[{"data":1,"prerenderedAt":852},["ShallowReactive",2],{"strategy-o16":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":22,"source_file":23,"orbital_sizing":17,"prompt_note":17,"collection":24,"collection_name":25,"bars_label":26,"universe_short":27,"rule_short":12,"links":28,"verdict":35,"result":36,"chart":73},"O16","Intraday Stop Breakout 30m","Intraday breakout",[8,9],"Breakout","Intraday","SPY, QQQ and IWM","30-minute","On 30-minute bars, buy-stop 0.1% above the prior 12-bar high (good for 3 bars). Exit at market after 8 bars.","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},-13.95,null,-14.85,"8 weeks",true,"Trade SPY, QQQ and IWM on 30-minute bars during regular hours. When flat, buy with 20% of equity after a 30-minute close more than 0.1% above the highest high of the prior 12 bars. Sell 8 bars after entry. Long only. Backtest the last 3 years with $100,000.","Orbital has no buy-stop orders, so the entry waits for a 30-minute close more than 0.1% above the prior 12-bar high and fills at the next minute's open.","example_orders_16_intraday_30m_stop_breakout.py","retest","The viral 50, re-tested","30-min","SPY · QQQ · IWM",[29,32],[30,31],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_orders_16_intraday_30m_stop_breakout.py",[33,34],"Original results","https://backtester.quantjourney.cloud/strategies/example-orders-16-intraday-30m-stop-breakout","loss",{"status":37,"verdict":35,"period":38,"total_return":39,"cagr":40,"sharpe":41,"deflated_sharpe":42,"max_dd":43,"win_rate":44,"profit_factor":45,"trades":46,"spy_return":47,"spy_cagr":48,"spy_sharpe":49,"spy_max_dd":50,"beta":51,"alpha":52,"cost_share":53,"checks":54},"done","Oct 30, 2023 to Oct 30, 2026",-10.34,-3.57,-1.82,-7.39,-15.16,47.4,1.14,895,88.6,23.54,1.22,-18.68,0.15,-10.49,256.5,[55,58,61,64,67,70],[56,57],"Strategies tested together","5",[59,60],"Beta to SPY","0.15",[62,63],"Alpha vs SPY","−10.5% a year",[65,66],"Costs paid","$16,955, 256% of the gain before costs",[68,69],"Data","30m decisions on 1-minute bars, 754 sessions",[71,72],"Fills","Next open at market, sized at the fill",{"curve":74,"spy":538},{"id":4,"name":5,"bars_label":26,"window":75,"ret":39,"cagr":40,"sharpe":41,"spy":47,"points":76},"minute",[77,80,83,86,89,92,95,98,101,104,107,109,112,115,118,121,124,127,130,133,136,138,141,144,147,150,153,156,159,162,164,167,170,173,176,179,182,185,188,191,194,197,200,203,206,209,212,215,218,220,223,226,229,232,235,238,241,244,247,250,253,256,259,262,265,268,271,274,277,280,283,286,289,292,295,298,301,304,307,310,313,316,319,322,325,328,331,334,337,340,343,346,349,352,355,358,361,364,366,369,371,374,377,380,383,386,389,392,395,398,401,404,407,410,413,416,419,422,425,428,431,434,437,440,443,446,449,452,455,458,461,464,467,470,472,475,478,480,483,486,488,491,494,497,500,503,506,509,512,514,517,519,521,524,527,530,533,535],[78,79],"2023-10-30",1,[81,82],"2023-11-03",1.015,[84,85],"2023-11-10",1.0119,[87,88],"2023-11-17",1.0116,[90,91],"2023-11-24",1.0107,[93,94],"2023-12-01",1.0087,[96,97],"2023-12-08",1.0073,[99,100],"2023-12-15",1.0179,[102,103],"2023-12-22",1.0172,[105,106],"2023-12-29",1.0174,[108,106],"2024-01-05",[110,111],"2024-01-12",1.0157,[113,114],"2024-01-19",1.0206,[116,117],"2024-01-26",1.0215,[119,120],"2024-02-02",1.0236,[122,123],"2024-02-09",1.0289,[125,126],"2024-02-16",1.0297,[128,129],"2024-02-23",1.033,[131,132],"2024-03-01",1.032,[134,135],"2024-03-08",1.0199,[137,117],"2024-03-15",[139,140],"2024-03-22",1.0308,[142,143],"2024-03-28",1.0314,[145,146],"2024-04-05",1.0282,[148,149],"2024-04-12",1.023,[151,152],"2024