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

Momo Momentum's Analysis

Last 3 Months: 2026-06-24 to present • 3 trades in period

-12.96%
Last 3 Months Return
$7,484.35
Current Value
0%
Win Rate
$8,598.61
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-09-24 22:43:14

Trend-following and momentum strategies active. Ride winners.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.11%
HIGH
Yield Curve
+0.31%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
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

Strategy Score Scored Sep 24, 2026

3
Lifetime
Confidence: 71%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.4/15
Profit Factor
0.0/15
Consistency
4.4/10
Raw Quality 4.8/100
× Confidence 0.71 = 3.4

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 (71%) 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 3 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
5,070
Timeframe
5-Minute Bars
Period Range
2026-06-24 → 2026-09-24
Trading Days
65 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-07-03 — Independence Day (observed), 2026-09-07 — Labor Day
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 3 Months)

Period Start Capital
$8,598.61
Current Value
$7,484.35
Period P&L
$-1,114.28
Max Drawdown
-36.9%
Sharpe Ratio
-67.03

Trade Statistics (Last 3 Months)

Trades in Period
3
Winners / Losers
0 / 3
Best Trade
-5.01%
Worst Trade
-5.18%
Avg Trade Return
-5.07%
Avg Hold Time
5.7d

💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$48,531.13
Estimated Fees
$0.00
Gross P&L
$-1,114.28
Net P&L (after fees)
$-1,114.28
Gross Return
-12.96%
Net Return (after fees)
-12.96%

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

Trade History (Last 3 Months - 3 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Momo Momentum had $8,598.61 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 Jun 23, 2026 9:30am ET $24.06 363 $8,731.97 — — —
🔴 SELL Jun 29, 2026 9:35am ET $22.85 363 $8,294.55 $8,310.04 $-437.41
(-5.0%) 		🛑 -10% Stop
6d held
2 🟢 BUY Jul 17, 2026 9:30am ET $22.78 364 $8,291.92 — — —
🔴 SELL Jul 20, 2026 11:50am ET $21.60 364 $7,862.40 $7,880.52 $-429.52
(-5.2%) 		🛑 -10% Stop
3.1d held
3 🟢 BUY Jul 23, 2026 10:10am ET $22.75 346 $7,873.23 — — —
🔴 SELL Jul 31, 2026 9:30am ET $21.61 346 $7,477.06 $7,484.35 $-396.17
(-5.0%) 		🛑 -10% Stop
8d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $7,484.35
Net Profit/Loss: $-2,515.65
Total Return: -25.16%
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