{ "generated_at": "2026-10-21T06:31:40.111100+00:00", "run_id": "ml-tqqq-hgb-paper-v1", "strategy": { "name": "ml_TQQQ_hgb_h5_t0.55", "ticker": "TQQQ", "model": "HistGradientBoosting", "horizon_days": 5, "proba_threshold": 0.55, "hard_stop_pct": 0.08, "trailing_stop_pct": 0.12, "train_days": 504, "features": [ "returns 1/2/3/5/10/20/60d", "vol 10/20 + ratio", "dist to SMA 10/20/50/100/200", "RSI 7/14", "ATR%", "volume z-score", "Donchian 20/55", "SPY/QQQ/VIX cross features" ] }, "paper": { "run_id": "ml-tqqq-hgb-paper-v1", "strategy": "ml_TQQQ_hgb_h5_t0.55", "signal": 0, "proba": null, "action": "hold", "equity": 1000.0, "cash": 1000.0, "asset": null, "shares": 0.0, "mark": 70.41000366210938, "synced_at": "2026-10-21T06:31:40.101848+00:00" }, "ledger": { "run": { "run_id": "ml-tqqq-hgb-paper-v1", "strategy": "ml_TQQQ_hgb_h5_t0.55", "config_json": "{\"cash\": 100000.0, \"cost_bps\": 10.0, \"embargo\": 5, \"hard_pct\": 0.08, \"horizon\": 5, \"label_mode\": \"excess_vol\", \"model\": \"hgb\", \"proba_threshold\": 0.55, \"start\": \"2012-01-01\", \"test_days\": 21, \"ticker\": \"TQQQ\", \"trailing_pct\": 0.12, \"train_days\": 504}", "started_at": "2026-10-21T06:31:40.099646+00:00", "initial_cash": 1000.0 }, "position": { "run_id": "ml-tqqq-hgb-paper-v1", "cash": 1000.0, "asset": null, "shares": 0.0 }, "fills": [], "equity": [ { "id": 1, "run_id": "ml-tqqq-hgb-paper-v1", "ts": "2026-10-21T06:31:40.099791+00:00", "cash": 1000.0, "asset": null, "shares": 0.0, "mark_price": null, "equity": 1000.0, "source": "init" }, { "id": 2, "run_id": "ml-tqqq-hgb-paper-v1", "ts": "2026-10-20T00:00:00", "cash": 1000.0, "asset": null, "shares": 0.0, "mark_price": 0.0, "equity": 1000.0, "source": "yfinance" } ] }, "backtest": { "strategy": "ml_TQQQ_hgb_h5_t0.55", "equity_weekly": [ { "date": "2014-11-14", "equity": 100000.0 }, { "date": "2014-11-21", "equity": 100000.0 }, { "date": "2014-11-28", "equity": 100000.0 }, { "date": "2014-12-05", "equity": 100616.24380983066 }, { "date": "2014-12-12", "equity": 96360.07651235438 }, { "date": "2014-12-19", "equity": 101033.18347592608 }, { "date": "2014-12-26", "equity": 101894.0825503588 }, { "date": "2015-01-02", "equity": 98244.11129745832 }, { "date": "2015-01-09", "equity": 97060.14562961191 }, { "date": "2015-01-16", "equity": 92939.3813553541 }, { "date": "2015-01-23", "equity": 95036.74265839206 }, { "date": "2015-01-30", "equity": 86811.57297199806 }, { "date": "2015-02-06", "equity": 86811.57297199806 }, { "date": "2015-02-13", "equity": 97651.8898632249 }, { "date": "2015-02-20", "equity": 99530.26008981752 }, { "date": "2015-02-27", "equity": 100537.32501698138 }, { "date": "2015-03-06", "equity": 98418.08425438196 }, { "date": "2015-03-13", "equity": 94250.48401091728 }, { "date": "2015-03-20", "equity": 103837.4755913319 }, { "date": "2015-03-27", "equity": 105467.71933791504 }, { "date": "2015-04-03", "equity": 108209.8703835439 }, { "date": "2015-04-10", "equity": 109470.22736865334 }, { "date": "2015-04-17", "equity": 103587.55694362226 }, { "date": "2015-04-24", "equity": 105131.82037431224 }, { "date": "2015-05-01", "equity": 99344.67229960932 }, { "date": "2015-05-08", "equity": 99972.69707409016 }, { "date": "2015-05-15", "equity": 101790.49286727892 }, { "date": "2015-05-22", "equity": 104248.10767271738 }, { "date": "2015-05-29", "equity": 99570.59167879303 }, { "date": "2015-06-05", "equity": 99339.38779640742 }, { "date": "2015-06-12", "equity": 104526.7623181771 }, { "date": "2015-06-19", "equity": 108690.5001714971 }, { "date": "2015-06-26", "equity": 108690.5001714971 }, { "date": "2015-07-03", "equity": 106771.792981838 }, { "date": "2015-07-10", "equity": 107638.50174953144 }, { "date": "2015-07-17", "equity": 123022.66243816 }, { "date": "2015-07-24", "equity": 121002.9260001566 }, { "date": "2015-07-31", "equity": 125135.84091906184 }, { "date": "2015-08-07", "equity": 126528.79319594182 }, { "date": "2015-08-14", "equity": 127034.17356381698 }, { "date": "2015-08-21", "equity": 106534.2071028947 }, { "date": "2015-08-28", "equity": 119103.34593189313 }, { "date": "2015-09-04", "equity": 103501.76267537632 }, { "date": "2015-09-11", "equity": 106923.13909739576 }, { "date": "2015-09-18", "equity": 107076.83670922344 }, { "date": "2015-09-25", "equity": 97097.20582171656 }, { "date": "2015-10-02", "equity": 105184.9621169294 }, { "date": "2015-10-09", "equity": 108697.27943291656 }, { "date": "2015-10-16", "equity": 113632.13381757287 }, { "date": "2015-10-23", "equity": 128414.8534865506 }, { "date": "2015-10-30", "equity": 130538.04190734692 }, { "date": "2015-11-06", "equity": 130538.04190734692 }, { "date": "2015-11-13", "equity": 