-04-19",1.0194,[154,155],"2024-04-26",1.028,[157,158],"2024-05-03",1.0264,[160,161],"2024-05-10",1.0238,[163,120],"2024-05-17",[165,166],"2024-05-24",1.0198,[168,169],"2024-05-31",1.0181,[171,172],"2024-06-07",1.0176,[174,175],"2024-06-14",1.0196,[177,178],"2024-06-21",1.0209,[180,181],"2024-06-28",1.0173,[183,184],"2024-07-05",1.0171,[186,187],"2024-07-12",1.0228,[189,190],"2024-07-19",1.0237,[192,193],"2024-07-26",1.0214,[195,196],"2024-08-02",1.0113,[198,199],"2024-08-09",1.0027,[201,202],"2024-08-16",1.0063,[204,205],"2024-08-23",1.0072,[207,208],"2024-08-30",1.0046,[210,211],"2024-09-06",1.0015,[213,214],"2024-09-13",1.0098,[216,217],"2024-09-20",1.012,[219,94],"2024-09-27",[221,222],"2024-10-04",1.006,[224,225],"2024-10-11",1.0066,[227,228],"2024-10-18",1.0062,[230,231],"2024-10-25",0.9978,[233,234],"2024-11-01",0.9927,[236,237],"2024-11-08",0.9982,[239,240],"2024-11-15",1.0019,[242,243],"2024-11-22",1.0016,[245,246],"2024-11-29",1.0004,[248,249],"2024-12-06",1.002,[251,252],"2024-12-13",0.9999,[254,255],"2024-12-20",1.0012,[257,258],"2024-12-27",1.0037,[260,261],"2025-01-03",0.9994,[263,264],"2025-01-10",0.9964,[266,267],"2025-01-17",0.9957,[269,270],"2025-01-24",0.9947,[272,273],"2025-01-31",0.9912,[275,276],"2025-02-07",0.9877,[278,279],"2025-02-14",0.9889,[281,282],"2025-02-21",0.9863,[284,285],"2025-02-28",0.9795,[287,288],"2025-03-07",0.9723,[290,291],"2025-03-14",0.9735,[293,294],"2025-03-21",0.9623,[296,297],"2025-03-28",0.9657,[299,300],"2025-04-04",0.947,[302,303],"2025-04-11",0.9315,[305,306],"2025-04-17",0.9361,[308,309],"2025-04-25",0.9302,[311,312],"2025-05-02",0.9255,[314,315],"2025-05-09",0.9278,[317,318],"2025-05-16",0.9308,[320,321],"2025-05-23",0.9248,[323,324],"2025-05-30",0.9299,[326,327],"2025-06-06",0.9273,[329,330],"2025-06-13",0.9277,[332,333],"2025-06-20",0.9271,[335,336],"2025-06-27",0.9331,[338,339],"2025-07-03",0.9362,[341,342],"2025-07-11",0.9341,[344,345],"2025-07-18",0.9369,[347,348],"2025-07-25",0.9337,[350,351],"2025-08-01",0.9281,[353,354],"2025-08-08",0.9236,[356,357],"2025-08-15",0.924,[359,360],"2025-08-22",0.9297,[362,363],"2025-08-29",0.9298,[365,333],"2025-09-05",[367,368],"2025-09-12",0.9253,[370,354],"2025-09-19",[372,373],"2025-09-26",0.9213,[375,376],"2025-10-03",0.9187,[378,379],"2025-10-10",0.9105,[381,382],"2025-10-17",0.9065,[384,385],"2025-10-24",0.9137,[387,388],"2025-10-31",0.9133,[390,391],"2025-11-07",0.9121,[393,394],"2025-11-14",0.9161,[396,397],"2025-11-21",0.8934,[399,400],"2025-11-28",0.9045,[402,403],"2025-12-05",0.9034,[405,406],"2025-12-12",0.9018,[408,409],"2025-12-19",0.896,[411,412],"2025-12-26",0.8957,[414,415],"2026-01-02",0.8925,[417,418],"2026-01-09",0.8979,[420,421],"2026-01-16",0.9001,[423,424],"2026-01-23",0.9016,[426,427],"2026-01-30",0.9012,[429,430],"2026-02-06",0.9049,[432,433],"2026-02-13",0.9051,[435,436],"2026-02-20",0.9036,[438,439],"2026-02-27",0.9042,[441,442],"2026-03-06",0.8973,[444,445],"2026-03-13",0.893,[447,448],"2026-03-20",0.8862,[450,451],"2026-03-27",0.884,[453,454],"2026-04-02",0.8882,[456,457],"2026-04-10",0.8963,[459,460],"2026-04-17",0.9085,[462,463],"2026-04-24",0.9046,[465,466],"2026-05-01",0.9088,[468,469],"2026-05-08",0.9092,[471,391],"2026-05-15",[473,474],"2026-05-22",0.9151,[476,477],"2026-05-29",0.9131,[479,385],"2026-06-05",[481,482],"2026-06-12",0.914,[484,485],"2026-06-18",0.9101,[487,439],"2026-06-26",[489,490],"2026-07-02",0.9026,[492,493],"2026-07-10",0.9039,[495,496],"2026-07-17",0.903,[498,499],"2026-07-24",0.9032,[501,502],"2026-07-31",0.9013,[504,505],"2026-08-07",0.9059,[507,508],"2026-08-14",0.9029,[510