Mean reversion
Three-down-days bounce
MSFT · 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+76.0%
Win rate77.9%
Max DD-8.4%
Sharpe1.12
3 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Mean reversion
Bollinger snapback
MSFT · 1D
Buy when price closes below the lower Bollinger Band. Sell when it closes back above the middle band.
Return+243.0%
Win rate81.0%
Max DD-21.6%
Sharpe1.02
4 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
MSFT · 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+99.0%
Win rate77.3%
Max DD-13.6%
Sharpe0.85
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Pin bar at a 20-day low
MSFT · 1D
Buy a pin bar that prints at a 20-day low. Sell at a 5-day high, or after 10 bars.
Return+24.0%
Win rate73.3%
Max DD-11.7%
Sharpe0.46
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
MSFT · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+115.0%
Win rate37.0%
Max DD-23.4%
Sharpe0.76
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
MSFT · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+48.7%
Win rate80.0%
Max DD-11.4%
Sharpe0.69
4 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Turtle Soup reversal
MSFT · 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+43.8%
Win rate76.2%
Max DD-14.7%
Sharpe0.49
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
MSFT · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+110.0%
Win rate71.9%
Max DD-15.8%
Sharpe0.78
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
MSFT · 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+75.8%
Win rate77.3%
Max DD-21.6%
Sharpe0.62
3 of 4 unseen periods positive. Beat 88 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Bollinger upper-band breakout
MSFT · 1D
Buy when price closes above the upper Bollinger Band with price above the 200-day SMA. Sell when it closes back below the middle band.
Return+88.7%
Win rate47.5%
Max DD-16.3%
Sharpe0.73
4 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 5 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.