LongTermTrend_V1197

REJECTEDhybrid

llmSimplified and regularized entry logic into three clear entry types (long-term trend, short-term momentum, breakout), added a distance-from-52w-high filter to avoid buying at extremes, tightened exit to include price falling below sma_50 or an absolute drawdown stop, added regime gates to avoid downtrend/high-volatility/extreme-bubble regimes, and added position scaling rules to reduce size in high volatility or when near 52-week highs. These changes aim to reduce overfitting and improve validation robustness. | rejected: stage1: never enters a position

Fitness

—

Generation

Complexity

Created

2026-10-06

Lineage

Parents (1)

LongTermTrend_V1193S1193 · gen 54ARCHIVEDllm

changed macd_hist threshold 0.0 -> 1.2086

Children (0)

None

Strategy Logic (pseudocode)

# LongTermTrend_V1197  [hybrid]
require regime.trend in ['UPTREND', 'SIDEWAYS']
require regime.volatility in ['LOW_VOLATILITY', 'MEDIUM_VOLATILITY']
require regime.bubble in ['NORMAL', 'EXPENSIVE']
if flat and (((close > sma_200 and sma_200_slope > 0.0 and cumret_252d > 0.02) or (ret_20d > 0.05 and macd_hist > 0.0 and close > sma_50) or (breakout_50 == 1 and rel_volume > 1.2 and vol_pctile < 0.75)) and dist_52w_high > 0.08):
    position = 0.9
if long and (macd_hist < 0.0 or close < sma_50 or drawdown > 0.12):
    position = 0.0  # exit to cash

Backtest Metrics

Metric	Train	Validation	Hidden Test	Full
CAGR	—	—	—	—
Total Return	—	—	—	—
Sharpe	—	—	—	—
Sortino	—	—	—	—
Calmar	—	—	—	—
Volatility	—	—	—	—
Max DD	—	—	—	—
Win Rate	—	—	—	—
Avg Win	—	—	—	—
Avg Loss	—	—	—	—
Payoff	—	—	—	—
Expectancy	—	—	—	—
Profit Factor	—	—	—	—
Trades	—	—	—	—
Avg Holding Days	—	—	—	—
Turnover	—	—	—	—
Exposure	—	—	—	—

Walk-Forward Years

year-by-year stability matters more than any single year

Year	CAGR	Sharpe	Max DD	Trades
No walk-forward results

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
No regime results

Trades (full period)

0 trades

Entry	Exit	Entry Px	Exit Px	Return	Days
No trades recorded