Mean reversion
Four-down-days bounce
TSLA · 1D
Buy after four straight down closes with price above the 200-day SMA. Sell on the first up close, or after 10 bars.
Return+76.0%
Win rate66.7%
Max DD-18.8%
Sharpe0.53
4 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
Keltner channel breakout
TSLA · 1D
Buy when price closes above the upper Keltner channel (20, 2). Sell when it closes back below the channel midline.
Return+1265.5%
Win rate51.6%
Max DD-33.7%
Sharpe1.18
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
Aroon trend
TSLA · 1D
Buy when Aroon-Up crosses above Aroon-Down with price above the 200-day SMA. Sell when Aroon-Down crosses back above.
Return+432.9%
Win rate34.8%
Max DD-55.3%
Sharpe0.81
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Bollinger upper-band breakout
TSLA · 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+765.6%
Win rate41.9%
Max DD-34.3%
Sharpe1.05
3 of 4 unseen periods positive. Beat 83 of 100 random-entry runs.
Edge held on 5 of 28 tickers
Trend
CCI zero-line cross
TSLA · 1D
Buy when CCI(20) crosses above zero with price above the 200-day SMA. Sell when it crosses back below.
Return+847.5%
Win rate30.6%
Max DD-49.9%
Sharpe1.02
3 of 4 unseen periods positive. Beat 81 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
Awesome Oscillator zero cross
TSLA · 1D
Buy when the Awesome Oscillator crosses above zero. Sell when it crosses back below.
Return+1934.6%
Win rate33.3%
Max DD-51.3%
Sharpe1.13
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
20-day high breakout
TSLA · 1D
Buy when price breaks above the highest high of the last 20 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+707.8%
Win rate36.1%
Max DD-39.4%
Sharpe0.99
4 of 4 unseen periods positive. Beat 79 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Trend
10-day high breakout
TSLA · 1D
Buy when price breaks above the highest high of the last 10 days with price above the 200-day SMA. Sell when it closes below the 20 EMA.
Return+800.8%
Win rate34.7%
Max DD-41.7%
Sharpe0.99
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
OBV trend confirmation
TSLA · 1D
Buy when OBV crosses above its 20-bar average with price above the 200-day SMA. Sell when OBV crosses back below.
Return+704.4%
Win rate30.8%
Max DD-42.8%
Sharpe0.97
3 of 4 unseen periods positive. Beat 77 of 100 random-entry runs.
Edge held on 4 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.