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

Danny Dip's Analysis

Last Month: 2026-05-26 to present • 4 trades in period

-3.71%
Last Month Return
$11,393.92
Current Value
25%
Win Rate
$11,833.30
Period Start
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PHASE 4: RECOVERY
Signals generated 2026-06-26 09:00:10

Bounce in progress. Hold existing positions, let trailing stops manage exits.

Fear & Greed
13
Extreme Fear
VIX
18.6
NORMAL
10Y Yield
4.50%
ELEVATED
Yield Curve
+0.31%
NORMAL
HY Spread
2.76
CALM
🌍 Kp Index
⛈️ 3.6
Severe
⛈️ 1 storm day 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 Jun 26, 2026

14
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
1.1/35
Total Return
9.8/25
Win Rate
0.0/15
Profit Factor
0.4/15
Consistency
3.0/10
Raw Quality 14.2/100
× Confidence 0.99 = 14.1

30-Day Momentum

1
-3.7%
30d Return
25%
Win Rate
4
Trades
0.8×
Profit Factor
Quality: 1.4 Conf: 0.66×
Declining (-13 vs lifetime)
Momentum below PRO threshold (40+)
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 (99%) 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,716
Timeframe
5-Minute Bars
Period Range
2026-05-26 → 2026-06-25
Trading Days
22 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

2026-06-19 — Juneteenth
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 Month)

Period Start Capital
$11,833.30
Current Value
$11,393.92
Period P&L
$-439.38
Max Drawdown
-45.0%
Sharpe Ratio
-0.21

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
1 / 3
Best Trade
+6.20%
Worst Trade
-3.50%
Avg Trade Return
-0.86%
Avg Hold Time
2.7d

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$94,082.85
Estimated Fees
$0.00
Gross P&L
$-439.38
Net P&L (after fees)
$-439.38
Gross Return
-3.71%
Net Return (after fees)
-3.71%

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

Trade History (Last Month - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Danny Dip had $11,833.30 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 May 26, 2026 9:30am ET $25.69 460 $11,818.00 — — —
🔴 SELL May 28, 2026 10:00am ET $24.92 460 $11,460.90 $11,476.20 $-357.10
(-3.0%) 		🛑 -10% Stop
2d held
2 🟢 BUY Jun 8, 2026 9:30am ET $24.61 466 $11,468.26 — — —
🔴 SELL Jun 9, 2026 12:20pm ET $26.14 466 $12,178.91 $12,186.85 +$710.65
(+6.2%) 		🎯 +5% Target
1.1d held
3 🟢 BUY Jun 11, 2026 1:30pm ET $25.78 472 $12,168.16 — — —
🔴 SELL Jun 12, 2026 9:30am ET $24.98 472 $11,788.20 $11,806.89 $-379.96
(-3.1%) 		🛑 -10% Stop
20h held
4 🟢 BUY Jun 15, 2026 9:30am ET $23.01 513 $11,806.69 — — —
🔴 SELL Jun 22, 2026 9:30am ET $22.21 513 $11,393.73 $11,393.92 $-412.97
(-3.5%) 		🛑 -10% Stop
7d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,393.92
Net Profit/Loss: +$1,393.92
Total Return: +13.94%
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