Strategy Zoo / S1180
LongTermTrend_V1180
ARCHIVEDhybridllmSimplified and regularized entries (require modest 20d momentum + one of: sma50+macd, close>sma200 with non-negative sma200 slope, or breakout with moderate vol pickup). Strengthened exits to include short-term losses and drawdown and added sma50-based fail-safes. Added regime gate to only trade in UPTREND and avoid extreme bubble regime. Added volatility-based position scaling (reduce size in high vol). These structural changes aim to reduce overfitting and improve validation robustness.
Fitness
0.2888
Generation
54
Complexity
21
Created
2026-10-06
Lineage
Parents (1)
changed vol_chg threshold 0.0238 -> 0.2681
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V1180 [hybrid]
require regime.trend in ['UPTREND']
require regime.bubble in ['NORMAL', 'EXPENSIVE']
if flat and (ret_20d > 0.04 and ((close > sma_50 and macd_hist > 0.0) or (close > sma_200 and sma_200_slope > -0.0024) or (breakout_50 == 1 and vol_chg > 0.15))):
position = 1.0
if long and (macd_hist < 0.0 or ret_5d < -0.03 or drawdown > 0.08 or (close < sma_50 and macd_hist < 0.05)):
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 2.5% | 26.4% | 16.1% | 10.6% |
| Total Return | 21.7% | 102.0% | 75.0% | 342.8% |
| Sharpe | 0.22 | 1.08 | 0.82 | 0.58 |
| Sortino | 0.17 | 0.94 | 0.50 | 0.44 |
| Calmar | 0.06 | 0.61 | 0.62 | 0.24 |
| Volatility | 19.7% | 24.5% | 21.0% | 21.1% |
| Max DD | -40.3% | -43.6% | -26.1% | -45.0% |
| Win Rate | 43.2% | 56.6% | 47.6% | 47.4% |
| Avg Win | 3.8% | 6.0% | 6.7% | 5.2% |
| Avg Loss | -2.6% | -3.9% | -3.1% | -2.9% |
| Payoff | 1.49 | 1.56 | 2.17 | 1.77 |
| Expectancy | 0.2% | 1.7% | 1.6% | 0.9% |
| Profit Factor | 1.13 | 2.03 | 1.97 | 1.60 |
| Trades | 118 | 53 | 42 | 213 |
| Avg Holding Days | 4.1 | 3.7 | 3.8 | 4.0 |
| Turnover | 29.7 | 35.3 | 22.5 | 28.9 |
| Exposure | 18.5% | 19.2% | 12.5% | 17.1% |
Growth of $100
LongTermTrend_V1180 vs TSLA Buy & Hold
LongTermTrend_V1180 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 | -5.7% | -0.57 | -12.2% | 9 |
| 2017 | 7.4% | 0.46 | -15.1% | 18 |
| 2018 | -22.2% | -1.30 | -22.1% | 15 |
| 2019 | 17.5% | 1.13 | -8.4% | 7 |
| 2020 | 110.7% | 2.90 | -8.0% | 14 |
| 2021 | 58.9% | 1.82 | -16.2% | 26 |
| 2022 | -39.9% | -2.90 | -39.8% | 12 |
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 | 278 | 0.0% | 0.00 | 0% |
| hidden test | EXPENSIVE | 83 | 31.5% | 0.89 | 37% |
| hidden test | EXTREME | 48 | 154.1% | 4.90 | 10% |
| hidden test | HIGH VOLATILITY | 254 | 42.2% | 1.67 | 11% |
| hidden test | LOW VOLATILITY | 438 | 17.9% | 1.12 | 12% |
| hidden test | MEDIUM VOLATILITY | 250 | -9.5% | -0.40 | 15% |
| hidden test | NORMAL | 811 | 7.6% | 0.42 | 10% |
| hidden test | SIDEWAYS | 293 | -1.5% | -0.74 | 1% |
| hidden test | UPTREND | 371 | 44.8% | 1.34 | 31% |
| train | DOWNTREND | 518 | 0.0% | 0.00 | 0% |
