Strategy Backtest List
Each card is produced from real market data or explicitly labeled fallback data, strategy rules, long-only backtests, and calculated metrics.
Risk-On Regime Active
Constructive tape: 19/28 names hold their 200-day trend with contained volatility (24% annualized). Risk signals are quiet, but drawdown discipline still applies.
Strategy Basket Since May
May 1, 2026 → October 23, 2026 · 5 strategies · simulated research
Equal-weighted blend of top-ranked research strategies, normalized on the start date. Not a real-money account. Historical performance does not indicate future results.
Each model is scored across quality, risk, factor exposure, regime fit, and catalyst sensitivity before it can enter simulated observation.
Methodology / Assumptions
- Signals are generated from completed daily bars and modeled with next-open execution.
- Backtests include strategy-level slippage, per-trade fees, stops, trailing stops, and max-holding exits where defined.
- No intraday fills, market impact, margin, shorts, options, or live order routing are modeled.
- Strategy metrics come from the backtest engine and remain unchanged by memo text.
Defensive Trend Pullback
Looks for RSI rebound behavior inside a longer-term SMA200 uptrend, prioritizing controlled mean reversion over aggressive entry.
Low-Volatility Rotation
Ranks lower-volatility symbols with positive medium-term trend from the default watchlist; dividend inputs are not connected yet.
EMA Continuation Signal
Searches for continuation after price reclaims EMA20 while remaining aligned with EMA50 and SMA200 trend structure.
Quality Momentum Breakout
Identifies symbols near recent highs where volatility compression and healthy participation create a higher-quality breakout setup.
ATR Channel Expansion
Uses EMA20 plus ATR expansion, volume confirmation, and a long-term trend filter to detect controlled range expansion.