Strategy Zoo / S0023
SMACross_50_200_V0023
ARCHIVEDhybridcrossoverentry from SMACross_50_200_V0006, exit from Breakout52w_V0012
Fitness
0.4619
Generation
1
Complexity
2
Created
2026-09-18
Lineage
Parents (2)
seed strategy
seed strategy
Children (2)
Strategy Logic (pseudocode)
# SMACross_50_200_V0023 [hybrid]
if flat and sma_50 > sma_200:
position = 1.0
if long and dist_52w_high < -0.15:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 12.1% | 62.7% | -11.4% | 14.3% |
| Total Return | 149.0% | 330.4% | -35.9% | 607.0% |
| Sharpe | 0.50 | 1.16 | -0.16 | 0.53 |
| Sortino | 0.58 | 1.48 | -0.18 | 0.62 |
| Calmar | 0.17 | 1.29 | -0.22 | 0.21 |
| Volatility | 35.5% | 54.6% | 35.5% | 40.2% |
| Max DD | -69.4% | -48.6% | -51.4% | -69.4% |
| Win Rate | 43.1% | 48.7% | 41.4% | 44.2% |
| Avg Win | 4.9% | 6.9% | 3.8% | 5.5% |
| Avg Loss | -2.5% | -3.6% | -2.9% | -2.9% |
| Payoff | 1.94 | 1.93 | 1.29 | 1.89 |
| Expectancy | 0.7% | 1.5% | -0.1% | 0.8% |
| Profit Factor | 1.47 | 1.83 | 0.91 | 1.49 |
| Trades | 239 | 150 | 145 | 534 |
| Avg Holding Days | 4.9 | 3.8 | 3.4 | 4.3 |
| Turnover | 60.0 | 100.0 | 78.5 | 72.8 |
| Exposure | 48.3% | 55.6% | 37.8% | 47.2% |
Growth of $100
SMACross_50_200_V0023 vs TSLA Buy & Hold
SMACross_50_200_V0023 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 | -16.0% | -1.15 | -18.4% | 46 |
| 2017 | 22.2% | 0.79 | -29.6% | 24 |
| 2018 | -40.5% | -2.26 | -45.0% | 12 |
| 2019 | 18.1% | 0.86 | -23.2% | 15 |
| 2020 | 309.5% | 2.22 | -48.6% | 45 |
| 2021 | 4.6% | 0.32 | -47.6% | 62 |
| 2022 | -15.1% | -0.38 | -31.3% | 43 |
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 | -21.2% | -0.62 | 10% |
| hidden test | EXPENSIVE | 83 | 28.0% | 0.53 | 77% |
| hidden test | EXTREME | 48 | 130.0% | 2.17 | 85% |
| hidden test | HIGH VOLATILITY | 254 | 52.2% | 1.09 | 31% |
| hidden test | LOW VOLATILITY | 429 | -13.2% | -0.54 | 39% |
| hidden test | MEDIUM VOLATILITY | 248 | -52.6% | -1.43 | 42% |
| hidden test | NORMAL | 800 | -17.5% | -0.56 | 31% |
| hidden test | SIDEWAYS | 293 | -16.1% | -0.72 | 31% |
| hidden test | UPTREND | 371 | 13.3% | 0.30 | 63% |
| train | DOWNTREND | 518 | -19.8% | -1.79 | 7% |
| train | EXPENSIVE | 311 | 76.5% | 1.55 | 89% |
| train | EXTREME | 100 | 383.3% | 5.28 | 98% |
| train | HIGH VOLATILITY | 699 | 41.5% | 0.89 | 45% |
| train | LOW VOLATILITY | 745 | 8.6% | 0.34 | 53% |
| train | MEDIUM VOLATILITY | 568 | 0.0% | 0.00 | 46% |
| train | NORMAL | 1,601 | -16.7% | -0.61 | 37% |
| train | SIDEWAYS | 592 | 8.4% | 0.26 | 38% |
| train | UPTREND | 902 | 45.1% | 0.99 | 79% |
| validation | DOWNTREND | 125 | 27.5% | 1.68 | 8% |
| validation | EXPENSIVE | 138 | 35.6% | 0.58 | 81% |
| validation | EXTREME | 144 | 256.5% | 3.11 | 87% |
| validation | HIGH VOLATILITY | 258 | 36.1% | 0.49 | 56% |
| validation | LOW VOLATILITY | 183 | 41.8% | 1.63 | 46% |
| validation | MEDIUM VOLATILITY | 315 | 98.5% | 2.05 | 61% |
