Backtest UI

Market throttle ZMTX

Z_MARKET_THROTTLE | portfolio management | sizing | portfolio | computed

LogicMarket throttle == true
Edge-15.7%
Samples13,223

Definition

Risk-based market throttle with unchanged entry-count limits. feature=risk_throttle uses base risk when SPY BX and FVB basis are healthy, mixed_risk_pct when exactly one is healthy, and weak_risk_pct when neither is healthy. feature=risk_throttle_bx preserves all BX-approved entries at base risk, uses mixed_risk_pct only when BX is dark but SPY remains above its FVB basis, and weak_risk_pct when both fail.

Logic Triples

PredicateLeftOpRightFormula
Market throttleSize multiplied by market risk budget. Market throttle == true z_market_throttle[t] == True

Strategies Using Atom

StrategyFamilyEdgeSignals
THT revised holdout H0 — K4 balanced, standing-limit targets tht_fair_value_cycle - -
THT revised holdout H1 — K4 balanced, next-open targets tht_fair_value_cycle - -
THT revised holdout H2 — K4 conservative 10% ticker cap, standing-limit targets tht_fair_value_cycle - -
THT revised holdout H3 — K3 no sector-RS tie-break, standing-limit targets tht_fair_value_cycle - -
THT revised research finalist — no sector-RS tie-break tht_fair_value_cycle - -
THT revised X0 — lower-FVB runner; no trims tht_fair_value_cycle - -
THT revised X1 — 10/20/30/40 successive-high trims; lower-FVB stop tht_fair_value_cycle - -
THT revised X2 — EMA21/13/8 ratchet; no trims; EMA8 runner tht_fair_value_cycle - -
THT revised X3 — 10/20/30/40 trims; EMA21/13/8 ratchet; exit stage four tht_fair_value_cycle - -
THT revised X3/G0 — all qualifying FV contacts tht_fair_value_cycle - -
THT revised X3/G1 — upper-band touch only tht_fair_value_cycle - -
THT revised X3_G1/K0 — near-FV control tht_fair_value_cycle - -
THT revised X3_G1/K1 — calibrated target-hit probability tht_fair_value_cycle - -
THT revised X3_G1/K2 — hit-adjusted expected R capped at 5R tht_fair_value_cycle - -
THT revised X3_G1/K3 — balanced probability and capped expected R tht_fair_value_cycle - -
THT revised X3_G1_K3/U0 — top-200 proxy tht_fair_value_cycle - -
THT revised X3_G1_K3/U1 — top-500 plus Nasdaq-100 proxy union tht_fair_value_cycle - -
THT revised X3_G1_K3/U2 — top-1000 proxy tht_fair_value_cycle - -
THT revised X3_G1_K3/U3 — broad liquid tht_fair_value_cycle - -
THT revised X3_G1_K3_U3/D0 — uncapped hit-adjusted expected R in rank tht_fair_value_cycle - -
THT revised X3_G1_K3_U3/D1 — expected R capped at 5R in rank tht_fair_value_cycle - -
THT revised X3_G1_K3_U3/D2 — 5R rank plus diagnostic exclusion beyond 30% tht_fair_value_cycle - -
THT revised X3_G1_K3_U3/D3 — 5R rank plus 20% aggregate cost cap beyond 30% tht_fair_value_cycle - -
THT revised X3_G1/K4 — balanced probability/expected R plus low-weight sector-RS tie-break tht_fair_value_cycle - -
THT revised X3_G1_K4/U0 — top-200 proxy tht_fair_value_cycle - -
THT revised X3_G1_K4/U1 — top-500 plus Nasdaq-100 proxy union tht_fair_value_cycle - -
THT revised X3_G1_K4/U2 — top-1000 proxy tht_fair_value_cycle - -
THT revised X3_G1_K4/U3 — broad liquid tht_fair_value_cycle - -
THT revised X3_G1_K4_U3/D0 — uncapped hit-adjusted expected R in rank tht_fair_value_cycle - -
THT revised X3_G1_K4_U3/D1 — expected R capped at 5R in rank tht_fair_value_cycle - -
THT revised K4/D1/Q0 — no progress replacement tht_fair_value_cycle - -
THT revised K4/D1/Q1 — evaluate every 21 trading days tht_fair_value_cycle - -
THT revised K4/D1/Q2 — evaluate every 42 trading days tht_fair_value_cycle - -
THT revised K4/D1/Q3 — evaluate every 63 trading days tht_fair_value_cycle - -
THT revised K4/D1/T1 — BX-primary throttle control tht_fair_value_cycle - -
