[{"data":1,"prerenderedAt":850},["ShallowReactive",2],{"strategy-o15":3},{"id":4,"name":5,"family":6,"tags":7,"universe":10,"bars":11,"rules":12,"sizing":13,"cadence":14,"original":15,"testable":20,"not_testable_reason":17,"prompt":21,"deviation":17,"source_file":22,"orbital_sizing":17,"prompt_note":17,"collection":23,"collection_name":24,"bars_label":25,"universe_short":26,"rule_short":12,"links":27,"verdict":34,"result":35,"chart":71},"O15","Intraday Bracket Reversion 5m","RSI reversion",[8,9],"Mean reversion","Intraday","SPY, QQQ and IWM","5-minute","On 5-minute bars, buy when RSI(14) is below 30 with a +0.6% take-profit and a -0.4% stop.","20% of equity per ETF","every bar",{"total_return":16,"cagr":17,"sharpe":17,"max_dd":18,"win_rate":17,"profit_factor":17,"span":19},1.12,null,-1.28,"4 weeks",true,"Trade SPY, QQQ and IWM on 5-minute bars during regular hours. If flat and RSI(14) is below 30, buy with 20% of equity. Take profit at +0.6% from entry and stop out at -0.4%. Long only. Backtest the last 3 years with $100,000.","example_orders_15_intraday_5m_bracket_reversion.py","retest","The viral 50, re-tested","5-min","SPY · QQQ · IWM",[28,31],[29,30],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_orders_15_intraday_5m_bracket_reversion.py",[32,33],"Original results","https://backtester.quantjourney.cloud/strategies/example-orders-15-intraday-5m-bracket-reversion","loss",{"status":36,"verdict":34,"period":37,"total_return":38,"cagr":39,"sharpe":40,"deflated_sharpe":41,"max_dd":42,"win_rate":43,"profit_factor":16,"trades":44,"spy_return":45,"spy_cagr":46,"spy_sharpe":47,"spy_max_dd":48,"beta":49,"alpha":50,"cost_share":51,"checks":52},"done","Oct 30, 2023 to Oct 30, 2026",-21.87,-7.9,-2.4,-7.96,-24.31,37.8,2394,88.6,23.54,1.22,-18.68,0.21,-16.13,272.4,[53,56,59,62,65,68],[54,55],"Strategies tested together","5",[57,58],"Beta to SPY","0.21",[60,61],"Alpha vs SPY","−16.1% a year",[63,64],"Costs paid","$34,563, 272% of the gain before costs",[66,67],"Data","5m decisions on 1-minute bars, 754 sessions",[69,70],"Fills","Next open at market, sized at the fill",{"curve":72,"spy":536},{"id":4,"name":5,"bars_label":25,"window":73,"ret":38,"cagr":39,"sharpe":40,"spy":45,"points":74},"minute",[75,78,81,84,87,90,93,96,99,102,105,108,111,114,117,120,123,125,128,131,134,137,140,143,146,149,152,155,158,161,164,167,170,173,175,178,180,183,186,189,192,195,198,201,204,207,210,213,216,219,222,225,228,231,234,237,240,242,245,248,251,254,257,260,262,265,268,271,274,277,280,283,286,289,292,295,298,301,304,307,310,313,316,319,322,325,328,331,334,337,340,343,346,348,351,354,356,358,361,364,367,370,373,376,379,382,385,388,391,394,397,400,403,406,409,412,415,418,421,423,425,428,431,433,436,439,442,445,448,451,454,457,460,463,466,468,471,474,477,480,483,486,489,492,495,498,501,504,507,509,512,515,518,521,524,527,530,533],[76,77],"2023-10-30",1,[79,80],"2023-11-03",1.0015,[82,83],"2023-11-10",1.005,[85,86],"2023-11-17",1.0073,[88,89],"2023-11-24",1.0113,[91,92],"2023-12-01",1.0195,[94,95],"2023-12-08",1.0224,[97,98],"2023-12-15",1.0248,[100,101],"2023-12-22",1.0188,[103,104],"2023-12-29",1.0166,[106,107],"2024-01-05",1.0043,[109,110],"2024-01-12",1.0085,[112,113],"2024-01-19",1.0116,[115,116],"2024-01-26",1.013,[118,119],"2024-02-02",1.0146,[121,122],"2024-02-09",1.018,[124,116],"2024-02-16",[126,127],"2024-02-23",1.0066,[129,130],"2024-03-01",1.0105,[132,133],"2024-03-08",1.0093,[135,136],"2024-03-15",1.0005,[138,139],"2024-03-22",1.0003,[141,142],"2024-03-28",1.0051,[144,145],"2024-04-05",0.9981,[147,148],"2024-04-12",0.9941,[150,151],"2