QQQ · Armed breakout (Trend Pulse v12) 1h chart Alpaca paper QQQ
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 QQQ (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
long 100%
avg 718.90 · stop 699.67 · best 724.12
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 | 2016-07-18 13:30 → 2026-09-04 19:30 (10.13 y) | 2026-09-06 09:26 → 2026-09-04 19:30 (0.0 d) | 0 round trips |
| Closed trades (long / short) | 72 (57 / 15) | 0 ( / ) | 0 |
| Trades per year | 7.1 | – | |
| Win rate | 50.0% | –% | |
| Profit factor (ex best trade) | 1.82 (1.60) | – (–) | |
| Long PF / short PF | 1.79 / 1.96 | – / – | |
| Expectancy per trade (% of equity) | +0.77% | – | |
| Average win / loss | +3.4% / -1.9% | – / – | |
| Payoff ratio | 1.82 | – | |
| Best / worst trade | +14.9% / -3.8% | – / – | |
| Longest losing streak | 4 | ||
| Median / mean hold (hours) | 298 / 463 | – / – | |
| Exit reasons | stop 57 signal 15 | ||
| Net return | +67.2% | – | 0 |
| Asset change over the window | +539.7% | – | |
| CAGR | +5.2% | – | |
| Max drawdown (mark-to-market) | 15.8% | –% | |
| Current drawdown | 5.4% | –% | |
| Sharpe / Sortino (daily, annualised) | 0.75 / 0.72 | – / – | |
| Calmar | 0.33 | – |
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
- 704.66
- 24h high
- 721.86
- 3D cycle
- 16.20
- 4h cycle
- 44.33
- daily ATR
- 9.78
- hold long
- yes
- armed long
- yes
- hold short
- no
- armed short
- yes
- daily SMA200
- 657.09
- weekly cycle
- 75.40
- 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 | 2.4 | 1.4 | 0.0 | -2.4 | -1.6 | -3.4 | -3.6 | ||||||
| 2017 | 3.2 | 4.4 | 0.0 | 0.0 | 1.4 | 0.1 | -1.5 | -1.9 | 0.0 | -1.1 | 0.0 | 0.0 | 4.4 |
| 2018 | 3.8 | -1.5 | -1.9 | 0.0 | -0.1 | 1.8 | -2.3 | 2.9 | -2.0 | -1.2 | 0.0 | 2.4 | 1.8 |
| 2019 | 2.2 | 1.9 | -1.4 | 2.2 | -1.3 | 1.4 | 2.0 | 0.0 | -3.1 | 1.2 | 4.1 | 1.7 | 11.3 |
| 2020 | -2.7 | -2.6 | -0.7 | 0.7 | 3.0 | 0.7 | 0.0 | 7.6 | -0.8 | -2.3 | 0.1 | 3.2 | 5.9 |
| 2021 | -2.5 | -3.5 | 0.0 | 0.0 | 0.0 | 2.5 | -0.2 | 0.0 | 0.0 | 0.9 | 0.8 | 0.0 | -1.9 |
| 2022 | 1.9 | -2.7 | -6.6 | 2.4 | 1.1 | -2.7 | 5.4 | 4.4 | 4.2 | -2.1 | 3.3 | 0.0 | 8.3 |
| 2023 | -0.2 | -3.0 | -0.3 | 0.4 | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 3.1 | 5.3 | 5.7 |
| 2024 | -2.9 | 0.0 | -2.8 | 0.0 | 1.5 | 4.3 | 0.0 | 0.0 | 4.6 | -0.5 | 0.0 | -0.8 | 3.2 |
| 2025 | -1.4 | 0.0 | -2.0 | 6.2 | 4.1 | 0.9 | 1.5 | -1.1 | 0.4 | -0.4 | 0.0 | -0.2 | 8.0 |
| 2026 | -0.9 | 0.7 | -0.4 | 10.1 | 3.5 | 0.0 | 0.0 | -2.7 | 0.3 | 10.6 |
Capture of the asset's ten largest months (backtest) · system avg +3.7%, positive in 9/10
