Strategy Zoo / S1274
LongTermTrend_V1274
ARCHIVEDhybridparameterchanged ret_20d threshold -0.0017 -> 0.0536
Fitness
0.7064
Generation
58
Complexity
9
Created
2026-10-07
Lineage
Parents (1)
removed entry condition: ((macd_hist > 0.0 and close > sma_50) or ((breakout_50 == 1 and rel_volume > 1.5045) or ((macd_hist > 0.0 and close > sma_50) and sma_50 > sma_200)))
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V1274 [hybrid]
if flat and (((close > sma_200 and sma_200_slope > -0.0024) or ret_20d > 0.085) and ret_20d > 0.05 and cumret_252d > 0.0541):
position = 1.0
if long and ret_20d < 0.0536:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 23.4% | 101.3% | -1.2% | 29.1% |
| Total Return | 434.5% | 715.5% | -4.5% | 4186.4% |
| Sharpe | 0.88 | 1.68 | 0.08 | 0.94 |
| Sortino | 0.86 | 1.80 | 0.06 | 0.86 |
| Calmar | 0.59 | 3.00 | -0.04 | 0.74 |
| Volatility | 28.2% | 48.6% | 26.1% | 33.0% |
| Max DD | -39.3% | -33.7% | -34.0% | -39.3% |
| Win Rate | 40.7% | 55.9% | 38.5% | 44.5% |
| Avg Win | 14.4% | 17.5% | 6.3% | 14.4% |
| Avg Loss | -3.2% | -4.0% | -3.8% | -3.5% |
| Payoff | 4.53 | 4.42 | 1.68 | 4.12 |
| Expectancy | 4.0% | 8.0% | 0.1% | 4.5% |
| Profit Factor | 3.11 | 5.60 | 1.05 | 3.30 |
| Trades | 59 | 34 | 26 | 119 |
| Avg Holding Days | 11.7 | 12.0 | 9.4 | 11.4 |
| Turnover | 14.9 | 22.7 | 13.9 | 16.2 |
| Exposure | 32.0% | 49.3% | 23.2% | 33.3% |
Growth of $100
LongTermTrend_V1274 vs TSLA Buy & Hold
LongTermTrend_V1274 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 | 15.6% | 1.11 | -10.5% | 2 |
| 2017 | 14.2% | 0.72 | -15.1% | 11 |
| 2018 | -25.1% | -1.47 | -25.4% | 8 |
| 2019 | 11.7% | 0.99 | -7.5% | 1 |
| 2020 | 550.6% | 3.01 | -33.7% | 9 |
| 2021 | 27.6% | 0.87 | -26.5% | 17 |
| 2022 | -5.8% | -0.09 | -19.9% | 8 |
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 | -26.2% | -1.38 | 13% |
| hidden test | EXPENSIVE | 83 | 44.6% | 1.08 | 53% |
| hidden test | EXTREME | 48 | 183.4% | 3.26 | 63% |
| hidden test | HIGH VOLATILITY | 254 | -3.4% | -0.10 | 22% |
| hidden test | LOW VOLATILITY | 439 | 33.8% | 1.59 | 27% |
| hidden test | MEDIUM VOLATILITY | 250 | -47.6% | -1.91 | 18% |
| hidden test | NORMAL | 812 | -12.8% | -0.62 | 18% |
| hidden test | SIDEWAYS | 294 | 2.9% | 0.13 | 22% |
| hidden test | UPTREND | 371 | 23.0% | 0.70 | 32% |
| train | DOWNTREND | 518 | 0.2% | 0.03 | 3% |
