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IBM Unsigned Volume-Trend Contraction Research | Algo Factory

Gated

IBM Unsigned Volume-Trend Contraction 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

+4.8%

Worst drop

−15.8%

Trades

92

MAR ratio

0.31

Research record

Feasibility+62.1% over 5000 bars · worst drop −26.5% · 2826 tradesPassed
Walk-forward8 of 12 rounds profitable out of sample · mean +4.8% per roundPassed
Best settingsNo summary recordedNot run
Robustness2 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 + 4 bps slippage

The rules are private

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