124360.60957635868 }, { "date": "2015-11-20", "equity": 139502.47647247883 }, { "date": "2015-11-27", "equity": 139502.47647247883 }, { "date": "2015-12-04", "equity": 137646.85439233822 }, { "date": "2015-12-11", "equity": 133660.71224061638 }, { "date": "2015-12-18", "equity": 130803.19784405708 }, { "date": "2015-12-25", "equity": 140089.5515785606 }, { "date": "2016-01-01", "equity": 142412.03669717835 }, { "date": "2016-01-08", "equity": 125022.23962095386 }, { "date": "2016-01-15", "equity": 104778.98082885132 }, { "date": "2016-01-22", "equity": 103627.62735289134 }, { "date": "2016-01-29", "equity": 104310.780133598 }, { "date": "2016-02-05", "equity": 85867.77699940419 }, { "date": "2016-02-12", "equity": 90241.6468809319 }, { "date": "2016-02-19", "equity": 100434.32605610676 }, { "date": "2016-02-26", "equity": 105506.3860734393 }, { "date": "2016-03-04", "equity": 105527.85459056529 }, { "date": "2016-03-11", "equity": 107672.90981240576 }, { "date": "2016-03-18", "equity": 111312.56392031012 }, { "date": "2016-03-25", "equity": 110901.81817795258 }, { "date": "2016-04-01", "equity": 117198.3818592103 }, { "date": "2016-04-08", "equity": 116955.0506430547 }, { "date": "2016-04-15", "equity": 116955.0506430547 }, { "date": "2016-04-22", "equity": 116955.0506430547 }, { "date": "2016-04-29", "equity": 116955.0506430547 }, { "date": "2016-05-06", "equity": 116955.0506430547 }, { "date": "2016-05-13", "equity": 116955.0506430547 }, { "date": "2016-05-20", "equity": 116955.0506430547 }, { "date": "2016-05-27", "equity": 116955.0506430547 }, { "date": "2016-06-03", "equity": 116955.0506430547 }, { "date": "2016-06-10", "equity": 113829.02890301988 }, { "date": "2016-06-17", "equity": 104185.0049497362 }, { "date": "2016-06-24", "equity": 99174.2081255252 }, { "date": "2016-07-01", "equity": 103944.37405007223 }, { "date": "2016-07-08", "equity": 103944.37405007223 }, { "date": "2016-07-15", "equity": 103944.37405007223 }, { "date": "2016-07-22", "equity": 103944.37405007223 }, { "date": "2016-07-29", "equity": 108250.0043456806 }, { "date": "2016-08-05", "equity": 108250.0043456806 }, { "date": "2016-08-12", "equity": 108250.0043456806 }, { "date": "2016-08-19", "equity": 108250.0043456806 }, { "date": "2016-08-26", "equity": 105369.97802999862 }, { "date": "2016-09-02", "equity": 105369.97802999862 }, { "date": "2016-09-09", "equity": 105369.97802999862 }, { "date": "2016-09-16", "equity": 105369.97802999862 }, { "date": "2016-09-23", "equity": 105369.97802999862 }, { "date": "2016-09-30", "equity": 105369.97802999862 }, { "date": "2016-10-07", "equity": 105369.97802999862 }, { "date": "2016-10-14", "equity": 105369.97802999862 }, { "date": "2016-10-21", "equity": 105369.97802999862 }, { "date": "2016-10-28", "equity": 105369.97802999862 }, { "date": "2016-11-04", "equity": 101539.5094437874 }, { "date": "2016-11-11", "equity": 105445.34300785953 }, { "date": "2016-11-18", "equity": 108485.38206361386 }, { "date": "2016-11-25", "equity": 108960.37868214976 }, { "date": "2016-12-02", "equity": 109844.1479244966 }, { "date": "2016-12-09", "equity": 118301.13467686829 }, { "date": "2016-12-16", "equity": 118301.13467686829 }, { "date": "2016-12-23", "equity": 118301.13467686829 }, { "date": "2016-12-30", "equity": 118301.13467686829 }, { "date": "2017-01-06", "equity": 119368.31111730765 }, { "date": "2017-01-13", "equity": 119368.31111730765 }, { "date": "2017-01-20", "equity": 119368.31111730765 }, { "date": "2017-01-27", "equity": 119368.31111730765 }, { "date": "2017-02-03", "equity": 119368.31111730765 }, { "date": "2017-02-10", "equity": 119368.31111730765 }, { "date": "2017-02-17", "equity": 119368.31111730765 }, { "date": "2017-02-24", "equity": 119368.31111730765 }, { "date": "2017-03-03", "equity": 120210.74641583295 }, { "date": "2017-03-10", "equity": 121070.62439774723 }, { "date": "2017-03-17", "equity": 122621.16664041283 }, { "date": "2017-03-24", "equity": 117516.03145104118 }, { "date": "2017-03-31", "equity": 117516.03145104118 }, { "date": "2017-04-07", "equity": 115513.97718047364 }, { "date": "2017-04-14", "equity": 114880.85601090128 }, { "date": "2017-04-21", "equity": 116459.28702912664 }, { "date": "2017-04-28", "equity": 116459.28702912664 }, { "date": "2017-05-05", "equity": 117727.73305179042 }, { "date": "2017-05-12", "equity": 119456.40349950107 }, { "date": "2017-05-19", "equity": 119159.65719186242 }, { "date": "2017-05-26", "equity": 119159.65719186242 }, { "date": "2017-06-02", "equity": 119159.65719186242 }, { "date": "2017-06-09", "equity": 119682.58970518693 }, { "date": "2017-06-16", "equity": 119682.58970518693 }, { "date": "2017-06-23", "equity": 119682.58970518693 }, { "date": "2017-06-30", "equity": 119682.58970518693 }, { "date": "2017-07-07", "equity": 119682.58970518693 }, { "date": "2017-07-14", "equity": 119682.58970518693 }, { "date": "2017-07-21", "equity": 119682.58970518693 }, { "date": "2017-07-28", "equity": 115654.05955384548 }, { "date": "2017-08-04", "equity": 114241.98136191625 }, { "date": "2017-08-11", "equity": 113793.27880494716 }, { "date": "2017-08-18", "equity": 118819.14901839646 }, { "date": "2017-08-25", "equity": 121029.553300083 }, { "date": "2017-09-01", "equity": 121029.553300083 }, { "date": "2017-09-08", "equity": 121029.553300083 }, { "date": "2017-09-15", "equity": 123174.15732750064 }, { "date": "2017-09-22", "equity": 123174.15732750064 }, { "date": "2017-09-29", "equity": 124488.84557454384 }, { "date": "2017-10-06", "equity": 124537.6742547943 }, { "date": "2017-10-13", "equity": 124050.81389842228 }, { "date": "2017-10-20", "equity": 124050.81389842228 }, { "date": "2017-10-27", "equity": 124050.81389842228 }, { "date": "2017-11-03", "equity": 131262.44856913062 }, { "date": "2017-11-10", "equity": 131065.41929305188 }, { "date": "2017-11-17", "equity": 131065.41929305188 }, { "date": "2017-11-24", "equity": 131065.41929305188 }, { "date": "2017-12-01", "equity": 126538.63271813167 }, { "date": "2017-12-08", "equity": 128953.07095753636 }, { "date": "2017-12-15", "equity": 128953.07095753636 }, { "date": "2017-12-22", "equity": 128953.07095753636 }, { "date": "2017-12-29", "equity": 126768.52938041634 }, { "date": "2018-01-05", "equity": 140865.5095776867 }, { "date": "2018-01-12", "equity": 143952.5984415663 }, { "date": "2018-01-19", "equity": 143952.5984415663 }, { "date": "2018-01-26", "equity": 143952.5984415663 }, { "date": "2018-02-02", "equity": 143952.5984415663 }, { "date": "2018-02-09", "equity": 121103.51654526938 }, { "date": "2018-02-16", "equity": 137791.93162556316 }, { "date": "2018-02-23", "equity": 145435.5845525482 }, { "date": "2018-03-02", "equity": 135701.07525536636 }, { "date": "2018-03-09", "equity": 150171.48079056124 }, { "date": "2018-03-16", "equity": 150171.48079056124 }, { "date": "2018-03-23", "equity": 127273.48558131504 }, { "date": "2018-03-30", "equity": 132130.79177106198 }, { "date": "2018-04-06", "equity": 118033.09427693748 }, { "date": "2018-04-13", "equity": 128675.71902371994 }, { "date": "2018-04-20", "equity": 130498.17701643264 }, { "date": "2018-04-27", "equity": 133131.68519148385 }, { "date": "2018-05-04", "equity": 139632.33690496892 }, { "date": "2018-05-11", "equity": 147925.5464888757 }, { "date": "2018-05-18", "equity": 147925.5464888757 }, { "date": "2018-05-25", "equity": 147925.5464888757 }, { "date": "2018-06-01", "equity": 147925.5464888757 }, { "date": "2018-06-08", "equity": 147925.5464888757 }, { "date": "2018-06-15", "equity": 147925.5464888757 }, { "date": "2018-06-22", "equity": 144909.74082634845 }, { "date": "2018-06-29", "equity": 126809.24515690804 }, { "date": "2018-07-06", "equity": 130518.69498857712 }, { "date": "2018-07-13", "equity": 133789.69968841207 }, { "date": "2018-07-20", "equity": 133789.69968841207 }, { "date": "2018-07-27", "equity": 133789.69968841207 }, { "date": "2018-08-03", "equity": 145358.12853741887 }, { "date": "2018-08-10", "equity": 149218.75147331107 }, { "date": "2018-08-17", "equity": 147238.42319587106 }, { "date": "2018-08-24", "equity": 150671.31405353016 }, { "date": "2018-08-31", "equity": 153020.67317401886 }, { "date": "2018-09-07", "equity": 154605.5798291082 }, { "date": "2018-09-14", "equity": 163228.83657232908 }, { "date": "2018-09-21", "equity": 162933.2152286141 }, { "date": "2018-09-28", "equity": 165061.75897904378 }, { "date": "2018-10-05", "equity": 158964.36762748344 }, { "date": "2018-10-12", "equity": 147010.07416601278 }, { "date": "2018-10-19", "equity": 148344.62274479406 }, { "date": "2018-10-26", "equity": 121066.65792275722 }, { "date": "2018-11-02", "equity": 125188.30496316824 }, { "date": "2018-11-09", "equity": 128964.40063711043 }, { "date": "2018-11-16", "equity": 122148.8772258924 }, { "date": "2018-11-23", "equity": 113653.95465959718 }, { "date": "2018-11-30", "equity": 135907.50796316966 }, { "date": "2018-12-07", "equity": 155178.82860812556 }, { "date": "2018-12-14", "equity": 169893.85439333165 }, { "date": "2018-12-21", "equity": 143610.40654933816 }, { "date": "2018-12-28", "equity": 144966.58554912446 }, { "date": "2019-01-04", "equity": 144966.58554912446 }, { "date": "2019-01-11", "equity": 144966.58554912446 }, { "date": "2019-01-18", "equity": 144966.58554912446 }, { "date": "2019-01-25", "equity": 