# Backtest: orb-v1

**Design-only strategy, backtest-only.** Not wired into `pnpm trade`. 60-day window over 30 symbols. Every trade resolves same-session — no overnight hold, no censoring.

> ⚠️ Same caveats as `pnpm backtest` apply: survivorship-biased, signal-level only, scored history — a sanity check, not evidence (docs/METRICS.md rule #4).

## Overall (496 trades)

### Scoreboard

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| all | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

MAE winners avg **-0.47%** · MAE losers avg **-1.26%** · MFE losers avg **0.61%** · max drawdown **$9267**

### By strategy

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| orb-v1 | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

### By RSI band at entry

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| unknown | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

### By distance from MA50

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| unknown | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

### By relative volume

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| unknown | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

### By market regime

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| unknown | 496 | 36.9% | 32.8% | -0.06% | 0.91 | 1.55 | $-3118 |

### By exit reason

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| eod_flatten | 146 | 66.4% | 58.4% | 0.47% | 3.24 | 1.64 | $6718 |
| stop_loss | 264 | 0.0% | 0.0% | -1.16% | 0.00 | – | $-30225 |
| take_profit | 86 | 100.0% | 95.7% | 2.40% | – | – | $20389 |

### By symbol

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| AAPL | 15 | 46.7% | 24.8% | 0.23% | 1.85 | 2.10 | $343 |
| AMD | 11 | 9.1% | 1.6% | -0.84% | 0.18 | 1.81 | $-911 |
| AMZN | 14 | 28.6% | 11.7% | -0.18% | 0.60 | 1.51 | $-255 |
| ANET | 16 | 37.5% | 18.5% | -0.29% | 0.68 | 1.13 | $-458 |
| APP | 19 | 36.8% | 19.1% | 0.17% | 1.18 | 2.01 | $340 |
| AVGO | 14 | 14.3% | 4.0% | -0.65% | 0.22 | 1.26 | $-884 |
| COIN | 19 | 26.3% | 11.8% | -0.49% | 0.59 | 1.65 | $-924 |
| CRM | 18 | 27.8% | 12.5% | -0.31% | 0.62 | 1.61 | $-551 |
| DIS | 19 | 31.6% | 15.4% | -0.07% | 0.82 | 1.78 | $-136 |
| GOOGL | 11 | 63.6% | 35.4% | 0.37% | 2.55 | 1.46 | $395 |
| HOOD | 18 | 50.0% | 29.0% | 0.73% | 1.96 | 1.95 | $1310 |
| INTC | 16 | 12.5% | 3.5% | -1.47% | 0.13 | 0.91 | $-2342 |
| JPM | 20 | 50.0% | 29.9% | 0.16% | 1.66 | 1.66 | $319 |
| MARA | 17 | 52.9% | 31.0% | 0.18% | 1.13 | 1.00 | $301 |
| META | 14 | 35.7% | 16.3% | 0.15% | 1.36 | 2.46 | $201 |
| MSFT | 13 | 53.8% | 29.1% | 0.17% | 1.67 | 1.43 | $215 |
| MU | 13 | 23.1% | 8.2% | -0.77% | 0.49 | 1.69 | $-980 |
| NFLX | 12 | 41.7% | 19.3% | -0.16% | 0.68 | 0.96 | $-196 |
| NVDA | 12 | 25.0% | 8.9% | -0.41% | 0.46 | 1.39 | $-494 |
| ORCL | 15 | 40.0% | 19.8% | -0.16% | 0.81 | 1.22 | $-242 |
| PLTR | 14 | 57.1% | 32.6% | 0.36% | 1.68 | 1.26 | $508 |
| QCOM | 21 | 42.9% | 24.5% | 0.30% | 1.39 | 1.85 | $611 |
| QQQ | 21 | 38.1% | 20.8% | -0.05% | 0.79 | 1.27 | $-94 |
| SHOP | 20 | 45.0% | 25.8% | -0.03% | 0.95 | 1.17 | $-64 |
| SMCI | 12 | 50.0% | 25.4% | 0.95% | 1.95 | 1.96 | $1132 |
| SOFI | 19 | 36.8% | 19.1% | -0.12% | 0.85 | 1.45 | $-225 |
| SPY | 26 | 30.8% | 16.5% | -0.11% | 0.42 | 0.93 | $-270 |
| TSLA | 15 | 46.7% | 24.8% | 0.66% | 2.53 | 2.92 | $957 |
| UNH | 22 | 31.8% | 16.4% | -0.07% | 0.82 | 1.77 | $-152 |
| XOM | 20 | 25.0% | 11.2% | -0.29% | 0.28 | 0.84 | $-574 |