Strategy Zoo / S0295
LongTermTrend_V0295
ARCHIVEDhybridcrossoverentry from LongTermTrend_V0287, exit from VolumeBreakout_V0246
Fitness
0.5266
Generation
14
Complexity
8
Created
2026-09-18
Lineage
Parents (2)
entry from VolumeBreakout_V0074, exit from VolumeBreakout_V0185
removed entry condition: cumret_252d > -0.1997
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V0295 [hybrid]
if flat and (((close > sma_200 and sma_200_slope > 0.0) or ret_20d > 0.05) and ret_20d > 0.05):
position = 1.0
if long and macd_hist < 0.0:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 10.6% | 85.3% | 14.5% | 24.2% |
| Total Return | 123.8% | 536.2% | 64.8% | 2315.1% |
| Sharpe | 0.47 | 1.57 | 0.58 | 0.79 |
| Sortino | 0.49 | 1.80 | 0.59 | 0.84 |
| Calmar | 0.17 | 3.07 | 0.31 | 0.39 |
| Volatility | 31.8% | 45.8% | 32.4% | 35.3% |
| Max DD | -62.0% | -27.8% | -47.3% | -62.0% |
| Win Rate | 45.7% | 57.9% | 36.5% | 46.9% |
| Avg Win | 6.6% | 7.9% | 9.8% | 7.7% |
| Avg Loss | -3.7% | -3.6% | -3.7% | -3.7% |
| Payoff | 1.81 | 2.21 | 2.65 | 2.12 |
| Expectancy | 1.0% | 3.1% | 1.2% | 1.7% |
| Profit Factor | 1.52 | 3.03 | 1.53 | 1.87 |
| Trades | 151 | 76 | 63 | 290 |
| Avg Holding Days | 6.3 | 5.6 | 6.6 | 6.2 |
| Turnover | 38.0 | 50.7 | 34.1 | 39.5 |
| Exposure | 40.5% | 46.0% | 37.7% | 40.9% |
Growth of $100
LongTermTrend_V0295 vs TSLA Buy & Hold
LongTermTrend_V0295 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 | 8.9% | 0.56 | -24.1% | 12 |
| 2017 | 9.3% | 0.52 | -18.5% | 22 |
| 2018 | -34.6% | -1.39 | -41.4% | 17 |
| 2019 | 4.3% | 0.29 | -27.6% | 13 |
| 2020 | 335.0% | 2.59 | -24.2% | 35 |
| 2021 | 52.6% | 1.39 | -17.5% | 26 |
| 2022 | -4.6% | -0.02 | -19.4% | 14 |
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 | -0.1% | -0.00 | 36% |
| hidden test | EXPENSIVE | 83 | 11.2% | 0.28 | 49% |
| hidden test | EXTREME | 48 | 151.1% | 3.22 | 48% |
| hidden test | HIGH VOLATILITY | 254 | 37.2% | 0.91 | 40% |
| hidden test | LOW VOLATILITY | 429 | 50.4% | 1.91 | 39% |
| hidden test | MEDIUM VOLATILITY | 248 | -54.9% | -1.75 | 33% |
| hidden test | NORMAL | 800 | 11.6% | 0.38 | 36% |
| hidden test | SIDEWAYS | 293 | -3.4% | -0.13 | 38% |
| hidden test | UPTREND | 371 | 49.7% | 1.35 | 39% |
| train | DOWNTREND | 518 | -15.3% | -0.73 | 25% |
| train | EXPENSIVE | 311 | 32.4% | 0.93 | 57% |
| train | EXTREME | 100 | 348.1% | 4.87 | 83% |
| train | HIGH VOLATILITY | 699 | 41.5% | 0.98 | 38% |
| train | LOW VOLATILITY | 745 | 21.5% | 0.97 | 47% |
| train | MEDIUM VOLATILITY | 568 | -26.0% | -0.97 | 35% |
| train | NORMAL | 1,601 | -9.1% | -0.35 | 35% |
| train | SIDEWAYS | 592 | -8.2% | -0.32 | 38% |
| train | UPTREND | 902 | 47.7% | 1.21 | 51% |
| validation | DOWNTREND | 125 | 48.7% | 1.87 | 22% |
| validation | EXPENSIVE | 138 | 70.1% | 1.63 | 47% |
| validation | EXTREME | 144 | 255.5% | 3.29 | 78% |
| validation | HIGH VOLATILITY | 258 | 60.6% | 1.01 | 43% |
