Mean reversion
Stochastic %K/%D cross
SPY · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+46.2%
Win rate95.7%
Max DD-16.4%
Sharpe0.66
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Williams %R bounce
SPY · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+35.5%
Win rate74.2%
Max DD-7.3%
Sharpe0.69
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
SMA 20/50 cross
SPY · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+103.4%
Win rate61.9%
Max DD-29.6%
Sharpe0.83
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
Parabolic SAR flip
SPY · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+99.0%
Win rate60.0%
Max DD-13.5%
Sharpe1.13
3 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
SPY · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+44.4%
Win rate74.7%
Max DD-14.3%
Sharpe0.76
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
EMA 8/21 trend rider
SPY · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+52.2%
Win rate44.7%
Max DD-11.1%
Sharpe0.75
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SMA 20/50 cross
QQQ · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+225.4%
Win rate66.7%
Max DD-26.9%
Sharpe1.00
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Stochastic %K/%D cross
QQQ · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+71.9%
Win rate80.6%
Max DD-22.4%
Sharpe0.55
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
QQQ · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+66.9%
Win rate70.5%
Max DD-8.4%
Sharpe0.83
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Three-down-days bounce
QQQ · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+45.4%
Win rate78.0%
Max DD-6.1%
Sharpe1.06
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
EMA 20/50 trend rider
QQQ · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+110.6%
Win rate51.9%
Max DD-22.2%
Sharpe0.91
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SuperTrend follower
QQQ · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+199.8%
Win rate52.5%
Max DD-18.0%
Sharpe1.11
4 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Trend
MACD zero-line cross
QQQ · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+137.7%
Win rate48.0%
Max DD-17.3%
Sharpe0.92
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
QQQ · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+35.4%
Win rate82.1%
Max DD-11.0%
Sharpe0.56
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Williams %R bounce
QQQ · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+54.2%
Win rate82.1%
Max DD-22.4%
Sharpe0.50
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Five-day-low pullback
QQQ · 1D
Buy a 5-day closing low with price above the 200-day SMA. Sell at a 5-day closing high, or after 10 bars.
Return+132.5%
Win rate76.2%
Max DD-12.6%
Sharpe0.96
4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
QQQ · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+74.0%
Win rate77.0%
Max DD-11.0%
Sharpe0.81
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic oversold bounce
QQQ · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+49.6%
Win rate83.3%
Max DD-22.4%
Sharpe0.48
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Awesome Oscillator zero cross
QQQ · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+166.8%
Win rate40.4%
Max DD-30.0%
Sharpe0.92
3 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
QQQ · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+86.2%
Win rate41.2%
Max DD-12.9%
Sharpe0.82
3 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
IWM · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+43.9%
Win rate78.3%
Max DD-13.4%
Sharpe0.71
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
IWM · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+75.5%
Win rate39.7%
Max DD-16.9%
Sharpe0.71
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Williams %R bounce
DIA · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+36.6%
Win rate71.4%
Max DD-8.8%
Sharpe0.66
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
CCI oversold bounce
DIA · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+63.6%
Win rate93.8%
Max DD-14.1%
Sharpe0.86
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Four-down-days bounce
AAPL · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+33.9%
Win rate77.8%
Max DD-4.6%
Sharpe0.81
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
MACD cross above 200 SMA
AAPL · 1D
Buy when the MACD line crosses above its signal with price above the 200-day SMA. Sell on the cross back down.
Return+304.3%
Win rate49.2%
Max DD-14.3%
Sharpe1.36
4 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Mean reversion
Pin bar at a 20-day low
AAPL · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+26.0%
Win rate68.4%
Max DD-11.6%
Sharpe0.43
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
AAPL · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+175.4%
Win rate42.6%
Max DD-16.0%
Sharpe1.05
4 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
Price / VWMA cross
AAPL · 1D
Buy when price crosses above its 20-day volume-weighted average with price above the 200-day SMA. Sell when it crosses back below.
Return+395.7%
Win rate40.5%
Max DD-29.2%
Sharpe1.30
4 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Awesome Oscillator zero cross
AAPL · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+660.4%
Win rate53.3%
Max DD-27.3%
Sharpe1.40
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 20/50 trend rider
AAPL · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+142.6%
Win rate40.0%
Max DD-22.7%
Sharpe0.82
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SuperTrend follower
AAPL · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+605.2%
Win rate54.1%
Max DD-23.2%
Sharpe1.37
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Trend
CCI zero-line cross
AAPL · 1D
Buy when CCI(20) crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+380.2%
Win rate43.9%
Max DD-20.5%
Sharpe1.30
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Holy Grail pullback
AAPL · 1D
In a strong trend (ADX above 30), buy the pullback back up through the 20 EMA. Sell at a 10-day high, or after 15 bars.
