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.
1604 outcomesSource: sqlite (sqlite 1604, fixtures 0)Horizon: 5d7/11/2026, 1:49:11 AM
Stage-ladder (1574 sized entries) ended at 33604925672424.5% equity vs all-breakouts 2.1982876045483775e+21% (1604 entries) vs static-market 2076.5%.
Differentials
Ladder vs. all-breakouts
—
Playbook (filter + sizing) equity ÷ naive full-size equity
Ladder vs. static market
16183196633.82×
Playbook equity ÷ buy-and-hold at benchmark over 1604 × 5d bars
Per-strategy stats
| Strategy | Trades | Final equity | Avg ret / trade | CAGR | Sharpe | MaxDD |
|---|---|---|---|---|---|---|
| stage-ladder | 1574 | 336049256724.245 | 1.9% | 133.9% | 2.21 | -89.8% |
| all-breakouts | 1604 | 21982876045483773952.000 | 3.3% | 305.3% | 2.28 | -95.7% |
| static-market | 1604 | 20.765 | 0.2% | 10.0% | 0.00 | 0.0% |
Equity curves
stage-ladder
1574 trades · 336049256724.245× final
all-breakouts
1604 trades · 21982876045483773952.000× final
static-market
1604 trades · 20.765× 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 | 605 | 62% | 2.75% | 3184658.906 | +56.4% | |
| descending triangle breakdown | 163 | 68% | 1.81% | 15.492 | +10.3% | |
| head shoulders | 381 | 53% | 0.79% | 15.444 | +10.3% | |
| double top | 166 | 58% | 1.40% | 8.922 | +8.2% | |
| rounded base | 103 | 57% | 2.20% | 6.938 | +7.3% | |
| channel breakout | 41 | 59% | 3.11% | 3.059 | +4.2% | |
| triple top | 71 | 55% | 1.37% | 2.501 | +3.5% | |
| bull flag | 2 | 100% | 6.59% | 1.136 | +0.5% | |
| ma bounce 200 | 1 | 100% | 11.97% | 1.120 | +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 | −0.7% |