A diagnostic test was done on the stock HUBB with a breakout parameter. The test used a fixed baseline of 20 days and 2 times the average true range, which is a measure of how much a stock's price moves. Another option of 10 days and 3 times the average true range was not used because it did not work well in a holdout test. The test used data from 2018 to 2024 to train the model and from 2025 to September 18, 2026 as a holdout to check the results. The test made daily trades, only buying and holding until the next day, with a stop-loss to limit losses and a target of 3 times the risk. The test also included a 1 basis point fee for each trade and some slippage, which is the difference between the expected and actual price of a trade. The results showed a return of -21.13% and a maximum drawdown of 30.49% during the holdout period. The test won 18.18% of the time and had an average trade return of -1.76%. A news scan found the following data: the symbol is HUBB, the lookback period is 20 days, the ATR multiple is 2, the period is holdout, the slippage is 5 basis points, the return is -21.13%, the drawdown is 30.49%, the win percentage is 18.18%, the number of trades is 11, and the mean trade percentage is -1.76%.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A trading strategy for HUBB stock used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of price volatility. The strategy also considered other parameters, including 10 days and 3 times the ATR, but did not select them using a holdout method, which is a way to test a strategy. The strategy was trained on data from 2018 to 2024 and tested on data from 2025 to September 18, 2026. It made daily long-only trades, entering at the next open and using a conservative stop-loss that included the entry day, with a target of 3 times the risk and a time horizon of 60 sessions. The strategy also included fees of 1 basis point on each side of the trade, plus slippage, which is the difference between the expected and actual price of a trade. The direction of the trade was corrected to long-only, and the return was calculated using the vectorbt portfolio return, which equals the compounded closed trade returns. The results showed a return of 18.94%, a drawdown of 33.00%, and a win percentage of 34.88%, with an average trade return of 0.75% and 11 targets met, out of 43 trades.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock HUBB with a specific set of trading rules. The test used a baseline of 20 days and 2 times the average true range, which is a measure of how much a stock's price moves. The test did not use another set of rules that looked at 10 days and 3 times the average true range. The test used data from 2018 to 2024 to train the model, and data from 2025 to September 18, 2026 as a holdout to test the model. The trading rules were to buy the stock and hold it until a stop loss was hit, which was set to 3 times the risk, and the trade was closed after 60 sessions. There was a fee of 1 basis point on each trade, plus some extra costs. The test only looked at buying the stock, not selling. The results of the test showed a return of 29.62% and a maximum loss of 32.26%. The test had 43 trades, with 34.88% of them being winners, and the average trade made a profit of 0.95%. A news scan found the following data: the symbol is HUBB, the lookback period is 20, the ATR multiple is 2, the period is train, the slippage is 5 basis points, the return is 29.62%, the drawdown is 32.26%, the win percentage is 34.88%, the number of trades is 43, the mean trade percentage is 0.95%, and there are 11 targets.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A trading strategy for HUBB was tested. The test used a baseline of the last 20 days and twice the average true range, which is a measure of how much prices move. Another option using the last 10 days and three times the average true range was not chosen after trying it out. The strategy was trained on data from 2018 to 2024 and tested on data from 2025 to September 18, 2026. The strategy bought stocks every day and sold them when it lost money, with a goal of making three times the risk. It also paid a small fee of 1 basis point, or 0.01%, when buying and selling, plus some extra costs. The results were measured by looking at the return on investment, which is the profit made, and the drawdown, which is the biggest loss. A news scan found the following data: the symbol is HUBB, the lookback period is 10 days, the average true range multiple is 3, the period is holdout, the slippage is 15 basis points, the return is -9.747450306771668%, the drawdown is 30.47214052473003%, the win percentage is 37.5%, the number of trades is 8, and the mean trade percentage is -0.6731746805842515.