Return+34.5%
Win rate81.2%
Max DD-12.0%
Sharpe0.54
4 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Three-down-days bounce
MSFT · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+76.0%
Win rate77.9%
Max DD-8.4%
Sharpe1.12
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Bollinger snapback
MSFT · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+243.0%
Win rate81.0%
Max DD-21.6%
Sharpe1.02
4 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
MSFT · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+99.0%
Win rate77.3%
Max DD-13.6%
Sharpe0.85
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Pin bar at a 20-day low
MSFT · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+24.0%
Win rate73.3%
Max DD-11.7%
Sharpe0.46
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
MSFT · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+115.0%
Win rate37.0%
Max DD-23.4%
Sharpe0.76
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
MSFT · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+48.7%
Win rate80.0%
Max DD-11.4%
Sharpe0.69
4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Turtle Soup reversal
MSFT · 1D
Buy when price sweeps a recent swing low intrabar and closes back above it, in an uptrend. Sell at a 5-day high, or after 10 bars.
Return+43.8%
Win rate76.2%
Max DD-14.7%
Sharpe0.49
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
MSFT · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+110.0%
Win rate71.9%
Max DD-15.8%
Sharpe0.78
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
MSFT · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+75.8%
Win rate77.3%
Max DD-21.6%
Sharpe0.62
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Bollinger upper-band breakout
MSFT · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+88.7%
Win rate47.5%
Max DD-16.3%
Sharpe0.73
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
NVDA · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+281.4%
Win rate76.2%
Max DD-24.8%
Sharpe0.92
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Three-down-days bounce
NVDA · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+271.6%
Win rate74.4%
Max DD-11.5%
Sharpe1.18
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Four-down-days bounce
NVDA · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+111.1%
Win rate87.5%
Max DD-14.4%
Sharpe0.87
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip buy
NVDA · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+379.8%
Win rate77.3%
Max DD-32.4%
Sharpe0.94
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Williams %R bounce
NVDA · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+153.7%
Win rate73.7%
Max DD-31.0%
Sharpe0.65
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
SMA 20/50 cross
NVDA · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+1379.5%
Win rate64.0%
Max DD-63.6%
Sharpe1.11
4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SuperTrend follower
NVDA · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+1949.1%
Win rate53.7%
Max DD-39.6%
Sharpe1.24
4 of 4 unseen periods positive. Beat 90 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
NVDA · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+356.9%
Win rate92.3%
Max DD-18.5%
Sharpe1.17
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
NVDA · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+83.8%
Win rate78.1%
Max DD-30.1%
Sharpe0.58
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Stochastic %K/%D cross
NVDA · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+306.2%
Win rate87.5%
Max DD-31.0%
Sharpe0.86
4 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Pin bar at a 20-day low
NVDA · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+33.9%
Win rate75.0%
Max DD-23.9%
Sharpe0.37
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 20/50 trend rider
NVDA · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+404.0%
Win rate28.0%
Max DD-41.6%
Sharpe0.95
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
NVDA · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+1128.5%
Win rate54.8%
Max DD-37.4%
Sharpe1.27
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
CCI oversold bounce
NVDA · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+267.0%
Win rate85.3%
Max DD-34.2%
Sharpe0.78
4 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bollinger snapback
AMZN · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+100.2%
Win rate71.1%
Max DD-32.0%
Sharpe0.56
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Parabolic SAR flip
GOOGL · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+229.2%
Win rate48.6%
Max DD-23.7%
Sharpe0.98
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
Aroon trend
GOOGL · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+224.6%
Win rate66.7%
Max DD-30.6%
Sharpe0.91
4 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
SMA 20/50 cross
GOOGL · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+376.7%
Win rate62.5%
Max DD-38.1%
Sharpe1.01
4 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
GOOGL · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+79.4%
Win rate81.1%
Max DD-12.4%
Sharpe0.96
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
CCI zero-line cross
GOOGL · 1D
Buy when CCI(20) crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+273.2%
Win rate39.8%
Max DD-16.7%
Sharpe1.03
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
MACD cross above 200 SMA
GOOGL · 1D
Buy when the MACD line crosses above its signal with price above the 200-day SMA. Sell on the cross back down.
