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SPY Bollinger20 Upper-Tail Continuation Research | AI Algo Factory

SPY Bollinger20 Upper-Tail Continuation Research

Walk-forward did not pass.

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Create
Feasibility
Walk-forward
Best settings
Robustness
Paper trading
Live

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

Research summary

Return

−0.8%

Worst drop

−3.2%

Trades

140

MAR ratio

−0.26

Research record

2Feasibility−10.5% over 5000 bars · worst drop −10.8% · 152 tradesPassed
3Walk-forward2 of 12 rounds profitable out of sample · mean −0.8% per roundDidn't pass
4Best settingsNo summary recordedNot run
5RobustnessNo summary recordedNot run
5Proof challengeNo summary recordedNot run

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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