forgetmenots

Retrospective · 2025-04 · Swing · Core

Monthly review · Total PnL: 639.7% · Long win rate: 94% · Short win rate: 74%

Bloom

Bloom

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Summary Statistics

Total Signals 321
Trades Entered 243
Overall Win Rate 85.6%
Total PnL 639.73%
Avg. Trade Profit 2.63%
Std. Trade Profit 5.20%
Avg. Trade Drawdown -4.89%
Max. Trade Drawdown -17.56%
Best Day 190.14%
Worst Day -6.81%
Active Tickers 211

Signal Outcomes

All signals executed during the month, sorted by date. Rows are color-coded: green = profitable exit, red = loss. A Stop Loss exit showing a positive return means the stop was triggered above the entry price — trade protection locked in a gain before the position moved against you.

Position Performance

Daily return distribution by signal action (Long/Short). Violin width shows frequency, quartile lines indicate 25th/50th/75th percentiles.

Cumulative Performance

Portfolio value growth over the month, starting at 100. Tracks cumulative returns for Long and Short signal groups. Returns are adjusted for estimated round-trip transaction costs: 10 bps slippage (bid/ask spread + market impact) + 2 bps commission = 12 bps total per trade.

Win rate (% profitable) for each watchlist tier.

Aggregate return distribution (histogram) by signal action. Shows skew, outliers, and concentration of returns.

Watchlist Tier Analysis

Risk (volatility) vs reward (average return) for each tier. Bubble size represents signal volume.

Median PnL by tier and signal date. Color scale: red (losses) to green (gains).

Daily aggregated returns by action. Shows contribution of Long vs Short to each day's portfolio PnL.

Top Performers

Best and worst performing tickers by average return. Filtered to tickers with 2+ signals to reduce noise.

Median PnL for top active tickers across watchlist tiers. Helps identify which tickers perform well in specific strategies.

Risk (volatility) vs reward (average return) for individual tickers. Bubble size = signal count. Top 10 performers labeled.

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