JNJ: CCI momentum continuation, 60m (profile 1) - validation
Selected from a random mix of saved backtests. Profitability and a favorable verdict were not required. Simulated historical strategy test for JNJ.US using 60-minute bars from 2026-07-20 to 2026-10-17. Asset class: stocks. Indicators and functions used: CCI, CROSSED; Box 1 condition: [CROSSED(input_col=CCI(14), input_col2=100, direction=above)]; Box 2 condition: [CROSSED(input_col=CCI(14), input_col2=0, direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.01 %. Slippage per fill: 0.01 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 09:30 to 16:00 (exchange time). Saved results. Trades: 19; Net P&L: -28.737425; Return: -0.11495%; Win rate: 42.105263%.
Shared by pk78 · Published 2026-10-18 · Snapshot 2026-10-18 · Report revision 2
What was tested
- Market
- JNJ.US
- Timeframe
- 60-minute bars
- Test window
- 2026-07-20 – 2026-10-17
- Engine
- tv-engine-3
Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.
Result and evidence
Too few trades
Only 19 trades, which is not enough to judge the strategy. Test a longer period.
Read before trusting the numbers
- Only 19 trades. That is too few to tell skill from luck; test a longer period or a faster timeframe.
- 1 stop exit filled at the open because price gapped past the stop, so it closed beyond the stop price (worst -1.86R).
The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.
Equity and drawdown
Saved simulated equity across this test window. Drag the range control to inspect a period.
Robustness check
The same strategy tested across periods, symbols and nearby settings. These checks do not make a strategy immune to overfitting.
Earlier periods
Profitable in 4 of 5 periods with sufficient price coverage.
| Test | Trades | Net P&L | Profit factor | Drawdown | Finding |
|---|---|---|---|---|---|
| Jul 20 to Oct 17, 2026 Available data: 2026-07-20 to 2026-10-16, 448 bars. | 19 | -28.74 | 0.97 | -2.40% | Too few trades |
| Apr 21 to Jul 19, 2026 Available data: 2026-04-21 to 2026-07-17, 427 bars. | 16 | 462.20 | 2.01 | -1.33% | Too few trades |
| Jan 21 to Apr 20, 2026 Available data: 2026-01-21 to 2026-04-20, 434 bars. | 17 | 273.80 | 1.68 | -0.80% | Too few trades |
| Oct 23, 2025 to Jan 20, 2026 Available data: 2025-10-23 to 2026-01-20, 418 bars. | 15 | 553.51 | 2.70 | -1.06% | Too few trades |
| Jul 25 to Oct 22, 2025 Available data: 2025-07-25 to 2025-10-22, 441 bars. | 16 | 21.45 | 1.05 | -0.69% | Too few trades |
Other symbols
Profitable on 2 of 3 other symbols. The rules hold up on most of them.
| Test | Trades | Net P&L | Profit factor | Drawdown | Finding |
|---|---|---|---|---|---|
| Jul 20 to Oct 17, 2026 Available data: 2026-07-20 to 2026-10-16, 448 bars. | 19 | -28.74 | 0.97 | -2.40% | Too few trades |
| AAPL.US Available data: 2026-07-20 to 2026-10-16, 448 bars. | 14 | -49.49 | 0.89 | N/A | Too few trades |
| MSFT.US Available data: 2026-07-20 to 2026-10-16, 357 bars. | 13 | 753.66 | 3.58 | N/A | Too few trades |
| NVDA.US Available data: 2026-07-20 to 2026-10-16, 357 bars. | 12 | 631.36 | 2.43 | N/A | Too few trades |
Stops and targets
9 of 35 stop/target settings were profitable in your window. Yours ranks 14. 28 were profitable in most of the 5 periods; the steadiest is a 1.5 ATR stop with no target (5 of 5 periods, $1,963.19 in total).
| Setting | No target | 1R | 1.5R | 2R | 3R | 4R | 5R |
|---|---|---|---|---|---|---|---|
| 0.5 ATR | -106.93 | 79.28 | -66.09 | -375.52 | -313.90 | -196.64 | -93.56 |
| 1 ATR | -228.87 | -404.52 | -216.65 | -229.61 | -99.74 | -111.90 | -268.50 |
| 1.5 ATR | 54.44 | -8.48 | 95.83 | 138.46 | -6.16 | 27.11 | 122.82 |
| 2 ATR | -37.21 | -121.07 | 58.65 | 43.27 | -28.74 | -84.89 | -10.05 |
| 3 ATR | -35.03 | 5.19 | -95.40 | -25.20 | -108.89 | -35.03 | -35.03 |
Condition numbers
1 of 5 condition settings were profitable in your window. Yours ranks 3. 5 were profitable in most of the 5 periods; the steadiest uses 28 for 14 (4 of 5 periods, $1,327.93 in total).
| Setting | |
|---|---|
| 7 | 69.82 |
| 10 | -5.62 |
| 14 | -28.74 |
| 21 | -32.91 |
| 28 | -41.94 |
Simulated trades
19 trades in this snapshot. All times are UTC.