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

Danny Dip's Analysis

Last Month: 2026-04-06 to present • 3 trades in period

-7.13%
Last Month Return
$11,833.30
Current Value
33%
Win Rate
$12,742.06
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 12:04:45

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

15
Lifetime
Confidence: 96%

Quality Components

Return-to-Risk
1.4/35
Total Return
10.7/25
Win Rate
0.1/15
Profit Factor
0.5/15
Consistency
3.2/10
Raw Quality 15.9/100
× Confidence 0.96 = 15.3

30-Day Momentum

0
-7.1%
30d Return
33%
Win Rate
3
Trades
0.8×
Profit Factor
Quality: 0.0 Conf: 0.61×
Declining (-15 vs lifetime)
Momentum below PRO threshold (40+)
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 (96%) 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,747
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-06
Trading Days
23 days
Data Gaps
None detected
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 Month)

Period Start Capital
$12,742.06
Current Value
$11,833.30
Period P&L
$-908.76
Max Drawdown
-45.0%
Sharpe Ratio
-0.36

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
1 / 2
Best Trade
+5.80%
Worst Trade
-9.44%
Avg Trade Return
-2.24%
Avg Hold Time
2d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$69,891.51
Estimated Fees
$0.00
Gross P&L
$-908.76
Net P&L (after fees)
$-908.76
Gross Return
-7.13%
Net Return (after fees)
-7.13%

✅ 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 3 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Danny Dip had $12,742.06 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 Apr 7, 2026 3:55pm ET $34.84 365 $12,716.60 — — —
🔴 SELL Apr 8, 2026 9:30am ET $31.55 365 $11,515.79 $11,541.25 $-1,200.81
(-9.4%) 		🛑 -10% Stop
17.6h held
2 🟢 BUY Apr 9, 2026 12:10pm ET $30.70 375 $11,514.37 — — —
🔴 SELL Apr 13, 2026 3:40pm ET $29.75 375 $11,158.12 $11,185.00 $-356.25
(-3.1%) 		🛑 -10% Stop
4.1d held
3 🟢 BUY Apr 22, 2026 9:30am ET $29.16 383 $11,169.16 — — —
🔴 SELL Apr 23, 2026 1:45pm ET $30.85 383 $11,817.46 $11,833.30 +$648.30
(+5.8%) 		🎯 +5% Target
1.2d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,833.30
Net Profit/Loss: +$1,833.30
Total Return: +18.33%
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