Mean reversion
Williams %R bounce
NFLX · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+164.4%
Win rate72.2%
Max DD-21.9%
Sharpe0.77
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
EMA 8/21 trend rider
NFLX · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+223.3%
Win rate49.0%
Max DD-37.5%
Sharpe0.81
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
EMA 20/50 trend rider
NFLX · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+117.5%
Win rate39.1%
Max DD-39.5%
Sharpe0.61
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic oversold bounce
NFLX · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+204.0%
Win rate90.3%
Max DD-47.3%
Sharpe0.77
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
OBV trend confirmation
NFLX · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+304.5%
Win rate28.5%
Max DD-43.8%
Sharpe0.89
3 of 4 unseen periods positive. Beat 94 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Awesome Oscillator zero cross
NFLX · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+318.8%
Win rate51.1%
Max DD-50.1%
Sharpe0.79
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
20 EMA pullback
NFLX · 1D
Buy a pullback to the 20 EMA while it is above the 50 EMA. Sell when price closes back above the 20 EMA, with an 8% stop.
Return+185.4%
Win rate82.2%
Max DD-34.5%
Sharpe0.81
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
CCI oversold bounce
NFLX · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return+148.9%
Win rate83.3%
Max DD-48.4%
Sharpe0.64
3 of 4 unseen periods positive. Beat 87 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Parabolic SAR flip
NFLX · 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+373.4%
Win rate49.4%
Max DD-35.1%
Sharpe0.98
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Five-day-low pullback
NFLX · 1D
Buy a 5-day closing low with price above the 200-day SMA. Sell at a 5-day closing high, or after 10 bars.
Return+176.3%
Win rate73.6%
Max DD-28.9%
Sharpe0.72
4 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Bollinger dip in an uptrend
NFLX · 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+61.2%
Win rate77.3%
Max DD-44.6%
Sharpe0.44
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Connors Double 7s
NFLX · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+147.1%
Win rate73.7%
Max DD-45.6%
Sharpe0.62
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
SuperTrend follower
NFLX · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+252.0%
Win rate60.0%
Max DD-46.8%
Sharpe0.73
3 of 4 unseen periods positive. Beat 77 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.