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IBM Unsigned Volume-Shock 20-Session Research | Algo Factory

Gated

IBM Unsigned Volume-Shock 20-Session Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

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FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessGated
Final checksNot started
Paper tradingNot started
LiveLocked

FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessGated
Final checksNot started
Paper tradingNot started
LiveLocked

Research summary

Return

+0.1%

Worst drop

−18.0%

Trades

99

MAR ratio

0.01

Research record

Feasibility+7.8% over 5000 bars · worst drop −32.6% · 105 tradesPassed
Walk-forward7 of 12 rounds profitable out of sample · mean +0.1% per roundPassed
Best settingsNo summary recordedNot run
Robustness3 of 6 scenarios passedGated
Final checksNo summary recordedNot run

What it trades

Markets: Stocks
Symbols: IBM
Timeframe: 1 day
Direction: Long only
Costs: 1 bps fees + 9 bps slippage

The rules are private

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