2026-04-05 · Backtesting Dashboard
Backtests
Historical signal analysis. Reads from state/backtests/. Run Python scripts in scripts/ to populate.
Total Historical Signals
84
Strategies Tested
3
Momentum
Volume Spike — Continuation
Bull/bear spike day followed by continuation in spike direction. Trade = buy/short into the move.
Total Signals
31
Win Rate (5d)
51.6%
16W / 15L
Avg P&L (5d)
-0.05%
Sharpe (5d)
-0.01
Best Trade
+10.4%
RBLX 2025-10-30
Worst Trade
-13.5%
MRNA 2025-10-30
1d55%·-0.1%
3d58%·-0.4%
5d52%·-0.0%
10d0%·+0.0%
Mean Reversion
Fade the Spike — Reversal
After a big volume spike, fade the move expecting reversal. Bull spike → buy puts; Bear spike → buy calls.
Total Signals
40
Win Rate (5d)
50.0%
20W / 20L
Avg P&L (5d)
+0.33%
Sharpe (5d)
0.05
Best Trade
+13.5%
MRNA 2025-10-30
Worst Trade
-11.9%
DKNG 2025-09-30
1d40%·-0.3%
3d40%·+0.3%
5d50%·+0.3%
10d55%·+1.2%
Mean Reversion + Regime Filter
Regime-Filtered Fade
Fade the bull spike, but only in favorable regimes. SPY trend × momentum matrix determines edge.
Total Signals
13
Win Rate (5d)
61.5%
8W / 5L
Avg P&L (5d)
+2.06%
Sharpe (5d)
0.42
Best Trade
+13.5%
MRNA 2025-10-30
Worst Trade
-3.2%
WMT 2025-11-20
1d54%·+0.5%
3d54%·+1.2%
5d62%·+2.1%
10d69%·+0.9%