Return+172.3%
Win rate51.3%
Max DD-14.5%
Sharpe0.89
4 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Price / VWMA cross
GOOGL · 1D
Buy when price crosses above its 20-day volume-weighted average with price above the 200-day SMA. Sell when it crosses back below.
Return+239.9%
Win rate33.0%
Max DD-16.8%
Sharpe0.95
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
Pin bar at a 20-day low
GOOGL · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+28.1%
Win rate76.5%
Max DD-7.7%
Sharpe0.57
3 of 4 unseen periods positive. Beat 90 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
ROC momentum turn
GOOGL · 1D
Buy when the 12-day rate of change crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+185.3%
Win rate42.1%
Max DD-18.6%
Sharpe0.86
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
EMA 8/21 trend rider
GOOGL · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+128.0%
Win rate41.0%
Max DD-37.8%
Sharpe0.71
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
OBV trend confirmation
GOOGL · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+243.8%
Win rate36.2%
Max DD-20.7%
Sharpe0.96
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
Three-down-days bounce
GOOGL · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+55.8%
Win rate75.3%
Max DD-9.4%
Sharpe0.85
3 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
RSI(14) 50-line cross
GOOGL · 1D
Buy when RSI(14) crosses above 50 with price above the 200-day SMA. Sell when it crosses back below 50.
Return+165.5%
Win rate37.5%
Max DD-33.3%
Sharpe0.80
4 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
SuperTrend follower
GOOGL · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+289.0%
Win rate58.3%
Max DD-43.0%
Sharpe0.92
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Williams %R bounce
META · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+216.6%
Win rate83.9%
Max DD-28.1%
Sharpe1.04
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Turtle Soup reversal
META · 1D
Buy when price sweeps a recent swing low intrabar and closes back above it, in an uptrend. Sell at a 5-day high, or after 10 bars.
Return+89.6%
Win rate87.5%
Max DD-17.3%
Sharpe0.80
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
EMA 20/50 trend rider
META · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+216.9%
Win rate58.8%
Max DD-23.8%
Sharpe0.85
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SMA 20/50 cross
META · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+623.1%
Win rate52.2%
Max DD-34.5%
Sharpe1.05
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
CCI oversold bounce
META · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+125.8%
Win rate87.9%
Max DD-33.0%
Sharpe0.70
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic %K/%D cross
META · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+133.4%
Win rate85.7%
Max DD-28.1%
Sharpe0.81
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Four-down-days bounce
META · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+31.8%
Win rate73.7%
Max DD-5.7%
Sharpe0.77
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
META · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+95.2%
Win rate79.1%
Max DD-13.9%
Sharpe0.77
4 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SuperTrend follower
META · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+357.6%
Win rate51.4%
Max DD-49.3%
Sharpe0.86
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Stochastic oversold bounce
META · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+92.7%
Win rate84.4%
Max DD-39.5%
Sharpe0.56
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Holy Grail pullback
META · 1D
In a strong trend (ADX above 30), buy the pullback back up through the 20 EMA. Sell at a 10-day high, or after 15 bars.
