Strategy Zoo / S0019
LongTermTrend_V0019
ARCHIVEDhybridcrossoverentry = LongTermTrend_V0008 OR MACDMomentum_V0005
Fitness
0.4314
Generation
1
Complexity
8
Created
2026-09-18
Lineage
Parents (2)
seed strategy
seed strategy
Children (1)
Strategy Logic (pseudocode)
# LongTermTrend_V0019 [hybrid]
if flat and ((close > sma_200 and sma_200_slope > 0.0) or (macd_hist > 0.0 and close > sma_50)):
position = 1.0
if long and macd_hist < 0.0:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 4.8% | 73.9% | 10.3% | 18.0% |
| Total Return | 45.2% | 425.7% | 43.9% | 1030.2% |
| Sharpe | 0.31 | 1.27 | 0.45 | 0.60 |
| Sortino | 0.35 | 1.66 | 0.56 | 0.72 |
| Calmar | 0.08 | 1.54 | 0.21 | 0.30 |
| Volatility | 37.5% | 56.1% | 38.7% | 42.3% |
| Max DD | -59.6% | -48.1% | -48.6% | -59.6% |
| Win Rate | 42.6% | 48.9% | 38.9% | 43.4% |
| Avg Win | 5.5% | 7.5% | 6.6% | 6.5% |
| Avg Loss | -3.3% | -3.8% | -3.3% | -3.4% |
| Payoff | 1.67 | 1.95 | 2.00 | 1.89 |
| Expectancy | 0.5% | 1.7% | 0.6% | 0.9% |
| Profit Factor | 1.24 | 1.86 | 1.28 | 1.45 |
| Trades | 272 | 141 | 126 | 539 |
| Avg Holding Days | 4.8 | 4.3 | 4.9 | 4.7 |
| Turnover | 68.3 | 94.0 | 68.5 | 73.5 |
| Exposure | 52.4% | 62.3% | 53.1% | 54.6% |
Growth of $100
LongTermTrend_V0019 vs TSLA Buy & Hold
LongTermTrend_V0019 TSLA Buy & HoldIn-sampleValidationHidden test
Growth of $100 · log scale · in-sample, validation and hidden-test segments are shaded separately and must not be compared as one out-of-sample track record.
Walk-Forward Years
year-by-year stability matters more than any single year
| Year | CAGR | Sharpe | Max DD | Trades |
|---|---|---|---|---|
| 2016 | 21.5% | 1.22 | -13.9% | 11 |
| 2017 | 15.7% | 0.65 | -17.9% | 54 |
| 2018 | -15.4% | -0.40 | -28.3% | 17 |
| 2019 | 7.2% | 0.37 | -35.7% | 15 |
| 2020 | 439.0% | 2.55 | -48.1% | 57 |
| 2021 | 8.2% | 0.40 | -43.8% | 60 |
| 2022 | -21.2% | -0.58 | -39.8% | 23 |
A robust strategy performs acceptably in most years rather than spectacularly in one — look for consistency across regimes, not a single outlier year.
