Strategy Passport
Range Expansion, daily
A fictional strategy studying whether a range expansion persists.
Invented numbers below. No strategy has been validated.
- Sharpe
- 1.4Solid
- Profit factor
- 1.7Favourable
- Max drawdown
- -18%Survived
- Trades
- 312Enough to judge
- Monte Carlo, 5th percentile
- +52%Still positive
- Assets
- BTC ETH SOLDaily
Stage:researchpaperlive
Method: walk-forward, out-of-sample, costs included.
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