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SPY RSI6 Centerline Momentum Research

Feasibility did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

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

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

Research summary

Return

+2.1%

Worst drop

−33.2%

Trades

400

MAR ratio

0.06

Research record

Feasibility+16.2% over 5000 bars · worst drop −36.6% · 435 tradesDidn't pass
Walk-forward7 of 12 rounds profitable out of sample · mean +2.1% 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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SPY RSI6 Centerline Momentum Research | Algo Factory