Performance Cross-Systemes
Vue consolidee de tous les systemes de signaux · 31/05/2026 00:24
Verdict
Test Stratégie
94 trades · WR 37.2% · PF 0.55 · P&L -70.2%
STOP
Macro Alertes Intraday
29 alertes · Hit T+1 60.0% · Hit T+5 88.0%
FIABLE
Market Radar
829 opps · Avg T+5 -0.36% · WR T+5 46.6%
NEUTRE
Test Stratégie
live
2026-01-29 → 2026-05-28
Post VIX-Switch (depuis 12/04)
Par stratégie
| Stratégie | Trades | WR | Cumul | PF | |
|---|
| rsi_contrarien |
28 |
57.1% |
+1.1% |
1.03 |
|
| keltner_mean_reversion |
4 |
25.0% |
-3.0% |
0.17 |
|
| vwap_mean_reversion |
7 |
14.3% |
-7.3% |
0.08 |
|
| mean_reversion |
22 |
31.8% |
-11.4% |
0.59 |
|
| bollinger_bands |
33 |
30.3% |
-49.6% |
0.34 |
|
P&L mensuel
| Mois | Trades | WR | Cumul |
|---|
| 2026-03 |
62 |
24% |
-60.6% |
| 2026-04 |
10 |
80% |
-0.8% |
| 2026-05 |
22 |
55% |
-8.8% |
Raisons de sortie
MANUAL_CLOSE_DATA_GAP 1
MAX_HOLD 51
TRAILING_STOP 3
STOP_LOSS 19
TAKE_PROFIT 20
Macro Alertes Intraday
live
2026-04-15 → 2026-05-29
Alertes
29
25 avec outcomes
Hit Rate T+1
60.0%
SPY >0.5%
Hit Rate T+5
88.0%
SPY >0.5%
Par catégorie d'alerte
| Catégorie | N | Avg SPY T+1 | Hit Rate |
|---|
| Stress Shift |
13 |
+0.28% |
46.0% |
| Anomalie Vol |
12 |
+0.66% |
75.0% |
Market Radar
backtest
2026-01-14 → 2026-05-15 · généré 2026-05-28T23:08
Par tranche de score
| Tranche | N | T+1 | T+5 | T+10 | WR T+5 |
|---|
| Score ≥80 |
130 |
+2.39% |
-0.61% |
-5.11% |
44.6% |
| Score 50-80 |
99 |
-0.20% |
-0.71% |
-1.06% |
34.3% |
| Score <50 |
600 |
+0.05% |
-0.25% |
+1.23% |
49.0% |
Par tranche de RSI
| RSI | N | Avg T+5 | WR T+5 |
|---|
| RSI <30 |
134 |
+0.40% |
49.3% |
| RSI 30-50 |
176 |
+0.63% |
47.2% |
| RSI >50 |
519 |
-0.90% |
45.7% |
Top 5 (meilleur T+5)
| Ticker | Date | Score | Return T+5 |
|---|
| UGRO |
2026-03-24 |
176.5 |
+193.7% |
| IBRX |
2026-01-14 |
71.0 |
+114.6% |
| TPET |
2026-03-04 |
467.2 |
+100.2% |
| ZSL |
2026-01-27 |
89.1 |
+49.7% |
| POET |
2026-05-06 |
16.2 |
+43.0% |
Pires 5 (T+5)
| Ticker | Date | Score | Return T+5 |
|---|
| MOBX |
2026-03-06 |
460.0 |
-35.4% |
| POET |
2026-04-22 |
48.2 |
-37.7% |
| CAR |
2026-04-22 |
53.5 |
-57.9% |
| QNCX |
2026-02-11 |
452.0 |
-69.7% |
| CAR |
2026-04-21 |
42.2 |
-73.8% |