Trend
SMA 20/50 cross
QQQ · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+225.4%
Win rate66.7%
Max DD-26.9%
Sharpe1.00
3 of 4 unseen periods positive. Beat 97 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Stochastic %K/%D cross
QQQ · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+71.9%
Win rate80.6%
Max DD-22.4%
Sharpe0.55
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
QQQ · 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+66.9%
Win rate70.5%
Max DD-8.4%
Sharpe0.83
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Mean reversion
Three-down-days bounce
QQQ · 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+45.4%
Win rate78.0%
Max DD-6.1%
Sharpe1.06
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
EMA 20/50 trend rider
QQQ · 1D
Buy when the 20 EMA crosses above the 50 EMA. Sell when price closes below the 50 EMA, with a 10% stop.
Return+110.6%
Win rate51.9%
Max DD-22.2%
Sharpe0.91
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
SuperTrend follower
QQQ · 1D
Buy when price crosses above the SuperTrend line (10, 3). Sell when it crosses back below.
Return+199.8%
Win rate52.5%
Max DD-18.0%
Sharpe1.11
4 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 11 of 28 tickers
Trend
MACD zero-line cross
QQQ · 1D
Buy when the MACD line crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+137.7%
Win rate48.0%
Max DD-17.3%
Sharpe0.92
4 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
QQQ · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+35.4%
Win rate82.1%
Max DD-11.0%
Sharpe0.56
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Williams %R bounce
QQQ · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+54.2%
Win rate82.1%
Max DD-22.4%
Sharpe0.50
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Five-day-low pullback
QQQ · 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+132.5%
Win rate76.2%
Max DD-12.6%
Sharpe0.96
4 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
RSI(2) dip buy
QQQ · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+74.0%
Win rate77.0%
Max DD-11.0%
Sharpe0.81
3 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Stochastic oversold bounce
QQQ · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+49.6%
Win rate83.3%
Max DD-22.4%
Sharpe0.48
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Awesome Oscillator zero cross
QQQ · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+166.8%
Win rate40.4%
Max DD-30.0%
Sharpe0.92
3 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
QQQ · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+86.2%
Win rate41.2%
Max DD-12.9%
Sharpe0.82
3 of 4 unseen periods positive. Beat 75 of 100 random-entry runs.
Edge held on 9 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.