| train | EXPENSIVE | 311 | 35.9% | 1.19 | 47% |
| train | EXTREME | 100 | 83.5% | 2.88 | 6% |
| train | HIGH VOLATILITY | 699 | 21.5% | 0.87 | 15% |
| train | LOW VOLATILITY | 745 | 2.4% | 0.14 | 27% |
| train | MEDIUM VOLATILITY | 568 | -14.2% | -0.89 | 11% |
| train | NORMAL | 1,601 | -6.7% | -0.42 | 14% |
| train | SIDEWAYS | 592 | -5.9% | -1.32 | 1% |
| train | UPTREND | 902 | 13.6% | 0.47 | 40% |
| validation | DOWNTREND | 125 | 0.0% | 0.00 | 0% |
| validation | EXPENSIVE | 138 | 122.3% | 3.25 | 43% |
| validation | EXTREME | 144 | 47.0% | 2.60 | 3% |
| validation | HIGH VOLATILITY | 258 | 3.2% | 0.18 | 6% |
| validation | LOW VOLATILITY | 183 | 3.6% | 0.19 | 29% |
| validation | MEDIUM VOLATILITY | 315 | 58.6% | 1.87 | 24% |
| validation | NORMAL | 474 | -7.8% | -0.37 | 17% |
| validation | SIDEWAYS | 206 | -18.7% | -1.93 | 1% |
| validation | UPTREND | 425 | 56.0% | 1.76 | 33% |
Trades (full period)
latest 100 of 213
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-05-29 | 2026-06-01 | $435.79 | $415.88 | -1.63% | 2 | |
| 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 | |
| 2025-10-13 | 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 | |
| 2025-09-12 | 2025-10-06 | $395.94 | $453.25 | 16.32% | 17 | |
| 2025-09-04 | 2025-09-05 | $338.53 | $350.84 | 1.13% | 2 | |
| 2025-06-04 | 2025-06-05 | $332.05 | $284.70 | -3.75% | 2 | |
| 2025-05-28 | 2025-06-03 | $356.90 | $344.27 | -5.76% | 5 | |
| 2025-05-22 | 2025-05-27 | $341.04 | $362.89 | 1.21% | 3 | |
| 2025-01-03 | 2025-01-06 | $410.44 | $411.05 | 8.01% | 2 | |
| 2024-12-02 | 2024-12-03 | $357.09 | $351.42 | 3.25% | 2 | |
| 2024-11-26 | 2024-11-29 | $338.23 | $345.16 | -1.88% | 3 | |
| 2024-11-22 | 2024-11-25 | $352.56 | $338.59 | 3.60% | 2 | |
| 2024-11-14 | 2024-11-19 | $311.18 | $346.00 | 2.36% | 4 | |
| 2024-11-07 | 2024-11-12 | $296.91 | $328.49 | 21.07% | 4 | |
| 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 | |
| 2024-10-03 | 2024-10-04 | $240.66 | $250.08 | -3.55% | 2 | |
| 2024-09-04 | 2024-09-27 | $219.41 | $260.46 | 20.48% | 18 | |
| 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 | |
| 2024-07-19 | 2024-07-22 | $239.20 | $251.51 | -4.22% | 2 | |
| 2024-07-02 | 2024-07-18 | $231.26 | $249.23 | 18.19% | 12 | |
| 2024-01-03 | 2024-01-04 | $238.45 | $237.93 | -4.21% | 2 | |
| 2023-07-27 | 2023-07-28 | $255.71 | $266.44 | -3.46% | 2 | |
| 2023-07-25 | 2023-07-26 | $265.28 | $264.35 | -1.60% | 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 | |
| 2023-06-02 | 2023-06-27 | $213.97 | $250.21 | 15.93% | 17 | |
| 2022-09-20 | 2022-09-23 | $308.73 | $275.33 | -6.81% | 4 | |
| 2022-09-12 | 2022-09-14 | $304.42 | $302.61 | -2.71% | 3 | |
| 2022-08-16 | 2022-08-19 | $306.56 | $296.67 | -2.28% | 4 | |
| 2022-08-05 | 2022-08-08 | $288.17 | $290.42 | -6.82% | 2 | |
