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
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.