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Gated

SPY DMI14 Strength-Confirmed Direction Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

version: 2
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

+4.1%

Worst drop

−14.2%

Trades

70

MAR ratio

0.29

Research record

Feasibility−11.5% over 5000 bars · worst drop −11.5% · 5 tradesPassed
Walk-forward7 of 12 rounds profitable out of sample · mean +4.1% per roundPassed
Best settingsNo summary recordedNot run
Robustness3 of 6 scenarios passedGated
Final checksNo summary recordedNot run

What it trades

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

The rules are private

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SPY DMI14 Strength-Confirmed Direction Research | Algo Factory