Quant Alchemy
Quant Alchemy
AI Algo Factory
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SPY Turn-of-Month Calendar Research
Robustness did not pass.
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1
Create
✓
v1 saved
2
Feasibility
✓
Passed
3
Walk-forward
✓
Passed
4
Best settings
○
Optional
5
Robustness
✕
Didn't pass
6
Paper trading
○
Not started
7
Live
Locked
Research summary
Return
+2.3%
Worst drop
−19.9%
Trades
219
MAR ratio
0.12
Research record
2
Feasibility
+16.0% over 5000 bars · worst drop −24.6% · 238 trades
Passed
3
Walk-forward
7 of 12 rounds profitable out of sample · mean +2.3% per round
Passed
4
Best settings
No summary recorded
Not run
5
Robustness
2 of 6 scenarios passed
Failed
5
Proof challenge
No summary recorded
Not run
SPY Turn-of-Month Calendar Research | AI Algo Factory