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SPY Internal-Bar-Strength Next-Open Reversal Research | Algo Factory

Running

SPY Internal-Bar-Strength Next-Open Reversal Research

Paper trading for 0 days.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

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FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessPassed
Final checksReviewed
Paper tradingDay 0
LiveLocked

FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessPassed
Final checksReviewed
Paper tradingDay 0
LiveLocked

Paper trading · simulated account

Running

In-sample (research)Out-of-sample (paper)

Paper trading · Sep 30, 2026+46%+23%0%

Nov 9, 2006Sep 29, 2026

Paper trading started: Sep 30, 2026; Today
Out-of-sample return: 0.0%; 0 days of data
In-sample return: +45.0%; Nov 9, 2006 to Sep 30, 2026
Out-of-sample share: 1%; 0 of 7263 days

Worst drop

0.0%

Days stepped

1

Research record

Feasibility+45.0% over 5000 bars · worst drop −13.6% · 1645 tradesPassed
Walk-forward9 of 12 rounds profitable out of sample · mean +2.8% per roundPassed
Best settingsNo summary recordedNot run
Robustness6 of 6 scenarios passedPassed
Final checks7 of 8 proof checks passedNeeds review

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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