| Month | 2020-04 | 2020-08 | 2020-11 | 2022-04 | 2022-07 | 2022-09 | 2023-01 | 2023-11 | 2026-04 | 2026-05 |
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | +15% | +11% | +11% | -14% | +13% | -11% | +11% | +11% | +16% | +11% |
| System | +0.7% | +7.6% | +0.1% | +2.4% | +5.4% | +4.2% | -0.2% | +3.1% | +10.1% | +3.5% |
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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-08-27 14:30 | 2026-09-04 19:30 | long | 718.90 | 719.06 | 100% | -0.03% | -0.03% | open (open at go-live) | 0 |
| 2026-08-12 14:30 | 2026-08-24 13:30 | long | 725.23 | 705.30 | 84% | -2.85% | -2.40% | stop | 0 |
| 2026-04-06 14:30 | 2026-05-19 13:30 | long | 588.51 | 695.86 | 82% | +18.13% | +14.91% | stop | 0 |
| 2026-03-26 18:30 | 2026-04-01 13:30 | short | 575.24 | 581.74 | 92% | -1.23% | -1.13% | stop | 0 |
| 2026-01-23 15:30 | 2026-02-02 15:30 | long | 623.07 | 626.51 | 100% | +0.45% | +0.45% | signal | 0 |
| 2025-12-19 15:30 | 2026-01-20 14:30 | long | 615.40 | 610.52 | 99% | -0.89% | -0.89% | stop | 0 |
| 2025-09-18 14:30 | 2025-10-10 15:30 | long | 597.44 | 598.45 | 100% | +0.07% | +0.07% | stop | 0 |
| 2025-07-03 14:30 | 2025-08-01 13:30 | long | 556.20 | 558.85 | 100% | +0.38% | +0.38% | stop | 0 |
| 2025-04-23 14:30 | 2025-06-23 14:30 | long | 461.82 | 529.56 | 44% | +14.56% | +6.34% | signal | 0 |
| 2025-03-28 14:30 | 2025-04-08 13:30 | short | 473.23 | 438.11 | 76% | +7.33% | +5.55% | stop | 0 |
| 2025-03-07 16:30 | 2025-03-25 14:30 | short | 483.18 | 493.42 | 72% | -2.22% | -1.60% | stop | 0 |
| 2025-03-04 15:30 | 2025-03-04 17:30 | short | 489.72 | 495.49 | 81% | -1.28% | -1.03% | signal | 0 |
| 2025-01-31 15:30 | 2025-02-24 14:30 | long | 529.85 | 522.76 | 96% | -1.44% | -1.38% | stop | 0 |
| 2024-12-11 15:30 | 2024-12-18 19:30 | long | 527.46 | 523.77 | 100% | -0.80% | -0.80% | stop | 0 |
| 2024-09-11 17:30 | 2024-10-31 14:30 | long | 461.87 | 485.51 | 82% | +5.01% | +4.12% | stop | 0 |
| 2024-06-05 14:30 | 2024-07-01 14:30 | long | 459.03 | 479.24 | 100% | +4.30% | +4.30% | signal | 0 |
| 2024-05-07 13:30 | 2024-05-31 13:30 | long | 440.70 | 447.98 | 98% | +1.55% | +1.52% | stop | 0 |
| 2024-03-08 15:30 | 2024-03-11 14:30 | long | 448.49 | 436.40 | 100% | -2.79% | -2.79% | signal | 0 |
| 2024-01-22 15:30 | 2024-01-31 19:30 | long | 422.39 | 417.79 | 100% | -1.19% | -1.19% | stop | 0 |
| 2023-11-10 18:30 | 2024-01-02 15:30 | long | 376.86 | 402.46 | 100% | +6.69% | +6.69% | stop | 0 |
| 2023-03-29 19:30 | 2023-05-15 14:30 | long | 313.08 | 324.29 | 83% | +3.48% | +2.88% | signal | 0 |
