Donchian breakout
trend on
Trend-following (Donchian). Buys an N-day high breakout and exits on a shorter N-day low. Cuts losers quickly and lets winners run.
EEM · price with buy / sell markers
Current signal per symbol 12
Symbol Signal Conviction When
DIA
HOLD
0.0
4.6h ago
EEM
HOLD
0.0
4.6h ago
EFA
HOLD
0.0
4.6h ago
GLD
HOLD
0.0
4.6h ago
GOP
HOLD
0.0
4.6h ago
IWM
HOLD
0.0
4.6h ago
NANC
HOLD
0.0
4.6h ago
QQQ
HOLD
0.0
4.6h ago
SPY
HOLD
0.0
4.6h ago
TLT
HOLD
0.0
4.6h ago
VOO
HOLD
0.0
4.6h ago
XLE
HOLD
0.0
4.6h ago
Backtest vs buy-and-hold 12
Symbol Strategy Buy & hold Difference Trades
GLD
+0.00%
-13.32%
✓ +13.32%
0
XLE
-0.04%
-5.51%
✓ +5.47%
1
TLT
+0.02%
+0.94%
-0.92%
1
EFA
0.00%
+1.28%
-1.28%
1
SPY
+0.24%
+2.90%
-2.66%
1
VOO
+0.22%
+2.92%
-2.70%
1
DIA
+0.11%
+5.02%
-4.91%
2
NANC
+0.02%
+6.45%
-6.43%
1
GOP
+0.01%
+7.46%
-7.45%
3
EEM
-0.01%
+7.76%
-7.77%
3
QQQ
+0.52%
+8.46%
-7.94%
1
IWM
-0.04%
+8.82%
-8.87%
3
"Difference" is strategy return minus simply holding the asset. On short, mostly-rising history these strategies tend to win only where the asset fell (they sat in cash) — real edge needs more data and choppier markets.
Jarvis · paper only, allow_live stays false · refreshed 10 Oct 2026, 08:28 ·
github