| validation | LOW VOLATILITY | 183 | 19.8% | 0.86 | 44% |
| validation | MEDIUM VOLATILITY | 315 | 111.9% | 2.66 | 50% |
| validation | NORMAL | 474 | 16.9% | 0.55 | 36% |
| validation | SIDEWAYS | 206 | 11.8% | 0.38 | 36% |
| validation | UPTREND | 425 | 108.2% | 1.96 | 58% |
Trades (full period)
latest 100 of 290
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-08-21 | 2026-09-17 | $362.86 | $366.20 | 3.55% | 19 | |
| 2026-07-13 | 2026-07-15 | $394.76 | $394.46 | -3.04% | 3 | |
| 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 | |
| 2026-04-20 | 2026-05-21 | $392.50 | $417.85 | 3.94% | 24 | |
| 2025-12-31 | 2026-01-02 | $449.72 | $438.07 | -1.24% | 2 | |
| 2025-12-15 | 2025-12-30 | $475.31 | $454.43 | -0.05% | 11 | |
| 2025-11-06 | 2025-11-07 | $445.91 | $429.52 | -3.69% | 2 | |
| 2025-11-03 | 2025-11-05 | $468.37 | $462.07 | -2.89% | 3 | |
| 2025-10-24 | 2025-10-27 | $433.72 | $452.42 | -3.60% | 2 | |
| 2025-10-14 | 2025-10-15 | $429.24 | $435.15 | -1.73% | 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 | |
| 2025-08-07 | 2025-08-22 | $322.27 | $340.01 | -0.14% | 12 | |
| 2025-08-05 | 2025-08-06 | $308.72 | $319.91 | -0.37% | 2 | |
| 2025-07-31 | 2025-08-01 | $308.27 | $302.63 | -3.57% | 2 | |
| 2025-06-04 | 2025-06-05 | $332.05 | $284.70 | -3.75% | 2 | |
| 2025-04-29 | 2025-06-03 | $292.03 | $344.27 | 19.63% | 25 | |
| 2025-04-10 | 2025-04-22 | $252.40 | $237.97 | -16.60% | 8 | |
| 2025-04-08 | 2025-04-09 | $221.86 | $272.20 | -5.09% | 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 | |
| 2024-11-07 | 2024-11-29 | $296.91 | $345.16 | 15.15% | 16 | |
| 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 | |
| 2024-09-04 | 2024-10-04 | $219.41 | $250.08 | 14.05% | 23 | |
| 2024-07-31 | 2024-08-01 | $232.07 | $216.86 | 4.04% | 2 | |
| 2024-07-29 | 2024-07-30 | $232.10 | $222.62 | 5.39% | 2 | |
| 2024-07-25 | 2024-07-26 | $220.25 | $219.80 | 1.77% | 2 | |
| 2024-07-23 | 2024-07-24 | $246.38 | $215.99 | -2.24% | 2 | |
| 2024-06-18 | 2024-07-22 | $184.86 | $251.51 | 27.36% | 23 | |
| 2024-04-30 | 2024-05-30 | $183.28 | $178.79 | -9.39% | 22 | |
| 2024-04-15 | 2024-04-17 | $161.48 | $155.45 | -8.34% | 3 | |
| 2024-02-26 | 2024-03-07 | $199.40 | $178.65 | -8.22% | 9 | |
| 2023-12-18 | 2024-01-02 | $252.08 | $248.42 | -2.18% | 10 | |
| 2023-11-17 | 2023-12-14 | $234.30 | $251.05 | 2.24% | 19 | |
| 2023-09-12 | 2023-09-25 | $267.48 | $246.99 | -10.67% | 10 | |
| 2023-07-26 | 2023-07-27 | $264.35 | $255.71 | -0.55% | 2 | |
| 2023-07-20 | 2023-07-21 | $262.90 | $260.02 | -9.93% | 2 | |
| 2023-07-18 | 2023-07-19 | $293.34 | $291.26 | 0.82% | 2 | |
| 2023-07-14 | 2023-07-17 | $281.38 | $290.38 | 1.05% | 2 | |
| 2023-07-12 | 2023-07-13 | $271.99 | $277.90 | 0.61% | 2 | |
| 2023-07-10 | 2023-07-11 | $269.61 | $269.79 | -1.95% | 2 | |
| 2023-07-05 | 2023-07-07 | $282.48 | $274.43 | -1.37% | 3 | |
| 2023-06-30 | 2023-07-03 | $261.77 | $279.82 | 1.46% | 2 | |
