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SPY Rejected-Low Key-Reversal Research | AI Algo Factory

Gated

SPY Rejected-Low Key-Reversal Research

Robustness did not pass.

Results are visible to everyone. Rules are private.

version: 1
market: Stocks, 1 day

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Createv1 saved
Feasib.Passed
Walk-fwdPassed
SettingsOptional
Robust.Gated
PaperNot started
LiveLocked

Createv1 saved
Feasib.Passed
Walk-fwdPassed
SettingsOptional
Robust.Gated
PaperNot started
LiveLocked

Research summary

Return

+0.6%

Worst drop

−5.7%

Trades

433

MAR ratio

0.10

Research record

Feasibility+3.8% over 5000 bars · worst drop −10.0% · 478 tradesPassed
Walk-forward7 of 12 rounds profitable out of sample · mean +0.6% per roundPassed
Best settingsNo summary recordedNot run
Robustness3 of 6 scenarios passedGated
Proof 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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