Focus on stronger Nasdaq momentum, not every fluctuation.

Non-compounding fixed-capital risk scenario. Trade-by-trade view uses equal horizontal spacing for every closed exit event; Calendar view reflects the actual event dates. Data exported on November 4, 2026. Reported account equity is initial capital plus cumulative realized net P&L. Closed-exit snapshots cannot reproduce the intrabar drawdown. Separate compounding/non-compounding modes are independent TradingView backtests, not a simple equity multiplier. Period selections only show trades exited inside those dates, re-based to the starting capital of the report.

Historical TradingView replay; net results include modeled commissions. The shown $10K comparison is a visualization normalized from a $100K original report, not a $10K trading simulation. The original backtest initial capital is $100,000 for each export. In some reports, charges on an open trade can make the official summary Net Profit differ slightly from the last closed-exit equity point. Commission paid is reported separately in the source file, while the TradingView Net Profit and cumulative net equity already include that cost. At some assets, additional modeled execution cost is captured through slippage rather than commission, so the commission figure alone is not the full cost picture. Total commission paid can exceed final net profit because it reflects cumulative turnover, not the final balance outcome. The $10K comparable chart applies a 0.1 visual scale to account equity changes and, for easier comparison, proportionally scales the displayed commission amount; it does not rerun trades, alter commissions, respect contract minimums or establish achievable $10K returns. Historical hypothetical returns are not independently audited live results and may differ materially from future execution. See the original optimization research →