Five-year walk-forward backtest

Strategy Expectancy

Uses QQQ market regime, relaxed momentum/volume filters, next-day open entries, and 0.10% estimated commission/slippage per trade. A 15% drawdown circuit breaker pauses new trades until the equity curve recovers above its 20-trade SMA. Results are split into first 70% in-sample and final 30% out-of-sample. Historical news sentiment is not included because archived headline data is not available from the free feed.