| validation | NORMAL | 474 | 12.9% | 0.33 | 39% |
| validation | SIDEWAYS | 206 | -14.6% | -0.37 | 40% |
| validation | UPTREND | 425 | 111.9% | 1.67 | 77% |
Trades (full period)
latest 100 of 534
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-04-08 | 2026-04-09 | $343.25 | $345.62 | -1.18% | 2 | |
| 2026-04-06 | 2026-04-07 | $352.82 | $346.65 | -2.35% | 2 | |
| 2026-04-01 | 2026-04-02 | $381.26 | $360.59 | 2.36% | 2 | |
| 2026-03-30 | 2026-03-31 | $355.28 | $371.75 | -2.01% | 2 | |
| 2026-03-26 | 2026-03-27 | $372.11 | $361.83 | -3.78% | 2 | |
| 2026-03-24 | 2026-03-25 | $383.03 | $385.95 | 0.37% | 2 | |
| 2026-03-20 | 2026-03-23 | $367.96 | $380.85 | -3.44% | 2 | |
| 2026-03-18 | 2026-03-19 | $392.78 | $380.30 | -1.82% | 2 | |
| 2026-03-16 | 2026-03-17 | $395.56 | $399.27 | 0.91% | 2 | |
| 2026-03-12 | 2026-03-13 | $395.01 | $391.20 | -3.34% | 2 | |
| 2026-03-10 | 2026-03-11 | $399.24 | $407.82 | -0.06% | 2 | |
| 2026-03-06 | 2026-03-09 | $396.73 | $398.68 | -2.37% | 2 | |
| 2026-03-04 | 2026-03-05 | $405.94 | $405.55 | 3.24% | 2 | |
| 2026-03-02 | 2026-03-03 | $403.32 | $392.43 | 0.00% | 2 | |
| 2026-02-25 | 2026-02-27 | $417.40 | $402.51 | -0.39% | 3 | |
| 2026-02-23 | 2026-02-24 | $399.83 | $409.38 | -3.11% | 2 | |
| 2026-02-19 | 2026-02-20 | $411.71 | $411.82 | -0.11% | 2 | |
| 2026-02-10 | 2026-02-18 | $425.21 | $411.32 | -1.80% | 6 | |
| 2026-02-06 | 2026-02-09 | $411.11 | $417.32 | 3.30% | 2 | |
| 2025-11-24 | 2026-02-05 | $417.78 | $397.21 | 3.61% | 50 | |
| 2025-11-20 | 2025-11-21 | $395.23 | $391.09 | -2.37% | 2 | |
| 2025-11-17 | 2025-11-19 | $408.92 | $403.99 | -0.96% | 3 | |
| 2025-09-17 | 2025-11-14 | $425.86 | $404.35 | -4.85% | 43 | |
| 2025-08-04 | 2025-08-05 | $309.26 | $308.72 | 1.99% | 2 | |
| 2025-07-31 | 2025-08-01 | $308.27 | $302.63 | -3.57% | 2 | |
| 2025-07-29 | 2025-07-30 | $321.20 | $319.04 | -1.55% | 2 | |
| 2025-07-25 | 2025-07-28 | $316.06 | $325.59 | 3.32% | 2 | |
| 2025-07-23 | 2025-07-24 | $332.56 | $305.30 | -0.06% | 2 | |
| 2025-07-21 | 2025-07-22 | $328.49 | $332.11 | -0.55% | 2 | |
| 2025-07-17 | 2025-07-18 | $319.41 | $329.65 | -0.90% | 2 | |
| 2025-07-15 | 2025-07-16 | $310.78 | $321.67 | -2.13% | 2 | |
| 2025-07-11 | 2025-07-14 | $313.51 | $316.90 | 0.97% | 2 | |
| 2025-07-09 | 2025-07-10 | $295.88 | $309.87 | -0.85% | 2 | |
| 2025-07-07 | 2025-07-08 | $293.94 | $297.81 | -6.98% | 2 | |
| 2025-07-02 | 2025-07-03 | $315.65 | $315.35 | 4.76% | 2 | |
| 2025-04-11 | 2025-04-14 | $252.31 | $252.35 | -0.24% | 2 | |
| 2025-04-09 | 2025-04-10 | $272.20 | $252.40 | 22.47% | 2 | |
| 2025-04-07 | 2025-04-08 | $233.29 | $221.86 | -2.76% | 2 | |
| 2025-04-03 | 2025-04-04 | $267.28 | $239.43 | -5.67% | 2 | |
| 2025-04-01 | 2025-04-02 | $268.46 | $282.76 | 3.38% | 2 | |
| 2025-03-28 | 2025-03-31 | $263.55 | $259.16 | -3.70% | 2 | |
| 2025-03-26 | 2025-03-27 | $272.06 | $273.13 | -5.77% | 2 | |
