Mean reversion
RSI(2) dip, MA exit
MU · 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+213.4%
Win rate75.8%
Max DD-22.7%
Sharpe0.98
3 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
SMA 20/50 cross
MU · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+2653.1%
Win rate69.6%
Max DD-36.6%
Sharpe1.28
4 of 4 unseen periods positive. Beat 100 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
MACD zero-line cross
MU · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+914.7%
Win rate37.5%
Max DD-44.6%
Sharpe1.03
3 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
MU · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+225.5%
Win rate78.0%
Max DD-27.4%
Sharpe0.92
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
MU · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+79.5%
Win rate75.8%
Max DD-26.1%
Sharpe0.62
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
MU · 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+293.2%
Win rate87.5%
Max DD-37.7%
Sharpe1.03
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
MU · 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+461.7%
Win rate44.3%
Max DD-37.8%
Sharpe0.91
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Williams %R bounce
MU · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+221.4%
Win rate77.1%
Max DD-37.7%
Sharpe0.79
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 12 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.