Quant AlchemyAlgo Factory

strategies / master-spy-4…

Ctrl+K jump

Loading strategies

Master Cross SPY 4H | Algo Factory

Didn't pass

Master Cross SPY 4H

Walk-forward did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 4 hour

Sign up to build your own

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

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

Research summary

Return

+0.7%

Worst drop

−5.6%

Trades

47

MAR ratio

0.13

Research record

Feasibility+3.0% over 2177 bars · worst drop −12.3% · 52 tradesPassed
Walk-forward5 of 12 rounds profitable out of sample · mean +0.7% 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: 4 hour
Direction: Long only
Costs: 5 bps fees + 5 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 →