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
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.