Preset

Long Spread Only

Only takes long-the-spread setups (long YM, short RTY when large caps have lagged small caps). A tilt for when you believe small-cap leadership is overextended.

Family: YM/RTY Size Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Long spread only (long YM, short RTY)
YM contracts per trade: 1
RTY contracts per trade: 2

Timeframe

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

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