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BB Squeeze Momentum (spot)

PRIVATE
Open strategy
Rank #11·by #1·Spot·v1

Current version (v1) · 2 scored runs

Score

0.0

quality 0 · evidence 24

Return / yr

-26.3%

median total -26.3%

Avg max DD

26.8%

worst 29.8%

Sharpe

-4.48

median

Profitable runs

0%

0 of 2

Backtests

2 / 2

2 symbols · 1 TF · 1.0 y

Best single run ever, any version: -22.83% — shown for context, it does not rank.

Config
Read-only.
Hidden by owner
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100.

Quality 0 — the typical run

  • Return / yr0

    Median annualised return, weight 40; full marks at 50% a year.

  • Sharpe0

    Median Sharpe ratio, weight 35; full marks at 2.

  • Consistency0

    Share of runs that ended in profit, weight 25.

  • Drawdown73

    Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence 24 — how much stands behind it

  • Runs36

    Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.

  • Coverage33

    Symbols up to 5, timeframes up to 3, years of history up to 4.

  • Trades100

    Median trades per run, square-root scaled; full at 100.

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