144966.58554912446 }, { "date": "2019-02-01", "equity": 144966.58554912446 }, { "date": "2019-02-08", "equity": 150742.88852204406 }, { "date": "2019-02-15", "equity": 149235.71463013993 }, { "date": "2019-02-22", "equity": 151532.56598825584 }, { "date": "2019-03-01", "equity": 151534.2003189415 }, { "date": "2019-03-08", "equity": 150116.2951127153 }, { "date": "2019-03-15", "equity": 157710.06561506793 }, { "date": "2019-03-22", "equity": 157773.66062328164 }, { "date": "2019-03-29", "equity": 157773.66062328164 }, { "date": "2019-04-05", "equity": 157773.66062328164 }, { "date": "2019-04-12", "equity": 157773.66062328164 }, { "date": "2019-04-19", "equity": 157773.66062328164 }, { "date": "2019-04-26", "equity": 156554.58646721405 }, { "date": "2019-05-03", "equity": 153824.9483274434 }, { "date": "2019-05-10", "equity": 143417.93180032258 }, { "date": "2019-05-17", "equity": 137390.93827749303 }, { "date": "2019-05-24", "equity": 124572.92798164676 }, { "date": "2019-05-31", "equity": 116689.91400111164 }, { "date": "2019-06-07", "equity": 131497.27240016242 }, { "date": "2019-06-14", "equity": 134915.2227863889 }, { "date": "2019-06-21", "equity": 135690.1224526305 }, { "date": "2019-06-28", "equity": 136840.69874347225 }, { "date": "2019-07-05", "equity": 142064.26463290048 }, { "date": "2019-07-12", "equity": 151284.24540844414 }, { "date": "2019-07-19", "equity": 157101.4994844174 }, { "date": "2019-07-26", "equity": 162085.92722170163 }, { "date": "2019-08-02", "equity": 162085.92722170163 }, { "date": "2019-08-09", "equity": 162085.92722170163 }, { "date": "2019-08-16", "equity": 162085.92722170163 }, { "date": "2019-08-23", "equity": 162085.92722170163 }, { "date": "2019-08-30", "equity": 162192.58249883357 }, { "date": "2019-09-06", "equity": 173796.1468569712 }, { "date": "2019-09-13", "equity": 168197.49744560092 }, { "date": "2019-09-20", "equity": 164171.22184125608 }, { "date": "2019-09-27", "equity": 149719.743617314 }, { "date": "2019-10-04", "equity": 143865.50481729463 }, { "date": "2019-10-11", "equity": 148622.2666042539 }, { "date": "2019-10-18", "equity": 153098.08610994538 }, { "date": "2019-10-25", "equity": 153098.08610994538 }, { "date": "2019-11-01", "equity": 156092.05073438634 }, { "date": "2019-11-08", "equity": 161347.08696312003 }, { "date": "2019-11-15", "equity": 164742.26672621872 }, { "date": "2019-11-22", "equity": 163565.1739874557 }, { "date": "2019-11-29", "equity": 169454.27349291247 }, { "date": "2019-12-06", "equity": 172112.97235301178 }, { "date": "2019-12-13", "equity": 172458.14531906048 }, { "date": "2019-12-20", "equity": 177636.65883454416 }, { "date": "2019-12-27", "equity": 177636.65883454416 }, { "date": "2020-01-03", "equity": 169612.06697352396 }, { "date": "2020-01-10", "equity": 185076.7033994225 }, { "date": "2020-01-17", "equity": 185076.7033994225 }, { "date": "2020-01-24", "equity": 177667.49367622432 }, { "date": "2020-01-31", "equity": 165755.6667764974 }, { "date": "2020-02-07", "equity": 165755.6667764974 }, { "date": "2020-02-14", "equity": 165755.6667764974 }, { "date": "2020-02-21", "equity": 165755.6667764974 }, { "date": "2020-02-28", "equity": 167591.35329964096 }, { "date": "2020-03-06", "equity": 139003.84504700458 }, { "date": "2020-03-13", "equity": 127514.02657728818 }, { "date": "2020-03-20", "equity": 125023.8162664026 }, { "date": "2020-03-27", "equity": 116243.15695121244 }, { "date": "2020-04-03", "equity": 116243.15695121244 }, { "date": "2020-04-10", "equity": 116243.15695121244 }, { "date": "2020-04-17", "equity": 116243.15695121244 }, { "date": "2020-04-24", "equity": 116243.15695121244 }, { "date": "2020-05-01", "equity": 116243.15695121244 }, { "date": "2020-05-08", "equity": 129124.89313435376 }, { "date": "2020-05-15", "equity": 129124.89313435376 }, { "date": "2020-05-22", "equity": 129124.89313435376 }, { "date": "2020-05-29", "equity": 129124.89313435376 }, { "date": "2020-06-05", "equity": 129124.89313435376 }, { "date": "2020-06-12", "equity": 129124.89313435376 }, { "date": "2020-06-19", "equity": 129124.89313435376 }, { "date": "2020-06-26", "equity": 120269.93571056332 }, { "date": "2020-07-03", "equity": 125671.96594720632 }, { "date": "2020-07-10", "equity": 125671.96594720632 }, { "date": "2020-07-17", "equity": 125671.96594720632 }, { "date": "2020-07-24", "equity": 115502.61936731056 }, { "date": "2020-07-31", "equity": 115502.61936731056 }, { "date": "2020-08-07", "equity": 115502.61936731056 }, { "date": "2020-08-14", "equity": 120905.53455461231 }, { "date": "2020-08-21", "equity": 123062.38982020412 }, { "date": "2020-08-28", "equity": 123062.38982020412 }, { "date": "2020-09-04", "equity": 113104.20954030288 }, { "date": "2020-09-11", "equity": 116680.62289637105 }, { "date": "2020-09-18", "equity": 116680.62289637105 }, { "date": "2020-09-25", "equity": 122281.12632508522 }, { "date": "2020-10-02", "equity": 122281.12632508522 }, { "date": "2020-10-09", "equity": 122281.12632508522 }, { "date": "2020-10-16", "equity": 118172.31834814863 }, { "date": "2020-10-23", "equity": 112710.05696557496 }, { "date": "2020-10-30", "equity": 109798.9445216404 }, { "date": "2020-11-06", "equity": 109798.9445216404 }, { "date": "2020-11-13", "equity": 109798.9445216404 }, { "date": "2020-11-20", "equity": 110788.42345299228 }, { "date": "2020-11-27", "equity": 120725.39706129118 }, { "date": "2020-12-04", "equity": 121056.47608388006 }, { "date": "2020-12-11", "equity": 124278.17332308483 }, { "date": "2020-12-18", "equity": 132462.37925407887 }, { "date": "2020-12-25", "equity": 133132.80520724878 }, { "date": "2021-01-01", "equity": 133132.80520724878 }, { "date": "2021-01-08", "equity": 146969.11954867758 }, { "date": "2021-01-15", "equity": 139302.8776003622 }, { "date": "2021-01-22", "equity": 157892.81352876266 }, { "date": "2021-01-29", "equity": 145162.38517205766 }, { "date": "2021-02-05", "equity": 147002.34404103365 }, { "date": "2021-02-12", "equity": 154443.8395287181 }, { "date": "2021-02-19", "equity": 153416.77123099446 }, { "date": "2021-02-26", "equity": 142970.5271268125 }, { "date": "2021-03-05", "equity": 120768.41510669752 }, { "date": "2021-03-12", "equity": 120014.3635963324 }, { "date": "2021-03-19", "equity": 121685.08088454814 }, { "date": "2021-03-26", "equity": 124439.21542676406 }, { "date": "2021-04-02", "equity": 132781.01349427414 }, { "date": "2021-04-09", "equity": 132781.01349427414 }, { "date": "2021-04-16", "equity": 135728.89579373915 }, { "date": "2021-04-23", "equity": 134318.5594750949 }, { "date": "2021-04-30", "equity": 132594.35367061026 }, { "date": "2021-05-07", "equity": 124745.74476375584 }, { "date": "2021-05-14", "equity": 121386.17238835334 }, { "date": "2021-05-21", "equity": 136555.9004018585 }, { "date": "2021-05-28", "equity": 136125.51995945355 }, { "date": "2021-06-04", "equity": 131946.17421539148 }, { "date": "2021-06-11", "equity": 132853.3109341395 }, { "date": "2021-06-18", "equity": 132953.84401330035 }, { "date": "2021-06-25", "equity": 138475.98737036056 }, { "date": "2021-07-02", "equity": 140716.49178315455 }, { "date": "2021-07-09", "equity": 141456.352961975 }, { "date": "2021-07-16", "equity": 141456.352961975 }, { "date": "2021-07-23", "equity": 155108.84880129737 }, { "date": "2021-07-30", "equity": 153734.20180417792 }, { "date": "2021-08-06", "equity": 156150.6838035735 }, { "date": "2021-08-13", "equity": 156963.33090363102 }, { "date": "2021-08-20", "equity": 150961.38839850228 }, { "date": "2021-08-27", "equity": 161299.68112570775 }, { "date": "2021-09-03", "equity": 168830.0356981371 }, { "date": "2021-09-10", "equity": 168830.0356981371 }, { "date": "2021-09-17", "equity": 163392.64131913608 }, { "date": "2021-09-24", "equity": 155480.66093308158 }, { "date": "2021-10-01", "equity": 142899.20161092866 }, { "date": "2021-10-08", "equity": 145545.00683195775 }, { "date": "2021-10-15", "equity": 153597.13895666462 }, { "date": "2021-10-22", "equity": 153597.13895666462 }, { "date": "2021-10-29", "equity": 155138.53855800696 }, { "date": "2021-11-05", "equity": 158271.20638419557 }, { "date": "2021-11-12", "equity": 160846.065486389 }, { "date": "2021-11-19", "equity": 159638.52542315252 }, { "date": "2021-11-26", "equity": 156966.039830579 }, { "date": "2021-12-03", "equity": 133038.03304111288 }, { "date": "2021-12-10", "equity": 148173.33794357258 }, { "date": "2021-12-17", "equity": 159535.8934101992 }, { "date": "2021-12-24", "equity": 170981.82121982024 }, { "date": "2021-12-31", "equity": 170119.00378556596 }, { "date": "2022-01-07", "equity": 157411.37528376255 }, { "date": "2022-01-14", "equity": 175845.17226766233 }, { "date": "2022-01-21", "equity": 145240.8079635844 }, { "date": "2022-01-28", "equity": 137944.35507008797 }, { "date": "2022-02-04", "equity": 137944.35507008797 }, { "date": "2022-02-11", "equity": 132510.66406794955 }, { "date": "2022-02-18", "equity": 134987.12711838522 }, { "date": "2022-02-25", "equity": 141035.92240169432 }, { "date": "2022-03-04", "equity": 149459.28379379888 }, { "date": "2022-03-11", "equity": 146971.92392298026 }, { "date": "2022-03-18", "equity": 146971.92392298026 }, { "date": "2022-03-25", "equity": 146971.92392298026 }, { "date": "2022-04-01", "equity": 145641.3916047482 }, { "date": "2022-04-08", "equity": 