| 2025-03-24 | 2025-03-25 | $278.39 | $288.14 | 11.72% | 2 | |
| 2025-03-20 | 2025-03-21 | $236.26 | $248.71 | -0.03% | 2 | |
| 2025-03-18 | 2025-03-19 | $225.31 | $235.86 | -5.53% | 2 | |
| 2025-03-14 | 2025-03-17 | $249.98 | $238.01 | 3.66% | 2 | |
| 2025-03-12 | 2025-03-13 | $248.09 | $240.68 | 7.39% | 2 | |
| 2025-03-10 | 2025-03-11 | $222.15 | $230.58 | -15.61% | 2 | |
| 2025-03-06 | 2025-03-07 | $263.45 | $262.67 | -5.80% | 2 | |
| 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 | |
| 2025-01-16 | 2025-01-27 | $413.82 | $397.15 | -5.25% | 7 | |
| 2025-01-14 | 2025-01-15 | $396.36 | $428.22 | -1.92% | 2 | |
| 2025-01-10 | 2025-01-13 | $394.74 | $403.31 | -0.25% | 2 | |
| 2025-01-03 | 2025-01-08 | $410.44 | $394.94 | 3.78% | 4 | |
| 2024-10-25 | 2025-01-02 | $269.19 | $379.28 | 54.73% | 47 | |
| 2024-10-23 | 2024-10-24 | $213.65 | $260.48 | -2.18% | 2 | |
| 2024-10-21 | 2024-10-22 | $218.85 | $217.97 | -1.04% | 2 | |
| 2024-10-17 | 2024-10-18 | $220.89 | $220.70 | -0.40% | 2 | |
| 2024-10-15 | 2024-10-16 | $219.57 | $221.33 | -0.01% | 2 | |
| 2024-09-17 | 2024-10-14 | $227.87 | $219.16 | -4.15% | 20 | |
| 2024-09-13 | 2024-09-16 | $230.29 | $226.78 | 0.01% | 2 | |
| 2024-09-11 | 2024-09-12 | $228.13 | $229.81 | 0.67% | 2 | |
| 2024-09-09 | 2024-09-10 | $216.27 | $226.17 | 2.43% | 2 | |
| 2024-09-05 | 2024-09-06 | $230.17 | $210.73 | 4.70% | 2 | |
| 2024-09-03 | 2024-09-04 | $210.60 | $219.41 | -1.84% | 2 | |
| 2024-08-29 | 2024-08-30 | $206.28 | $214.11 | 0.06% | 2 | |
| 2024-08-27 | 2024-08-28 | $209.21 | $205.75 | -2.07% | 2 | |
| 2024-08-23 | 2024-08-26 | $220.32 | $213.21 | 4.38% | 2 | |
| 2024-08-21 | 2024-08-22 | $223.27 | $210.66 | 0.78% | 2 | |
| 2024-08-19 | 2024-08-20 | $222.72 | $221.10 | 2.85% | 2 | |
| 2024-08-15 | 2024-08-16 | $214.14 | $216.12 | 6.13% | 2 | |
| 2024-08-13 | 2024-08-14 | $207.83 | $201.38 | 5.03% | 2 | |
| 2024-08-09 | 2024-08-12 | $200.00 | $197.49 | 0.38% | 2 | |
| 2024-08-07 | 2024-08-08 | $191.76 | $198.84 | -4.62% | 2 | |
| 2024-08-05 | 2024-08-06 | $198.88 | $200.64 | -4.43% | 2 | |
| 2024-08-01 | 2024-08-02 | $216.86 | $207.67 | -6.75% | 2 | |
| 2024-07-30 | 2024-07-31 | $222.62 | $232.07 | -4.28% | 2 | |
| 2024-02-01 | 2024-02-02 | $188.86 | $187.91 | 0.64% | 2 | |
| 2024-01-30 | 2024-01-31 | $191.59 | $187.29 | 0.15% | 2 | |
| 2024-01-26 | 2024-01-29 | $183.25 | $190.93 | 0.14% | 2 | |
| 2024-01-24 | 2024-01-25 | $207.83 | $182.63 | -0.83% | 2 | |
| 2024-01-22 | 2024-01-23 | $208.80 | $209.14 | -1.80% | 2 | |
| 2024-01-18 | 2024-01-19 | $211.88 | $212.19 | -1.90% | 2 | |
| 2024-01-16 | 2024-01-17 | $219.91 | $215.55 | 0.27% | 2 | |
| 2024-01-11 | 2024-01-12 | $227.22 | $218.89 | -3.07% | 2 | |
| 2024-01-09 | 2024-01-10 | $234.96 | $233.94 | -2.48% | 2 | |
| 2024-01-05 | 2024-01-08 | $237.49 | $240.45 | -0.38% | 2 | |
| 2024-01-03 | 2024-01-04 | $238.45 | $237.93 | -4.21% | 2 |