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SPY Bollinger20 Upper-Tail Continuation Research | Algo Factory

Didn't pass

SPY Bollinger20 Upper-Tail Continuation Research

Walk-forward did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

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FeasibilityPassed
Walk-forwardDidn't pass
Best settingsOptional
RobustnessNot started
Final checksNot started
Paper tradingNot started
LiveLocked

FeasibilityPassed
Walk-forwardDidn't pass
Best settingsOptional
RobustnessNot started
Final checksNot started
Paper tradingNot started
LiveLocked

Research summary

Return

−0.8%

Worst drop

−3.2%

Trades

140

MAR ratio

−0.26

Research record

Feasibility−10.5% over 5000 bars · worst drop −10.8% · 152 tradesPassed
Walk-forward2 of 12 rounds profitable out of sample · mean −0.8% per roundDidn't pass
Best settingsNo summary recordedNot run
RobustnessNo summary recordedNot run
Final checksNo summary recordedNot run

What it trades

Markets: Stocks
Symbols: SPY
Timeframe: 1 day
Direction: Long only
Costs: 1 bps fees + 4 bps slippage

The rules are private

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