[{"data":1,"prerenderedAt":39},["ShallowReactive",2],{"strategy-o19":3},{"id":4,"name":5,"family":6,"tags":7,"universe":10,"bars":11,"rules":12,"sizing":13,"cadence":14,"original":15,"testable":22,"not_testable_reason":23,"prompt":24,"deviation":20,"source_file":25,"prompt_note":26,"collection":27,"collection_name":28,"bars_label":29,"universe_short":30,"rule_short":12,"links":31,"verdict":38,"result":20,"chart":20},"O19","FX Momentum Lots","FX momentum",[8,9],"Momentum","FX","EURUSD, GBPUSD, AUDUSD and NZDUSD","daily","Trade each pair in the direction of its 126-day move, sized in whole standard lots by ATR risk.","ATR-based standard lots","daily check",{"total_return":16,"cagr":17,"sharpe":18,"max_dd":19,"win_rate":20,"profit_factor":20,"span":21},-14.2,-0.95,-0.71,-15.25,null,"2010-2025",false,"Spot FX. Orbital's backtester covers US stocks and ETFs.","Trade the currency ETFs FXE, FXB and FXA on daily bars. Hold an ETF long while its 126-day return is positive and short while it is negative, with 20% of equity per position. When the sign flips, close the position at the next open and open the other side the day after. Use a margin account so it can sell short. Backtest the last 10 years with $100,000.","example_orders_19_fx_momentum_lots.py","Closest Orbital version: the currency ETFs FXE, FXB and FXA stand in for EURUSD, GBPUSD and AUDUSD, and NZDUSD is dropped because no US-listed ETF tracks it. Whole standard lots, sized by ATR risk and recounted every day, become a fixed 20% of equity per ETF, the original's notional cap on each pair, and a flip spends a day flat because Orbital closes a position before opening the other side.","retest","The viral 50, re-tested","Daily","FX majors",[32,35],[33,34],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_orders_19_fx_momentum_lots.py",[36,37],"Original results","https://backtester.quantjourney.cloud/strategies/example-orders-19-fx-momentum-lots","skip",1794261303665]