Mean reversion
Stochastic %K/%D cross
SPY · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+46.2%
Win rate95.7%
Max DD-16.4%
Sharpe0.66
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Williams %R bounce
SPY · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+35.5%
Win rate74.2%
Max DD-7.3%
Sharpe0.69
4 of 4 unseen periods positive. Beat 91 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Trend
SMA 20/50 cross
SPY · 1D
Buy when the 20-day SMA crosses above the 50-day SMA. Sell when it crosses back below.
Return+103.4%
Win rate61.9%
Max DD-29.6%
Sharpe0.83
4 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
Parabolic SAR flip
SPY · 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+99.0%
Win rate60.0%
Max DD-13.5%
Sharpe1.13
3 of 4 unseen periods positive. Beat 82 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
RSI(2) dip, MA exit
SPY · 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+44.4%
Win rate74.7%
Max DD-14.3%
Sharpe0.76
3 of 4 unseen periods positive. Beat 80 of 100 random-entry runs.
Edge held on 9 of 28 tickers
Trend
EMA 8/21 trend rider
SPY · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return+52.2%
Win rate44.7%
Max DD-11.1%
Sharpe0.75
4 of 4 unseen periods positive. Beat 79 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.