// PERFORMANCE DATA

Numbers don't lie.

Strategy performance data from backtesting across 5 years of historical US equity data. All results are from paper trading simulations.

Equity Curve

Strategy performance vs. S&P 500 benchmark (5-year backtest, $100k starting capital)

+142%

Strategy Return

+58%

Benchmark Return

1.87

Sharpe Ratio

+84%

Alpha

Strategy Performance

Individual strategy metrics from paper trading simulations.

Strategy	Status	Win Rate	Trades	Avg Return	Indicators
EMA + RSI Trend v2 Combines EMA-9/21 crossover with RSI momentum to capture medium-term trend entries.	active	72.3%	156	+3.8%	EMA-9EMA-21RSI-14
MACD Momentum Breakout v1 Detects breakouts using MACD histogram divergence with volume confirmation.	active	65.1%	89	+5.2%	MACDVolumeADX
Bollinger RSI Mean Reversion v1 Enters oversold positions at lower Bollinger Band with RSI confirmation under 30.	paused	58.7%	42	+2.1%	Bollinger BandsRSI-14
Fixed $50 Entry Allocates exactly $50 per trade entry for controlled risk exposure.	active	61.4%	210	+1.9%	Position SizingRisk Mgmt

Technical Indicators

The math behind the signals.

RSI (14-period)

Relative Strength Index measures price momentum on a 0-100 scale. Oversold below 30 triggers BUY, overbought above 70 triggers SELL.

RSI = 100 - (100 / (1 + RS))
RS = avg_gain / avg_loss

EMA Crossover (9/21)

Exponential Moving Average crossovers detect trend changes. Price above EMA-9 above EMA-21 signals BULLISH; inverse signals BEARISH.

EMA = price * k + prev * (1-k)
k = 2 / (period + 1)

ADX (14-period)

Average Directional Index measures trend strength. Values above 25 confirm a strong trend, adding confidence to directional signals.

ADX = 100 * |+DI - -DI| / (+DI + -DI)
DI = smoothed_DM / ATR

DISCLAIMER

All performance data shown is from paper trading simulations using historical market data. Past performance does not guarantee future results. Calypso is a research and educational platform. It does not provide financial advice, and nothing on this site should be construed as a recommendation to buy or sell any security. Trading involves substantial risk of loss. Always do your own research and consult a qualified financial advisor before making investment decisions.