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
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.