,511],"2026-08-21",0.9011,[513,442],"2026-08-28",[515,516],"2026-09-04",0.8977,[518,457],"2026-09-11",[520,409],"2026-09-18",[522,523],"2026-09-25",0.9004,[525,526],"2026-10-02",0.8993,[528,529],"2026-10-09",0.8995,[531,532],"2026-10-16",0.8991,[534,516],"2026-10-23",[536,537],"2026-10-30",0.897,[539,540,542,544,546,548,550,552,554,556,558,560,562,564,566,568,570,572,574,576,578,580,582,584,586,588,590,592,594,596,598,600,602,604,606,608,610,612,614,616,618,620,622,624,626,628,630,632,634,636,638,640,642,644,646,648,650,652,654,656,658,660,662,664,666,668,670,671,673,675,677,679,681,683,685,687,689,691,693,695,697,699,701,702,704,706,708,710,712,714,716,718,720,722,724,726,728,730,732,734,736,738,740,742,744,746,748,750,752,754,756,758,760,762,764,766,768,770,772,774,776,778,780,782,784,786,788,790,792,794,796,798,800,802,804,806,808,810,812,814,816,818,820,822,824,826,828,830,832,834,836,838,840,842,844,846,848,850],[78,79],[81,541],1.0463,[84,543],1.0606,[87,545],1.0843,[90,547],1.0953,[93,549],1.1043,[96,551],1.107,[99,553],1.1345,[102,555],1.1444,[105,557],1.1478,[108,559],1.1305,[110,561],1.1514,[113,563],1.1653,[116,565],1.1772,[119,567],1.1928,[122,569],1.2103,[125,571],1.2062,[128,573],1.2264,[131,575],1.2386,[134,577],1.2374,[137,579],1.2358,[139,581],1.2632,[142,583],1.2674,[145,585],1.256,[148,587],1.2382,[151,589],1.1993,[154,591],1.2317,[157,593],1.2395,[160,595],1.2617,[163,597],1.2822,[165,599],1.2832,[168,601],1.2782,[171,603],1.2936,[174,605],1.3149,[177,607],1.3237,[180,609],1.3234,[183,611],1.3476,[186,613],1.3612,[189,615],1.3352,[192,617],1.3229,[195,619],1.2951,[198,621],1.2955,[201,623],1.3475,[204,625],1.3662,[207,627],1.3693,[210,629],1.3124,[213,631],1.366,[216,633],1.3852,[219,635],1.3932,[221,637],1.3968,[224,639],1.4134,[227,641],1.4254,[230,643],1.412,[233,645],1.3933,[236,647],1.4589,[239,649],1.4297,[242,651],1.4529,[245,653],1.4693,[248,655],1.4825,[251,657],1.473,[254,659],1.4483,[257,661],1.456,[260,663],1.4479,[263,665],1.4208,[266,667],1.4619,[269,669],1.4871,[272,657],[275,672],1.4707,[278,674],1.4912,[281,676],1.4686,[284,678],1.4531,[287,680],1.4082,[290,682],1.3757,[293,684],1.3846,[296,686],1.3632,[299,688],1.2407,[302,690],1.3112,[305,692],1.2921,[308,694],1.3511,[311,696],1.3909,[314,698],1.3847,[317,700],1.4577,[320,665],[323,703],1.4488,[326,705],1.4698,[329,707],1.4655,[332,709],1.465,[335,711],1.5122,[338,713],1.5391,[341,715],1.5346,[344,717],1.5446,[347,719],1.5675,[350,721],1.5304,[353,723],1.5686,[356,725],1.5829,[359,727],1.5881,[362,729],1.5871,[365,731],1.5923,[367,733],1.6178,[370,735],1.638,[372,737],1.6334,[375,739],1.6518,[378,741],1.6115,[381,743],1.6395,[384,745],1.6709,[387,747],1.6829,[390,749],1.6565,[393,751],1.6576,[396,753],1.6274,[399,755],1.6866,[402,757],1.6927,[405,759],1.6834,[408,761],1.6843,[411,763],1.7085,[414,765],1.6919,[417,767],1.7178,[420,769],1.7122,[423,771],1.7055,[426,773],1.7117,[429,775],1.7086,[432,777],1.6878,[435,779],1.7059,[438,781],1.6976,[441,783],1.6639,[444,785],1.6386,[447,787],1.6109,[450,789],1.5724,[453,791],1.6277,[456,793],1.6856,[459,795],1.7625,[462,797],1.7723,[465,799],1.7886,[468,801],1.83,[471,803],1.832,[473,805],1.8502,[476,807],1.8783,[479,809],1.8299,[481,811],1.8407,[484,813],1.8583,[487,815],1.8204,[489,817],1.8524,[492,819],1.8788,[495,821],1.8481,[498,823],1.8383,[501,825],1.8594,[504,827],1.9237,[507,829],1.9312,[510,831],1.905,[513,833],1.9143,[515,835],1.9162,[518,837],1.9019,[520,839],1.9016,[522,841],1.9243,[525,843],1.9202,[528,845],1.9421,[531,847],1.9024,[534,849],1.8958,[536,851],1.886,1794261303665]