First 5-Minute Candle Breakout · SPY 5m backtest · Apr 4, 2023 – Sep 30, 2026
Profitable in 2 of 6 walk-forward windows, each tested on dates its settings had not seen. The windows together returned -1.83% over 590 trades. A backtest of First 5-Minute Candle Breakout on SPY,…
| Strategy | First 5-Minute Candle Breakout |
|---|---|
| Symbol | SPY |
| Period | Apr 4, 2023 – Sep 30, 2026 |
| Out-of-sample windows | 2 of 6 profitable |
| Out-of-sample total | -1.83% over 590 trades |
| Last pick over the whole period | -1.13% |