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.
2009 outcomesSource: sqlite (sqlite 2009, fixtures 0)Horizon: 5d10/9/2026, 6:41:24 PM
Stage-ladder (1989 sized entries) ended at 10.2% equity vs all-breakouts 0.0% (2009 entries) vs static-market 4466.4%.
Differentials
Ladder vs. all-breakouts
862.91×
Playbook (filter + sizing) equity ÷ naive full-size equity
Ladder vs. static market
0.00×
Playbook equity ÷ buy-and-hold at benchmark over 2009 × 5d bars
Per-strategy stats
| Strategy | Trades | Final equity | Avg ret / trade | CAGR | Sharpe | MaxDD |
|---|---|---|---|---|---|---|
| stage-ladder | 1989 | 0.102 | -0.1% | -5.6% | -0.11 | -99.5% |
| all-breakouts | 2009 | 0.000 | -0.3% | -20.3% | -0.31 | -100.0% |
| static-market | 2009 | 44.664 | 0.2% | 10.0% | 0.00 | 0.0% |
Equity curves
stage-ladder
1989 trades · 0.102× final
all-breakouts
2009 trades · 0.000× final
static-market
2009 trades · 44.664× 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 | 1807 | 45% | -0.12% | 0.055 | +127.2% | |
| ma bounce 50 | 6 | 17% | -3.67% | 0.796 | +10.0% | |
| falling wedge | 1 | 0% | -3.80% | 0.962 | +1.7% | |
| inverse head shoulders | 1 | 100% | 0.01% | 1.000 | −0.0% | |
| channel breakout | 12 | 50% | 0.07% | 1.007 | −0.3% | |
| ma bounce 200 | 17 | 65% | 1.68% | 1.281 | −10.8% | |
| rounded base | 145 | 50% | 0.66% | 1.888 | −27.8% |