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic check was done on the HUBB R91900 costed breakout parameter. The baseline used was a 20-day average with a 2 times average true range, which is a measure of how much prices move. Another option, a 10-day average with a 3 times average true range, was not used because it did not work well when tested on data that was not used for training, known as holdout data. The training data was from 2018 to 2024, and the holdout data was from 2025 to September 18, 2026. The trading strategy was to buy every day, enter at the next open, and have a conservative stop-loss that included the entry day, with a target of 3 times the risk and a time limit of 60 sessions. There was a fee of 1 basis point on each side of the trade, plus some slippage, which is the difference between the expected and actual price of a trade. The direction of the trade was corrected to only buy, and the return on the portfolio was calculated as the compounded return of all closed trades. This was not validated using 15-minute intervals and a 2 times risk management strategy. The results for the symbol HUBB were: a 10-day lookback period, an ATR multiple of 3, a return of -8.29% during the holdout period, a maximum drawdown of 30.12%, a win rate of 37.5%, 8 trades, an average trade return of -0.47%, and 0 targets met.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock HUBB with a breakout parameter. The test used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of how much a stock's price moves. Another option of 10 days and 3 times the ATR was not used because it did not work well when tested separately. The test used data from 2018 to 2024 to train, and from 2025 to September 18, 2026, to check the results. The test made trades every day, only buying and holding until the next day, with a stop-loss that included the day the trade was made, and a target of 3 times the risk. The test also included a fee of 1 basis point, or 0.01%, for each trade, plus any extra costs from slippage, which is the difference between the expected price and the actual price. The results showed a return of 63.47% and a maximum loss of 31.61%. The test won 42.42% of the time, with an average gain of 2.14% per trade. The test made 33 trades in total.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock HUBB with a breakout parameter. The test used a fixed baseline of the last 20 days and 2 times the average true range, which is a measure of how much a stock's price moves. Another option using the last 10 days and 3 times the average true range was not chosen because it did not perform well in a holdout test. The test used data from 2018 to 2024 to train the model and from 2025 to September 18, 2026 as a holdout. The test made daily trades, only buying the stock, and entering trades at the next open price. It used a conservative stop-loss, including the day the trade was entered, and a target of 3 times the risk. The test lasted for 60 trading sessions and included fees of 1 basis point on each side of the trade, plus some slippage, which is the difference between the expected and actual price of a trade. The direction of the trades was corrected to only include long positions, which means buying the stock. The return on the portfolio was calculated using the vectorbt method, which equals the compounded return of all closed trades. The test did not validate the 15-minute and +2R management strategy. The results of the test are as follows: the symbol is HUBB, the lookback period is 10 days, the ATR multiple is 3, the period is train, the slippage is 5 basis points, the return is 74.62%, the drawdown is 31.06%, the win percentage is 42.42%, the number of trades is 33, the mean trade return is 2.34%, and the target is 3 times the risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A trading strategy for HUBB stock used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of price volatility. Another option using 10 days and 3 times the ATR was not selected after testing with a holdout period. The strategy was trained on data from 2018 to 2024 and tested on data from 2025 to September 18, 2026. It made daily trades, only buying, and entering at the next open, with a conservative stop-loss that included the entry day, a target of 3 times the risk, and a time limit of 60 sessions. There was a fee of 1 basis point on each side of the trade, plus slippage, which is the difference between expected and actual trade prices. The direction was corrected to only allow long positions, meaning buying. The return on the portfolio was calculated by compounding the returns of closed trades. This did not validate a 15-minute and +2R management strategy. The results for the holdout period were: symbol HUBB, lookback of 10 days, ATR multiple of 2, return of -16.03 percent, drawdown of 25.77 percent, win percentage of 27.27 percent, 11 trades, mean trade return of -1.17 percent, and 1 target met.