Equity — audited backtest (grey) vs paper forward (red), log scale
Drawdown
Calendar-year net % (audited backtest)
Trades — entries and exits (forward segment)
Next potential trades — proximity to signal boundary
Deterministic model, not a probability: gap = TSI-score distance to the quartile cut among the eligible top-20 (smaller gap = more likely to be the next trade). flip watch = just outside a quartile (would enter if it crosses); exit risk = held and close to leaving its quartile; pending entry = already in the pending orders above.
Pending orders — NOT yet executed (fill at next daily open)
"Target" is the model's target weight/notional for each entry. This strategy has no per-trade price stop or take-profit: a position exits when its TSI rank leaves the quartile at the next daily close. Entry = average fill price of the open position; P&L marked at latest close (live when candles are LIVE). P&L columns are price P&L; funding paid/received while holding is shown separately (Funding €, positive = received) and is already included in equity. Chart lines: dashed = entry, solid blue = current price, dotted orange = exit close — the close price at which, all else equal, the name would leave its TSI quartile and the model would close it (a model estimate, NOT a stop-loss or take-profit; absent when no such close exists within ±70%).