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.
1781 outcomesSource: sqlite (sqlite 1781, fixtures 0)Horizon: 5d8/25/2026, 4:27:32 AM
Stage-ladder (1748 sized entries) ended at 3417874070637447.0% equity vs all-breakouts 5.972956605908197e+24% (1781 entries) vs static-market 2902.1%.
Differentials
Ladder vs. all-breakouts
—
Playbook (filter + sizing) equity ÷ naive full-size equity
Ladder vs. static market
1177742246484.29×
Playbook equity ÷ buy-and-hold at benchmark over 1781 × 5d bars
Per-strategy stats
| Strategy | Trades | Final equity | Avg ret / trade | CAGR | Sharpe | MaxDD |
|---|---|---|---|---|---|---|
| stage-ladder | 1748 | 34178740706374.469 | 2.0% | 145.6% | 2.34 | -89.8% |
| all-breakouts | 1781 | 5.972956605908196e+22 | 3.4% | 341.1% | 2.41 | -95.7% |
| static-market | 1781 | 29.021 | 0.2% | 10.0% | 0.00 | 0.0% |
Equity curves
stage-ladder
1748 trades · 34178740706374.469× final
all-breakouts
1781 trades · 5.972956605908196e+22× final
static-market
1781 trades · 29.021× 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 | 657 | 63% | 2.99% | 55325295.004 | +57.2% | |
| head shoulders | 448 | 54% | 0.93% | 46.364 | +12.3% | |
| descending triangle breakdown | 170 | 68% | 1.83% | 18.012 | +9.3% | |
| rounded base | 118 | 57% | 2.36% | 11.133 | +7.7% | |
| double top | 181 | 56% | 1.22% | 7.891 | +6.6% | |
| channel breakout | 41 | 59% | 3.11% | 3.059 | +3.6% | |
| triple top | 84 | 51% | 1.23% | 2.616 | +3.1% | |
| ma bounce 200 | 6 | 67% | 4.09% | 1.265 | +0.8% | |
| bull flag | 2 | 100% | 6.59% | 1.136 | +0.4% | |
| ma bounce 50 | 2 | 100% | 0.22% | 1.004 | +0.0% | |
| symmetrical triangle | 2 | 50% | -0.04% | 0.999 | −0.0% | |
| bear flag | 2 | 50% | -0.17% | 0.996 | −0.0% | |
| rising wedge | 24 | 50% | -0.09% | 0.966 | −0.1% | |
| downtrend line breakout | 2 | 0% | -4.18% | 0.918 | −0.3% | |
| rectangle breakout | 9 | 33% | -2.05% | 0.826 | −0.6% |