Return+57.1%
Win rate88.2%
Max DD-10.3%
Sharpe0.97
4 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Connors Double 7s
META · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+251.1%
Win rate79.7%
Max DD-27.3%
Sharpe0.90
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Four-down-days bounce
TSLA · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+76.0%
Win rate66.7%
Max DD-18.8%
Sharpe0.53
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Keltner channel breakout
TSLA · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+1265.5%
Win rate51.6%
Max DD-33.7%
Sharpe1.18
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Aroon trend
TSLA · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+432.9%
Win rate34.8%
Max DD-55.3%
Sharpe0.81
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Bollinger upper-band breakout
TSLA · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+765.6%
Win rate41.9%
Max DD-34.3%
Sharpe1.05
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
CCI zero-line cross
TSLA · 1D
Buy when CCI(20) crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+847.5%
Win rate30.6%
Max DD-49.9%
Sharpe1.02
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Awesome Oscillator zero cross
TSLA · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+1934.6%
Win rate33.3%
Max DD-51.3%
Sharpe1.13
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
20-day high breakout
TSLA · 1D
Buy when price breaks above the highest high of the last 20 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+707.8%
Win rate36.1%
Max DD-39.4%
Sharpe0.99
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
10-day high breakout
TSLA · 1D
Buy when price breaks above the highest high of the last 10 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+800.8%
Win rate34.7%
Max DD-41.7%
Sharpe0.99
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
OBV trend confirmation
TSLA · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+704.4%
Win rate30.8%
Max DD-42.8%
Sharpe0.97
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
RSI(2) dip buy
AVGO · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+290.6%
Win rate75.9%
Max DD-21.5%
Sharpe1.18
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic %K/%D cross
AVGO · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+312.4%
Win rate80.6%
Max DD-48.3%
Sharpe0.85
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Pin bar at a 20-day low
AVGO · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+64.4%
Win rate88.0%
Max DD-28.3%
Sharpe0.51
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
AVGO · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+140.2%
Win rate72.6%
Max DD-22.3%
Sharpe0.86
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SuperTrend follower
AVGO · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+621.4%
Win rate55.9%
Max DD-31.2%
Sharpe1.01
4 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
AVGO · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+126.9%
Win rate86.4%
Max DD-26.6%
Sharpe0.78
4 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
AVGO · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+115.7%
Win rate77.3%
Max DD-19.8%
Sharpe0.92
4 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Bollinger snapback
AVGO · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+168.2%
Win rate77.8%
Max DD-42.5%
Sharpe0.69
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Mean reversion
Williams %R bounce
AVGO · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+174.1%
Win rate81.6%
Max DD-31.3%
Sharpe0.79
4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Four-down-days bounce
AVGO · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+25.4%
Win rate73.7%
Max DD-7.7%
Sharpe0.59
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic oversold bounce
AVGO · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+207.1%
Win rate76.3%
Max DD-48.3%
Sharpe0.72
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
SMA 20/50 cross
AVGO · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+492.8%
Win rate42.3%
Max DD-36.4%
Sharpe0.92
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
CCI oversold bounce
AVGO · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+225.0%
Win rate85.7%
Max DD-38.1%
Sharpe0.83
4 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Williams %R bounce
NFLX · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+164.4%
Win rate72.2%
Max DD-21.9%
Sharpe0.77
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
EMA 8/21 trend rider
NFLX · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+223.3%
Win rate49.0%
Max DD-37.5%
Sharpe0.81
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
EMA 20/50 trend rider
NFLX · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+117.5%
Win rate39.1%
Max DD-39.5%
Sharpe0.61
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic oversold bounce
NFLX · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+204.0%
Win rate90.3%
Max DD-47.3%
Sharpe0.77
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
OBV trend confirmation
NFLX · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+304.5%
Win rate28.5%
Max DD-43.8%
Sharpe0.89
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Awesome Oscillator zero cross
NFLX · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+318.8%
Win rate51.1%
Max DD-50.1%
Sharpe0.79
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
20 EMA pullback
NFLX · 1D
Buy a pullback to the 20 EMA while it is above the 50 EMA. Sell when price closes back above the 20 EMA, with an 8% stop.
Return+185.4%
Win rate82.2%
Max DD-34.5%
Sharpe0.81
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
CCI oversold bounce
NFLX · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+148.9%
Win rate83.3%
Max DD-48.4%
Sharpe0.64
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
NFLX · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+373.4%
Win rate49.4%
Max DD-35.1%
Sharpe0.98
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Five-day-low pullback
NFLX · 1D
Buy a 5-day closing low with price above the 200-day SMA. Sell at a 5-day closing high, or after 10 bars.
Return+176.3%
Win rate73.6%
Max DD-28.9%
Sharpe0.72
4 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
NFLX · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+61.2%
Win rate77.3%
Max DD-44.6%
Sharpe0.44
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Connors Double 7s
NFLX · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+147.1%
Win rate73.7%
Max DD-45.6%
Sharpe0.62
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
SuperTrend follower
NFLX · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+252.0%
Win rate60.0%
Max DD-46.8%
Sharpe0.73
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
AMD · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+291.6%
Win rate73.0%
Max DD-35.3%
Sharpe0.96
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
EMA 20/50 trend rider
AMD · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+620.3%
Win rate36.4%
Max DD-41.3%
Sharpe0.99
4 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Awesome Oscillator zero cross
AMD · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+2820.9%
Win rate48.9%
Max DD-41.7%
Sharpe1.23
4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
AMD · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+134.1%
Win rate77.1%
Max DD-21.8%
Sharpe0.73
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
SuperTrend follower
AMD · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+1247.4%
Win rate54.1%
Max DD-44.9%
Sharpe1.01
3 of 4 unseen periods positive. Beat 90 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
RSI(2) dip buy
AMD · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+348.8%
Win rate70.6%
Max DD-32.8%
Sharpe0.93
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Five-day-low pullback
AMD · 1D
Buy a 5-day closing low with price above the 200-day SMA. Sell at a 5-day closing high, or after 10 bars.
