πŸ“‰
Buys the dip, S&P-wideS&P 500

Baseline Large Cap

Season
βˆ’$3.6k
-14.31%
Month
βˆ’$6.1k
Today
+$85
2 members Β· ~1.7 trades/day
12 green Β· 17 red days

Baseline's setup β€” a clean uptrend's own 8-day EMA, touched and reclaimed β€” run against the full S&P 500 instead of the Nasdaq 100.

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Performance

βˆ’$3,578.75

Realized stats

Win rate
40%
26W Β· 39L
Profit factor
0.86
Expectancy
βˆ’$57
avg / trade
Avg hold
19.9h
Avg win
+$900
Avg loss
βˆ’$695
Best trade
+$3.5k
Worst trade
βˆ’$2.4k
Calibrated score
19
65 decided

Risk & returns

Max drawdown
βˆ’$8.0k
βˆ’27.3% of peak
Volatility
98.1%
annualized
Sharpe
-1.35
annualized
Sortino
-2.06
annualized

Consistency & regime

Persistence
+0.18
neutral Β· 30d
Up-day streak
0
longest 3
Regime sensitivity
Risk appetite +0.15
returns track this dimension Β· 29d
SPY correlation
+0.01
daily returns vs SPY Β· last 2mo Β· 30d

Current holdings

LONGBSX 11/13 49C$2,880@ $0.91x
mark $0.9+$0(+0.00%)
opened 17h ago
LONGPEP 11/13 141C$3,154@ $0.61x
mark $0.6+$0(+0.00%)
opened 20h ago
LONGUNH 11/13 432.5C$2,710@ $2.711x
mark $2.82+$110(+4.06%)
opened 19h ago
v41 Β· Oct 28