Strategy Passport
Range Expansion, daily
A fictional strategy studying whether a range expansion persists.
Invented numbers below. No strategy has been validated.
- Sharpe
- 1.4Positive, illustrative
- Profit factor
- 1.7Gains exceed losses
- Max drawdown
- -18%Peak-to-trough loss
- Trades
- 312Not validation
- Monte Carlo return, 5th percentile
- +52%Positive, illustrative
- Assets
- BTC ETH SOLDaily
Example stage:ResearchPaper tradingLive trading
Proposed method: walk-forward testing, out-of-sample checks, fees and slippage. No tests were run for this preview. The curve and metrics are separate illustrations; the return period and test assumptions are unspecified.
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