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Institutional Alpha

Breakout Hunter

by Ordertune · part of Institutional Alpha

  • Intraday breakout, long only
  • Risk medium

The Breakout Hunter is a selective intraday breakout model. It sets breakout levels before the session opens and buys only when the price clears them decisively, holding for the same-day continuation. Failed breakouts are exited quickly, strong moves are allowed to run until the close.

Universe
Nasdaq100
Holding period
intraday, closed the same day
Order types
market, limit

€479

Institutional Alpha bundle · 25 strategies · per month, net

Subscribe to Institutional Alpha

Orders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.

4 Nov 2021 to 3 Nov 2026 · 1,275 trading days

Strategy level

What to expect from the strategy as a whole, measured on the daily return series.

Annual return (CAGR)
+6.3%
per year; +35.5% over the window
Volatility
7.9%
annualized
Max drawdown
−5.8%
peak to trough
Sharpe ratio
0.80
risk-free 0%, annualized
Sortino ratio
1.61
downside deviation only
MAR ratio
6.14
return ÷ max drawdown

Equity curve

Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.

BacktestLive since 22 Jan 2010

Drawdown

How far the value stood below its previous high on each day. Deep or long dips are what an investor has to sit through.

Monthly returns

Compounded from daily returns, net of costs. Year compounds the months shown; an empty cell lies outside the range. *Partial month.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026+0.5%+2.1%+5.0%0.0%−0.3%−0.7%+0.2%+0.2%−0.2%+3.6%0.0%*no data+10.8%*
2025+0.1%−1.8%−1.7%+4.5%0.0%0.0%0.0%+0.5%+0.3%0.0%+4.1%+0.3%+6.3%
2024−0.1%0.0%+0.7%+0.5%0.0%−0.3%−2.9%+2.7%+1.4%0.0%0.0%+0.1%+2.1%
2023−0.4%−0.4%+0.8%+0.4%0.0%0.0%+1.0%+3.3%0.0%+1.1%0.0%0.0%+6.0%
2022+5.0%+0.3%0.0%0.0%−1.4%0.0%0.0%0.0%0.0%0.0%0.0%+0.2%+4.1%
2021no datano datano datano datano datano datano datano datano datano data0.0%*+2.2%+2.2%*

Trade level

Closed trades with an exit inside the range.

Win rate
58.6%
119 of 203 closed trades
Avg win
+3.2%
per winning trade
Avg loss
−2.8%
per losing trade
Profit factor
1.67
gross wins ÷ gross losses
Avg holding
0d
entry to exit, calendar days
Trades
203
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
MRNA27 Oct 202627 Oct 20260d+8.19%
META26 Oct 202626 Oct 20260d−1.22%
MRNA26 Oct 202626 Oct 20260d+6.39%
META23 Oct 202623 Oct 20260d+0.70%
AMD16 Oct 202616 Oct 20260d−3.43%
LITE16 Oct 202616 Oct 20260d−3.44%
AMD15 Oct 202615 Oct 20260d+4.12%
CRWD15 Oct 202615 Oct 20260d+0.60%
DDOG15 Oct 202615 Oct 20260d+2.12%
LITE15 Oct 202615 Oct 20260d+2.90%
PANW15 Oct 202615 Oct 20260d+0.88%
DASH10 Sep 202610 Sep 20260d+3.62%
DASH9 Sep 20269 Sep 20260d−0.53%
DASH8 Sep 20268 Sep 20260d−4.07%
CRWD26 Aug 202626 Aug 20260d+3.52%
PANW26 Aug 202626 Aug 20260d+2.68%
CRWD20 Aug 202620 Aug 20260d−3.52%
KLAC20 Aug 202620 Aug 20260d+0.16%
MPWR19 Aug 202619 Aug 20260d−1.59%

Daily return series 4 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 22 Jan 2010 is a backtest: simulated results are a hypothesis, not a promise. Past performance does not predict future returns. Your own results depend on your position sizes, fills and costs.