| 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| description | Historical reference for the TrendPullback strategy — removed from active portfolio in V2.0.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 Strategy (INACTIVE)
Status: Removed from Portfolio (V2.0)
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.
Historical Performance (Run 4 — May 2026)
| Metric | Value |
|---|
| Net Profit | +$308.43 |
| Trades | 16 |
| Win Rate | 81.25% |
| Profit Factor | 1.32 |
What Made It Work
- Selective entry: Only 16 trades over 3 years
- High win rate: 81.25%
- EMA structure: Uses 50/200 EMA for trend direction
- Market structure confirmation: Pullback to structure level
Key Parameters (for reference)
- fast_ema_period = 50
- slow_ema_period = 200
- market_structure_period = 30
- tp_multiplier = 2.0
Lessons Retained
- Low frequency + high WR can be profitable but hard to scale
- EMA 50/200 is a simple but effective regime filter
- Market structure adds edge to pure trend-following