DAILY TRADING RESEARCH
Backtests
See how strategies performed in the past.Review gains and losses in historical research to understand the risks and which findings still need validation.
Backtests and Saved Results
Current selection studies: choose observation at submission. The backend verifies a small batch before replaying 20 years under frozen 3.5 rules. Completed reports appear here with downloads of opportunities, contemporaneous scores and all observation windows. Observed price changes are not account returns; old trading backtests are listed separately.
Old strategy: stop 5% below support, capped at 10% below entry; 2R target; maximum 40 trading sessions. It replays signals saved at the time rather than applying today's list to the past.
Records start on 2025-12-29. Suggested initial windows: 2025-12-29 to 2026-01-30 and 2026-02-02 to 2026-02-27. Other windows require complete daily old-strategy records and prices. For current selection, choose cr056-current-new-nominations-legacy-exit-v1: cached prices and the current daily candidate setup/scoring logic are reused. Rules are frozen when the run starts; the watchlist starts empty. Exits still use the old baseline above. Only completed runs establish results.
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Permanent results load directly from the repository without another deployment. Public content may be cached for a few minutes. Missing sources and failed runs are retained, not treated as zero returns. Research assumptions do not imply approval for production use.
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Saved Research Runs
No saved research runs yet. The early 20-trade reconciliation remains below.