Compendium › Bruno Breakout › VXX
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
VXX
Alpaca Tradeable

Bruno Breakout's Analysis

Last Year: 2025-05-06 to present • 14 trades in period

-19.19%
Last Year Return
$5,472.77
Current Value
21%
Win Rate
$6,772.00
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 12:08:55

Trend-following and momentum strategies active. Ride winners.

Fear & Greed
46
Fear
VIX
17.0
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.51%
STEEP
HY Spread
2.77
CALM
🌍 Kp Index
🔴 1.7
Storm
⛈️ 4 storm days in 7d
RSI(14)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

2
Lifetime
Confidence: 73%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.0/15
Profit Factor
0.0/15
Consistency
2.4/10
Raw Quality 2.4/100
× Confidence 0.73 = 1.7

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (73%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency (Last Year)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
34,705
Timeframe
5-Minute Bars
Period Range
2025-05-06 → 2026-05-06
Trading Days
266 days
Data Gaps
None (10 market holidays)

Market Closed (10 days)

2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary (Last Year)

Period Start Capital
$6,772.00
Current Value
$5,472.77
Period P&L
$-1,299.23
Max Drawdown
-56.0%
Sharpe Ratio
-0.13

Trade Statistics (Last Year)

Trades in Period
14
Winners / Losers
3 / 11
Best Trade
+15.66%
Worst Trade
-8.38%
Avg Trade Return
-1.16%
Avg Hold Time
4.8d

💰 Trading Cost Analysis (Alpaca Fees) (Last Year)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$153,503.04
Estimated Fees
$0.00
Gross P&L
$-1,299.23
Net P&L (after fees)
$-1,299.23
Gross Return
-19.19%
Net Return (after fees)
-19.19%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 VXX Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 266 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Year - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Bruno Breakout had $6,772.00 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY May 19, 2025 9:30am ET $53.73 126 $6,769.35 — — —
🔴 SELL Jun 5, 2025 10:55am ET $51.01 126 $6,427.26 $6,429.91 $-342.09
(-5.0%) 		🛑 -10% Stop
17.1d held
2 🟢 BUY Jun 13, 2025 9:30am ET $53.18 120 $6,381.60 — — —
🔴 SELL Jun 24, 2025 9:30am ET $49.93 120 $5,991.60 $6,039.91 $-390.00
(-6.1%) 		🛑 -10% Stop
11d held
3 🟢 BUY Jul 16, 2025 11:15am ET $47.09 128 $6,027.52 — — —
🔴 SELL Jul 21, 2025 9:40am ET $44.66 128 $5,716.48 $5,728.87 $-311.04
(-5.2%) 		🛑 -10% Stop
4.9d held
4 🟢 BUY Aug 1, 2025 9:30am ET $44.87 127 $5,698.49 — — —
🔴 SELL Aug 6, 2025 11:05am ET $42.58 127 $5,407.66 $5,438.04 $-290.83
(-5.1%) 		🛑 -10% Stop
5.1d held
5 🟢 BUY Sep 2, 2025 9:30am ET $38.33 141 $5,404.18 — — —
🔴 SELL Sep 4, 2025 9:30am ET $36.15 141 $5,097.15 $5,131.01 $-307.03
(-5.7%) 		🛑 -10% Stop
2d held
6 🟢 BUY Oct 10, 2025 11:00am ET $34.62 148 $5,123.02 — — —
🔴 SELL Oct 16, 2025 2:15pm ET $39.85 148 $5,897.06 $5,905.05 +$774.04
(+15.1%) 		🎯 +5% Target
6.1d held
7 🟢 BUY Nov 4, 2025 9:30am ET $35.16 167 $5,871.52 — — —
🔴 SELL Nov 5, 2025 11:40am ET $33.33 167 $5,566.11 $5,599.64 $-305.41
(-5.2%) 		🛑 -10% Stop
1.1d held
8 🟢 BUY Nov 7, 2025 9:30am ET $36.20 154 $5,574.03 — — —
🔴 SELL Nov 10, 2025 9:30am ET $33.16 154 $5,106.66 $5,132.27 $-467.37
(-8.4%) 		🛑 -10% Stop
3d held
9 🟢 BUY Nov 14, 2025 9:30am ET $36.66 140 $5,131.70 — — —
🔴 SELL Nov 14, 2025 11:20am ET $34.72 140 $4,860.80 $4,861.37 $-270.90
(-5.3%) 		🛑 -10% Stop
1.8h held
10 🟢 BUY Jan 20, 2026 9:30am ET $28.04 173 $4,850.92 — — —
🔴 SELL Jan 21, 2026 2:45pm ET $26.48 173 $4,581.04 $4,591.49 $-269.88
(-5.6%) 		🛑 -10% Stop
1.2d held
11 🟢 BUY Feb 27, 2026 9:30am ET $29.07 157 $4,563.99 — — —
🔴 SELL Mar 3, 2026 10:30am ET $33.57 157 $5,270.49 $5,297.99 +$706.50
(+15.5%) 		🎯 +5% Target
4d held
12 🟢 BUY Mar 6, 2026 9:30am ET $33.89 156 $5,286.84 — — —
🔴 SELL Mar 9, 2026 3:35pm ET $31.89 156 $4,974.84 $4,985.99 $-312.00
(-5.9%) 		🛑 -10% Stop
3.2d held
13 🟢 BUY Mar 18, 2026 9:30am ET $33.15 150 $4,972.50 — — —
🔴 SELL Mar 27, 2026 9:55am ET $38.34 150 $5,751.00 $5,764.49 +$778.50
(+15.7%) 		🎯 +5% Target
9d held
14 🟢 BUY Apr 2, 2026 9:30am ET $36.83 156 $5,745.48 — — —
🔴 SELL Apr 2, 2026 10:40am ET $34.96 156 $5,453.76 $5,472.77 $-291.72
(-5.1%) 		🛑 -10% Stop
1.2h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $5,472.77
Net Profit/Loss: $-4,527.23
Total Return: -45.27%
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