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Running

SPY November-April Seasonal Exposure Research

Paper trading for 9 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 checksPassed
Paper tradingDay 9
LiveLocked

FeasibilityPassed
Walk-forwardPassed
Best settingsOptional
RobustnessPassed
Final checksPassed
Paper tradingDay 9
LiveLocked

Paper trading · simulated account

Running

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

Paper trading · Sep 21, 2026+90%+39%−11%

Nov 1, 2006Sep 29, 2026

Paper trading started: Sep 21, 2026; 9 days ago
Out-of-sample return: 0.0%; 8 days of data
In-sample return: +90.3%; Nov 1, 2006 to Sep 21, 2026
Out-of-sample share: 1%; 8 of 7269 days

Worst drop

0.0%

Days stepped

8

Research record

Feasibility+90.3% over 5000 bars · worst drop −18.2% · 20 tradesPassed
Walk-forward10 of 12 rounds profitable out of sample · mean +3.9% per roundPassed
Best settingsNo summary recordedNot run
Robustness5 of 6 scenarios passedPassed
Final checks8 of 8 proof checks passedPassed

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 November-April Seasonal Exposure Research | Algo Factory