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

Torque's Analysis

Last 6 Months: 2025-11-06 to present • 27 trades in period

-11.00%
Last 6 Months Return
$9,335.52
Current Value
44%
Win Rate
$10,489.21
Period Start
Login to Apply
PHASE 5: BULL TREND
Signals generated 2026-05-06 05:16:49

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

5
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.0/15
Profit Factor
0.0/15
Consistency
4.6/10
Raw Quality 4.6/100
× Confidence 0.98 = 4.5

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 (98%) 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 6 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
14,652
Timeframe
5-Minute Bars
Period Range
2025-11-06 → 2026-05-05
Trading Days
137 days
Data Gaps
None (6 market holidays)

Market Closed (6 days)

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 6 Months)

Period Start Capital
$10,489.21
Current Value
$9,335.52
Period P&L
$-1,153.69
Max Drawdown
-30.4%
Sharpe Ratio
-0.07

Trade Statistics (Last 6 Months)

Trades in Period
27
Winners / Losers
12 / 15
Best Trade
+11.13%
Worst Trade
-10.67%
Avg Trade Return
-0.33%
Avg Hold Time
1.1d

💰 Trading Cost Analysis (Alpaca Fees) (Last 6 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$141,235.34
Estimated Fees
$0.00
Gross P&L
$-1,153.69
Net P&L (after fees)
$-1,153.69
Gross Return
-11.00%
Net Return (after fees)
-11.00%