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A trading strategy for HUBB stock used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of price volatility. Another option using 10 days and 3 times the ATR was not chosen after testing. The strategy was trained on data from 2018 to 2024 and tested on data from 2025 to September 18, 2026. The strategy involved buying stocks and holding them until a stop-loss was triggered, with a target profit of 3 times the risk and a time limit of 60 trading sessions. There was a fee of 1 basis point, or 0.01%, for each trade, plus some slippage, which is the difference between the expected and actual trade price. The results showed a return of -14.16% and a maximum drawdown of 24.35% during the test period. The strategy was correct 27.27% of the time and had an average trade loss of -0.97%. A news scan found the following data: symbol HUBB, lookback period 10 days, ATR multiple 2, period holdout, slippage 5 basis points, return -14.16%, drawdown 24.35%, win percentage 27.27%, number of trades 11, mean trade percentage -0.97%, and targets 1.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock HUBB with a specific set of trading rules. The test used a baseline of 20 days and 2 times the average true range, or ATR, which is a measure of how much a stock's price moves. Another set of rules using 10 days and 3 times the ATR was not used because it did not work well when tested separately. The test used data from 2018 to 2024 to train the system and from 2025 to September 18, 2026, to see how well it worked. The system made trades every day, only buying stocks, and got out of a trade as soon as it started losing money, including the day it was bought. The goal was to make 3 times the risk, and the system looked at how well it did over 60 trading sessions. It also accounted for fees of 1 basis point on each side of a trade, plus any extra costs from buying or selling at a bad time. The system was set to only buy stocks, and it calculated the return on investment by adding up the returns from each closed trade. The test did not use a 15-minute or 2R management system to check its results. The test found the following results for the stock HUBB: it had a return of 28.94%, a maximum loss of 34.71%, and 33.33% of trades were winners. There were 45 trades in total, with an average return per trade of 0.96%. The system also set 12 target prices.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic check was done on the HUBB R91900 costed breakout parameter. The baseline used was a 20-day lookback with a 2 times Average True Range (ATR) - a measure of how much a stock's price moves - parameter. Another option with a 10-day lookback and 3 times ATR was not chosen after testing. The training period was from 2018 to 2024, and the testing period was from 2025 to September 18, 2026. The strategy used was to buy stocks every day, with a stop-loss order to limit losses, and a target of 3 times the risk. The test ran for 60 trading sessions, with a fee of 1 basis point (0.01%) for each buy and sell, plus some extra costs for buying and selling. The results were measured by looking at the return on investment, which was 41.09%, and the biggest loss, which was 33.92%. The strategy was successful 33.33% of the time, with an average gain of 1.16% per trade. There were 45 trades in total, with 12 of them reaching the target. This test did not use a 15-minute or +2R management validation method.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock NVT with a specific set of parameters. The test used a fixed baseline of 20 days and 2 times the average true range, which is a measure of how much the price of a stock moves. Another set of parameters, 10 days and 3 times the average true range, was not used because it did not perform well in a holdout test, which is a way to validate the results. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, as a holdout. The test was done on a daily basis, only buying the stock, and entering the market at the next open price. The test used a conservative stop-loss, which means selling the stock when it loses a certain amount of value, including the day the stock was bought. The target profit was 3 times the risk, and the test was done over a period of 60 trading sessions. The test also included fees of 1 basis point on each side of the trade, plus a slippage of 15 basis points, which is the difference between the expected price and the actual price. The results showed a return of 91.86 percent, a maximum drawdown of 21.55 percent, and a win rate of 66.67 percent, with an average trade return of 13.21 percent, over 6 trades. A news scan found the following data: symbol NVT, lookback period of 40 days, ATR multiple of 3, in the holdout period, with a slippage of 15 basis points.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock NVT with a specific set of rules. The test used a baseline of the last 20 days and twice the average true range, which is a measure of how much prices move. Another set of rules using the last 10 days and three times the average true range was not used because it did not work well when tested separately. The test used data from 2018 to 2024 to train the system and data from 2025 to September 18, 2026, to test it. The system bought the stock every day, with a stop-loss order to limit losses, and a target of three times the risk. The test ran for 60 trading sessions and included a fee of 1 basis point for each buy and sell, plus some extra costs. The results showed a return of 94.18% and a maximum loss of 21.39%. The system was correct 66.67% of the time and the average trade made a profit of 13.44%. There was one target price. The test was done on daily data, not 15-minute data, and did not use a specific management strategy to validate the results.