024-04-19",0.9897,[153,154],"2024-04-26",0.9907,[156,157],"2024-05-03",0.9823,[159,160],"2024-05-10",0.9836,[162,163],"2024-05-17",0.9885,[165,166],"2024-05-24",0.9883,[168,169],"2024-05-31",0.981,[171,172],"2024-06-07",0.9853,[174,160],"2024-06-14",[176,177],"2024-06-21",0.9822,[179,169],"2024-06-28",[181,182],"2024-07-05",0.9818,[184,185],"2024-07-12",0.9803,[187,188],"2024-07-19",0.9754,[190,191],"2024-07-26",0.9726,[193,194],"2024-08-02",0.9579,[196,197],"2024-08-09",0.9625,[199,200],"2024-08-16",0.9652,[202,203],"2024-08-23",0.9657,[205,206],"2024-08-30",0.965,[208,209],"2024-09-06",0.9518,[211,212],"2024-09-13",0.9524,[214,215],"2024-09-20",0.9531,[217,218],"2024-09-27",0.9605,[220,221],"2024-10-04",0.9664,[223,224],"2024-10-11",0.971,[226,227],"2024-10-18",0.9714,[229,230],"2024-10-25",0.9614,[232,233],"2024-11-01",0.9594,[235,236],"2024-11-08",0.9628,[238,239],"2024-11-15",0.9483,[241,215],"2024-11-22",[243,244],"2024-11-29",0.955,[246,247],"2024-12-06",0.9546,[249,250],"2024-12-13",0.9533,[252,253],"2024-12-20",0.9447,[255,256],"2024-12-27",0.9394,[258,259],"2025-01-03",0.9428,[261,256],"2025-01-10",[263,264],"2025-01-17",0.9458,[266,267],"2025-01-24",0.9496,[269,270],"2025-01-31",0.9401,[272,273],"2025-02-07",0.9319,[275,276],"2025-02-14",0.934,[278,279],"2025-02-21",0.9216,[281,282],"2025-02-28",0.9149,[284,285],"2025-03-07",0.9061,[287,288],"2025-03-14",0.904,[290,291],"2025-03-21",0.9049,[293,294],"2025-03-28",0.8913,[296,297],"2025-04-04",0.8649,[299,300],"2025-04-11",0.8618,[302,303],"2025-04-17",0.8616,[305,306],"2025-04-25",0.8518,[308,309],"2025-05-02",0.8567,[311,312],"2025-05-09",0.8545,[314,315],"2025-05-16",0.8739,[317,318],"2025-05-23",0.8691,[320,321],"2025-05-30",0.8766,[323,324],"2025-06-06",0.8802,[326,327],"2025-06-13",0.8758,[329,330],"2025-06-20",0.8783,[332,333],"2025-06-27",0.878,[335,336],"2025-07-03",0.8825,[338,339],"2025-07-11",0.882,[341,342],"2025-07-18",0.8823,[344,345],"2025-07-25",0.8826,[347,327],"2025-08-01",[349,350],"2025-08-08",0.8841,[352,353],"2025-08-15",0.8859,[355,324],"2025-08-22",[357,339],"2025-08-29",[359,360],"2025-09-05",0.8809,[362,363],"2025-09-12",0.8827,[365,366],"2025-09-19",0.8833,[368,369],"2025-09-26",0.8756,[371,372],"2025-10-03",0.8763,[374,375],"2025-10-10",0.8723,[377,378],"2025-10-17",0.8834,[380,381],"2025-10-24",0.8796,[383,384],"2025-10-31",0.89,[386,387],"2025-11-07",0.881,[389,390],"2025-11-14",0.8715,[392,393],"2025-11-21",0.8593,[395,396],"2025-11-28",0.8605,[398,399],"2025-12-05",0.8669,[401,402],"2025-12-12",0.8652,[404,405],"2025-12-19",0.8678,[407,408],"2025-12-26",0.8664,[410,411],"2026-01-02",0.8603,[413,414],"2026-01-09",0.8621,[416,417],"2026-01-16",0.8633,[419,420],"2026-01-23",0.8613,[422,402],"2026-01-30",[424,402],"2026-02-06",[426,427],"2026-02-13",0.859,[429,430],"2026-02-20",0.8554,[432,306],"2026-02-27",[434,435],"2026-03-06",0.8486,[437,438],"2026-03-13",0.8415,[440,441],"2026-03-20",0.8325,[443,444],"2026-03-27",0.8292,[446,447],"2026-04-02",0.8316,[449,450],"2026-04-10",0.8341,[452,453],"2026-04-17",0.8377,[455,456],"2026-04-24",0.8395,[458,459],"2026-05-01",0.8353,[461,462],"2026-05-08",0.8358,[464,465],"2026-05-15",0.8314,[467,441],"2026-05-22",[469,470],"2026-05-29",0.8359,[472,473],"2026-06-05",0.8231,[475,476],"2026-06-12",0.8274,[478,479],"2026-06-18",0.8297,[481,482],"2026-06-26",0.8329,[484,485],"2026-07-02",0.8357,[487,488],"2026-07-10",0.8301,[490,491],"2026-07-17",0.8262,[493,494],"2026-07-24",0.8205,[496,497],"2026-07-31",0.8256,[499,500],"2026-08-07",0.8245,[502,503],"2026-08-14",0.8273,[505,506],"2026-08-21",0.8209