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SPY Confirmed Swing-Barrier Breakout Research

Robustness did not pass.

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Create
Feasibility
Walk-forward
Best settings
Robustness
Paper trading
Live

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

Research summary

Return

+4.5%

Worst drop

−13.8%

Trades

58

MAR ratio

0.33

Research record

2Feasibility+58.8% over 5000 bars · worst drop −15.2% · 65 tradesPassed
3Walk-forward10 of 12 rounds profitable out of sample · mean +4.5% per roundPassed
4Best settingsNo summary recordedNot run
5Robustness5 of 6 scenarios passedDidn't pass
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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SPY Confirmed Swing-Barrier Breakout Research | AI Algo Factory