| train | EXPENSIVE | 311 | 49.2% | 1.37 | 65% |
| train | EXTREME | 100 | 401.1% | 5.44 | 96% |
| train | HIGH VOLATILITY | 699 | 56.2% | 1.51 | 31% |
| train | LOW VOLATILITY | 745 | 22.2% | 1.11 | 37% |
| train | MEDIUM VOLATILITY | 568 | -10.2% | -0.42 | 26% |
| train | NORMAL | 1,601 | -3.3% | -0.17 | 22% |
| train | SIDEWAYS | 592 | 7.9% | 0.41 | 23% |
| train | UPTREND | 902 | 50.2% | 1.29 | 54% |
| validation | DOWNTREND | 125 | 34.4% | 2.26 | 10% |
| validation | EXPENSIVE | 138 | 93.7% | 1.81 | 56% |
| validation | EXTREME | 144 | 320.1% | 3.89 | 91% |
| validation | HIGH VOLATILITY | 258 | 106.1% | 1.61 | 48% |
| validation | LOW VOLATILITY | 183 | 20.5% | 0.91 | 46% |
| validation | MEDIUM VOLATILITY | 315 | 97.5% | 2.28 | 52% |
| validation | NORMAL | 474 | 5.9% | 0.20 | 35% |
| validation | SIDEWAYS | 206 | -8.5% | -0.28 | 36% |
| validation | UPTREND | 425 | 139.5% | 2.30 | 68% |
Trades (full period)
latest 100 of 119
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-08-24 | 2026-09-15 | $348.95 | $356.58 | -1.27% | 16 | |
| 2026-05-21 | 2026-06-05 | $417.85 | $391.00 | 0.08% | 11 | |
| 2026-05-05 | 2026-05-19 | $389.37 | $404.11 | 4.24% | 11 | |
| 2026-04-20 | 2026-04-22 | $392.50 | $387.51 | -3.74% | 3 | |
| 2025-12-15 | 2026-01-02 | $475.31 | $438.07 | -2.21% | 13 | |
| 2025-11-06 | 2025-11-07 | $445.91 | $429.52 | -3.69% | 2 | |
| 2025-11-03 | 2025-11-04 | $468.37 | $444.26 | 2.38% | 2 | |
| 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 | |
| 2025-09-12 | 2025-10-13 | $395.94 | $435.90 | 11.90% | 22 | |
| 2025-08-25 | 2025-09-09 | $346.60 | $346.97 | 1.68% | 11 | |
| 2025-08-11 | 2025-08-15 | $339.03 | $330.56 | 1.60% | 5 | |
| 2025-05-12 | 2025-06-06 | $318.38 | $295.14 | -4.73% | 19 | |
| 2025-05-06 | 2025-05-09 | $275.35 | $298.26 | 1.42% | 4 | |
| 2025-04-30 | 2025-05-01 | $282.16 | $280.52 | -3.58% | 2 | |
| 2025-04-16 | 2025-04-17 | $241.55 | $241.37 | -5.14% | 2 | |
| 2025-04-10 | 2025-04-11 | $252.40 | $252.31 | -7.47% | 2 | |
| 2024-11-07 | 2025-01-08 | $296.91 | $394.94 | 36.41% | 42 | |
| 2024-09-30 | 2024-10-04 | $261.63 | $250.08 | -7.79% | 5 | |
| 2024-05-15 | 2024-05-24 | $173.99 | $179.24 | -2.34% | 8 | |
| 2024-05-06 | 2024-05-08 | $184.76 | $174.72 | -2.06% | 3 | |
| 2024-04-30 | 2024-05-03 | $183.28 | $181.19 | -7.43% | 4 | |
| 2023-12-22 | 2023-12-29 | $252.54 | $248.48 | -0.72% | 5 | |
