |
| 2020-10-12 16:30 | 2020-10-26 15:30 | long | 14.2300 | 13.2471 | 44% | -7.00% | -3.09% | stop | 0 |
| 2020-08-13 14:30 | 2020-09-03 13:30 | long | 11.5500 | 13.6869 | 49% | +18.39% | +9.09% | stop | 0 |
| 2020-04-07 13:30 | 2020-05-27 13:30 | long | 6.9330 | 8.3037 | 22% | +19.66% | +4.32% | stop | 0 |
| 2020-02-18 20:30 | 2020-02-21 17:30 | long | 7.3890 | 7.3762 | 61% | -0.27% | -0.17% | stop | 0 |
| 2020-01-07 16:30 | 2020-01-27 14:30 | long | 6.0250 | 5.9560 | 77% | -1.24% | -0.96% | stop | 0 |
| 2019-12-06 15:30 | 2019-12-09 15:30 | long | 5.3030 | 5.3420 | 61% | +0.64% | +0.39% | signal | 0 |
| 2019-09-25 18:30 | 2019-11-18 15:30 | long | 4.4520 | 5.2090 | 55% | +16.90% | +9.28% | signal | 0 |
| 2019-08-14 16:30 | 2019-08-19 13:30 | short | 3.7330 | 4.1030 | 42% | -10.02% | -4.24% | stop | 0 |
| 2019-07-11 14:30 | 2019-07-31 18:30 | long | 4.1200 | 4.1881 | 53% | +1.55% | +0.82% | stop | 0 |
| 2019-06-26 14:30 | 2019-07-03 13:30 | long | 3.9910 | 4.0332 | 53% | +0.96% | +0.50% | stop | 0 |
| 2019-04-26 14:30 | 2019-06-05 13:30 | short | 4.4060 | 3.6520 | 56% | +17.02% | +9.48% | stop | 0 |
| 2019-03-21 14:30 | 2019-04-22 14:30 | long | 4.4880 | 4.6570 | 47% | +3.66% | +1.74% | signal | 0 |
| 2019-02-01 15:30 | 2019-03-07 14:30 | long | 3.6440 | 3.7780 | 26% | +3.58% | +0.93% | stop | 0 |
| 2019-01-18 15:30 | 2019-01-28 14:30 | long | 3.8760 | 3.4100 | 33% | -12.12% | -4.00% | stop | 0 |
| 2018-12-19 20:30 | 2019-01-07 15:30 | short | 3.4460 | 3.4970 | 22% | -1.58% | -0.35% | signal | 0 |
| 2018-11-19 15:30 | 2018-11-30 19:30 | short | 3.8300 | 4.0948 | 18% | -7.02% | -1.23% | stop | 0 |
| 2018-10-19 16:30 | 2018-10-31 13:30 | short | 5.7450 | 5.2420 | 38% | +8.66% | +3.30% | stop | 0 |
| 2018-08-23 14:30 | 2018-09-07 13:30 | long | 6.7000 | 6.7093 | 60% | +0.04% | +0.02% | stop | 0 |
| 2018-08-06 17:30 | 2018-08-17 13:30 | long | 6.3380 | 6.2473 | 66% | -1.53% | -1.02% | stop | 0 |
| 2018-05-29 14:30 | 2018-06-19 13:30 | long | 6.2590 | 6.3855 | 58% | +1.92% | +1.12% | stop | 0 |
| 2018-02-27 15:30 | 2018-03-02 14:30 | long | 6.2180 | 5.6963 | 45% | -8.49% | -3.78% | stop | 0 |
| 2018-01-16 15:30 | 2018-02-02 14:30 | long | 5.6710 | 5.8349 | 63% | +2.79% | +1.75% | stop | 0 |
| 2017-10-27 16:30 | 2017-11-09 16:30 | long | 5.0010 | 5.0533 | 72% | +0.95% | +0.68% | stop | 0 |
| 2017-07-21 14:30 | 2017-08-11 13:30 | long | 4.2110 | 3.9280 | 49% | -6.82% | -3.34% | stop | 0 |
| 2017-05-01 18:30 | 2017-06-09 14:30 | long | 2.6560 | 3.9177 | 70% | +47.38% | +33.36% | stop | 0 |
| 2017-03-30 17:30 | 2017-04-04 13:30 | long | 2.7440 | 2.5706 | 59% | -6.42% | -3.76% | stop | 0 |
| 2017-02-06 16:30 | 2017-02-13 14:30 | long | 2.9090 | 2.8053 | 53% | -3.66% | -1.93% | stop | 0 |
| 2016-12-14 16:30 | 2016-12-28 17:30 | long | 2.3690 | 2.7643 | 45% | +16.58% | +7.51% | stop | 0 |
| 2016-12-07 15:30 | 2016-12-12 14:30 | long | 2.3470 | 2.2102 | 46% | -5.93% | -2.70% | stop | 0 |
| 2016-11-23 15:30 | 2016-12-01 15:30 | long | 2.3780 | 2.1958 | 44% | -7.76% | -3.42% | stop | 0 |
| 2016-09-27 14:30 | 2016-10-10 14:30 | long | 1.6410 | 1.6730 | 69% | +1.85% | +1.28% | signal | 0 |