| 2023-03-10 18:30 | 2023-03-13 15:30 | short | 288.66 | 293.44 | 80% | -1.76% | -1.40% | signal | 0 |
| 2023-03-02 15:30 | 2023-03-02 19:30 | short | 290.13 | 293.16 | 81% | -1.14% | -0.92% | signal | 0 |
| 2023-02-15 19:30 | 2023-02-22 14:30 | long | 308.61 | 293.33 | 75% | -5.05% | -3.77% | stop | 0 |
| 2023-01-23 15:30 | 2023-02-10 16:30 | long | 287.06 | 298.03 | 77% | +3.72% | +2.86% | stop | 0 |
| 2022-12-15 15:30 | 2023-01-09 15:30 | short | 279.06 | 275.16 | 68% | +1.30% | +0.89% | stop | 0 |
| 2022-11-10 15:30 | 2022-12-07 14:30 | long | 277.66 | 279.34 | 60% | +0.50% | +0.30% | stop | 0 |
| 2022-09-13 19:30 | 2022-10-18 13:30 | short | 294.51 | 276.54 | 70% | +6.01% | +4.22% | stop | 0 |
| 2022-08-22 14:30 | 2022-09-12 13:30 | short | 316.05 | 308.50 | 76% | +2.29% | +1.73% | stop | 0 |
| 2022-07-05 19:30 | 2022-08-22 13:30 | long | 286.51 | 317.82 | 54% | +10.82% | +5.82% | stop | 0 |
| 2022-05-31 16:30 | 2022-06-10 13:30 | long | 309.78 | 291.30 | 48% | -6.06% | -2.93% | stop | 0 |
| 2022-04-18 16:30 | 2022-05-27 13:30 | short | 335.93 | 305.83 | 64% | +8.86% | +5.72% | stop | 0 |
| 2022-03-28 14:30 | 2022-04-06 15:30 | long | 361.14 | 351.43 | 63% | -2.79% | -1.75% | stop | 0 |
| 2022-03-14 16:30 | 2022-03-17 17:30 | short | 321.00 | 343.28 | 49% | -7.04% | -3.47% | stop | 0 |
| 2022-02-28 16:30 | 2022-03-07 20:30 | long | 347.88 | 325.40 | 53% | -6.56% | -3.47% | stop | 0 |
| 2022-02-09 15:30 | 2022-02-14 15:30 | long | 363.32 | 348.03 | 59% | -4.31% | -2.55% | signal | 0 |
| 2022-01-20 20:30 | 2022-01-26 18:30 | short | 364.88 | 355.06 | 75% | +2.59% | +1.93% | stop | 0 |
| 2021-11-16 16:30 | 2021-11-23 14:30 | long | 397.32 | 397.48 | 100% | -0.06% | -0.06% | stop | 0 |
| 2021-10-26 14:30 | 2021-11-10 18:30 | long | 382.27 | 389.76 | 100% | +1.86% | +1.86% | stop | 0 |
| 2021-06-17 15:30 | 2021-07-19 13:30 | long | 345.45 | 354.05 | 100% | +2.39% | +2.39% | stop | 0 |
| 2021-02-16 15:30 | 2021-02-22 14:30 | long | 337.94 | 326.45 | 100% | -3.50% | -3.50% | stop | 0 |
| 2021-01-11 14:30 | 2021-01-19 15:30 | long | 315.99 | 313.98 | 100% | -0.74% | -0.74% | signal | 0 |
| 2020-11-16 15:30 | 2021-01-04 16:30 | long | 292.67 | 305.87 | 68% | +4.41% | +2.98% | stop | 0 |
| 2020-11-04 15:30 | 2020-11-10 15:30 | long | 286.91 | 281.40 | 70% | -2.02% | -1.41% | stop | 0 |
| 2020-10-12 14:30 | 2020-10-22 14:30 | long | 290.68 | 282.06 | 74% | -3.06% | -2.26% | stop | 0 |
| 2020-08-03 14:30 | 2020-09-03 14:30 | long | 268.94 | 292.18 | 79% | +8.54% | +6.77% | stop | 0 |
| 2020-04-27 14:30 | 2020-06-11 17:30 | long | 215.97 | 236.35 | 47% | +9.33% | +4.42% | stop | 0 |
