IntelliTrade Validation Results
Phase 1: Conservative Configuration (Aug 2024 - Aug 2025)
Initial validation focused on risk-adjusted returns with conservative position sizing:
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:
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.
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