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock NVT with a specific set of rules. The test used a baseline of the last 20 days and twice the average true range, which is a measure of how much prices move. The test also looked at other rules, but did not use them because they were not as good. The test used data from 2018 to 2024 to train, and from 2025 to September 18, 2026, to check the results. The test bought the stock every day and sold when it made three times the risk, or after 60 days. It also included a small fee of 1 basis point, or 0.01%, for each buy and sell, plus some extra costs. The test only bought the stock, not sold. The results were calculated by adding up all the returns from each trade. The test did not use a 15-minute and 2R management validation. The results were: symbol NVT, lookback 40 days, ATR multiple 3, period train, slippage 15 basis points, return 39.6789%, drawdown 39.9252%, win percentage 39.1304%, number of trades 23, mean trade return 2.1691%, and targets 4.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock with a fixed baseline of 20 days and 2 times the average true range, which is a measure of stock price volatility. Another option of 10 days and 40 days with 3 times the average true range was not used because it did not work well when tested separately. The test used data from 2018 to 2024 to train the model, and then from 2025 to September 18, 2026 as a holdout to verify the results. The test made daily trades, only buying the stock, and entering the market at the next opening price. It used a conservative stop-loss, including the day the trade was entered, and a target of 3 times the risk. The test was run for 60 trading sessions, with a fee of 1 basis point on each side of the trade, plus any slippage that occurred. The results showed a return of 46.25% and a maximum drawdown of 39.20%. The test won 39.13% of the time, with an average trade return of 2.37%. There were 23 trades in total, with 4 targets reached. The vectorbt portfolio return was the same as the compounded return of all closed trades.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock using a fixed baseline of 20 days and 2 times the average true range, which is a measure of stock price volatility. Other options, such as 10 days and 40 days with 3 times the average true range, were not used because they did not perform well in a holdout test. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, as a holdout to validate the results. The test was done with a daily long-only strategy, which means only buying the stock, and the next day's opening price was used to enter the trade. A conservative stop-loss was used, which means selling the stock if it falls to a certain price, and the target was 3 times the risk. The test was run for 60 sessions. Fees of 1 basis point were added to each trade, plus a slippage of 15 basis points, which is the difference between the expected and actual trade price. The results show a return of 70.34% and a maximum drawdown of 21.40% during the holdout period. The win rate was 50% and there were 8 trades in total, with a mean trade return of 7.98%. A news scan found the following data: symbol NVT, lookback 40, ATR multiple 2, period holdout, slippage bps 15, return pct 70.33787260241411, drawdown pct 21.3973465327965, win pct 50, n 8, mean trade pct 7.975693460838079, targets 4.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
The automated trading fund manager used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of volatility. The manager did not select adjacent parameters of 10 days and 40 days with 3 times the ATR using a holdout period, which is a way to test a strategy. The manager trained the strategy from 2018 to 2024 and tested it from 2025 to September 18, 2026. The strategy was to buy only, enter at the next open, and stop at a conservative level including the entry day, with a target of 3 times the risk, or R, and a time limit of 60 sessions. The manager also accounted for fees of 1 basis point on each side of the trade plus slippage, which is the difference between the expected and actual price of a trade. The direction was corrected to only buy, and the return was calculated as the compounded return of closed trades. This does not validate the 15-minute and plus 2R management strategy. The results for the symbol NVT were a return of 73.09%, a drawdown of 21.24%, a win percentage of 50%, 8 trades, and a mean trade return of 8.19%. The strategy had 4 targets and used a slippage of 5 basis points.