bonds.
us treasury yield-curve spreads — regime-aware mean reversion across the long end.
4 calibrated assets, 4 timeframes, 16 independent configurations. every bar is the data the live system reads. no curve-fitting at the bar boundary — every trade has been audited against the calibration shipping gate.
16/16 PASSING · BACKTEST (RX07) · not live trading results
16 independent $10,000 accounts (one per spread × timeframe), %-equity compounding · window 2011-01-02 → 2025-12-31 (15y). aggregate across the accounts — NOT one $10k account (a single $10k → $7M would be ~700×; the best single config is ~89×)
Backtested / hypothetical performance — not live trading results. Returns are shown on a fixed $10,000-per-configuration basis over the 2011–2025 (15-year) backtest window. The headline aggregate is the sum of 16 independent $10,000 accounts — not a single account — and does not scale linearly to larger capital.
| config | net p&l | gross pf | win % | mdd % | t/yr | $10k → | × | cagr/yr |
|---|---|---|---|---|---|---|---|---|
| SPRD_10_30-H1 | $344,641 | 5.40 | 73.1 | 12.8 | 38 | $354,641 | 35.46× | 26.9% |
| SPRD_10_30-H4 | $228,291 | 4.62 | 74.0 | 24.0 | 11 | $238,291 | 23.83× | 23.5% |
| SPRD_10_30-M15 | $593,154 | 3.36 | 70.7 | 4.8 | 108 | $603,154 | 60.32× | 31.4% |
| SPRD_10_30-M5 | $934,250 | 3.60 | 75.7 | 4.0 | 514 | $944,250 | 94.42× | 35.4% |
| SPRD_30_UB-H1 | $242,863 | 4.73 | 66.5 | 19.0 | 33 | $252,863 | 25.29× | 24.0% |
| SPRD_30_UB-H4 | $386,863 | 6.78 | 76.1 | 14.9 | 22 | $396,863 | 39.69× | 27.8% |
| SPRD_30_UB-M15 | $637,171 | 3.90 | 71.1 | 13.3 | 119 | $647,171 | 64.72× | 32.0% |
| SPRD_30_UB-M5 | $690,344 | 8.53 | 73.3 | 7.4 | 348 | $700,344 | 70.03× | 32.7% |
| SPRD_5_10-H1 | $154,444 | 4.43 | 69.8 | 8.4 | 46 | $164,444 | 16.44× | 20.5% |
| SPRD_5_10-H4 | $126,666 | 6.00 | 73.3 | 7.2 | 16 | $136,666 | 13.67× | 19.0% |
| SPRD_5_10-M15 | $217,241 | 4.26 | 71.4 | 5.9 | 108 | $227,241 | 22.72× | 23.1% |
| SPRD_5_10-M5 | $474,367 | 3.99 | 74.7 | 10.0 | 573 | $484,367 | 48.44× | 29.5% |
| SPRD_5_30-H1 | $461,165 | 5.01 | 74.2 | 13.1 | 40 | $471,165 | 47.12× | 29.3% |
| SPRD_5_30-H4 | $266,706 | 3.98 | 66.8 | 14.9 | 15 | $276,706 | 27.67× | 24.8% |
| SPRD_5_30-M15 | $878,284 | 4.54 | 73.5 | 10.6 | 130 | $888,284 | 88.83× | 34.9% |
| SPRD_5_30-M5 | $457,776 | 2.93 | 74.9 | 8.4 | 317 | $467,776 | 46.78× | 29.2% |
BACKTEST · RX07 · 2026-06-12 · not live trading results · net shown beside gross · figures trace to the signed RX07 Strategy Package
Backtested / hypothetical performance — not live trading results. For informational purposes only; not investment advice or a solicitation. Past performance is not indicative of future results. Hypothetical performance has inherent limitations: results were derived by retroactively applying a model calibrated with the benefit of hindsight, and no representation is made that any account will achieve similar results.
s2 bonds · live forward test
forward test · paperReal positions & P&L from your connected NinjaTrader account, refreshed every 5s. Recent-fills history coming soon.
Open Risk by Engine
ELU · equity-loss units, leverage-awares2 bonds · live trades
forward test · real fillsEvery entry and exit, pushed live from the execution engine. Net P&L is the engine's per-trade figure; the authoritative account total is on the account panel above.
Chart feed · the real DV01-weighted yield-curve spread per config (long − dv01·short), rendered from Q7's own CME data — not a TradingView widget (it can't price a spread). Account, positions, and the trade tape are live from NinjaTrader. No execution control from this surface — read-only.