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

Penelope Swing's Analysis

2024-01-02 00:00:00+00 to 2026-05-05 19:55:00+00 • 16 trades executed

-8.55%
2 Years Return
$9,095.09
Current Value
60%
Win Rate
$9,945.92
Period Start
Login to Apply
PHASE 5: BULL TREND
Signals generated 2026-05-06 05:22:48

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 5, 2026

6
Lifetime
Confidence: 67%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.1/15
Profit Factor
0.0/15
Consistency
2.2/10
Raw Quality 8.3/100
× Confidence 0.67 = 5.5

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 (67%) 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

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
70,579
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
535 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 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 ... and 1 more
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

Starting Capital
$9,945.92
Current Value
$9,095.09
Total P&L
$-850.84
Max Drawdown
-16.0%
Sharpe Ratio
-0.08

Trade Statistics

Total Trades
15
Winners / Losers
9 / 6
Best Trade
+5.54%
Worst Trade
-16.08%
Avg Trade Return
-0.44%
Avg Hold Time
1.2h

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$289,781.23
Estimated Fees
$0.00
Gross P&L
$-850.84
Net P&L (after fees)
$-850.84
Gross Return
-8.55%
Net Return (after fees)
-8.55%

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

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Penelope Swing had $9,945.92 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 Aug 2, 2024 12:25pm ET $59.29 167 $9,901.43 — — —
🔴 SELL Aug 2, 2024 1:20pm ET $62.44 167 $10,427.48 $10,471.97 +$526.05
(+5.3%) 		RESISTANCE
54m held
2 🟢 BUY Aug 6, 2024 9:45am ET $77.71 134 $10,413.14 — — —
🔴 SELL Aug 6, 2024 10:05am ET $71.93 134 $9,638.62 $9,697.45 $-774.52
(-7.4%) 		🛑 -10% Stop
18m held
3 🟢 BUY Aug 7, 2024 10:05am ET $61.21 158 $9,671.18 — — —
🔴 SELL Aug 7, 2024 11:45am ET $62.00 158 $9,796.00 $9,822.27 +$124.82
(+1.3%) 		RESISTANCE
1.7h held
4 🟢 BUY Aug 12, 2024 10:15am ET $52.28 187 $9,776.36 — — —
🔴 SELL Aug 12, 2024 12:05pm ET $52.46 187 $9,810.02 $9,855.93 +$33.66
(+0.3%) 		RESISTANCE
1.8h held
5 🟢 BUY Nov 6, 2024 9:30am ET $46.32 212 $9,820.05 — — —
🔴 SELL Nov 6, 2024 11:45am ET $46.35 212 $9,826.20 $9,862.08 +$6.15
(+0.1%) 		RESISTANCE
2.3h held
6 🟢 BUY Dec 20, 2024 10:30am ET $52.05 189 $9,837.45 — — —
🔴 SELL Dec 20, 2024 11:30am ET $49.41 189 $9,338.49 $9,363.12 $-498.96
(-5.1%) 		🛑 -10% Stop
1h held
7 🟢 BUY Feb 3, 2025 10:40am ET $43.59 214 $9,327.62 — — —
🔴 SELL Feb 3, 2025 12:00pm ET $45.30 214 $9,693.13 $9,728.63 +$365.51
(+3.9%) 		RESISTANCE
1.3h held
8 🟢 BUY Apr 4, 2025 11:10am ET $68.03 143 $9,728.35 — — —
🔴 SELL Apr 4, 2025 12:30pm ET $71.80 143 $10,267.40 $10,267.68 +$539.05
(+5.5%) 		RESISTANCE
1.3h held
9 🟢 BUY Apr 8, 2025 9:30am ET $67.93 151 $10,257.43 — — —
🔴 SELL Apr 8, 2025 11:05am ET $71.29 151 $10,764.79 $10,775.04 +$507.36
(+5.0%) 		RESISTANCE
1.6h held
10 🟢 BUY Apr 9, 2025 1:15pm ET $80.05 134 $10,726.70 — — —
🔴 SELL Apr 9, 2025 1:30pm ET $67.18 134 $9,002.12 $9,050.46 $-1,724.58
(-16.1%) 		🛑 -10% Stop
18m held
11 🟢 BUY Apr 10, 2025 1:55pm ET $80.36 112 $9,000.19 — — —
🔴 SELL Apr 10, 2025 3:25pm ET $82.18 112 $9,204.16 $9,254.44 +$203.97
(+2.3%) 		RESISTANCE
1.5h held
12 🟢 BUY Apr 14, 2025 9:30am ET $71.29 129 $9,196.42 — — —
🔴 SELL Apr 14, 2025 11:25am ET $72.00 129 $9,288.00 $9,346.01 +$91.58
(+1.0%) 		RESISTANCE
1.9h held
13 🟢 BUY May 12, 2025 9:45am ET $54.72 170 $9,302.40 — — —
🔴 SELL May 12, 2025 11:15am ET $54.16 170 $9,207.20 $9,250.81 $-95.20
(-1.0%) 		RESISTANCE
1.5h held
14 🟢 BUY Mar 23, 2026 9:45am ET $33.35 277 $9,239.33 — — —
🔴 SELL Mar 23, 2026 9:50am ET $32.98 277 $9,135.46 $9,146.94 $-103.88
(-1.1%) 		🎯 +5% Target
5m held
15 🟢 BUY Apr 8, 2026 9:30am ET $31.55 289 $9,117.98 — — —
🔴 SELL Apr 8, 2026 9:35am ET $31.37 289 $9,066.13 $9,095.09 $-51.85
(-0.6%) 		🎯 +5% Target
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,095.09
Net Profit/Loss: $-904.91
Total Return: -9.05%
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