IntelliTrade Validation Results

Phase 1: Conservative Configuration (Aug 2024 - Aug 2025)

Initial validation focused on risk-adjusted returns with conservative position sizing:

Metric	Result
Net Return	41.18% (after fees)
Sharpe Ratio	4.63
Sortino Ratio	12.92
Maximum Drawdown	23.89%
Win Rate	50.4%
Average Holding Period	2.87 days

Phase 2: Optimized Configuration (Dec 2025)

Following further optimization of entry/exit parameters and position sizing, IntelliTrade achieved significantly higher returns:

Metric	Result
Net Return	316.83%
Annualized Return	315.21%
Sharpe Ratio	1.78
Sortino Ratio	2.56
Maximum Drawdown	32.42%
Win Rate	25.85%
Profit Factor	1.62
Trades Executed	917
Average Holding Period	1.20 days

The optimized configuration trades more frequently with tighter stops, capturing larger moves while accepting a lower win rate. The favorable risk/reward ratio (average win significantly exceeds average loss) drives profitability despite the lower win rate.