146699.33129688646 }, { "date": "2022-04-15", "equity": 146699.33129688646 }, { "date": "2022-04-22", "equity": 123918.16756906096 }, { "date": "2022-04-29", "equity": 108659.80159181108 }, { "date": "2022-05-06", "equity": 115258.89405305665 }, { "date": "2022-05-13", "equity": 115258.89405305665 }, { "date": "2022-05-20", "equity": 115258.89405305665 }, { "date": "2022-05-27", "equity": 115258.89405305665 }, { "date": "2022-06-03", "equity": 115258.89405305665 }, { "date": "2022-06-10", "equity": 115258.89405305665 }, { "date": "2022-06-17", "equity": 115258.89405305665 }, { "date": "2022-06-24", "equity": 115258.89405305665 }, { "date": "2022-07-01", "equity": 115258.89405305665 }, { "date": "2022-07-08", "equity": 115258.89405305665 }, { "date": "2022-07-15", "equity": 115258.89405305665 }, { "date": "2022-07-22", "equity": 125299.941560205 }, { "date": "2022-07-29", "equity": 141096.9388412391 }, { "date": "2022-08-05", "equity": 139923.91150930637 }, { "date": "2022-08-12", "equity": 139923.91150930637 }, { "date": "2022-08-19", "equity": 139923.91150930637 }, { "date": "2022-08-26", "equity": 139923.91150930637 }, { "date": "2022-09-02", "equity": 139923.91150930637 }, { "date": "2022-09-09", "equity": 139923.91150930637 }, { "date": "2022-09-16", "equity": 139923.91150930637 }, { "date": "2022-09-23", "equity": 139923.91150930637 }, { "date": "2022-09-30", "equity": 139923.91150930637 }, { "date": "2022-10-07", "equity": 155394.4228744329 }, { "date": "2022-10-14", "equity": 155394.4228744329 }, { "date": "2022-10-21", "equity": 155394.4228744329 }, { "date": "2022-10-28", "equity": 155394.4228744329 }, { "date": "2022-11-04", "equity": 155394.4228744329 }, { "date": "2022-11-11", "equity": 175049.88571983625 }, { "date": "2022-11-18", "equity": 175049.88571983625 }, { "date": "2022-11-25", "equity": 175049.88571983625 }, { "date": "2022-12-02", "equity": 175049.88571983625 }, { "date": "2022-12-09", "equity": 175049.88571983625 }, { "date": "2022-12-16", "equity": 175049.88571983625 }, { "date": "2022-12-23", "equity": 175049.88571983625 }, { "date": "2022-12-30", "equity": 175049.88571983625 }, { "date": "2023-01-06", "equity": 175049.88571983625 }, { "date": "2023-01-13", "equity": 175049.88571983625 }, { "date": "2023-01-20", "equity": 186000.12370653095 }, { "date": "2023-01-27", "equity": 187365.9222206116 }, { "date": "2023-02-03", "equity": 187365.9222206116 }, { "date": "2023-02-10", "equity": 171893.66614706675 }, { "date": "2023-02-17", "equity": 170939.34235181846 }, { "date": "2023-02-24", "equity": 170939.34235181846 }, { "date": "2023-03-03", "equity": 170939.34235181846 }, { "date": "2023-03-10", "equity": 163493.52740970693 }, { "date": "2023-03-17", "equity": 160203.00023972106 }, { "date": "2023-03-24", "equity": 160203.00023972106 }, { "date": "2023-03-31", "equity": 160203.00023972106 }, { "date": "2023-04-07", "equity": 160203.00023972106 }, { "date": "2023-04-14", "equity": 159165.3975313461 }, { "date": "2023-04-21", "equity": 156215.66858369808 }, { "date": "2023-04-28", "equity": 156215.66858369808 }, { "date": "2023-05-05", "equity": 156215.66858369808 }, { "date": "2023-05-12", "equity": 156215.66858369808 }, { "date": "2023-05-19", "equity": 156215.66858369808 }, { "date": "2023-05-26", "equity": 156215.66858369808 }, { "date": "2023-06-02", "equity": 156215.66858369808 }, { "date": "2023-06-09", "equity": 156215.66858369808 }, { "date": "2023-06-16", "equity": 156215.66858369808 }, { "date": "2023-06-23", "equity": 156215.66858369808 }, { "date": "2023-06-30", "equity": 156215.66858369808 }, { "date": "2023-07-07", "equity": 156215.66858369808 }, { "date": "2023-07-14", "equity": 156215.66858369808 }, { "date": "2023-07-21", "equity": 156215.66858369808 }, { "date": "2023-07-28", "equity": 156215.66858369808 }, { "date": "2023-08-04", "equity": 156215.66858369808 }, { "date": "2023-08-11", "equity": 150108.6082398524 }, { "date": "2023-08-18", "equity": 147016.81973986508 }, { "date": "2023-08-25", "equity": 153640.6344666066 }, { "date": "2023-09-01", "equity": 170806.05045823118 }, { "date": "2023-09-08", "equity": 163576.38850057797 }, { "date": "2023-09-15", "equity": 160547.2162337378 }, { "date": "2023-09-22", "equity": 154035.31687499856 }, { "date": "2023-09-29", "equity": 149871.9910933604 }, { "date": "2023-10-06", "equity": 160866.03930007233 }, { "date": "2023-10-13", "equity": 167630.27946151397 }, { "date": "2023-10-20", "equity": 154065.67580245255 }, { "date": "2023-10-27", "equity": 152720.9140935378 }, { "date": "2023-11-03", "equity": 158233.57859506633 }, { "date": "2023-11-10", "equity": 166398.9027153177 }, { "date": "2023-11-17", "equity": 168471.85215650924 }, { "date": "2023-11-24", "equity": 168121.24150165563 }, { "date": "2023-12-01", "equity": 168349.57831010432 }, { "date": "2023-12-08", "equity": 170594.75280090098 }, { "date": "2023-12-15", "equity": 175867.49518635334 }, { "date": "2023-12-22", "equity": 182574.792045976 }, { "date": "2023-12-29", "equity": 183843.95452860097 }, { "date": "2024-01-05", "equity": 166702.9293244714 }, { "date": "2024-01-12", "equity": 183614.90128636823 }, { "date": "2024-01-19", "equity": 200668.59233039228 }, { "date": "2024-01-26", "equity": 209430.88670345783 }, { "date": "2024-02-02", "equity": 200492.99378163132 }, { "date": "2024-02-09", "equity": 208039.46405325472 }, { "date": "2024-02-16", "equity": 198167.34208408164 }, { "date": "2024-02-23", "equity": 209867.48757321943 }, { "date": "2024-03-01", "equity": 209867.48757321943 }, { "date": "2024-03-08", "equity": 195261.87252425257 }, { "date": "2024-03-15", "equity": 195261.87252425257 }, { "date": "2024-03-22", "equity": 196391.6768788111 }, { "date": "2024-03-29", "equity": 193124.9343478367 }, { "date": "2024-04-05", "equity": 187791.7293296527 }, { "date": "2024-04-12", "equity": 184215.36527640896 }, { "date": "2024-04-19", "equity": 180499.7075558634 }, { "date": "2024-04-26", "equity": 211045.8208830241 }, { "date": "2024-05-03", "equity": 227554.32758049903 }, { "date": "2024-05-10", "equity": 227554.32758049903 }, { "date": "2024-05-17", "equity": 227554.32758049903 }, { "date": "2024-05-24", "equity": 223507.3741659771 }, { "date": "2024-05-31", "equity": 213994.8632628672 }, { "date": "2024-06-07", "equity": 227118.7406958327 }, { "date": "2024-06-14", "equity": 240161.48066959935 }, { "date": "2024-06-21", "equity": 248157.8073902364 }, { "date": "2024-06-28", "equity": 252505.5198125527 }, { "date": "2024-07-05", "equity": 263080.2488280083 }, { "date": "2024-07-12", "equity": 266685.73939962883 }, { "date": "2024-07-19", "equity": 243566.69253648288 }, { "date": "2024-07-26", "equity": 243566.69253648288 }, { "date": "2024-08-02", "equity": 249135.61586473545 }, { "date": "2024-08-09", "equity": 249135.61586473545 }, { "date": "2024-08-16", "equity": 249135.61586473545 }, { "date": "2024-08-23", "equity": 249135.61586473545 }, { "date": "2024-08-30", "equity": 249135.61586473545 }, { "date": "2024-09-06", "equity": 249135.61586473545 }, { "date": "2024-09-13", "equity": 249135.61586473545 }, { "date": "2024-09-20", "equity": 249135.61586473545 }, { "date": "2024-09-27", "equity": 249135.61586473545 }, { "date": "2024-10-04", "equity": 262409.00155930297 }, { "date": "2024-10-11", "equity": 257503.86886071065 }, { "date": "2024-10-18", "equity": 253434.34454423012 }, { "date": "2024-10-25", "equity": 253565.9555100803 }, { "date": "2024-11-01", "equity": 243085.97313782823 }, { "date": "2024-11-08", "equity": 270040.6190461546 }, { "date": "2024-11-15", "equity": 248188.99426228215 }, { "date": "2024-11-22", "equity": 258217.68516996191 }, { "date": "2024-11-29", "equity": 258217.68516996191 }, { "date": "2024-12-06", "equity": 258217.68516996191 }, { "date": "2024-12-13", "equity": 267440.47330529743 }, { "date": "2024-12-20", "equity": 269911.91878352896 }, { "date": "2024-12-27", "equity": 269911.91878352896 }, { "date": "2025-01-03", "equity": 269911.91878352896 }, { "date": "2025-01-10", "equity": 269911.91878352896 }, { "date": "2025-01-17", "equity": 268004.01326602104 }, { "date": "2025-01-24", "equity": 270879.6854978183 }, { "date": "2025-01-31", "equity": 281932.3725523908 }, { "date": "2025-02-07", "equity": 281932.3725523908 }, { "date": "2025-02-14", "equity": 281932.3725523908 }, { "date": "2025-02-21", "equity": 262097.29532727753 }, { "date": "2025-02-28", "equity": 262614.811266372 }, { "date": "2025-03-07", "equity": 268169.76175231603 }, { "date": "2025-03-14", "equity": 249753.6365477839 }, { "date": "2025-03-21", "equity": 250923.91515571772 }, { "date": "2025-03-28", "equity": 248949.38693386785 }, { "date": "2025-04-04", "equity": 228804.45980153824 }, { "date": "2025-04-11", "equity": 256318.2833329635 }, { "date": "2025-04-18", "equity": 235059.0183227508 }, { "date": "2025-04-25", "equity": 263884.27823679935 }, { "date": "2025-05-02", "equity": 263884.27823679935 }, { "date": "2025-05-09", "equity": 263884.27823679935 }, { "date": "2025-05-16", "equity": 263884.27823679935 }, { "date": "2025-05-23", "equity": 242530.82313526157 }, { "date": "2025-05-30", "equity": 245958.4173359196 }, { "date": "2025-06-06", "equity": 254047.14812396455 }, { "date": "2025-06-13", "equity": 255254.59795094887 }, { "date": "2025-06-20", "equity": 