Regime Performance
| Period | Regime | Days | Ann. Return | Sharpe | Exposure |
|---|---|---|---|---|---|
| hidden test | DOWNTREND | 267 | -22.5% | -0.76 | 32% |
| hidden test | EXPENSIVE | 83 | 73.5% | 1.37 | 73% |
| hidden test | EXTREME | 48 | 182.8% | 3.45 | 67% |
| hidden test | HIGH VOLATILITY | 254 | 33.4% | 0.69 | 54% |
| hidden test | LOW VOLATILITY | 429 | 35.4% | 1.16 | 53% |
| hidden test | MEDIUM VOLATILITY | 248 | -30.5% | -0.76 | 52% |
| hidden test | NORMAL | 800 | 1.5% | 0.04 | 50% |
| hidden test | SIDEWAYS | 293 | -10.9% | -0.30 | 61% |
| hidden test | UPTREND | 371 | 68.2% | 1.50 | 62% |
| train | DOWNTREND | 518 | -20.6% | -0.90 | 19% |
| train | EXPENSIVE | 311 | 51.0% | 1.11 | 75% |
| train | EXTREME | 100 | 357.7% | 5.00 | 85% |
| train | HIGH VOLATILITY | 699 | 23.1% | 0.47 | 51% |
| train | LOW VOLATILITY | 745 | 16.0% | 0.64 | 55% |
| train | MEDIUM VOLATILITY | 568 | -8.3% | -0.24 | 51% |
| train | NORMAL | 1,601 | -17.6% | -0.55 | 46% |
| train | SIDEWAYS | 592 | -7.4% | -0.20 | 57% |
| train | UPTREND | 902 | 42.7% | 0.97 | 68% |
| validation | DOWNTREND | 125 | 0.1% | 0.01 | 18% |
| validation | EXPENSIVE | 138 | 71.2% | 1.11 | 70% |
| validation | EXTREME | 144 | 335.7% | 4.08 | 82% |
| validation | HIGH VOLATILITY | 258 | 99.8% | 1.33 | 55% |
| validation | LOW VOLATILITY | 183 | 33.7% | 1.19 | 67% |
| validation | MEDIUM VOLATILITY | 315 | 69.1% | 1.39 | 65% |
| validation | NORMAL | 474 | -9.5% | -0.23 | 54% |
| validation | SIDEWAYS | 206 | -18.3% | -0.39 | 65% |
| validation | UPTREND | 425 | 135.1% | 2.05 | 74% |
Trades (full period)
latest 100 of 540
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-09-18 | — | $363.40 | — | -0.86% | 1 | OPEN |
| 2026-09-01 | 2026-09-17 | $356.09 | $366.20 | -2.88% | 12 | |
| 2026-07-01 | 2026-07-15 | $425.30 | $394.46 | -5.99% | 10 | |
| 2026-06-05 | 2026-06-08 | $391.00 | $408.95 | -6.75% | 2 | |
| 2026-06-03 | 2026-06-04 | $423.70 | $418.45 | -0.21% | 2 | |
| 2026-05-27 | 2026-06-02 | $440.36 | $423.74 | -4.27% | 5 | |
| 2026-05-22 | 2026-05-26 | $426.01 | $433.59 | 1.75% | 2 | |
| 2026-04-16 | 2026-05-21 | $388.90 | $417.85 | 6.24% | 26 | |
| 2026-03-17 | 2026-03-20 | $399.27 | $367.96 | -4.05% | 4 | |
| 2026-03-10 | 2026-03-16 | $399.24 | $395.56 | -2.07% | 5 | |
| 2026-03-05 | 2026-03-09 | $405.55 | $398.68 | -2.46% | 3 | |
| 2026-02-25 | 2026-03-04 | $417.40 | $405.94 | -4.33% | 6 | |
| 2026-02-11 | 2026-02-24 | $428.27 | $409.38 | -6.16% | 9 | |
| 2026-02-09 | 2026-02-10 | $417.32 | $425.21 | 1.31% | 2 | |
| 2026-02-05 | 2026-02-06 | $397.21 | $411.11 | -2.37% | 2 | |
| 2026-02-03 | 2026-02-04 | $421.96 | $406.01 | -0.16% | 2 | |
