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~/strategies/na-spx-l-001 backtest

Quant Strategy

Nu Sadr

NA-SPX-L-001 · US SPX 500 · H1

CAGR +2.82%
Sharpe 0.50
Win Rate 55.43%
Max Drawdown -11.93%
strategy.spec --general ok

$ cat strategy.spec

operational specification — published in full, for everyone

Symbol US SPX 500
Timeframe H1
Direction long only
Holding Horizon Intraday
Entry Style Momentum / Trend-following
Risk Model ATR-based stop-loss
// entry logic — long

The strategy enters long when the indicator is falling over several bars. Risk is managed with an ATR-based stop-loss.

strategy.internals --members locked

$ inspect strategy.internals

built from 10 tuned parameters across 8 indicators — members can see the stack and the rule structure

Parameter 01
Parameter 02
Parameter 03
Parameter 04
Parameter 05
Parameter 06
🔒 See the indicator stack and rule structure
equity_curve --render ok

$ 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
performance --breakdown ok

$ stats --all

supporting metrics from the selected backtest

Profit Factor 1.31
Net Profit +$7,450
Sortino 0.12
Total Trades 516
get-started ok

Put this strategy to work

Explore the full backtest, methodology, and live track record — or browse the complete library.

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