Market Regime
Breakout Donchian on SPOT is rendered against the current asset snapshot: 1 month return -8.1% and 90 day volatility 54.6%.
The strategy context is a negative one-month return regime with a high volatility regime, aligned to the same fact-card values shown above.
Historical Pattern
For breakout strategies operating in equities, historical data visualizes a specific market regime transition from a choppy, low-volatility state to a high-volatility one. In a population of 332 historical examples matching this pattern, the dominant failure mode was excessive drawdown. The analysis shows a rescue share of 1.0, indicating that a parameter adjustment could have hypothetically altered the outcome in these historical cases. The mean counterfactual distance of 3.1651 quantifies the average magnitude of parameter change associated with a different outcome in the historical data.
Workflow Pointer
Use this surface to understand the strategy's sensitivity to shifts in market volatility. You can review the detailed report to see which specific parameters were most influential during these transitions. This information highlights historical vulnerabilities and is an educational analysis of past behavior, not a forecast of future performance.