The Ledger · Public record

15-Minute Range Breakout

Spec frozenspec 6994…e89f ✓deployed 2026-08-05by houseForward-tested 1 days15m

Execution model · Paper trading on 15m closed candles, evaluated after the fact by the daily worker (not live or streaming): signals are evaluated on closed bars and filled per the strategy's entry price field with the same slippage assumption as backtests. The deployed spec is frozen (hash-verified); the ledger is append-only.

Share on X

Original backtest (in-sample, 2016 →)

CAGR: -57.17%
Total return: -9%
Max drawdown: 9.3%
Sharpe: -11.46

Live forward test (out-of-sample, since 2026-08-05)

Forward return: +0.00%
Max drawdown: 0.0%
Days live: 1
Ledger signals: 6

Forward paper equity

Not enough forward history to chart yet — check back after a few trading days.

Signals ledger

append-only — rows can never be edited or deleted

Date	Action	Symbol	Price	Shares	Reason
2026-08-05T08:15:00	Entry	SPY	775.60	29	RULE_LONG
2026-08-05T09:30:00	Entry	NVDA	220.01	105	RULE_LONG
2026-08-05T09:30:00	Stop	NVDA	216.60	105	STOP_LOSS
2026-08-05T10:00:00	Entry	NVDA	222.06	103	RULE_LONG
2026-08-05T10:15:00	Exit	SPY	774.39	29	RULE_EXIT
2026-08-05T10:45:00	Stop	NVDA	218.62	103	STOP_LOSS

Frozen strategy rules (immutable since deployment)

{
  "backtest_timeframe": "15m",
  "description": "15m bars: close above the prior 26-bar high; exit under ema_20, 1.5% stop, 2-day limit.",
  "entry_price_field": "close",
  "entry_rule_long": "close > high_26_prev",
  "exit_rule": "close < ema_20",
  "indicators": [
    {
      "length": 26,
      "name": "high_26",
      "source": "high",
      "type": "rolling_max"
    },
    {
      "length": 1,
      "name": "high_26_prev",
      "source": "high_26",
      "type": "lag"
    },
    {
      "length": 20,
      "name": "ema_20",
      "source": "close",
      "type": "ema"
    }
  ],
  "max_holding_days": 2,
  "max_positions": 2,
  "name": "15-Minute Range Breakout",
  "position_size_mode": "notional_pct",
  "position_size_pct": 25,
  "stop_loss_pct": 1.5,
  "symbols": [
    "SPY",
    "QQQ",
    "NVDA",
    "TSLA"
  ],
  "take_profit_pct": 0
}

Forward testing has no survivorship bias — signals are recorded as they happen, on the symbols the strategy actually watches. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.