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock using a fixed baseline of 20 days and 2 times the average true range, which is a measure of stock price volatility. Another option of 10 days and 3 times the average true range was not used because it did not perform well in a holdout test. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, for validation. The test made daily trades, only buying the stock, and closing trades at the next day's opening price. It used a conservative stop-loss, including the day the trade was entered, and a target of 3 times the risk. The test also included a fee of 1 basis point for each trade, plus a small amount for slippage, which is the difference between the expected and actual trade price. The results showed a return of 44.18% and a maximum drawdown of 40.20%. The test won 36.67% of the time and had an average trade return of 1.60%. There were 30 trades and 7 targets. The test was done using a method called vectorbt portfolio return, which calculates the return of the portfolio based on the returns of the individual trades.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock with a fixed baseline of 20 days and 2 times the average true range, which is a measure of stock price volatility. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, as a holdout, meaning it was not used for training. The test was done with a daily long-only strategy, meaning the system only bought the stock and never sold it short, with a conservative stop-loss that included the entry day, a target of 3 times the risk, and a time limit of 60 sessions. The fees were 1 basis point on each side of the trade, plus a shown slippage, which is the difference between the expected price and the actual price. The direction was corrected to long-only, and the return was calculated as the compounded closed trade returns, which is the return of each trade added together. The test did not use 15-minute or +2R management validation. The results of the test were as follows: the symbol was NVT, the lookback period was 40 days, the ATR multiple was 2, the period was train, the slippage was 5 basis points, the return was 53.09%, the drawdown was 39.12%, the win percentage was 36.67%, the number of trades was 30, the mean trade percentage was 1.80%, and there were 7 targets.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A trading strategy for NVT was tested. The strategy used a fixed baseline of 20 days and 2 times the average true range, or ATR, which is a measure of price volatility. Another option using 10 days and 40 days with 3 times the ATR was not chosen after testing. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, as a holdout, or unused data set. The strategy was to buy only, enter at the next open, and stop losses on the first day if necessary. The target was 3 times the risk, or R, and the time limit was 60 sessions. Fees were 1 basis point, or bp, on each side plus slippage, which is the difference between expected and actual trade prices. The direction was corrected to long only, meaning only buys were made. The return was calculated using the vectorbt portfolio method, which equals the compounded closed trade returns. This does not validate the 15-minute and +2R management method. The results for the symbol NVT were: a return of 110.52%, a drawdown of 21.53%, a win percentage of 62.5%, 8 trades, a mean trade percentage of 11.82%, and 2 targets. The slippage was 15 basis points.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic was done on the breakout parameter for NVT with a fixed baseline of 20 days and 2 times the Average True Range, which is a measure of price volatility. Nearby options of 10 days and 40 days with 3 times the Average True Range were not chosen after testing. The testing used data from 2018 to 2024 for training and 2025 to September 18, 2026, as a holdout to validate the results. The strategy used was to buy and hold each day, with a stop-loss that would sell if the price fell, including on the day of purchase, and a target of 3 times the risk, with a time limit of 60 trading sessions. There was a fee of 1 basis point on each buy and sell, plus a slippage of 5 basis points, which is a small cost of buying or selling. The direction was corrected to only buy, and the return was calculated as the total return of all closed trades. This was not validated with 15-minute intervals and a 2 times risk management strategy. The results for the holdout period were: symbol NVT, lookback of 20 days, ATR multiple of 3, return of 113.92 percent, drawdown of 21.29 percent, win percentage of 62.5 percent, 8 trades, mean trade return of 12.04 percent, and 2 targets.