Stage-Ladder Backtest
Equity curves for three strategies over the realized-outcome pool: the stage × grade playbook (position-sized), a naive "take every breakout at full size" baseline, and a synthetic buy-and-hold benchmark. A ladder-vs-all multiple above 1.0× means the playbook filter adds alpha.
3187 outcomesSource: sqlite (sqlite 3187, fixtures 0)Horizon: 5d5/25/2026, 8:54:51 PM
Stage-ladder (2995 sized entries) ended at 2650893298701282816.0% equity vs all-breakouts 0.0% (3187 entries) vs static-market 41441.0%.
Differentials
Ladder vs. all-breakouts
2.6508932987012826e+22×
Playbook (filter + sizing) equity ÷ naive full-size equity
Ladder vs. static market
63967877062692.84×
Playbook equity ÷ buy-and-hold at benchmark over 3187 × 5d bars
Per-strategy stats
| Strategy | Trades | Final equity | Avg ret / trade | CAGR | Sharpe | MaxDD |
|---|---|---|---|---|---|---|
| stage-ladder | 2995 | 26508932987012828.000 | 2.3% | 89.0% | 1.19 | -100.0% |
| all-breakouts | 3187 | 0.000 | 3.3% | -19.6% | 1.08 | -100.0% |
| static-market | 3187 | 414.410 | 0.2% | 10.0% | 0.00 | 0.0% |
Equity curves
stage-ladder
2995 trades · 26508932987012828.000× final
all-breakouts
3187 trades · 0.000× final
static-market
3187 trades · 414.410× final
Pattern attribution
Which patterns drove the ladder’s equity curve? Share is the fraction of log(finalEquity) this pattern contributed — positive shares add to 1.0 when the ladder finished profitable.
| Pattern | Trades | Hit rate | Avg sized ret | Standalone final | Share | Contribution |
|---|---|---|---|---|---|---|
| breakout retest hold | 1266 | 71% | 3.31% | 2518452030.632 | +57.2% | |
| double top | 284 | 62% | 1.97% | 138.945 | +13.0% | |
| channel breakout | 136 | 68% | 5.76% | 87.562 | +11.8% | |
| rounded base | 135 | 63% | 4.23% | 16.109 | +7.3% | |
| descending triangle breakdown | 125 | 53% | 1.95% | 8.239 | +5.6% | |
| triple top | 81 | 56% | 2.97% | 6.320 | +4.9% | |
| rising wedge | 71 | 73% | 2.65% | 5.090 | +4.3% | |
| symmetrical triangle | 5 | 60% | 37.14% | 4.220 | +3.8% | |
| ma bounce 50 | 4 | 100% | 16.70% | 1.835 | +1.6% | |
| ascending triangle | 53 | 72% | 0.89% | 1.578 | +1.2% | |
| cup with handle | 49 | 63% | 0.90% | 1.530 | +1.1% | |
| rectangle breakout | 5 | 40% | 6.85% | 1.340 | +0.8% | |
| inverse head shoulders | 56 | 61% | 0.42% | 1.245 | +0.6% | |
| rectangle | 50 | 64% | 0.34% | 1.177 | +0.4% | |
| bull flag | 49 | 59% | 0.26% | 1.128 | +0.3% | |
| bear flag | 6 | 83% | 0.61% | 1.037 | +0.1% | |
| double bottom | 51 | 51% | 0.06% | 1.019 | +0.0% | |
| ma reclaim | 51 | 49% | -0.04% | 0.969 | −0.1% | |
| falling wedge | 47 | 36% | -0.32% | 0.852 | −0.4% | |
| downtrend line breakout | 4 | 0% | -4.07% | 0.847 | −0.4% | |
| head shoulders | 467 | 41% | -0.55% | 0.007 | −13.3% |