# Backtest: quick-flip-v1

**Draft / research-only, backtest-only.** The opening-range REVERSAL fade — orb-v1's mirror. 60-day window over 31 symbols, LONG and SHORT. Entry modelled as the open of the 5-min bar after the reversal candle (engulfing entries approximated). Stop-first on a bar spanning both levels.

> ⚠️ Signal-level, survivorship-biased, scored-history — a hypothesis check, not evidence (docs/METRICS.md rule #4).

## Overall (313 trades)

### Scoreboard

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| all | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

MAE winners avg **-0.24%** · MAE losers avg **-0.61%** · MFE losers avg **0.38%** · max drawdown **$1867**

### By strategy

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| quick-flip-v1 | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

### By RSI band at entry

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| unknown | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

### By distance from MA50

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| unknown | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

### By relative volume

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| unknown | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

### By market regime

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| unknown | 313 | 22.7% | 18.4% | 0.04% | 1.14 | 3.88 | 0.1d | $1306 |

### By exit reason

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| eod_flatten | 54 | 90.7% | 80.1% | 1.17% | 27.03 | 2.75 | 0.2d | $6269 |
| stop_loss | 239 | 0.8% | 0.2% | -0.39% | 0.00 | 0.12 | 0.0d | $-9112 |
| take_profit | 20 | 100.0% | 83.9% | 2.10% | – | – | 0.1d | $4149 |

### By symbol

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| AAPL | 12 | 16.7% | 4.7% | -0.07% | 0.59 | 2.91 | 0.0d | $-82 |
| AMD | 11 | 27.3% | 9.7% | -0.09% | 0.80 | 2.13 | 0.1d | $-97 |
| AMZN | 12 | 8.3% | 1.5% | -0.15% | 0.28 | 3.15 | 0.0d | $-175 |
| ANET | 13 | 23.1% | 8.2% | -0.11% | 0.69 | 2.28 | 0.1d | $-143 |
| APP | 7 | 42.9% | 15.8% | 1.35% | 11.41 | 15.28 | 0.1d | $923 |
| AVGO | 8 | 62.5% | 30.6% | 0.37% | 4.08 | 2.45 | 0.1d | $294 |
| COIN | 10 | 50.0% | 23.7% | 0.63% | 3.64 | 3.62 | 0.1d | $625 |
| CRM | 10 | 10.0% | 1.8% | -0.15% | 0.52 | 4.67 | 0.0d | $-152 |
| DIS | 13 | 23.1% | 8.2% | 0.03% | 1.18 | 3.93 | 0.1d | $39 |
| GOOGL | 11 | 27.3% | 9.7% | -0.04% | 0.76 | 2.04 | 0.1d | $-47 |
| HDB | 5 | 40.0% | 11.8% | 0.29% | 4.33 | 6.50 | 0.1d | $144 |
| HOOD | 8 | 50.0% | 21.5% | 0.64% | 2.96 | 2.96 | 0.1d | $510 |
| INTC | 16 | 18.8% | 6.6% | 0.02% | 1.03 | 4.46 | 0.0d | $25 |
| JPM | 9 | 33.3% | 12.1% | 0.08% | 1.55 | 3.10 | 0.1d | $74 |
| MARA | 15 | 26.7% | 10.9% | -0.00% | 1.00 | 2.75 | 0.1d | $-0 |
| META | 8 | 0.0% | 0.0% | -0.38% | 0.00 | – | 0.0d | $-294 |
| MSFT | 9 | 11.1% | 2.0% | -0.05% | 0.76 | 6.05 | 0.0d | $-39 |
| MU | 16 | 31.3% | 14.2% | 0.08% | 1.21 | 2.60 | 0.1d | $143 |
| NFLX | 12 | 25.0% | 8.9% | 0.17% | 1.93 | 5.78 | 0.1d | $205 |
| NVDA | 7 | 14.3% | 2.6% | -0.30% | 0.07 | 0.43 | 0.1d | $-210 |
| ORCL | 13 | 23.1% | 8.2% | 0.18% | 1.53 | 5.06 | 0.0d | $232 |
| PLTR | 11 | 9.1% | 1.6% | -0.13% | 0.74 | 7.32 | 0.1d | $-136 |
| QCOM | 4 | 0.0% | 0.0% | -0.29% | 0.00 | – | 0.0d | $-114 |
| QQQ | 7 | 14.3% | 2.6% | 0.07% | 1.72 | 10.50 | 0.0d | $47 |
| SHOP | 8 | 12.5% | 2.2% | -0.03% | 0.85 | 5.96 | 0.0d | $-25 |
| SMCI | 9 | 11.1% | 2.0% | -0.10% | 0.86 | 6.87 | 0.0d | $-87 |
| SOFI | 13 | 7.7% | 1.4% | -0.38% | 0.07 | 0.81 | 0.1d | $-488 |
| SPY | 3 | 0.0% | 0.0% | -0.08% | 0.00 | – | 0.0d | $-24 |
| TSLA | 12 | 8.3% | 1.5% | -0.16% | 0.54 | 5.95 | 0.0d | $-187 |
| UNH | 12 | 33.3% | 13.8% | 0.14% | 2.33 | 4.58 | 0.1d | $174 |
| XOM | 9 | 33.3% | 12.1% | 0.19% | 2.30 | 4.58 | 0.1d | $170 |

