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Visão geral da estratégia selecionada

MUBUSDT

Instrumento de ações · execução via Binance
MUB 0 +29017.62% 1TRAD-WDZ7
Recomendado pela DevioLab · Core 1 iRecomendação principal da DevioLab: perfil mais protegido, suave e estável, focado no controle de risco e drawdown.
19Operações
94.7%Taxa de acerto
+42.93%Operação média
+180.67%Melhor operação
-0.25%Pior operação
+2,795.3%Anualizado
Perfil analítico da estratégia · 72dbccb8e26877ea

MU · Micron Technology, Inc.: Quantitative Analysis of Algorithmic Strategy MUB 0 +29017.62% 1TRAD-WDZ7

An analytical review of the top-ranked quantitative strategy for Micron Technology, Inc. stock. The model features extreme selectivity with 19 completed trades across nearly seven years of research, a 94.74% win rate, and a 0.25% maximum drawdown.

Ler análise completa

Strategy profile

The algorithmic trading model designated as MUB 0 +29017.62% 1TRAD-WDZ7 ranks first among evaluated strategies for Micron Technology, Inc. (ticker MU) with a DevioLab Score of 88.46 out of 100. Operating on a 15-minute price bar interval within the stock market category, it was selected as the optimal balanced core strategy for this asset. The core mechanism relies on restrictive conditions that filter out market noise, executing trades only during well-defined structural moves. All calculations reflect simulated spot execution without financial leverage.

Trading rhythm and position duration

The defining characteristic of this model is its exceptionally low trade frequency. Over the full historical observation window of 6.92 years, the strategy executed only 19 trades, averaging 2.74 closed trades per year. This behavior is distant from scalping or high-frequency trading. Although explicit holding durations are not detailed in the summary statistics, the low annual frequency highlights a patient position-trading framework where waiting for optimal setups takes months.

Quality of historical results

Cumulative historical profit for the strategy reached 29017.62%, corresponding to an annualized calculation of 2795.34%. Out of 19 closed trades, 18 ended in profit, delivering a win rate of 94.74%. The strategy achieved a profit factor of 7.19. The average trade gain stands at 42.93%, with a median trade gain of 13.90% and a peak winning trade of 180.67%. However, gain concentration is present, as the top 3 winning trades generated 55.27% of total gross profits.

Risk, drawdown and losing behavior

Risk management metrics for this strategy are remarkably strict. The maximum historical equity drawdown was restricted to 0.25%. Over nearly seven years of data, the algorithm suffered only 1 losing trade, which recorded a loss of -0.25% and represents the worst trade in history. The longest winning streak reached 16 consecutive trades, while the maximum losing streak was limited to 1 trade. This demonstrates prompt exit discipline whenever price action deviates from the expected model setup.

Behavior through time and yearly stability

Performance over time is characterized by long periods of inactivity punctuated by high-conviction trade executions. Because granular yearly breakdowns are absent from the dataset, temporal evaluation relies on the total span of 6.92 years. The sparse trading schedule means capital remains idle in cash during non-trending phases, protecting the portfolio from choppy market conditions but requiring substantial patience from the operator.

Strengths and limitations

Key strengths include an outstanding win rate of 94.74%, a strong profit factor of 7.19, and a minimal drawdown profile of 0.25%. Limitations stem primarily from the small sample size of 19 trades over 6.92 years, which introduces curve-fitting sensitivity, alongside a noticeable dependence on heavy outlier trades, given that three wins account for over 55% of total gross profits.

DevioLab analytical conclusion

Strategy MUB 0 +29017.62% 1TRAD-WDZ7 stands out as the premier balanced quantitative model for Micron Technology, Inc. stock, blending high directional accuracy with negligible historical drawdown. It exemplifies an ultra-selective positional approach tailored for patient market participants. This research paper is provided solely for educational and analytical purposes and does not constitute investment advice.

Data scope and methodology

This analysis relies on historical simulated data for Micron Technology, Inc. (MU) spanning September 16, 2019, to August 18, 2026 (6.92 years) on a 15-minute bar timeframe. All metric evaluations assume unleveraged spot trades. Historical backtest returns are strictly hypothetical and do not guarantee future performance.

Análise completa da estratégia