Quant Strategy
Celaeno
NA-NAS-L-014 · US Nas 100 · H1
CAGR
+4.82%
Sharpe
0.66
Win Rate
58.99%
Max Drawdown
-17.49%
$ cat strategy.spec
operational specification — published in full, for everyone
Symbol
US Nas 100
Timeframe
H1
Direction
long only
Holding Horizon
Intraday
Entry Style
Momentum / Trend-following
Risk Model
ATR-based stop-loss · move-to-breakeven
// entry logic — long
The strategy enters long when the Bollinger Bands confirms the setup. Risk is managed with an ATR-based stop-loss, and a move-to-breakeven once the trade gains ground.
$ inspect strategy.internals
built from 8 tuned parameters across 5 indicators — members can see the stack and the rule structure
Parameter 01•••
Parameter 02•••
Parameter 03•••
Parameter 04•••
Parameter 05•••
Parameter 06•••
$ plot --equity
cumulative account equity over the selected backtest window
x: time · y: equity (USD) · 2006-01-02 → 2026-06-19
● rendered from stored data
$ stats --all
supporting metrics from the selected backtest
Profit Factor
1.39
Net Profit
+$15,639
Sortino
0.16
Total Trades
653
Put this strategy to work
Explore the full backtest, methodology, and live track record — or browse the complete library.