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

Trade History (Last 6 Months - 27 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Torque had $10,489.21 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 Nov 6, 2025 9:55am ET $34.46 0 $0.00 — — —
🔴 SELL Nov 6, 2025 11:50am ET $35.06 0 $0.00 $10,671.58 +$182.37
(+1.7%) 		TREND_BREAK
0m held
2 🟢 BUY Nov 7, 2025 9:30am ET $36.20 0 $0.00 — — —
🔴 SELL Nov 7, 2025 12:20pm ET $36.35 0 $0.00 $10,717.15 +$45.57
(+0.4%) 		TREND_BREAK
0m held
3 🟢 BUY Nov 13, 2025 9:40am ET $33.62 0 $0.00 — — —
🔴 SELL Nov 13, 2025 10:10am ET $33.08 0 $0.00 $10,545.43 $-171.72
(-1.6%) 		TREND_BREAK
0m held
4 🟢 BUY Nov 14, 2025 9:30am ET $36.66 0 $0.00 — — —
🔴 SELL Nov 14, 2025 10:25am ET $35.46 0 $0.00 $10,202.46 $-342.97
(-3.3%) 		TREND_BREAK
0m held
5 🟢 BUY Nov 17, 2025 2:55pm ET $36.78 0 $0.00 — — —
🔴 SELL Nov 17, 2025 3:45pm ET $36.16 0 $0.00 $10,032.10 $-170.36
(-1.7%) 		TREND_BREAK
0m held
6 🟢 BUY Nov 20, 2025 11:00am ET $35.22 0 $0.00 — — —
🔴 SELL Nov 20, 2025 11:55am ET $38.05 0 $0.00 $10,836.22 +$804.12
(+8.0%) 		🎯 +5% Target
0m held
7 🟢 BUY Nov 21, 2025 10:10am ET $39.69 0 $0.00 — — —
🔴 SELL Nov 21, 2025 11:20am ET $39.52 0 $0.00 $10,789.81 $-46.41
(-0.4%) 		TREND_BREAK
0m held
8 🟢 BUY Nov 25, 2025 9:45am ET $35.87 0 $0.00 — — —
🔴 SELL Nov 25, 2025 9:55am ET $34.89 0 $0.00 $10,494.31 $-295.50
(-2.8%) 		TREND_BREAK
0m held
9 🟢 BUY Dec 11, 2025 9:50am ET $30.81 0 $0.00 — — —
🔴 SELL Dec 11, 2025 10:15am ET $30.22 0 $0.00 $10,293.71 $-200.60
(-1.9%) 		TREND_BREAK
0m held
10 🟢 BUY Dec 12, 2025 10:55am ET $30.22 0 $0.00 — — —
🔴 SELL Dec 12, 2025 12:10pm ET $30.23 0 $0.00 $10,298.81 +$5.10
(+0.1%) 		TREND_BREAK
0m held
11 🟢 BUY Jan 14, 2026 9:30am ET $27.13 0 $0.00 — — —
🔴 SELL Jan 14, 2026 11:20am ET $27.36 0 $0.00 $10,385.98 +$87.17
(+0.8%) 		TREND_BREAK
0m held
12 🟢 BUY Jan 20, 2026 9:30am ET $28.04 0 $0.00 — — —
🔴 SELL Jan 20, 2026 11:05am ET $28.21 0 $0.00 $10,448.88 +$62.90
(+0.6%) 		TREND_BREAK
0m held
13 🟢 BUY Jan 21, 2026 11:55am ET $28.17 0 $0.00 — — —
🔴 SELL Jan 21, 2026 12:50pm ET $27.88 0 $0.00 $10,341.58 $-107.30
(-1.0%) 		TREND_BREAK
0m held
14 🟢 BUY Jan 29, 2026 9:30am ET $27.41 0 $0.00 — — —
🔴 SELL Jan 29, 2026 11:10am ET $28.13 0 $0.00 $10,613.02 +$271.44
(+2.6%) 		TREND_BREAK
0m held
15 🟢 BUY Jan 30, 2026 12:05pm ET $27.85 0 $0.00 — — —
🔴 SELL Jan 30, 2026 12:25pm ET $27.29 0 $0.00 $10,397.75 $-215.27
(-2.0%) 		TREND_BREAK
0m held
16 🟢 BUY Feb 3, 2026 12:10pm ET $27.45 0 $0.00 — — —
🔴 SELL Feb 3, 2026 2:15pm ET $27.72 0 $0.00 $10,499.81 +$102.06
(+1.0%) 		TREND_BREAK
0m held
17 🟢 BUY Feb 5, 2026 9:30am ET $28.67 0 $0.00 — — —
🔴 SELL Feb 5, 2026 11:15am ET $29.13 0 $0.00 $10,668.17 +$168.36
(+1.6%) 		TREND_BREAK
0m held
18 🟢 BUY Feb 11, 2026 10:20am ET $27.64 0 $0.00 — — —
🔴 SELL Feb 11, 2026 10:50am ET $27.00 0 $0.00 $10,420.38 $-247.79
(-2.3%) 		TREND_BREAK
0m held
19 🟢 BUY Feb 12, 2026 10:55am ET $27.65 0 $0.00 — — —
🔴 SELL Feb 12, 2026 12:35pm ET $28.24 0 $0.00 $10,642.22 +$221.84
(+2.1%) 		TREND_BREAK
0m held
20 🟢 BUY Feb 13, 2026 9:30am ET $28.98 0 $0.00 — — —
🔴 SELL Feb 13, 2026 10:30am ET $28.72 0 $0.00 $10,546.80 $-95.42
(-0.9%) 		TREND_BREAK
0m held
21 🟢 BUY Mar 6, 2026 9:30am ET $33.88 311 $10,536.68 — — —
🔴 SELL Mar 9, 2026 3:40pm ET $32.03 311 $9,959.78 $9,969.90 $-576.90
(-5.5%) 		🛑 -10% Stop
3.2d held
22 🟢 BUY Mar 10, 2026 3:50pm ET $33.58 296 $9,939.68 — — —
🔴 SELL Mar 17, 2026 9:30am ET $31.90 296 $9,442.40 $9,472.62 $-497.28
(-5.0%) 		🛑 -10% Stop
6.7d held
23 🟢 BUY Mar 18, 2026 9:30am ET $32.92 287 $9,449.19 — — —
🔴 SELL Mar 19, 2026 9:30am ET $36.59 287 $10,501.33 $10,524.76 +$1,052.14
(+11.1%) 		🎯 +5% Target
1d held
24 🟢 BUY Mar 20, 2026 9:55am ET $34.60 304 $10,519.92 — — —
🔴 SELL Mar 23, 2026 10:25am ET $32.84 304 $9,983.36 $9,988.20 $-536.56
(-5.1%) 		🛑 -10% Stop
3d held
25 🟢 BUY Mar 24, 2026 1:05pm ET $35.21 283 $9,964.43 — — —
🔴 SELL Mar 27, 2026 1:55pm ET $38.81 283 $10,983.23 $11,007.00 +$1,018.80
(+10.2%) 		🎯 +5% Target
3d held
26 🟢 BUY Apr 1, 2026 2:35pm ET $35.32 311 $10,984.52 — — —
🔴 SELL Apr 8, 2026 9:30am ET $31.55 311 $9,812.08 $9,834.56 $-1,172.44
(-10.7%) 		🛑 -10% Stop
6.8d held
27 🟢 BUY Apr 23, 2026 1:25pm ET $30.43 323 $9,828.89 — — —
🔴 SELL Apr 27, 2026 3:35pm ET $28.89 323 $9,329.86 $9,335.52 $-499.04
(-5.1%) 		🛑 -10% Stop
4.1d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,335.52
Net Profit/Loss: $-664.48
Total Return: -6.64%
Back to Torque