Return+1006.0%
Win rate72.6%
Max DD-40.3%
Sharpe1.19
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Connors Double 7s
AMD · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+761.0%
Win rate72.4%
Max DD-41.2%
Sharpe1.04
4 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Pin bar at a 20-day low
AMD · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+77.8%
Win rate63.0%
Max DD-18.0%
Sharpe0.62
4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Keltner channel breakout
AMD · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+584.3%
Win rate46.2%
Max DD-41.8%
Sharpe0.93
4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
50-day moving average cross
AMD · 1D
Buy when price closes above the 50-day SMA. Sell when it closes back below.
Return+1691.8%
Win rate27.2%
Max DD-46.3%
Sharpe1.09
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
SMA 20/50 cross
AMD · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+1075.3%
Win rate51.9%
Max DD-57.2%
Sharpe0.96
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
MACD cross above 200 SMA
COIN · 1D
Buy when the MACD line crosses above its signal with price above the 200-day SMA. Sell on the cross back down.
Return+238.4%
Win rate43.8%
Max DD-41.4%
Sharpe1.07
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
ROC momentum turn
MSTR · 1D
Buy when the 12-day rate of change crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+2671.2%
Win rate33.7%
Max DD-69.2%
Sharpe1.14
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
MACD cross above 200 SMA
MSTR · 1D
Buy when the MACD line crosses above its signal with price above the 200-day SMA. Sell on the cross back down.
Return+3519.8%
Win rate47.5%
Max DD-39.9%
Sharpe1.26
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Parabolic SAR flip
MSTR · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+1354.1%
Win rate35.7%
Max DD-57.3%
Sharpe1.00
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
CCI zero-line cross
MSTR · 1D
Buy when CCI(20) crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+2884.2%
Win rate35.0%
Max DD-58.8%
Sharpe1.16
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Price / VWMA cross
MSTR · 1D
Buy when price crosses above its 20-day volume-weighted average with price above the 200-day SMA. Sell when it crosses back below.
Return+2235.4%
Win rate29.6%
Max DD-62.6%
Sharpe1.11
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Inside-bar breakout
MSTR · 1D
Buy when price breaks the previous day's high the bar after an inside bar, in an uptrend. Sell when it closes below the 20 EMA, or after 10 bars.
Return+604.7%
Win rate56.8%
Max DD-39.2%
Sharpe1.05
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
MSTR · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+121.8%
Win rate65.5%
Max DD-30.4%
Sharpe0.55
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
CMF zero cross
MSTR · 1D
Buy when Chaikin Money Flow crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+885.5%
Win rate45.9%
Max DD-59.5%
Sharpe0.88
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
Three-down-days bounce
MSTR · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+80.1%
Win rate71.2%
Max DD-31.5%
Sharpe0.62
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Bollinger upper-band breakout
MSTR · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+1228.2%
Win rate32.3%
Max DD-62.6%
Sharpe0.99
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
OBV trend confirmation
MSTR · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+1168.0%
Win rate30.5%
Max DD-77.5%
Sharpe0.94
3 of 4 unseen periods positive. Beat 90 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
EMA 20/50 trend rider
MSTR · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+774.5%
Win rate28.0%
Max DD-66.6%
Sharpe0.85
3 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
10-day high breakout
MSTR · 1D
Buy when price breaks above the highest high of the last 10 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+1299.5%
Win rate34.1%
Max DD-61.4%
Sharpe0.99
3 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
SuperTrend follower
MSTR · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+643.0%
Win rate41.2%
Max DD-68.1%
Sharpe0.78
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Trend
Keltner channel breakout
MSTR · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+1058.8%
Win rate38.7%
Max DD-69.5%
Sharpe0.93
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
20-day high breakout
MSTR · 1D
Buy when price breaks above the highest high of the last 20 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+1072.4%
Win rate35.3%
Max DD-66.5%
Sharpe0.95
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
RSI(14) 50-line cross
MSTR · 1D
Buy when RSI(14) crosses above 50 with price above the 200-day SMA. Sell when it crosses back below 50.
