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SPY Weekly Stochastic Range Recovery Research | Algo Factory

Gated

SPY Weekly Stochastic Range Recovery Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 week

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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

+9.5%

Worst drop

−28.8%

Trades

27

MAR ratio

0.33

Research record

Feasibility+102.6% over 1754 bars · worst drop −35.3% · 28 tradesPassed
Walk-forward8 of 12 rounds profitable out of sample · mean +9.5% per roundPassed
Best settingsNo summary recordedNot run
Robustness4 of 6 scenarios passedGated
Final checksNo summary recordedNot run

What it trades

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

The rules are private

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