### By strategy + symbol

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Avg hold | Total P&L |
|---|---|---|---|---|---|---|---|---|
| quick-flip-v1 · AAPL | 12 | 16.7% | 4.7% | -0.07% | 0.59 | 2.91 | 0.0d | $-82 |
| quick-flip-v1 · AMD | 11 | 27.3% | 9.7% | -0.09% | 0.80 | 2.13 | 0.1d | $-97 |
| quick-flip-v1 · AMZN | 12 | 8.3% | 1.5% | -0.15% | 0.28 | 3.15 | 0.0d | $-175 |
| quick-flip-v1 · ANET | 13 | 23.1% | 8.2% | -0.11% | 0.69 | 2.28 | 0.1d | $-143 |
| quick-flip-v1 · APP | 7 | 42.9% | 15.8% | 1.35% | 11.41 | 15.28 | 0.1d | $923 |
| quick-flip-v1 · AVGO | 8 | 62.5% | 30.6% | 0.37% | 4.08 | 2.45 | 0.1d | $294 |
| quick-flip-v1 · COIN | 10 | 50.0% | 23.7% | 0.63% | 3.64 | 3.62 | 0.1d | $625 |
| quick-flip-v1 · CRM | 10 | 10.0% | 1.8% | -0.15% | 0.52 | 4.67 | 0.0d | $-152 |
| quick-flip-v1 · DIS | 13 | 23.1% | 8.2% | 0.03% | 1.18 | 3.93 | 0.1d | $39 |
| quick-flip-v1 · GOOGL | 11 | 27.3% | 9.7% | -0.04% | 0.76 | 2.04 | 0.1d | $-47 |
| quick-flip-v1 · HDB | 5 | 40.0% | 11.8% | 0.29% | 4.33 | 6.50 | 0.1d | $144 |
| quick-flip-v1 · HOOD | 8 | 50.0% | 21.5% | 0.64% | 2.96 | 2.96 | 0.1d | $510 |
| quick-flip-v1 · INTC | 16 | 18.8% | 6.6% | 0.02% | 1.03 | 4.46 | 0.0d | $25 |
| quick-flip-v1 · JPM | 9 | 33.3% | 12.1% | 0.08% | 1.55 | 3.10 | 0.1d | $74 |
| quick-flip-v1 · MARA | 15 | 26.7% | 10.9% | -0.00% | 1.00 | 2.75 | 0.1d | $-0 |
| quick-flip-v1 · META | 8 | 0.0% | 0.0% | -0.38% | 0.00 | – | 0.0d | $-294 |
| quick-flip-v1 · MSFT | 9 | 11.1% | 2.0% | -0.05% | 0.76 | 6.05 | 0.0d | $-39 |
| quick-flip-v1 · MU | 16 | 31.3% | 14.2% | 0.08% | 1.21 | 2.60 | 0.1d | $143 |
| quick-flip-v1 · NFLX | 12 | 25.0% | 8.9% | 0.17% | 1.93 | 5.78 | 0.1d | $205 |
| quick-flip-v1 · NVDA | 7 | 14.3% | 2.6% | -0.30% | 0.07 | 0.43 | 0.1d | $-210 |
| quick-flip-v1 · ORCL | 13 | 23.1% | 8.2% | 0.18% | 1.53 | 5.06 | 0.0d | $232 |
| quick-flip-v1 · PLTR | 11 | 9.1% | 1.6% | -0.13% | 0.74 | 7.32 | 0.1d | $-136 |
| quick-flip-v1 · QCOM | 4 | 0.0% | 0.0% | -0.29% | 0.00 | – | 0.0d | $-114 |
| quick-flip-v1 · QQQ | 7 | 14.3% | 2.6% | 0.07% | 1.72 | 10.50 | 0.0d | $47 |
| quick-flip-v1 · SHOP | 8 | 12.5% | 2.2% | -0.03% | 0.85 | 5.96 | 0.0d | $-25 |
| quick-flip-v1 · SMCI | 9 | 11.1% | 2.0% | -0.10% | 0.86 | 6.87 | 0.0d | $-87 |
| quick-flip-v1 · SOFI | 13 | 7.7% | 1.4% | -0.38% | 0.07 | 0.81 | 0.1d | $-488 |
| quick-flip-v1 · SPY | 3 | 0.0% | 0.0% | -0.08% | 0.00 | – | 0.0d | $-24 |
| quick-flip-v1 · TSLA | 12 | 8.3% | 1.5% | -0.16% | 0.54 | 5.95 | 0.0d | $-187 |
| quick-flip-v1 · UNH | 12 | 33.3% | 13.8% | 0.14% | 2.33 | 4.58 | 0.1d | $174 |
| quick-flip-v1 · XOM | 9 | 33.3% | 12.1% | 0.19% | 2.30 | 4.58 | 0.1d | $170 |