,[508,506],"2026-08-28",[510,511],"2026-09-04",0.8191,[513,514],"2026-09-11",0.8149,[516,517],"2026-09-18",0.816,[519,520],"2026-09-25",0.8119,[522,523],"2026-10-02",0.8105,[525,526],"2026-10-09",0.8076,[528,529],"2026-10-16",0.7889,[531,532],"2026-10-23",0.7852,[534,535],"2026-10-30",0.7813,[537,538,540,542,544,546,548,550,552,554,556,558,560,562,564,566,568,570,572,574,576,578,580,582,584,586,588,590,592,594,596,598,600,602,604,606,608,610,612,614,616,618,620,622,624,626,628,630,632,634,636,638,640,642,644,646,648,650,652,654,656,658,660,662,664,666,668,669,671,673,675,677,679,681,683,685,687,689,691,693,695,697,699,700,702,704,706,708,710,712,714,716,718,720,722,724,726,728,730,732,734,736,738,740,742,744,746,748,750,752,754,756,758,760,762,764,766,768,770,772,774,776,778,780,782,784,786,788,790,792,794,796,798,800,802,804,806,808,810,812,814,816,818,820,822,824,826,828,830,832,834,836,838,840,842,844,846,848],[76,77],[79,539],1.0463,[82,541],1.0606,[85,543],1.0843,[88,545],1.0953,[91,547],1.1043,[94,549],1.107,[97,551],1.1345,[100,553],1.1444,[103,555],1.1478,[106,557],1.1305,[109,559],1.1514,[112,561],1.1653,[115,563],1.1772,[118,565],1.1928,[121,567],1.2103,[124,569],1.2062,[126,571],1.2264,[129,573],1.2386,[132,575],1.2374,[135,577],1.2358,[138,579],1.2632,[141,581],1.2674,[144,583],1.256,[147,585],1.2382,[150,587],1.1993,[153,589],1.2317,[156,591],1.2395,[159,593],1.2617,[162,595],1.2822,[165,597],1.2832,[168,599],1.2782,[171,601],1.2936,[174,603],1.3149,[176,605],1.3237,[179,607],1.3234,[181,609],1.3476,[184,611],1.3612,[187,613],1.3352,[190,615],1.3229,[193,617],1.2951,[196,619],1.2955,[199,621],1.3475,[202,623],1.3662,[205,625],1.3693,[208,627],1.3124,[211,629],1.366,[214,631],1.3852,[217,633],1.3932,[220,635],1.3968,[223,637],1.4134,[226,639],1.4254,[229,641],1.412,[232,643],1.3933,[235,645],1.4589,[238,647],1.4297,[241,649],1.4529,[243,651],1.4693,[246,653],1.4825,[249,655],1.473,[252,657],1.4483,[255,659],1.456,[258,661],1.4479,[261,663],1.4208,[263,665],1.4619,[266,667],1.4871,[269,655],[272,670],1.4707,[275,672],1.4912,[278,674],1.4686,[281,676],1.4531,[284,678],1.4082,[287,680],1.3757,[290,682],1.3846,[293,684],1.3632,[296,686],1.2407,[299,688],1.3112,[302,690],1.2921,[305,692],1.3511,[308,694],1.3909,[311,696],1.3847,[314,698],1.4577,[317,663],[320,701],1.4488,[323,703],1.4698,[326,705],1.4655,[329,707],1.465,[332,709],1.5122,[335,711],1.5391,[338,713],1.5346,[341,715],1.5446,[344,717],1.5675,[347,719],1.5304,[349,721],1.5686,[352,723],1.5829,[355,725],1.5881,[357,727],1.5871,[359,729],1.5923,[362,731],1.6178,[365,733],1.638,[368,735],1.6334,[371,737],1.6518,[374,739],1.6115,[377,741],1.6395,[380,743],1.6709,[383,745],1.6829,[386,747],1.6565,[389,749],1.6576,[392,751],1.6274,[395,753],1.6866,[398,755],1.6927,[401,757],1.6834,[404,759],1.6843,[407,761],1.7085,[410,763],1.6919,[413,765],1.7178,[416,767],1.7122,[419,769],1.7055,[422,771],1.7117,[424,773],1.7086,[426,775],1.6878,[429,777],1.7059,[432,779],1.6976,[434,781],1.6639,[437,783],1.6386,[440,785],1.6109,[443,787],1.5724,[446,789],1.6277,[449,791],1.6856,[452,793],1.7625,[455,795],1.7723,[458,797],1.7886,[461,799],1.83,[464,801],1.832,[467,803],1.8502,[469,805],1.8783,[472,807],1.8299,[475,809],1.8407,[478,811],1.8583,[481,813],1.8204,[484,815],1.8524,[487,817],1.8788,[490,819],1.8481,[493,821],1.8383,[496,823],1.8594,[499,825],1.9237,[502,827],1.9312,[505,829],1.905,[508,831],1.9143,[510,833],1.9162,[513,835],1.9019,[516,837],1.9016,[519,839],1.9243,[522,841],1.9202,[525,843],1.9421,[528,845],1.9024,[531,847],1.8958,[534,849],1.886,1794261303665]