| 2023-06-28 | 2023-06-29 | $256.24 | $257.50 | 2.21% | 2 | |
| 2023-05-19 | 2023-06-27 | $180.14 | $250.21 | 36.00% | 26 | |
| 2023-04-12 | 2023-04-13 | $180.54 | $185.90 | -3.54% | 2 | |
| 2023-04-10 | 2023-04-11 | $184.51 | $186.79 | -0.50% | 2 | |
| 2023-03-06 | 2023-03-07 | $193.81 | $187.71 | -2.21% | 2 | |
| 2023-03-02 | 2023-03-03 | $190.90 | $197.79 | -6.05% | 2 | |
| 2023-02-28 | 2023-03-01 | $205.71 | $202.77 | -1.12% | 2 | |
| 2023-02-24 | 2023-02-27 | $196.88 | $207.63 | -2.77% | 2 | |
| 2023-01-25 | 2023-02-23 | $144.43 | $202.07 | 39.31% | 21 | |
| 2022-09-21 | 2022-09-23 | $300.80 | $275.33 | -6.71% | 3 | |
| 2022-08-26 | 2022-08-29 | $288.09 | $284.82 | -2.89% | 2 | |
| 2022-08-24 | 2022-08-25 | $297.10 | $296.07 | 0.02% | 2 | |
| 2022-08-22 | 2022-08-23 | $289.91 | $296.45 | -2.47% | 2 | |
| 2022-08-15 | 2022-08-19 | $309.32 | $296.67 | 0.75% | 5 | |
| 2022-06-22 | 2022-08-12 | $236.09 | $300.03 | 20.68% | 37 | |
| 2022-04-19 | 2022-04-20 | $342.72 | $325.73 | 2.17% | 2 | |
| 2022-04-14 | 2022-04-18 | $328.33 | $334.76 | -3.85% | 2 | |
| 2022-04-12 | 2022-04-13 | $328.98 | $340.79 | 0.93% | 2 | |
| 2022-03-22 | 2022-04-11 | $331.33 | $325.31 | 11.11% | 15 | |
| 2022-01-20 | 2022-01-21 | $332.09 | $314.63 | -0.14% | 2 | |
| 2022-01-18 | 2022-01-19 | $343.50 | $331.88 | -2.02% | 2 | |
| 2022-01-13 | 2022-01-14 | $343.85 | $349.87 | -6.94% | 2 | |
| 2022-01-04 | 2022-01-12 | $383.20 | $368.74 | -11.46% | 7 | |
| 2021-11-24 | 2021-11-26 | $372.00 | $360.64 | 0.43% | 2 | |
| 2021-11-22 | 2021-11-23 | $385.62 | $369.68 | 1.54% | 2 | |
| 2021-11-18 | 2021-11-19 | $365.46 | $379.02 | 0.48% | 2 | |
| 2021-11-16 | 2021-11-17 | $351.58 | $363.00 | 3.88% | 2 | |
| 2021-11-12 | 2021-11-15 | $344.47 | $337.80 | -3.03% | 2 | |
| 2021-10-12 | 2021-11-11 | $268.57 | $354.50 | 34.59% | 23 | |
| 2021-10-08 | 2021-10-11 | $261.83 | $263.98 | -1.22% | 2 | |
| 2021-09-27 | 2021-10-07 | $263.79 | $264.54 | 0.88% | 9 | |
| 2021-09-23 | 2021-09-24 | $251.21 | $258.13 | 0.03% | 2 | |
| 2021-09-08 | 2021-09-21 | $251.29 | $246.46 | -3.22% | 10 | |
| 2021-08-25 | 2021-08-26 | $237.07 | $233.72 | 0.18% | 2 | |
| 2021-08-23 | 2021-08-24 | $235.43 | $236.16 | 3.62% | 2 | |
| 2021-08-19 | 2021-08-20 | $224.49 | $226.75 | -2.45% | 2 | |
| 2021-08-04 | 2021-08-17 | $236.97 | $221.90 | -3.51% | 10 | |
| 2021-07-21 | 2021-07-22 | $218.43 | $216.42 | -0.99% | 2 | |
| 2021-07-16 | 2021-07-19 | $214.74 | $215.41 | -1.18% | 2 | |
| 2021-07-13 | 2021-07-15 | $222.85 | $216.87 | -4.91% | 3 | |
| 2021-06-14 | 2021-07-12 | $205.90 | $228.57 | 7.50% | 20 | |
| 2021-05-03 | 2021-05-04 | $228.30 | $224.53 | -3.66% | 2 | |
| 2021-04-05 | 2021-04-29 | $230.35 | $225.67 | 4.73% | 19 | |
| 2021-02-05 | 2021-02-08 | $284.08 | $287.81 | 0.06% | 2 | |
| 2021-02-03 | 2021-02-04 | $284.90 | $283.33 | -2.27% | 2 | |
| 2021-02-01 | 2021-02-02 | $279.94 | $290.93 | 5.63% | 2 |