| 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 | |
| 2022-04-08 | 2022-04-11 | $341.83 | $325.31 | -3.20% | 2 | |
| 2022-04-05 | 2022-04-07 | $363.75 | $352.42 | -8.89% | 3 | |
| 2022-01-18 | 2022-01-19 | $343.50 | $331.88 | -2.02% | 2 | |
| 2022-01-12 | 2022-01-14 | $368.74 | $349.87 | -3.28% | 3 | |
| 2022-01-04 | 2022-01-11 | $383.20 | $354.80 | -11.99% | 6 | |
| 2021-12-09 | 2021-12-10 | $334.60 | $339.01 | -6.29% | 2 | |
| 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 | |
| 2021-11-10 | 2021-11-11 | $355.98 | $354.50 | 4.14% | 2 | |
| 2021-10-12 | 2021-11-09 | $268.57 | $341.17 | 46.56% | 21 | |
| 2021-10-08 | 2021-10-11 | $261.83 | $263.98 | -1.22% | 2 | |
| 2021-09-28 | 2021-10-07 | $259.19 | $264.54 | -1.29% | 8 | |
| 2021-09-24 | 2021-09-27 | $258.13 | $263.79 | 2.55% | 2 | |
| 2021-09-22 | 2021-09-23 | $250.65 | $251.21 | 1.50% | 2 | |
| 2021-09-07 | 2021-09-21 | $250.97 | $246.46 | -0.66% | 11 | |
| 2021-08-26 | 2021-08-27 | $233.72 | $237.31 | -1.61% | 2 | |
| 2021-08-24 | 2021-08-25 | $236.16 | $237.07 | 0.11% | 2 | |
| 2021-08-19 | 2021-08-20 | $224.49 | $226.75 | -2.45% | 2 | |
| 2021-08-05 | 2021-08-17 | $238.21 | $221.90 | -3.67% | 9 | |
| 2021-02-10 | 2021-02-11 | $268.27 | $270.55 | -5.45% | 2 | |
| 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 | |
| 2021-01-28 | 2021-01-29 | $278.48 | $264.51 | -3.52% | 2 | |
| 2021-01-26 | 2021-01-27 | $294.36 | $288.05 | 0.06% | 2 | |
| 2021-01-20 | 2021-01-25 | $283.48 | $293.60 | 0.05% | 4 | |
| 2021-01-12 | 2021-01-19 | $283.15 | $281.52 | 1.65% | 5 | |
| 2021-01-05 | 2021-01-11 | $245.04 | $270.40 | 20.35% | 5 | |
| 2020-12-31 | 2021-01-04 | $235.22 | $243.26 | 1.37% | 2 | |
| 2020-12-29 | 2020-12-30 | $222.00 | $231.59 | 0.15% | 2 | |
| 2020-12-24 | 2020-12-28 | $220.59 | $221.23 | 2.24% | 2 | |
| 2020-12-18 | 2020-12-23 | $231.67 | $215.33 | -2.56% | 4 | |
| 2020-12-10 | 2020-12-17 | $209.02 | $218.63 | 2.82% | 6 | |
| 2020-11-19 | 2020-12-08 | $166.42 | $216.63 | 31.62% | 13 | |
| 2020-10-22 | 2020-10-23 | $141.93 | $140.21 | 0.54% | 2 | |
| 2020-10-13 | 2020-10-20 | $148.88 | $140.65 | -2.79% | 6 | |
| 2020-10-09 | 2020-10-12 | $144.67 | $147.43 | 1.70% | 2 | |
| 2020-10-07 | 2020-10-08 | $141.77 | $141.97 | 2.53% | 2 | |
| 2020-09-11 | 2020-09-14 | $124.24 | $139.87 | 0.17% | 2 | |
| 2020-09-09 | 2020-09-10 | $122.09 | $123.78 | 10.71% | 2 | |
| 2020-06-29 | 2020-06-30 | $67.29 | $71.99 | 4.96% | 2 | |
| 2020-06-25 | 2020-06-26 | $65.73 | $63.98 | 2.41% | 2 | |
| 2019-12-17 | 2020-01-22 | $25.27 | $37.97 | 43.15% | 24 | |
| 2019-12-04 | 2019-12-05 | $22.20 | $22.02 | -1.14% | 2 | |
| 2019-12-02 | 2019-12-03 | $22.32 | $22.41 | 1.29% | 2 | |
| 2019-11-27 | 2019-11-29 | $22.09 | $22.00 | 0.52% | 2 | |
| 2019-11-22 | 2019-11-25 | $22.20 | $22.42 | -6.33% | 2 | |
| 2019-11-05 | 2019-11-21 | $21.15 | $23.66 | 10.72% | 13 |