Super Micro Gap Momentum
MomentumBuys a 1.5% opening gap and runs a wide 10% target against a tight 2% stop.
Strategy
Backtest
SMCI
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+133.60%
Realized +133.60% / Unrealized 0.00%
Sharpe Ratio
0.87
Max Drawdown
33.98%
Win Rate
23.64%
Profit Factor
1.28
Condition Status
Entry0/1 met
regime: gap% > 1.5-0.017062 vs 1.50
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $25.104 | $24.602 | 3779.8910 | $-1916.60 | -2.02% | $18.79 | Market | Stop Loss | 3d | 11 | 2.15% | 4.92% | Signal | 100% |
buy | $25.874 | $25.357 | 3604.3336 | $-1883.65 | -2.02% | $18.47 | Market | Stop Loss | 2d 23h | 6 | 2.10% | 3.98% | Signal | 100% |
buy | $26.985 | $26.445 | 3384.9315 | $-1844.93 | -2.02% | $18.09 | Market | Stop Loss | 1h | 1 | 2.71% | 1.68% | Signal | 100% |
buy | $31.888 | $31.25 | 2811.5705 | $-1810.85 | -2.02% | $17.75 | Market | Stop Loss | 1h | 1 | 2.04% | 1.72% | Signal | 100% |
buy | $30.788 | $30.172 | 2853.8385 | $-1774.69 | -2.02% | $17.40 | Market | Stop Loss | 1h | 1 | 3.86% | 1.60% | Signal | 100% |
buy | $32.527 | $31.876 | 2651.9506 | $-1742.25 | -2.02% | $17.08 | Market | Stop Loss | 6d 1h | 29 | 4.07% | 3.88% | Signal | 100% |
buy | $34.838 | $34.141 | 2429.4282 | $-1709.48 | -2.02% | $16.76 | Market | Stop Loss | 1h | 1 | 2.17% | 0.11% | Signal | 100% |
buy | $25.824 | $28.407 | 3207.4733 | +$8265.64 | +9.98% | $17.39 | Market | Take Profit | 1d 2h | 9 | 1.13% | 10.20% | Signal | 100% |
buy | $26.86 | $26.126 | 3381.3339 | $-2500.39 | -2.75% | $17.92 | Market | Stop Loss | 1h | 1 | 4.50% | 0.39% | Signal | 100% |
buy | $27.866 | $27.309 | 3177.3438 | $-1788.33 | -2.02% | $17.53 | Market | Stop Loss | 23h | 6 | 3.10% | 1.92% | Signal | 100% |
Showing 1–10 of 165 trades
Past performance does not guarantee future results. Hypothetical.