Trend
Weinstein Stage 2 breakout
XOM · 1D
Buy when price reclaims its 150-day (30-week) SMA. Sell when it closes back below.
Return+65.9%
Win rate25.5%
Max DD-33.5%
Sharpe0.44
3 of 4 unseen periods positive. Beat 98 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Mean reversion
Williams %R bounce
XOM · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return+44.6%
Win rate69.2%
Max DD-12.3%
Sharpe0.56
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
Connors Double 7s
XOM · 1D
Buy a 7-day closing low with price above the 200-day SMA. Sell at a 7-day closing high.
Return+77.1%
Win rate68.3%
Max DD-16.4%
Sharpe0.63
3 of 4 unseen periods positive. Beat 96 of 100 random-entry runs.
Edge held on 6 of 28 tickers
Trend
Inside-bar breakout
XOM · 1D
Buy when price breaks the previous day's high the bar after an inside bar, in an uptrend. Sell when it closes below the 20 EMA, or after 10 bars.
Return+48.2%
Win rate51.2%
Max DD-15.0%
Sharpe0.56
4 of 4 unseen periods positive. Beat 95 of 100 random-entry runs.
Edge held on 3 of 28 tickers
Mean reversion
Stochastic %K/%D cross
XOM · 1D
Buy when stochastic %K crosses above %D below 30 with price above the 200-day SMA. Sell when %K reaches 80.
Return+44.1%
Win rate62.5%
Max DD-19.2%
Sharpe0.46
3 of 4 unseen periods positive. Beat 92 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
RSI(2) dip buy
XOM · 1D
Buy when RSI(2) closes below 10 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+47.2%
Win rate70.6%
Max DD-13.1%
Sharpe0.56
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Mean reversion
Bullish engulfing in an uptrend
XOM · 1D
Buy a bullish engulfing candle with price above the 200-day SMA. Hold a fixed 5 bars.
Return+32.1%
Win rate57.6%
Max DD-13.3%
Sharpe0.52
3 of 4 unseen periods positive. Beat 86 of 100 random-entry runs.
Edge held on 2 of 28 tickers
Trend
ROC momentum turn
XOM · 1D
Buy when the 12-day rate of change crosses above zero with price above the 200-day SMA. Sell when it crosses back below zero.
Return+69.2%
Win rate36.4%
Max DD-22.3%
Sharpe0.52
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Trend
RSI(14) 50-line cross
XOM · 1D
Buy when RSI(14) crosses above 50 with price above the 200-day SMA. Sell when it crosses back below 50.
Return+48.8%
Win rate29.2%
Max DD-25.6%
Sharpe0.42
3 of 4 unseen periods positive. Beat 84 of 100 random-entry runs.
Edge held on 4 of 28 tickers
Mean reversion
RSI(2) below 5 dip buy
XOM · 1D
Buy when RSI(2) closes below 5 with price above the 200-day SMA. Sell when RSI(2) closes back above 70.
Return+28.5%
Win rate62.1%
Max DD-12.5%
Sharpe0.45
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 10 of 28 tickers
Mean reversion
Stochastic oversold bounce
XOM · 1D
Buy when stochastic %K turns back up through 20 (oversold) with price above the 200-day SMA. Sell when %K reaches 80.
Return+28.8%
Win rate60.9%
Max DD-18.3%
Sharpe0.35
3 of 4 unseen periods positive. Beat 76 of 100 random-entry runs.
Edge held on 6 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.