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
No setups cleared our bar for that ticker and family. Try another combination.
Walk-forwardUnseen time, 4 periods, ~10 years.
Random-entry100 runs with random timing.
No tuningRules taken as preached.