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
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.