STRATEGY MONITOR
6 Active1 Paper2 Backtest1 Disabled
All Strategies
| Strategy | Status | Type | Sharpe | Win Rate | Max DD | Heat | WF | Last Signal |
|---|---|---|---|---|---|---|---|---|
| Momentum | ACTIVE | Trend Following | 1.42 | 58.0% | -12.0% | 8.2 | PASS | 15:42 |
| MeanReversion | ACTIVE | Mean Reversion | 1.18 | 62.0% | -8.0% | 7.5 | PASS | 15:35 |
| XGBoost | ACTIVE | ML Cross-Sectional | 1.85 | 55.0% | -15.0% | 9.1 | PASS | 15:38 |
| TSMOM | ACTIVE | Time-Series Momentum | 1.31 | 52.0% | -11.0% | 7.8 | PASS | 15:20 |
| ORB | ACTIVE | Opening Range Breakout | 0.95 | 48.0% | -18.0% | 5.8 | FAIL | 15:30 |
| Donchian | PAPER | Channel Breakout | 0.88 | 42.0% | -20.0% | 4.2 | FAIL | 14:00 |
| StatArb | ACTIVE | Statistical Arbitrage | 1.55 | 60.0% | -7.0% | 8.8 | PASS | 14:20 |
| Carry | DISABLED | Carry Trade | 0.00 | 0.0% | 0.0% | 0.0 | FAIL | -- |
| RSI_Regime | BACKTEST | RSI + Regime | 1.05 | 54.0% | -14.0% | 5.5 | FAIL | -- |
| VWAP_Revert | BACKTEST | VWAP Reversion | 0.92 | 51.0% | -16.0% | 4.8 | FAIL | -- |
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