| 2023-12-18 | 2023-12-21 | $252.08 | $254.50 | -2.70% | 4 | |
| 2023-11-17 | 2023-12-14 | $234.30 | $251.05 | 2.24% | 19 | |
| 2023-06-14 | 2023-07-21 | $256.79 | $260.02 | 1.42% | 26 | |
| 2022-09-21 | 2022-09-22 | $300.80 | $288.59 | -2.77% | 2 | |
| 2022-07-22 | 2022-08-29 | $272.24 | $284.82 | 5.82% | 27 | |
| 2022-07-19 | 2022-07-21 | $245.53 | $271.71 | 2.69% | 3 | |
| 2022-07-14 | 2022-07-18 | $238.31 | $240.55 | 1.07% | 3 | |
| 2022-06-24 | 2022-06-28 | $245.71 | $232.66 | 3.99% | 3 | |
| 2022-03-22 | 2022-04-21 | $331.33 | $336.26 | 5.88% | 22 | |
| 2022-01-12 | 2022-01-24 | $368.74 | $310.00 | -11.49% | 8 | |
| 2022-01-04 | 2022-01-06 | $383.20 | $354.90 | -9.49% | 3 | |
| 2021-10-08 | 2021-11-29 | $261.83 | $379.00 | 36.05% | 36 | |
| 2021-09-23 | 2021-10-06 | $251.21 | $260.92 | 3.60% | 10 | |
| 2021-09-15 | 2021-09-22 | $251.94 | $250.65 | -0.88% | 6 | |
| 2021-09-08 | 2021-09-13 | $251.29 | $247.67 | -2.41% | 4 | |
| 2021-08-23 | 2021-08-27 | $235.43 | $237.31 | 2.87% | 5 | |
| 2021-08-19 | 2021-08-20 | $224.49 | $226.75 | -2.45% | 2 | |
| 2021-08-11 | 2021-08-18 | $235.94 | $229.66 | -6.42% | 6 | |
| 2021-08-04 | 2021-08-10 | $236.97 | $236.66 | 0.37% | 5 | |
| 2021-07-21 | 2021-07-22 | $218.43 | $216.42 | -0.99% | 2 | |
| 2021-06-24 | 2021-07-19 | $226.61 | $215.41 | -2.07% | 17 | |
| 2021-06-18 | 2021-06-23 | $207.77 | $218.86 | 0.95% | 4 | |
| 2021-06-14 | 2021-06-15 | $205.90 | $199.79 | 1.08% | 2 | |
| 2021-05-03 | 2021-05-04 | $228.30 | $224.53 | -3.66% | 2 | |
| 2021-04-19 | 2021-04-30 | $238.21 | $236.48 | -8.67% | 10 | |
| 2021-04-14 | 2021-04-16 | $244.08 | $246.59 | -3.28% | 3 | |
| 2021-04-05 | 2021-04-08 | $230.35 | $227.93 | 1.19% | 4 | |
| 2020-11-19 | 2021-02-08 | $166.42 | $287.81 | 74.78% | 54 | |
| 2020-10-22 | 2020-10-26 | $141.93 | $140.09 | -0.67% | 3 | |
| 2020-10-16 | 2020-10-19 | $146.56 | $143.61 | -2.25% | 2 | |
| 2020-10-07 | 2020-10-14 | $141.77 | $153.77 | 7.68% | 6 | |
| 2020-08-14 | 2020-09-23 | $110.05 | $126.79 | 30.60% | 28 | |
| 2020-06-01 | 2020-08-10 | $59.87 | $94.57 | 73.64% | 50 | |
| 2020-05-28 | 2020-05-29 | $53.72 | $55.67 | -1.96% | 2 | |
| 2020-04-14 | 2020-05-27 | $47.33 | $54.68 | 25.56% | 31 | |
| 2020-03-03 | 2020-03-04 | $49.70 | $49.97 | 0.05% | 2 | |
| 2019-12-18 | 2020-03-02 | $26.21 | $49.57 | 75.91% | 50 | |
| 2019-10-28 | 2019-11-25 | $21.85 | $22.42 | 1.29% | 21 | |
