Quant AlchemyAlgo Factory

strategies / iris-researc…

Ctrl+K jump

Loading strategies

SPY Rejected-Low Key-Reversal Research | Algo Factory

Gated

SPY Rejected-Low Key-Reversal Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

Sign up to build your own

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

+0.6%

Worst drop

−5.7%

Trades

435

MAR ratio

0.10

Research record

Feasibility+3.8% over 5000 bars · worst drop −10.0% · 480 tradesPassed
Walk-forward7 of 12 rounds profitable out of sample · mean +0.6% 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 + 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.

Create an account

More from Explore

Compare this result with other recorded strategies.

Browse Explore →