248527.49864155703 }, { "date": "2025-06-27", "equity": 273062.91227261705 }, { "date": "2025-07-04", "equity": 283062.7577494148 }, { "date": "2025-07-11", "equity": 283062.7577494148 }, { "date": "2025-07-18", "equity": 287494.59151624306 }, { "date": "2025-07-25", "equity": 291117.90488487267 }, { "date": "2025-08-01", "equity": 271474.31336696533 }, { "date": "2025-08-08", "equity": 304097.9148654613 }, { "date": "2025-08-15", "equity": 304097.9148654613 }, { "date": "2025-08-22", "equity": 309249.4378878047 }, { "date": "2025-08-29", "equity": 299439.4936524832 }, { "date": "2025-09-05", "equity": 305071.5913334336 }, { "date": "2025-09-12", "equity": 308538.75110011495 }, { "date": "2025-09-19", "equity": 308538.75110011495 }, { "date": "2025-09-26", "equity": 310995.3017935361 }, { "date": "2025-10-03", "equity": 326773.2196173508 }, { "date": "2025-10-10", "equity": 304165.02439862647 }, { "date": "2025-10-17", "equity": 304165.02439862647 }, { "date": "2025-10-24", "equity": 304165.02439862647 }, { "date": "2025-10-31", "equity": 304165.02439862647 }, { "date": "2025-11-07", "equity": 310577.81479321123 }, { "date": "2025-11-14", "equity": 333165.7176262722 }, { "date": "2025-11-21", "equity": 337477.03908800735 }, { "date": "2025-11-28", "equity": 345975.4546138064 }, { "date": "2025-12-05", "equity": 345975.4546138064 }, { "date": "2025-12-12", "equity": 345975.4546138064 }, { "date": "2025-12-19", "equity": 359855.07510670024 }, { "date": "2025-12-26", "equity": 372335.2762333884 }, { "date": "2026-01-02", "equity": 358850.70838362776 }, { "date": "2026-01-09", "equity": 382225.7026638902 }, { "date": "2026-01-16", "equity": 379993.1275166869 }, { "date": "2026-01-23", "equity": 381065.8677371965 }, { "date": "2026-01-30", "equity": 381065.8677371965 }, { "date": "2026-02-06", "equity": 366348.40623534546 }, { "date": "2026-02-13", "equity": 350912.02070077363 }, { "date": "2026-02-20", "equity": 345447.18878181314 }, { "date": "2026-02-27", "equity": 345172.2946390753 }, { "date": "2026-03-06", "equity": 334393.6530454179 }, { "date": "2026-03-13", "equity": 323069.00355017267 }, { "date": "2026-03-20", "equity": 299176.20424988284 }, { "date": "2026-03-27", "equity": 279677.88117196964 }, { "date": "2026-04-03", "equity": 304714.0573909853 }, { "date": "2026-04-10", "equity": 301210.80293566943 }, { "date": "2026-04-17", "equity": 301210.80293566943 }, { "date": "2026-04-24", "equity": 301210.80293566943 }, { "date": "2026-05-01", "equity": 301210.80293566943 }, { "date": "2026-05-08", "equity": 301210.80293566943 }, { "date": "2026-05-15", "equity": 301210.80293566943 }, { "date": "2026-05-22", "equity": 301210.80293566943 }, { "date": "2026-05-29", "equity": 301210.80293566943 }, { "date": "2026-06-05", "equity": 301210.80293566943 }, { "date": "2026-06-12", "equity": 301210.80293566943 }, { "date": "2026-06-19", "equity": 301210.80293566943 }, { "date": "2026-06-26", "equity": 276836.8940405997 }, { "date": "2026-07-03", "equity": 288201.6249985484 }, { "date": "2026-07-10", "equity": 302412.5609956165 }, { "date": "2026-07-17", "equity": 292490.7279759092 }, { "date": "2026-07-24", "equity": 289221.2094964034 }, { "date": "2026-07-31", "equity": 291625.38804233645 }, { "date": "2026-08-07", "equity": 341051.85559524794 }, { "date": "2026-08-14", "equity": 341051.85559524794 }, { "date": "2026-08-21", "equity": 341051.85559524794 }, { "date": "2026-08-28", "equity": 341796.5298025145 }, { "date": "2026-09-04", "equity": 341796.5298025145 }, { "date": "2026-09-11", "equity": 341796.5298025145 }, { "date": "2026-09-18", "equity": 345247.1562037422 }, { "date": "2026-09-25", "equity": 345247.1562037422 }, { "date": "2026-10-02", "equity": 345247.1562037422 }, { "date": "2026-10-09", "equity": 345247.1562037422 }, { "date": "2026-10-16", "equity": 345247.1562037422 }, { "date": "2026-10-23", "equity": 345247.1562037422 } ], "start": "2014-11-11", "end": "2026-10-20", "start_equity": 100000.0, "end_equity": 345247.1562037422, "total_return": 2.452471562037422 }, "promoted_metrics": { "strategy": "ml_TQQQ_hgb_h5_t0.55", "cagr": 0.1093546341272651, "max_drawdown": -0.41289314324284565, "positive_week_pct": 0.37720706260032105, "l3y_cagr": 0.3085232030359397, "l3y_excess_cagr_vs_spy": 0.0714794435167414, "l3y_max_drawdown": -0.3045000285848579, "l3y_beats_spy": true, "l3m_profit": 160.8306951617103, "l3m_return": 0.16083069516171022 }, "findings": { "path": "/home/runner/work/signal-desk/signal-desk/FINDINGS_ML.md", "summary": "Walk-forward HGB on TQQQ, P>=0.55, 8% hard / 12% trail stops. Last 3m paper backtest on $1k \u2248 +16%." }, "mode": "paper_only" }