Return+1020.1%
Win rate26.1%
Max DD-71.6%
Sharpe0.90
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Hull MA cross
MSTR · 1D
Buy when price crosses above the 20-day Hull moving average with price above the 200-day SMA. Sell when it crosses back below.
Return+821.9%
Win rate38.2%
Max DD-49.9%
Sharpe0.87
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Connors Double 7s
MSTR · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+198.4%
Win rate62.1%
Max DD-44.5%
Sharpe0.57
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Four-down-days bounce
MSTR · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+31.4%
Win rate71.4%
Max DD-18.4%
Sharpe0.41
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
CCI oversold bounce
MSTR · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+85.9%
Win rate71.4%
Max DD-55.7%
Sharpe0.42
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Three-down-days bounce
SMCI · 1D
Buy after three straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+185.9%
Win rate71.1%
Max DD-20.6%
Sharpe0.77
3 of 4 unseen periods positive. Beat 89 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Bollinger snapback
SMCI · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+425.9%
Win rate80.0%
Max DD-50.8%
Sharpe0.71
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
SuperTrend follower
SMCI · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+395.5%
Win rate63.0%
Max DD-66.9%
Sharpe0.69
4 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
MU · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when price closes back above its 5-day average.
Return+213.4%
Win rate75.8%
Max DD-22.7%
Sharpe0.98
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SMA 20/50 cross
MU · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+2653.1%
Win rate69.6%
Max DD-36.6%
Sharpe1.28
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
MACD zero-line cross
MU · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+914.7%
Win rate37.5%
Max DD-44.6%
Sharpe1.03
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
MU · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+225.5%
Win rate78.0%
Max DD-27.4%
Sharpe0.92
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
MU · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+79.5%
Win rate75.8%
Max DD-26.1%
Sharpe0.62
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
MU · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+293.2%
Win rate87.5%
Max DD-37.7%
Sharpe1.03
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
MU · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+461.7%
Win rate44.3%
Max DD-37.8%
Sharpe0.91
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Williams %R bounce
MU · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+221.4%
Win rate77.1%
Max DD-37.7%
Sharpe0.79
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Bullish engulfing in an uptrend
SOFI · 1D
Buy a bullish engulfing candle with price above the 200-day SMA. Hold a fixed 5 bars.
Return+107.4%
Win rate60.9%
Max DD-15.2%
Sharpe0.97
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Trend
CMF zero cross
MARA · 1D
Buy when Chaikin Money Flow crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+990.3%
Win rate41.7%
Max DD-63.0%
Sharpe0.90
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
10-day high breakout
MARA · 1D
Buy when price breaks above the highest high of the last 10 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+252.9%
Win rate25.0%
Max DD-78.3%
Sharpe0.63
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
50-day moving average cross
MARA · 1D
Buy when price closes above the 50-day SMA. Sell when it closes back below.
Return+1553.4%
Win rate28.3%
Max DD-79.3%
Sharpe0.93
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Bollinger upper-band breakout
MARA · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+424.1%
Win rate29.2%
Max DD-78.4%
Sharpe0.70
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Hull MA cross
MARA · 1D
Buy when price crosses above the 20-day Hull moving average with price above the 200-day SMA. Sell when it crosses back below.
Return+437.7%
Win rate39.2%
Max DD-73.7%
Sharpe0.73
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Trend
CMF zero cross
RIOT · 1D
Buy when Chaikin Money Flow crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+6518.0%
Win rate46.3%
Max DD-68.9%
Sharpe1.15
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Bollinger upper-band breakout
RIOT · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+3431.2%
Win rate48.1%
Max DD-67.7%
Sharpe1.03
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
ROC momentum turn
RIOT · 1D
Buy when the 12-day rate of change crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+6469.0%
Win rate32.8%
Max DD-64.5%
Sharpe1.12
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
RSI(14) 50-line cross
RIOT · 1D
Buy when RSI(14) crosses above 50 with price above the 200-day SMA. Sell when it crosses back below 50.
