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Loading strategy results and provider provenance. If provider keys are unavailable, FactorForge will use clearly labeled fallback/demo data.
Identifies symbols near recent highs where volatility compression and healthy participation create a higher-quality breakout setup.
breakout thesis: treat UNH as research evidence only when factor evidence, trend structure, and risk-adjusted backtest behavior align. The current model reads the setup as low-confidence research evidence, not a live trading instruction.
The ranking model weighs annualized return, Sharpe, drawdown containment, trade sample size, data quality, and cost-aware execution. This strategy is strongest when its signal frequency is sufficient and drawdown remains inside the radar threshold.
Deterministic template memo. Set DEEPSEEK_API_KEY to enable LLM-written narrative.
Benchmark and excess are measured against a passive hold of UNH over the same window. A long-only, risk-managed rule that trades infrequently is expected to trail a strong benchmark tape — the goal here is risk-adjusted behavior (Sharpe, drawdown), not beating the index.
Deterministic synthesis from the backtest, stress diagnostics, and live regime.
Promising but not yet clear of the gates; run one more research test before observation.
Behavioral tilt from the strategy rules and realized statistics.
Last ~63 sessions · strategy return split into market vs selection.
Suggested next research test. Extend the backtest window or universe to grow the trade sample before any observation admission.
near 60d high + volatility contraction + healthy volume breakout; observed after completed bar
Quality Momentum Breakout on UNH produced a adjusted real-data backtest annualized return of +0.7%, Sharpe 0.39, and max drawdown -1.6%.
The strategy currently behaves more like an observation rule with limited return elasticity, useful as a pre-radar baseline.
Trade count is low; sample size is limited. Trade sample is limited; statistical confidence is low; Risk-adjusted return is weak
Add more real data and samples before using this rule in simulated paper observation.
Suitability for paper observation during selloff conditions: suitable.
Stress status tightens automatically when the broad regime is risk-off. Drawdown metrics are deterministic from the backtest equity curve; historical backtests do not represent future returns. Research only — not investment advice.
Calendar split at 2025-12-01 (70% in-sample). Backtest is unchanged — the engine simply re-derives metrics for each window from the same equity curve. Numbers are not refit; this is an honesty check.
Strategy daily return regressed on [Market, Momentum, Low-vol]. Alpha is what's left after these known factors are accounted for — the part the simple factors cannot explain.
A high R² with small alpha means the factors explain most of the return — be skeptical of “edge”. Significant alpha (|t| ≥ 2) with low R² is more interesting evidence that something beyond Market/Momentum/Low-vol is driving the strategy.
Constructive tape: 19/28 names hold their 200-day trend with contained volatility (24% annualized). Risk signals are quiet, but drawdown discipline still applies. Composite stress score is 19/100 (risk-on). Breadth is broad and momentum is leading; short-horizon volatility is roughly in line with its 60-day baseline. Conditions support continuation research, but keep stops and position sizing documented in case the regime turns.
Breadth is broad (19/28 above SMA200), momentum is leading at 2.5% avg 20-day, and volatility is normal (24% annualized). Factor signals are not flashing broad stress, but drawdown discipline still governs observation admission.
3 of 5 screened strategies read as resilient and 0 as under stress. Strategies with positive historical returns but high downside sensitivity should be moved from "candidate" to "watch" until volatility normalizes.
Stress-adjusted scoring repriced 3 of 5 strategies versus their base score, penalizing high drawdown and downside volatility while rewarding benchmark-relative resilience and smoother equity. 1 strategies still clear the radar-candidate gate.
No strategy is currently live in paper observation, so there is no simulated book to stress-test this session.
Generated from deterministic engine metrics (regime, breadth, volatility, drawdown, radar scoring). No order instructions. Historical backtests do not represent future returns. Research only — not investment advice.
Entry signals are generated from completed bars and filled at the next bar open. Stop and trailing-stop exits are evaluated on marked daily closes.
| Entry | Exit | Hold | Return | P/L | Fees | Reason |
|---|---|---|---|---|---|---|
| 2024-09-04 | 2024-11-06 | 45d | +0.9% | $179 | $2 | holding period |
| 2025-10-06 | 2025-10-07 | 1d | -0.6% | -$110 | $2 | near 60d high + volatility contraction + healthy volume breakout |
| 2025-10-09 | 2025-10-10 | 1d | -0.9% | -$189 | $2 | near 60d high + volatility contraction + healthy volume breakout |
| 2026-05-12 | 2026-07-17 | 45d | +12.0% | $2,357 | $2 | holding period |