THT revised P — 0.25% risk / 10% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.25% risk / 15% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.25% risk / 20% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.25% risk / 25% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.50% risk / 10% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.50% risk / 15% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.50% risk / 20% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.50% risk / 25% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.75% risk / 10% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.75% risk / 15% ticker cost cap tht_fair_value_cycle - -
THT revised execution E0 — standing target limit / 10 bps tht_fair_value_cycle - -
THT revised execution E1 — next-open target fill / 10 bps tht_fair_value_cycle - -
THT revised execution E2 — standing target limit / 25 bps tht_fair_value_cycle - -
THT revised execution E3 — next-open target fill / 25 bps tht_fair_value_cycle - -
THT revised execution E4 — standing target limit / 50 bps tht_fair_value_cycle - -
THT revised P — 0.75% risk / 20% ticker cost cap tht_fair_value_cycle - -
THT revised P — 0.75% risk / 25% ticker cost cap tht_fair_value_cycle - -
THT revised P — 1.00% risk / 10% ticker cost cap tht_fair_value_cycle - -
THT revised P — 1.00% risk / 15% ticker cost cap tht_fair_value_cycle - -
THT revised P — 1.00% risk / 20% ticker cost cap tht_fair_value_cycle - -
THT revised P — 1.00% risk / 25% ticker cost cap tht_fair_value_cycle - -
THT revised K4/D1/T2 — reduce to 0.25% risk below SPY 200-day tht_fair_value_cycle - -
THT revised K4/D1/T3 — 0.75% pullback / 0.50% strong trend / 0.25% below-200 tht_fair_value_cycle - -
THT revised X3_G1_K4_U3/D2 — 5R rank plus diagnostic exclusion beyond 30% tht_fair_value_cycle - -
THT revised X3_G1_K4_U3/D3 — 5R rank plus 20% aggregate cost cap beyond 30% tht_fair_value_cycle - -
THT revised X3/G2 — sector ETF above rising 50-day average tht_fair_value_cycle - -
THT revised X3/G3 — upper-band touch plus sector trend tht_fair_value_cycle - -
THT revised X4 — 10/20/30 trims; EMA21/13/8 ratchet; 40% runner tht_fair_value_cycle - -
THT revised X5 — 10/20/30/20 trims; EMA21/13/8 ratchet; 20% runner tht_fair_value_cycle - -
THT revised X5/G0 — all qualifying FV contacts tht_fair_value_cycle - -
THT revised X5/G1 — upper-band touch only tht_fair_value_cycle - -
THT revised X5_G1/K0 — near-FV control tht_fair_value_cycle - -
THT revised X5_G1/K1 — calibrated target-hit probability tht_fair_value_cycle - -
THT revised X5_G1/K2 — hit-adjusted expected R capped at 5R tht_fair_value_cycle - -
THT revised X5_G1/K3 — balanced probability and capped expected R tht_fair_value_cycle - -
THT revised X5_G1/K4 — balanced probability/expected R plus low-weight sector-RS tie-break tht_fair_value_cycle - -
THT revised X5/G2 — sector ETF above rising 50-day average tht_fair_value_cycle - -
THT revised X5/G3 — upper-band touch plus sector trend tht_fair_value_cycle - -
THT value rank — risk 0.75/0.25/0% tht_fair_value_cycle - -
THT value rank — risk 0.75/0.50/0% tht_fair_value_cycle - -
THT value rank — risk 0.75/0.50/0.25% tht_fair_value_cycle - -
THT value rank — BX-primary risk 0.75/0.25/0% tht_fair_value_cycle - -
THT value rank — BX-primary risk 0.75/0.50/0% tht_fair_value_cycle - -
THT PIT broad liquid — uncapped recovery — arm EMA8 trail at prior ATH tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_BLEND tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_BX tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_FVB tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -
THT_TR_LIQ_ATH_ARM_FV_RS tht_fair_value_cycle - -