| 2026-01-30 | 2026-02-02 | $430.41 | $421.81 | 3.12% | 2 | |
| 2026-01-28 | 2026-01-29 | $431.46 | $416.56 | -0.07% | 2 | |
| 2026-01-26 | 2026-01-27 | $435.20 | $430.90 | -3.28% | 2 | |
| 2026-01-22 | 2026-01-23 | $449.36 | $449.06 | 3.95% | 2 | |
| 2026-01-20 | 2026-01-21 | $419.25 | $431.44 | -4.37% | 2 | |
| 2026-01-15 | 2026-01-16 | $438.57 | $437.50 | -0.34% | 2 | |
| 2026-01-13 | 2026-01-14 | $447.20 | $439.20 | -0.59% | 2 | |
| 2026-01-09 | 2026-01-12 | $445.01 | $448.96 | 1.91% | 2 | |
| 2026-01-07 | 2026-01-08 | $431.41 | $435.80 | -0.56% | 2 | |
| 2026-01-05 | 2026-01-06 | $451.67 | $432.96 | 2.90% | 2 | |
| 2025-12-31 | 2026-01-02 | $449.72 | $438.07 | -1.24% | 2 | |
| 2025-12-01 | 2025-12-30 | $430.14 | $454.43 | 6.64% | 21 | |
| 2025-11-26 | 2025-11-28 | $426.58 | $430.17 | 1.51% | 2 | |
| 2025-11-24 | 2025-11-25 | $417.78 | $419.40 | 6.62% | 2 | |
| 2025-11-20 | 2025-11-21 | $395.23 | $391.09 | -2.37% | 2 | |
| 2025-11-18 | 2025-11-19 | $401.25 | $403.99 | -2.07% | 2 | |
| 2025-11-14 | 2025-11-17 | $404.35 | $408.92 | 0.39% | 2 | |
| 2025-11-12 | 2025-11-13 | $430.60 | $401.99 | -2.25% | 2 | |
| 2025-11-10 | 2025-11-11 | $445.23 | $439.62 | 3.45% | 2 | |
| 2025-11-06 | 2025-11-07 | $445.91 | $429.52 | -3.69% | 2 | |
| 2025-11-04 | 2025-11-05 | $444.26 | $462.07 | -5.34% | 2 | |
| 2025-10-31 | 2025-11-03 | $456.56 | $468.37 | 3.54% | 2 | |
| 2025-10-29 | 2025-10-30 | $461.51 | $440.10 | 0.01% | 2 | |
| 2025-10-27 | 2025-10-28 | $452.42 | $460.55 | 4.11% | 2 | |
| 2025-10-23 | 2025-10-24 | $448.98 | $433.72 | 2.08% | 2 | |
| 2025-10-21 | 2025-10-22 | $442.60 | $438.97 | -1.28% | 2 | |
| 2025-10-17 | 2025-10-20 | $439.31 | $447.43 | 2.26% | 2 | |
| 2025-10-15 | 2025-10-16 | $435.15 | $428.75 | 1.18% | 2 | |
| 2025-10-13 | 2025-10-14 | $435.90 | $429.24 | 5.21% | 2 | |
| 2025-10-09 | 2025-10-10 | $435.54 | $413.49 | -0.92% | 2 | |
| 2025-10-07 | 2025-10-08 | $433.09 | $438.69 | -4.64% | 2 | |
| 2025-09-08 | 2025-10-06 | $346.40 | $453.25 | 22.27% | 21 | |
| 2025-09-04 | 2025-09-05 | $338.53 | $350.84 | 1.13% | 2 | |
| 2025-08-25 | 2025-09-03 | $346.60 | $334.09 | -3.32% | 7 | |
| 2025-08-08 | 2025-08-22 | $329.65 | $340.01 | -0.87% | 11 | |
| 2025-07-17 | 2025-08-01 | $319.41 | $302.63 | -4.36% | 12 | |
| 2025-07-15 | 2025-07-16 | $310.78 | $321.67 | -2.13% | 2 | |
| 2025-07-03 | 2025-07-07 | $315.35 | $293.94 | -0.29% | 2 | |
| 2025-07-01 | 2025-07-02 | $300.71 | $315.65 | -5.53% | 2 | |
| 2025-06-27 | 2025-06-30 | $323.63 | $317.66 | -0.86% | 2 | |
| 2025-06-25 | 2025-06-26 | $327.55 | $325.78 | -3.99% | 2 | |
| 2025-06-23 | 2025-06-24 | $348.68 | $340.47 | 8.02% | 2 | |
