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 3 Months: 2026-02-06 to present • 4 trades in period

+19.19%
Last 3 Months Return
$5,472.77
Current Value
50%
Win Rate
$4,591.49
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 11:14:03

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 3 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,883
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-06
Trading Days
62 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

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 3 Months)

Period Start Capital
$4,591.49
Current Value
$5,472.77
Period P&L
$881.28
Max Drawdown
-56.0%
Sharpe Ratio
0.48

Trade Statistics (Last 3 Months)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+15.66%
Worst Trade
-5.90%
Avg Trade Return
+5.04%
Avg Hold Time
4.1d

💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$42,018.90
Estimated Fees
$0.00
Gross P&L
$881.28
Net P&L (after fees)
$881.28
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: 62 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last 3 Months - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Bruno Breakout had $4,591.49 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 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
2 🟢 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
3 🟢 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
4 🟢 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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