Armed breakout (Trend Pulse v12) 1h chart v1
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.
- defaults
- arm_tf=1W arm_lvl=50 arm_hours=120 arm2_on=True arm2_tf=3D arm2_lvl=45 arm2_hours=72 hold_tf=1W brk_hours=24 brk_imp=0.75 ent_cap=80 chand_mult=2.5 short_sma=True risk_pct=4.0 allow_long=True allow_short=True leverage=1.0
Backtest portfolio (equal weight, monthly rebalance) · CAGR +9.7% · DD 6.0% · Sharpe 1.69
Forward portfolio · – · DD –%
Backtest portfolio, yearly (%)
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
| +1.2% | +7.4% | +18.6% | +10.1% | +7.6% | +7.6% | +11.4% | +5.7% | +10.7% |
Sleeves
| Instrument | Active | Live since | Overrides | Fwd trades | Fwd PF | Fwd net | BT trades | BT win% | BT PF | BT net | BT CAGR | BT DD | BT Sharpe | Med hold h | Capture |
| AAPL paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
72 | 39 | 1.51 | +52% | +4.2% | 24.8 | 0.54 |
300 | 7/10 · avg +5.1% |
| BNB | yes | 2026-09-06 09:26 |
allow_short=False |
0 | – | +0.0% |
68 | 50 | 1.80 | +74% | +7.0% | 21.0 | 0.66 |
184 | 4/10 · avg +2.5% |
| BTC paper | yes | 2026-09-06 09:26 |
risk_pct=3.0 |
0 | – | +0.0% |
98 | 42 | 2.15 | +137% | +10.6% | 14.8 | 0.97 |
250 | 9/10 · avg +6.2% |
| ETH paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
80 | 49 | 2.94 | +364% | +20.1% | 20.0 | 1.34 |
274 | 8/10 · avg +5.9% |
| GLD paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
74 | 46 | 2.31 | +114% | +7.8% | 15.3 | 1.12 |
335 | 8/10 · avg +5.1% |
| NVDA paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
73 | 55 | 2.79 | +214% | +12.2% | 11.2 | 1.18 |
335 | 7/10 · avg +6.1% |
| QQQ paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
72 | 50 | 1.82 | +67% | +5.2% | 15.8 | 0.75 |
298 | 9/10 · avg +3.7% |
| SPY paper | yes | 2026-09-06 09:26 |
|
0 | – | +0.0% |
69 | 49 | 1.75 | +44% | +3.6% | 14.2 | 0.56 |
413 | 8/10 · avg +3.2% |