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SPY IEF Daily Constant-Mix Research | Algo Factory

Running

SPY IEF Daily Constant-Mix Research

Paper trading for 11 days.

Results are visible to everyone. Rules are private.

version: 2
market: Stocks, 1 day

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FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessPassed
Final checksReviewed
Paper tradingDay 11
LiveLocked

FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessPassed
Final checksReviewed
Paper tradingDay 11
LiveLocked

Paper trading · simulated account

Running

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

Paper trading · Sep 19, 2026+223%+106%−11%

Nov 1, 2006Sep 29, 2026

Paper trading started: Sep 19, 2026; 11 days ago
Out-of-sample return: −0.9%; 9 days of data
In-sample return: +222.7%; Nov 1, 2006 to Sep 19, 2026
Out-of-sample share: 1%; 9 of 7270 days

Worst drop

−0.9%

Days stepped

3

Research record

Feasibility+222.7% over 5000 bars · worst drop −20.4% · 9998 tradesPassed
Walk-forward10 of 12 rounds profitable out of sample · mean +9.7% per roundPassed
Best settingsNo summary recordedNot run
Robustness5 of 6 scenarios passedPassed
Final checks7 of 8 proof checks passedNeeds review

What it trades

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

The rules are private

Members can see strategy rules when their owners share them. Build and test your own the same way.

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