Strategy Report: Fixed-Risk Bands — Top10 5-min, no trail (L200/ext0.5)

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days175{{$KPI-DAYS-LIVE}} Drawdown1.2%{{$KPI-LIVE-DRAWDOWN}}
Turnover5%{{$KPI-LIVE-TURNOVER}} Probabilistic SR50%{{$KPI-LIVE-PSR}}
CAGR4.1%{{$KPI-LIVE-CAGR}} Sharpe Ratio-1.8{{$KPI-LIVE-SHARPE}}
Capacity (USD)33M Sortino Ratio0.0{{$KPI-LIVE-SORTINO}}
Trades per Day1.7{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio1.0{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery0{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: Fixed-Risk Bands — Top10 5-min, no trail (L200/ext0.5)
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: Fixed-Risk Bands — Top10 5-min, no trail (L200/ext0.5)
AI Boom 2022-Present
Strategy Report Summary: Fixed-Risk Bands — Top10 5-min, no trail (L200/ext0.5)
Parameters
tickers NVDA,AAPL,MSFT,GOOGL,AMZN,META,AVGO,TSLA,WMT,JPM barMinutes 5
enableTrail false resolution Minute
length 200 ext 0.5
minRR 0.5 erLength 14
erThreshold 0.3 start 2026-01-02
end 2026-06-27