| 2018-12-13 | 2018-12-18 | $25.12 | $22.47 | -5.15% | 4 | |
| 2018-12-06 | 2018-12-10 | $24.20 | $24.34 | -0.68% | 3 | |
| 2018-11-29 | 2018-11-30 | $22.74 | $23.37 | -2.12% | 2 | |
| 2018-11-02 | 2018-11-26 | $23.09 | $23.07 | -5.55% | 16 | |
| 2018-08-03 | 2018-08-16 | $23.21 | $22.36 | -3.30% | 10 | |
| 2018-03-13 | 2018-03-15 | $22.79 | $21.71 | -5.65% | 3 | |
| 2018-01-22 | 2018-02-06 | $23.44 | $22.26 | -5.02% | 12 | |
| 2018-01-09 | 2018-01-11 | $22.25 | $22.53 | -0.68% | 3 | |
| 2017-12-22 | 2017-12-26 | $21.68 | $21.15 | -2.15% | 2 | |
| 2017-12-12 | 2017-12-21 | $22.74 | $22.11 | -0.18% | 8 | |
| 2017-09-18 | 2017-09-22 | $25.67 | $23.41 | -3.70% | 5 | |
| 2017-08-29 | 2017-09-01 | $23.16 | $23.69 | 2.76% | 4 | |
| 2017-08-25 | 2017-08-28 | $23.20 | $23.04 | -1.58% | 2 | |
| 2017-08-04 | 2017-08-22 | $23.79 | $22.76 | -2.85% | 13 | |
| 2017-06-01 | 2017-07-05 | $22.69 | $21.81 | 3.20% | 24 | |
| 2017-05-17 | 2017-05-18 | $20.41 | $20.87 | -3.63% | 2 | |
| 2017-05-11 | 2017-05-16 | $21.54 | $21.13 | -3.07% | 4 | |
| 2017-03-28 | 2017-05-04 | $18.50 | $19.70 | 14.87% | 27 | |
| 2017-01-09 | 2017-02-24 | $15.42 | $17.13 | 11.56% | 33 | |
| 2016-04-21 | 2016-05-02 | $16.55 | $16.12 | -3.88% | 8 | |
| 2016-03-08 | 2016-04-20 | $13.51 | $16.66 | 20.26% | 31 | |
| 2015-12-17 | 2015-12-21 | $15.56 | $15.50 | -1.92% | 3 | |
| 2015-08-06 | 2015-08-07 | $16.41 | $16.17 | -9.08% | 2 | |
| 2015-07-21 | 2015-07-22 | $17.78 | $17.86 | -5.68% | 2 | |
| 2015-07-15 | 2015-07-16 | $17.54 | $17.78 | -1.14% | 2 | |
| 2015-07-01 | 2015-07-08 | $17.94 | $17.00 | -0.34% | 5 | |
| 2015-06-24 | 2015-06-30 | $17.68 | $17.88 | -2.31% | 5 | |
| 2015-06-18 | 2015-06-23 | $17.46 | $17.84 | -0.44% | 4 | |
| 2015-06-09 | 2015-06-11 | $17.07 | $16.76 | -2.38% | 3 | |
| 2015-04-28 | 2015-06-08 | $15.37 | $17.09 | 7.38% | 29 | |
| 2014-11-25 | 2014-11-26 | $16.54 | $16.56 | 0.35% | 2 | |
| 2014-11-11 | 2014-11-24 | $16.74 | $16.45 | 0.15% | 10 | |
| 2014-08-05 | 2014-09-16 | $15.90 | $17.38 | 6.22% | 30 | |
| 2014-06-09 | 2014-07-16 | $13.69 | $14.48 | 5.27% | 27 | |
| 2014-05-28 | 2014-05-29 | $14.02 | $14.02 | -0.82% | 2 | |
| 2014-01-15 | 2014-03-25 | $10.94 | $14.70 | 36.25% | 48 | |
| 2014-01-08 | 2014-01-10 | $10.09 | $9.71 | -1.42% | 3 | |
| 2014-01-06 | 2014-01-07 | $9.80 | $9.96 | -1.91% | 2 | |
| 2013-12-13 | 2014-01-03 | $9.84 | $9.97 | 1.58% | 14 |