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Historical reference for the TrendPullback strategy — removed from active portfolio in V2.0. Retained as a template for what works in trend following.
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Basé sur la classification professionnelle SOC
| name | strategy-trend-pullback |
| description | Historical reference for the TrendPullback strategy — removed from active portfolio in V2.0. Retained as a template for what works in trend following. |
TrendPullback was part of the original 20-strategy set but was removed when the portfolio was trimmed to 7 strategies. It was profitable individually but didn't survive cross-validation with the final 7.
| Metric | Value |
|---|---|
| Net Profit | +$308.43 |
| Trades | 16 |
| Win Rate | 81.25% |
| Profit Factor | 1.32 |
Tracks the Hidden_Divergence strategy — consistently profitable across all runs. Use when analyzing divergence-based entries or risk allocation.
Tracks the ICT_Killzone_Macro strategy — improved to PF 1.300 but not in active portfolio. Use as a reference for killzone-based experiments.
Drives the Argus iterative learning loop. After every backtest run, invoke argus_learn.py to score, detect regressions, and generate hypotheses. Update skills/references/ when promoting a change.
Tracks the AVWAP_Confluence strategy — now one of the TOP performers in the portfolio. Use when evaluating strategy strengths or considering AVWAP changes.
Historical reference: SR_Breakout_Retest and Donchian_Breakout previously produced zero trades. This has been resolved in V2.0 — both now generate active signals. Retained as a "don't repeat" reference.
Guidelines for portfolio-level risk management in the Argus backtest system. Covers circuit breakers, correlation handling, position sizing, and market regime detection. Use when modifying engine.py, risk_manager.py, or config.yaml.
