Broadcom Fixed-Risk + Circuit Breaker
Risk-managedSizes every trade to a fixed 2% risk and halts new entries after a 2% daily loss.
What this strategy does
Broadcom Fixed-Risk + Circuit Breaker is a risk-managed strategy that trades AVGO on 1-hour bars. Sizes every trade to a fixed 2% risk and halts new entries after a 2% daily loss.
How it performed
Backtested on real AVGO market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +85.0%, or +22.8% annualized. It closed 68 trades with a 46% win rate. Risk-adjusted, that is a Sharpe ratio of 1.36, a Sortino ratio of 2.48 and a maximum drawdown of 18.8%.
| Symbol | AVGO |
|---|---|
| Bar size | 1-hour |
| Strategy type | Risk-managed |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +85.0% |
| Annualized return | +22.8% |
| Sharpe ratio | 1.36 |
| Sortino ratio | 2.48 |
| Max drawdown | 18.8% |
| Win rate | 46% |
| Closed trades | 68 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.