Return+1947.8%
Win rate28.1%
Max DD-76.1%
Sharpe0.92
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Keltner channel breakout
RIOT · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+1911.2%
Win rate48.5%
Max DD-64.2%
Sharpe0.92
4 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
20-day high breakout
RIOT · 1D
Buy when price breaks above the highest high of the last 20 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+2186.5%
Win rate48.1%
Max DD-60.9%
Sharpe0.96
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
Parabolic SAR flip
RIOT · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+1306.3%
Win rate45.1%
Max DD-81.7%
Sharpe0.86
4 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
10-day high breakout
RIOT · 1D
Buy when price breaks above the highest high of the last 10 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+2418.5%
Win rate44.7%
Max DD-74.7%
Sharpe0.97
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Price / VWMA cross
RIOT · 1D
Buy when price crosses above its 20-day volume-weighted average with price above the 200-day SMA. Sell when it crosses back below.
Return+2104.8%
Win rate27.0%
Max DD-78.3%
Sharpe0.94
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
50-day moving average cross
RIOT · 1D
Buy when price closes above the 50-day SMA. Sell when it closes back below.
Return+12812.3%
Win rate21.9%
Max DD-73.3%
Sharpe1.17
4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Aroon trend
RIOT · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+7400.7%
Win rate50.0%
Max DD-57.1%
Sharpe1.14
4 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
20 EMA pullback
RIOT · 1D
Buy a pullback to the 20 EMA while it is above the 50 EMA. Sell when price closes back above the 20 EMA, with an 8% stop.
Return+145.1%
Win rate65.6%
Max DD-39.2%
Sharpe0.56
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Trend
Awesome Oscillator zero cross
RIOT · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+4400.3%
Win rate36.7%
Max DD-88.8%
Sharpe1.02
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SuperTrend follower
RIOT · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+2615.8%
Win rate46.9%
Max DD-78.9%
Sharpe0.96
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Williams %R bounce
JPM · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+86.5%
Win rate79.4%
Max DD-11.5%
Sharpe0.86
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
EMA 8/21 trend rider
JPM · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+144.1%
Win rate41.7%
Max DD-21.8%
Sharpe0.90
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
MACD cross above 200 SMA
JPM · 1D
Buy when the MACD line crosses above its signal with price above the 200-day SMA. Sell on the cross back down.
Return+138.3%
Win rate46.9%
Max DD-19.2%
Sharpe0.94
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Weinstein Stage 2 breakout
JPM · 1D
Buy when price reclaims its 150-day (30-week) SMA. Sell when it closes back below.
Return+200.4%
Win rate31.7%
Max DD-26.7%
Sharpe0.85
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Turtle Soup reversal
JPM · 1D
Buy when price sweeps a recent swing low intrabar and closes back above it, in an uptrend. Sell at a 5-day high, or after 10 bars.
Return+28.2%
Win rate82.1%
Max DD-11.3%
Sharpe0.47
3 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Pin bar at a 20-day low
JPM · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+21.9%
Win rate83.3%
Max DD-28.3%
Sharpe0.29
3 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
JPM · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+164.1%
Win rate46.5%
Max DD-28.8%
Sharpe0.97
3 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Stochastic %K/%D cross
JPM · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+141.0%
Win rate86.2%
Max DD-14.9%
Sharpe1.13
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Donchian 20/10 breakout
BA · 1D
Buy a 20-day price breakout. Sell on a 10-day low.
Return+177.8%
Win rate36.1%
Max DD-31.7%
Sharpe0.71
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 1 of 28 tickers
Mean reversion
Williams %R bounce
UBER · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+134.0%
Win rate86.4%
Max DD-19.2%
Sharpe1.04
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
CCI oversold bounce
UBER · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+157.7%
Win rate82.6%
Max DD-24.0%
Sharpe0.98
3 of 4 unseen periods positive. Beat 90 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
UBER · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+67.0%
Win rate48.8%
Max DD-31.0%
Sharpe0.54
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Four-down-days bounce
UBER · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+19.9%
Win rate76.0%
Max DD-9.6%
Sharpe0.48
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
UBER · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+33.9%
Win rate73.7%
Max DD-16.8%
Sharpe0.55
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Stochastic oversold bounce
UBER · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+112.1%
Win rate84.2%
Max DD-24.1%
Sharpe0.82
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Bollinger snapback
UBER · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+92.4%
Win rate70.6%
Max DD-56.5%
Sharpe0.54
3 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Weinstein Stage 2 breakout
XOM · 1D
Buy when price reclaims its 150-day (30-week) SMA. Sell when it closes back below.