| 2025-06-18 | 2025-06-20 | $322.05 | $322.16 | 1.60% | 2 | |
| 2025-06-16 | 2025-06-17 | $329.13 | $316.35 | 0.97% | 2 | |
| 2025-06-12 | 2025-06-13 | $319.11 | $325.31 | -2.44% | 2 | |
| 2025-06-10 | 2025-06-11 | $326.09 | $326.43 | 5.47% | 2 | |
| 2025-06-04 | 2025-06-05 | $332.05 | $284.70 | -3.75% | 2 | |
| 2025-04-28 | 2025-06-03 | $285.88 | $344.27 | 20.02% | 26 | |
| 2025-03-26 | 2025-04-09 | $272.06 | $272.20 | -23.16% | 11 | |
| 2025-03-04 | 2025-03-05 | $272.04 | $279.10 | -4.63% | 2 | |
| 2025-02-28 | 2025-03-03 | $292.98 | $284.65 | 3.71% | 2 | |
| 2025-02-26 | 2025-02-27 | $290.80 | $281.95 | -4.16% | 2 | |
| 2025-02-24 | 2025-02-25 | $330.53 | $302.80 | -2.35% | 2 | |
| 2025-02-20 | 2025-02-21 | $354.40 | $337.80 | -1.91% | 2 | |
| 2025-02-18 | 2025-02-19 | $354.11 | $360.56 | -0.69% | 2 | |
| 2025-02-13 | 2025-02-14 | $355.94 | $355.84 | 5.57% | 2 | |
| 2025-02-11 | 2025-02-12 | $328.50 | $336.51 | -6.53% | 2 | |
| 2025-02-07 | 2025-02-10 | $361.62 | $350.73 | -3.59% | 2 | |
| 2025-02-05 | 2025-02-06 | $378.17 | $374.32 | -3.78% | 2 | |
| 2025-02-03 | 2025-02-04 | $383.68 | $392.21 | -5.37% | 2 | |
| 2025-01-30 | 2025-01-31 | $400.28 | $404.60 | 2.67% | 2 | |
| 2025-01-28 | 2025-01-29 | $398.09 | $389.10 | 0.04% | 2 | |
| 2025-01-24 | 2025-01-27 | $406.58 | $397.15 | -1.60% | 2 | |
| 2025-01-22 | 2025-01-23 | $415.11 | $412.38 | -2.31% | 2 | |
| 2025-01-17 | 2025-01-21 | $426.50 | $424.07 | 2.86% | 2 | |
| 2025-01-15 | 2025-01-16 | $428.22 | $413.82 | 7.83% | 2 | |
| 2025-01-13 | 2025-01-14 | $403.31 | $396.36 | 1.97% | 2 | |
| 2025-01-08 | 2025-01-10 | $394.94 | $394.74 | -0.05% | 2 | |
| 2025-01-06 | 2025-01-07 | $411.05 | $394.36 | -0.05% | 2 | |
| 2025-01-02 | 2025-01-03 | $379.28 | $410.44 | -6.28% | 2 | |
| 2024-12-30 | 2024-12-31 | $417.41 | $403.84 | -3.50% | 2 | |
| 2024-12-26 | 2024-12-27 | $454.13 | $431.66 | -1.96% | 2 | |
| 2024-12-06 | 2024-12-24 | $389.22 | $462.28 | 16.31% | 13 | |
| 2024-12-04 | 2024-12-05 | $357.93 | $369.49 | 1.65% | 2 | |
| 2024-12-02 | 2024-12-03 | $357.09 | $351.42 | 3.25% | 2 | |
| 2024-10-25 | 2024-11-29 | $269.19 | $345.16 | 27.55% | 25 | |
| 2024-10-11 | 2024-10-14 | $217.80 | $219.16 | -8.97% | 2 | |
| 2024-10-09 | 2024-10-10 | $241.05 | $238.77 | -1.61% | 2 | |
| 2024-10-07 | 2024-10-08 | $240.83 | $244.50 | -3.90% | 2 | |
| 2024-09-06 | 2024-10-04 | $210.73 | $250.08 | 4.34% | 21 | |
| 2024-08-20 | 2024-08-30 | $221.10 | $214.11 | -7.57% | 9 | |
| 2024-06-17 | 2024-07-22 | $187.44 | $251.51 | 34.11% | 24 | |
| 2024-04-30 | 2024-05-30 | $183.28 | $178.79 | -9.39% | 22 | |
| 2024-01-11 | 2024-01-12 | $227.22 | $218.89 | -3.07% | 2 |