Mean reversion
Williams %R bounce
META · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+216.6%
Win rate83.9%
Max DD-28.1%
Sharpe1.04
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Turtle Soup reversal
META · 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+89.6%
Win rate87.5%
Max DD-17.3%
Sharpe0.80
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
EMA 20/50 trend rider
META · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+216.9%
Win rate58.8%
Max DD-23.8%
Sharpe0.85
3 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SMA 20/50 cross
META · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+623.1%
Win rate52.2%
Max DD-34.5%
Sharpe1.05
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
CCI oversold bounce
META · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+125.8%
Win rate87.9%
Max DD-33.0%
Sharpe0.70
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic %K/%D cross
META · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+133.4%
Win rate85.7%
Max DD-28.1%
Sharpe0.81
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Four-down-days bounce
META · 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+31.8%
Win rate73.7%
Max DD-5.7%
Sharpe0.77
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
META · 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+95.2%
Win rate79.1%
Max DD-13.9%
Sharpe0.77
4 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SuperTrend follower
META · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+357.6%
Win rate51.4%
Max DD-49.3%
Sharpe0.86
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Mean reversion
Stochastic oversold bounce
META · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+92.7%
Win rate84.4%
Max DD-39.5%
Sharpe0.56
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Holy Grail pullback
META · 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+57.1%
Win rate88.2%
Max DD-10.3%
Sharpe0.97
4 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Connors Double 7s
META · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+251.1%
Win rate79.7%
Max DD-27.3%
Sharpe0.90
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 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.