Return+65.9%
Win rate25.5%
Max DD-33.5%
Sharpe0.44
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Williams %R bounce
XOM · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+44.6%
Win rate69.2%
Max DD-12.3%
Sharpe0.56
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Connors Double 7s
XOM · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+77.1%
Win rate68.3%
Max DD-16.4%
Sharpe0.63
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Inside-bar breakout
XOM · 1D
Buy when price breaks the previous day's high the bar after an inside bar, in an uptrend. Sell when it closes below the 20 EMA, or after 10 bars.
Return+48.2%
Win rate51.2%
Max DD-15.0%
Sharpe0.56
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Stochastic %K/%D cross
XOM · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+44.1%
Win rate62.5%
Max DD-19.2%
Sharpe0.46
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip buy
XOM · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+47.2%
Win rate70.6%
Max DD-13.1%
Sharpe0.56
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bullish engulfing in an uptrend
XOM · 1D
Buy a bullish engulfing candle with price above the 200-day SMA. Hold a fixed 5 bars.
Return+32.1%
Win rate57.6%
Max DD-13.3%
Sharpe0.52
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Trend
ROC momentum turn
XOM · 1D
Buy when the 12-day rate of change crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+69.2%
Win rate36.4%
Max DD-22.3%
Sharpe0.52
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
RSI(14) 50-line cross
XOM · 1D
Buy when RSI(14) crosses above 50 with price above the 200-day SMA. Sell when it crosses back below 50.
Return+48.8%
Win rate29.2%
Max DD-25.6%
Sharpe0.42
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
XOM · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+28.5%
Win rate62.1%
Max DD-12.5%
Sharpe0.45
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Stochastic oversold bounce
XOM · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+28.8%
Win rate60.9%
Max DD-18.3%
Sharpe0.35
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
MACD zero-line cross
GLD · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+123.3%
Win rate36.7%
Max DD-17.5%
Sharpe0.85
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
SMA 20/50 cross
GLD · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+114.5%
Win rate60.0%
Max DD-19.2%
Sharpe0.77
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Connors Double 7s
GLD · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+104.8%
Win rate72.4%
Max DD-18.9%
Sharpe1.01
4 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Aroon trend
GLD · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+85.3%
Win rate44.7%
Max DD-19.0%
Sharpe0.70
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
GLD · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+22.6%
Win rate72.7%
Max DD-9.9%
Sharpe0.49
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
Awesome Oscillator zero cross
GLD · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+92.4%
Win rate38.9%
Max DD-21.6%
Sharpe0.69
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
GLD · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return+41.2%
Win rate76.2%
Max DD-9.9%
Sharpe0.79
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
50-day moving average cross
GLD · 1D
Buy when price closes above the 50-day SMA. Sell when it closes back below.
Return+146.2%
Win rate26.9%
Max DD-18.6%
Sharpe0.91
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Parabolic SAR flip
GLD · 1D
Buy when price crosses above the Parabolic SAR with price above the 200-day SMA. Sell when price crosses back below the SAR.
Return+79.4%
Win rate39.2%
Max DD-20.6%
Sharpe0.73
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Trend
Inside-bar breakout
GLD · 1D
Buy when price breaks the previous day's high the bar after an inside bar, in an uptrend. Sell when it closes below the 20 EMA, or after 10 bars.
Return+65.5%
Win rate50.0%
Max DD-10.4%
Sharpe0.94
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
Keltner channel breakout
GLD · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+50.7%
Win rate45.0%
Max DD-13.9%
Sharpe0.57
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
CMF zero cross
GLD · 1D
Buy when Chaikin Money Flow crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+120.9%
Win rate48.6%
Max DD-27.2%
Sharpe0.86
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
Williams %R bounce
GLD · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+29.1%
Win rate72.2%
Max DD-12.6%
Sharpe0.47
4 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
Turtle 55/20 breakout
GLD · 1D
Buy a 55-day price breakout. Sell on a 20-day low.
Return+112.5%
Win rate61.1%
Max DD-14.0%
Sharpe0.83
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 1 of 28 tickers
Trend
EMA 8/21 trend rider
GLD · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+37.8%
Win rate29.8%
Max DD-21.7%
Sharpe0.51
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 9 of 28 tickers
No setups cleared our bar for that ticker and family. Try another combination.
Backtested results, not live trading returns. Not investment advice.