Quant AlchemyAI Algo Factory

Transmute plain-language strategy intent into validated, auditable trading systems.

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Five-ETF Completed-Month Trend Allocation Research | AI Algo Factory

Five-ETF Completed-Month Trend Allocation Research

Feasibility did not pass.

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1Createv1 saved
2FeasibilityDidn't pass
3Walk-forwardNot started
4Best settingsOptional
5RobustnessNot started
6Paper tradingNot started
7LiveLocked

Research summary

Return

+126.1%

Worst drop

−14.8%

Trades

92

MAR ratio

8.51

Research record

2Feasibility+126.1% over 5000 bars · worst drop −14.8% · 92 tradesFailed
3Walk-forwardNo summary recordedNot run
4Best settingsNo summary recordedNot run
5RobustnessNo summary recordedNot run
5Proof challengeNo summary recordedNot run

What it trades

Markets: Stocks
Symbols: SPY, EFA, IEF, VNQ, DBC
Timeframe: 1 day
Direction: Long only
Costs: 1 bps fees + 9 bps slippage

The rules are private

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