Baikal

1. Market: US stocks (S&P 500 and Nasdaq 100)
2. Direction: upward
3. 4-year backtesting in different market periods: bullish, bearish, sideways…
4. Annualized average profit of +40.29%
5. Annualized average losses of -20.11%
6. Annualized profit/loss ratio of 2.01
7. Trade reliability of 0.48
8. Positive-to-negative trades ratio of 1.55, with a reliability of 50%
9. Approximate number of monthly trades: 13.90
10. Data by year:
    2021 → 24,62 %
    2022 → 20,93 %
    2023 → 13,35 %
    2024 → 14,72 %
    2025 → 28,39 %
11. Baikal Strategy Summary

• Consistency: The strategy shows positive gains every year, despite adverse market conditions (2022, for example, was a bearish year for many assets).
• Risk management: With an average annual loss of ~20% and gains of ~40%, the Return/Risk ratio is very positive (2:1).

• A 50% hit rate may seem fair, but if the winning trades yield higher profits than the losses, profitability remains high.
• Frequency: 13.9 trades per month indicates a semi-active strategy, perfect for swing traders or short-term traders.

The BAIKAL RSN – Resistances-Supports-Network strategy proves to be:

• • Robust, as it adapts to different market environments.
  • Efficient, with controlled risk and sustained profitability.
  • Balanced in the number of trades, neither too high (which would cause overtrading) nor too low.