Preset

Short Spread Only

Only takes short-the-spread setups (short YM, long RTY when large caps have outperformed). A tilt for when you believe small caps are due to catch up.

Family: YM/RTY Size Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Short spread only (short YM, long 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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