# Backtest: swing-dip-v1

**Simulated 2026-07-18** over 30/30 universe symbols (1247–1502 daily bars each; shortest history sets the effective start date, e.g. a later IPO). 577 closed trades, 1 still open at data end (excluded below).

> ⚠️ **Not the live journal.** Survivorship-biased (today's pre-vetted universe run over the past), daily-bar resolution (stop checked before target on any day the range spans both — a pessimistic assumption, so win rate here is a floor), and signal-level only (fixed $10,000/trade — no position-count limit, kill switch, or equity compounding simulated). Use this to sanity-check the strategy isn't obviously broken, never to tune `SWING_DIP_V1` params — that's fitting to the past (docs/METRICS.md anti-self-deception rule #4).

## Overall (577 trades)

### Scoreboard

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| all | 577 | 57.4% | 53.3% | 0.70% | 1.35 | 1.00 | $40346 |

MAE winners avg **-2.08%** · MAE losers avg **-7.15%** · MFE losers avg **2.29%** · max drawdown **$11530**

### By strategy

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| swing-dip-v1 | 577 | 57.4% | 53.3% | 0.70% | 1.35 | 1.00 | $40346 |

### By RSI band at entry

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| rsi 20-30 | 56 | 67.9% | 54.8% | 1.81% | 2.34 | 1.10 | $10066 |
| rsi 30-40 | 519 | 56.1% | 51.8% | 0.58% | 1.28 | 1.00 | $29779 |
| rsi<20 | 2 | 100.0% | 34.2% | 2.53% | – | – | $501 |

### By distance from MA50

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| -10..-5% vs MA50 | 368 | 57.1% | 52.0% | 0.70% | 1.37 | 1.03 | $25376 |
| <-10% vs MA50 | 209 | 57.9% | 51.1% | 0.72% | 1.33 | 0.96 | $14970 |

### By relative volume

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| relvol 1.2-2 | 412 | 56.8% | 52.0% | 0.70% | 1.35 | 1.02 | $28662 |
| relvol>2 | 165 | 58.8% | 51.2% | 0.71% | 1.36 | 0.95 | $11683 |

### By market regime

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| SPY<MA200 | 208 | 56.3% | 49.5% | 0.56% | 1.27 | 0.99 | $11496 |
| SPY>MA200 | 332 | 56.6% | 51.2% | 0.68% | 1.33 | 1.02 | $22561 |
| unknown | 37 | 70.3% | 54.2% | 1.72% | 2.18 | 0.93 | $6289 |

### By exit reason

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| stop_loss | 181 | 2.8% | 1.2% | -5.18% | 0.05 | 1.74 | $-92990 |
| take_profit | 241 | 100.0% | 98.4% | 5.42% | – | – | $129670 |
| time_stop | 155 | 54.8% | 47.0% | 0.24% | 1.21 | 1.00 | $3665 |

### By symbol

| Bucket | n | Win rate | Wilson 95% low | Expectancy | Profit factor | Payoff | Total P&L |
|---|---|---|---|---|---|---|---|
| AAPL | 20 | 60.0% | 38.7% | 1.28% | 1.94 | 1.29 | $2534 |
| AMD | 25 | 68.0% | 48.4% | 1.56% | 1.88 | 0.89 | $3876 |
| AMZN | 17 | 47.1% | 26.2% | 0.23% | 1.10 | 1.23 | $383 |
| ANET | 15 | 53.3% | 30.1% | -0.27% | 0.90 | 0.79 | $-409 |
| APP | 11 | 54.5% | 28.0% | 0.34% | 1.13 | 0.94 | $385 |
| AVGO | 14 | 92.9% | 68.5% | 3.55% | 7.02 | 0.54 | $4923 |
| COIN | 16 | 87.5% | 64.0% | 4.74% | 5.74 | 0.81 | $7528 |
| CRM | 28 | 53.6% | 35.8% | 0.01% | 1.00 | 0.87 | $20 |
| DIS | 34 | 55.9% | 39.5% | 0.60% | 1.43 | 1.13 | $2016 |
| GOOGL | 24 | 41.7% | 24.5% | -0.26% | 0.90 | 1.25 | $-622 |
| HOOD | 10 | 20.0% | 5.7% | -2.42% | 0.35 | 1.39 | $-2411 |
| INTC | 30 | 66.7% | 48.8% | 1.73% | 2.13 | 1.07 | $5182 |
| JPM | 16 | 62.5% | 38.6% | 0.76% | 1.57 | 0.94 | $1203 |
| MARA | 6 | 16.7% | 3.0% | -3.87% | 0.17 | 0.86 | $-2320 |
| META | 21 | 57.1% | 36.5% | 0.56% | 1.26 | 0.95 | $1146 |
| MSFT | 26 | 53.8% | 35.5% | 0.49% | 1.25 | 1.07 | $1235 |
| MU | 16 | 56.3% | 33.2% | -0.03% | 0.99 | 0.77 | $-44 |
| NFLX | 23 | 39.1% | 22.2% | -0.69% | 0.71 | 1.11 | $-1590 |
| NVDA | 14 | 64.3% | 38.8% | 1.48% | 1.65 | 0.91 | $2072 |
| ORCL | 20 | 55.0% | 34.2% | 0.16% | 1.07 | 0.87 | $355 |
| PLTR | 16 | 50.0% | 28.0% | -0.61% | 0.81 | 0.81 | $-978 |
| QCOM | 26 | 57.7% | 38.9% | 0.70% | 1.39 | 1.01 | $1833 |
| QQQ | 16 | 56.3% | 33.2% | 0.91% | 1.52 | 1.17 | $1444 |
| SHOP | 21 | 61.9% | 40.9% | 1.08% | 1.55 | 0.96 | $2257 |
| SMCI | 13 | 69.2% | 42.4% | 1.51% | 1.75 | 0.78 | $1965 |
| SOFI | 23 | 69.6% | 49.1% | 1.63% | 1.80 | 0.79 | $3741 |
| SPY | 12 | 50.0% | 25.4% | 0.61% | 1.46 | 1.46 | $720 |
| TSLA | 18 | 44.4% | 24.6% | -0.51% | 0.82 | 1.03 | $-925 |
| UNH | 28 | 53.6% | 35.8% | 0.17% | 1.08 | 0.94 | $460 |
| XOM | 18 | 72.2% | 49.1% | 2.44% | 3.84 | 1.48 | $4367 |