| 2020-03-09 14:30 | 2020-03-10 14:30 | short | 197.54 | 200.02 | 50% | -1.36% | -0.68% | signal | 0 |
| 2020-02-19 15:30 | 2020-02-21 15:30 | long | 236.74 | 230.82 | 100% | -2.60% | -2.60% | stop | 0 |
| 2020-01-21 16:30 | 2020-01-27 14:30 | long | 223.57 | 217.72 | 100% | -2.72% | -2.72% | stop | 0 |
| 2019-12-06 15:30 | 2019-12-30 15:30 | long | 204.46 | 211.67 | 100% | +3.42% | +3.42% | signal | 0 |
| 2019-10-25 14:30 | 2019-12-02 15:30 | long | 194.56 | 201.86 | 100% | +3.65% | +3.65% | stop | 0 |
| 2019-09-19 14:30 | 2019-09-24 15:30 | long | 193.80 | 187.97 | 100% | -3.11% | -3.11% | stop | 0 |
| 2019-06-17 14:30 | 2019-07-31 18:30 | long | 183.99 | 190.52 | 100% | +3.44% | +3.44% | stop | 0 |
| 2019-04-10 19:30 | 2019-05-02 15:30 | long | 185.41 | 187.18 | 100% | +0.86% | +0.86% | stop | 0 |
| 2019-01-15 17:30 | 2019-03-08 14:30 | long | 162.37 | 169.51 | 64% | +4.29% | +2.74% | stop | 0 |
| 2018-12-17 15:30 | 2018-12-28 14:30 | short | 160.38 | 154.13 | 62% | +3.80% | +2.37% | stop | 0 |
| 2018-10-23 14:30 | 2018-10-23 17:30 | short | 169.77 | 172.06 | 81% | -1.45% | -1.17% | signal | 0 |
| 2018-08-21 16:30 | 2018-09-05 14:30 | long | 181.25 | 183.01 | 100% | +0.87% | +0.87% | stop | 0 |
| 2018-07-24 14:30 | 2018-07-27 16:30 | long | 181.81 | 177.87 | 100% | -2.27% | -2.27% | stop | 0 |
| 2018-05-25 14:30 | 2018-06-25 13:30 | long | 170.20 | 173.23 | 100% | +1.68% | +1.68% | stop | 0 |
| 2018-03-09 15:30 | 2018-03-19 13:30 | long | 171.55 | 168.32 | 94% | -1.98% | -1.85% | stop | 0 |
| 2018-01-11 18:30 | 2018-02-02 14:30 | long | 163.05 | 166.93 | 100% | +2.28% | +2.28% | stop | 0 |
| 2017-10-12 16:30 | 2017-10-25 14:30 | long | 148.19 | 146.74 | 100% | -1.08% | -1.08% | stop | 0 |
| 2017-08-08 15:30 | 2017-08-10 15:30 | long | 144.74 | 142.10 | 100% | -1.92% | -1.92% | stop | 0 |
| 2017-07-24 19:30 | 2017-07-27 17:30 | long | 144.75 | 142.67 | 100% | -1.54% | -1.54% | stop | 0 |
| 2017-05-23 14:30 | 2017-06-09 16:30 | long | 139.09 | 141.40 | 100% | +1.56% | +1.56% | stop | 0 |
| 2017-05-08 13:30 | 2017-05-17 14:30 | long | 137.61 | 137.60 | 100% | -0.10% | -0.10% | stop | 0 |
| 2017-01-05 15:30 | 2017-02-27 15:30 | long | 120.72 | 130.11 | 100% | +7.67% | +7.67% | signal | 0 |
| 2016-12-27 15:30 | 2016-12-30 16:30 | long | 121.34 | 118.57 | 100% | -2.38% | -2.38% | stop | 0 |
| 2016-11-29 17:30 | 2016-12-01 15:30 | long | 119.36 | 116.25 | 100% | -2.71% | -2.71% | stop | 0 |
| 2016-10-10 14:30 | 2016-10-13 13:30 | long | 119.35 | 116.64 | 100% | -2.37% | -2.37% | stop | 0 |
| 2016-07-18 14:30 | 2016-08-29 14:30 | long | 112.41 | 116.93 | 100% | +3.92% | +3.92% | signal | 0 |