Forward-Test Scorecard
Scoreboard & Performance
Evaluate live, forward-test daily strategy signals and measure their actual closed PnL. Longs are benchmarked against SPY buy-and-hold over the same holding period; shorts against cash.
Scorecard ModeLive
ConstraintOne open signal per strategy and ticker
Resolved Trades
716Completed signals
Open Positions
80Currently active
Avg Trade Return
-0.58%Average position PnL
Avg SPY Return
+0.07%Longs only (shorts vs cash)
Alpha (vs benchmark)
-0.64%Longs vs SPY, shorts vs cash
Pipeline Rollup Summary
Ruleset:
Timeframe:
R1 rows are net of the 0.10% round-trip cost and measured from the next-open fill; rows logged before R1 are gross, from the signal close. Pick a ruleset above to compare like with like.
| Pipeline / Strategy | Resolved | Open | Win Rate | Mean R | Profit Factor | ROI | Backtest Exp-R | Avg Return | Avg SPY | Alpha |
|---|---|---|---|---|---|---|---|---|---|---|
Mean Reversion3 strategies | 224 | 51 | 22.32% | -0.41 R | 0.48 | -46.47% | - | -1.27% | -0.07% | -1.20% |
Price Action3 strategies | 189 | 17 | 33.86% | -0.07 R | 0.89 | -6.84% | - | -0.32% | +0.02% | -0.33% |
SMA Crossover5 strategies | 303 | 12 | 33.99% | +0.02 R | 1.03 | +3.00% | - | -0.24% | +0.19% | -0.43% |
| All Pipelines(excl. shadow) | 716 | 80 | 30.31% | -0.14 R | 0.80 | -50.31% | - | -0.58% | +0.07% | -0.64% |
Shadow strategiesShadow
Signals from strategies in the shadow stage fire, are logged and resolve like any other, but are left out of the pipeline rows and totals above unless "Include shadow" is on.
| Strategy / Direction | Resolved | Open | Win Rate | Mean R | Profit Factor | ROI | Backtest Exp-R | Avg Return | Avg SPY | Alpha |
|---|---|---|---|---|---|---|---|---|---|---|
| uc1_dc1 short | 1 | 18 | 100.00% | +2.00 R | No losses | +1.00% | - | +10.26% | +0.00% | +10.26% |
Ticker | Pipeline | Dir | Status | Entry | Exit | Realized R | Trade Return | SPY Return | Alpha (vs benchmark) | Signal Date | Resolved Date | Bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| STLA | price_action | short | target | $5.13 | $4.05 | +2.00R | +20.92% | - | +20.92% | 2026-09-15 | 2026-10-23 | 28 |
| AEM | mean_rev | long | stop | $180.52 | $173.93 | -1.00R | -3.65% | -2.22% | -1.43% | 2026-10-07 | 2026-10-23 | 12 |
| BNO | trend | long | target | $64.84 | $69.21 | +2.00R | +6.74% | -1.80% | +8.55% | 2026-10-08 | 2026-10-23 | 11 |
| NE | mean_rev | long | target | $42.03 | $46.72 | +3.00R | +11.16% | -1.80% | +12.97% | 2026-10-08 | 2026-10-23 | 11 |
| IYE | trend | long | target | $70.28 | $72.85 | +2.00R | +3.65% | -2.32% | +5.97% | 2026-10-13 | 2026-10-23 | 8 |
| VXUS | mean_rev | long | stop | $83.38 | $82.21 | -1.31R | -1.40% | -1.53% | +0.13% | 2026-10-15 | 2026-10-23 | 6 |
| RDW | mean_rev | long | stop | $8.51 | $7.84 | -1.00R | -7.84% | -1.53% | -6.31% | 2026-10-15 | 2026-10-23 | 6 |
| HFXI | mean_rev | long | stop | $36.38 | $35.91 | -1.18R | -1.29% | -1.53% | +0.24% | 2026-10-15 | 2026-10-23 | 6 |
| LEGN | price_action | short | stop | $18.49 | $20.44 | -1.00R | -10.56% | - | -10.56% | 2026-10-08 | 2026-10-26 | 12 |
| DIA | trend | long | stop | $525.68 | $520.46 | -1.00R | -0.99% | -1.18% | +0.19% | 2026-10-20 | 2026-10-23 | 3 |
| GM | mean_rev | long | stop | $77.41 | $74.94 | -1.00R | -3.19% | -0.52% | -2.67% | 2026-10-22 | 2026-10-23 | 1 |
| FDL | trend | long | stop | $53.34 | $52.72 | -1.00R | -1.17% | -0.52% | -0.64% | 2026-10-22 | 2026-10-23 | 1 |
| WU | price_action | short | expired | $6.91 | $6.15 | +1.23R | +11.01% | - | +11.01% | 2026-09-15 | 2026-10-27 | 30 |
| VLTO | price_action | long | expired | $96.62 | $102.80 | +1.33R | +6.40% | +2.42% | +3.97% | 2026-09-16 | 2026-10-28 | 30 |
| LUV | price_action | short | stop | $40.86 | $43.81 | -1.00R | -7.21% | - | -7.21% | 2026-09-24 | 2026-10-27 | 23 |
Showing 1 to 15 of 717 results