Panic Shield
by Ordertune · part of Institutional Alpha
- Trend following, short only
- Risk elevated
Panic Shield is a short-side trend following model built to protect when markets break. It goes short once selling gains momentum and stays short while the downtrend lasts, on the view that fear feeds on itself. It is rarely active and meant as a hedge for sharp market declines. Short selling needs a margin account at Alpaca.
- Universe
- Nasdaq100
- Holding period
- as long as the downtrend lasts
- Order types
- market, limit
€479
Institutional Alpha bundle · 25 strategies · per month, net
Subscribe to Institutional AlphaOrders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.
5 Oct 2026 to 3 Nov 2026 · 22 trading days
Strategy level
What to expect from the strategy as a whole, measured on the daily return series.
- Return
- 0.0%
- compounded over the range
- Volatility
- –
- needs 30 days
- Max drawdown
- 0.0%
- peak to trough
- Sharpe ratio
- –
- needs 30 days
- Sortino ratio
- –
- needs 30 days
- MAR ratio
- –
- return ÷ max drawdown
Equity curve
Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.
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.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | no data | no data | no data | no data | no data | no data | no data | no data | no data | 0.0%* | 0.0%* | no data | 0.0%* |
Trade level
Closed trades with an exit inside the range.
- Win rate
- –
- 0 of 0 closed trades
- Avg win
- –
- per winning trade
- Avg loss
- –
- per losing trade
- Profit factor
- –
- gross wins ÷ gross losses
- Avg holding
- –
- entry to exit, calendar days
- Trades
- 0
- closed in the range
Closed trades, last 90 days
No trade closed in the last 90 days.
Daily return series 25 Sep 2000 to 3 Nov 2026, supplied by the provider. The provider has not marked a live start, so treat the full series as 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.