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock NVT with a specific set of rules. The test used a baseline that looked back 20 days and considered a 3 times average true range, which is a measure of how much prices move, to decide when to buy. The test did not use another set of rules that looked back 10 days and considered a different average true range. The test used data from 2018 to 2024 to train, and data from 2025 to September 18, 2026, to validate the results. The test bought the stock every day, and sold when a certain stop loss was reached, even if it was the same day the stock was bought. The test aimed to make three times the risk, and the investment was held for 60 sessions. A fee of 1 basis point was charged for each buy and sell, plus a slippage of 15 basis points. The test only considered buying the stock, not selling. The return on investment was calculated by adding up all the returns from each trade. The results showed a return of 87.96 percent, a maximum loss of 31.86 percent, and a win rate of 44.44 percent, with 27 trades made and an average return per trade of 3.20 percent. A news scan found the following data: symbol NVT, lookback 20, ATR multiple 3, period train, slippage bps 15, return percent 87.95505297171017, drawdown percent 31.862694793364966, win percent 44.44444444444444, number of trades 27, mean trade percent 3.198784551042233, targets 4.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock with a breakout parameter. The test used a fixed baseline of 20 days and 2 times the average true range, which is a measure of how much a stock's price moves. Another option of 10 days and 3 times the average true range was not used because it did not work well when tested separately. The test used data from 2018 to 2024 to train the model and from 2025 to September 18, 2026 as a holdout to check the results. The test made trades every day, only buying the stock, and selling it when it reached a certain target or when a stop-loss was triggered, which happened on the same day the stock was bought in some cases. The target was 3 times the risk taken and the test looked at how the trades did over 60 sessions. There was a fee of 1 basis point, or 0.01%, each time a trade was made, plus some extra costs due to slippage, which is when a trade is not made at the expected price. The test only looked at buying the stock, not selling it. The results of the test were compared to the returns of a portfolio that was managed using a system called vectorbt. The results showed that the test had a return of 98.38% and a maximum drawdown, or loss, of 30.49%. The test made a profit 44.44% of the time and the average trade made a profit of 3.40%. There were 27 trades made in total and 4 targets were set. This was not a validation of a 15-minute and 2R management system.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the stock NVT with a specific set of rules. The test used a baseline of 20 days and 2 times the average true range, or ATR, which is a measure of how much a stock's price moves. The test did not use another set of rules that looked at 10 days and 3 times the ATR. The test used data from 2018 to 2024 to train the model and data from 2025 to September 18, 2026 as a holdout, or a set of data not used in training. The test made trades every day, only buying the stock, and selling when a stop loss was hit, including on the day the trade was made. The test aimed to make three times the risk, or 3R, and looked at trades over 60 sessions. There was a fee of 1 basis point, or 0.01%, on each trade, plus some extra cost, or slippage. The test only looked at trades in one direction, which is called long-only. The return on the portfolio was calculated by adding up the returns of all the trades. The results were: the stock symbol was NVT, the lookback period was 20 days, the ATR multiple was 2, the period was holdout, the slippage was 15 basis points, the return was 34.74%, the drawdown was 30.86%, the win percentage was 33.33%, there were 12 trades, the average trade return was 3.56%, and the target was 3 times the risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A diagnostic test was done on the NVT stock with a fixed baseline of 20 days and 2 times the average true range, which is a measure of stock price volatility. The test used data from 2018 to 2024 for training and from 2025 to September 18, 2026, as a holdout, which is a set of data used to test the model. The test was done with a daily long-only strategy, meaning the model only bought the stock and never sold it short, and it entered the market at the next open price. The model used a conservative stop-loss, which is a rule to sell a stock when it falls by a certain amount, including the entry day, and a target of 3 times the risk. The test was run for 60 sessions and included fees of 1 basis point on each side of the trade, plus some slippage, which is the difference between the expected and actual price of a trade. The direction of the trade was corrected to long-only, meaning the model only bought the stock. The results of the test were: symbol NVT, lookback period of 20 days, ATR multiple of 2, period of holdout, slippage of 5 basis points, return of 38.01431920685477 percent, drawdown of 30.443203166088118 percent, win percentage of 33.33333333333333 percent, 12 trades, mean trade return of 3.7722441127324444 percent, and 3 targets.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all