# Strategy comparison

**Sources** (most recent saved result as of 2026-07-18):
- swing-dip-v1 (fixed): swing-dip-v1-2026-07-18.json
- swing-dip-v1 (trailing): swing-dip-v1-trailing-vs-fixed-2026-07-18.json
- vwap-mr-v1 (fixed): vwap-mr-v1-2026-07-18.json
- vwap-mr-v1 (trailing): vwap-mr-v1-trailing-vs-fixed-2026-07-18.json
- orb-v1 (fixed): orb-v1-2026-07-18.json
- orb-v1 (trailing): orb-v1-trailing-vs-fixed-2026-07-18.json

> ⚠️ **Not apples-to-apples across strategies.** swing-dip-v1 runs ~6 years of daily bars; vwap-mr-v1/orb-v1 run 60 days of 1-min bars — a data-volume constraint of the intraday backtests, not a fairness choice. A bigger `n` or longer track record reflects a longer/denser backtest window, not a more reliable strategy. All the usual caveats apply on top: survivorship bias, signal-level only (fixed $10k/trade), scored history (docs/METRICS.md rule #4 — sanity check, not evidence).

### All strategies (grouped, fixed above trailing)

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| swing-dip-v1 (fixed, LIVE-WIRED) | 577 | 57.4% | 53.3% | 0.70% | 1.35 | 1.00 | 6.2d | $40346 |
| swing-dip-v1 (trailing, research-only) | 616 | 49.5% | 45.6% | 1.03% | 1.60 | 1.63 | 6.3d | $62748 |
| vwap-mr-v1 (fixed, backtest-only, not live) | 267 | 52.1% | 46.1% | -0.12% | 0.87 | 0.80 | 0.1d | $-2966 |
| vwap-mr-v1 (trailing, research-only) | 273 | 47.3% | 41.4% | -0.14% | 0.84 | 0.94 | 0.1d | $-3735 |
| orb-v1 (fixed, backtest-only, not live) | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | 0.1d | $-3118 |
| orb-v1 (trailing, research-only) | 546 | 36.4% | 32.5% | -0.03% | 0.94 | 1.65 | 0.1d | $-1420 |