LongTermTrend_V1345

REJECTEDhybrid

llmSimplified and stabilized entry: use price > SMA50 with positive SMA50 slope OR strong 20d return, require MACD>signal and RSI<70 and moderate 252d cumulative return to reduce overfitting. Added exits: faster short-term and medium-term stops plus an absolute drawdown stop to limit large losses. Added regime gates: require UPTREND, avoid HIGH_VOLATILITY and BUBBLE states (only NORMAL bubble) to improve robustness out-of-sample. Introduced volatility-based scaling rules (reduce size when vol_pctile>0.9 or vol_20>4%) and lowered base position to 0.8. | rejected: stage1: sharpe -0.56 below screen

Fitness

—

Generation

Complexity

Created

2026-10-09

Lineage

Parents (1)

LongTermTrend_V1159S1159 · gen 53ELITEllm

restricted to bubble regimes ['EXPENSIVE', 'EXTREME']

Children (0)

None

Strategy Logic (pseudocode)

# LongTermTrend_V1345  [hybrid]
require regime.trend in ['UPTREND']
require regime.volatility in ['LOW_VOLATILITY', 'MEDIUM_VOLATILITY']
require regime.bubble in ['NORMAL']
if flat and (((close > sma_50 and sma_50_slope > 0.0) or ret_20d > 0.08) and cumret_252d > -0.2 and macd > macd_signal and rsi_14 < 70.0):
    position = 0.8
if long and (ret_5d < -0.03 or ret_20d < -0.08 or drawdown < -0.15):
    position = 0.0  # exit to cash

Backtest Metrics

Metric	Train	Validation	Hidden Test	Full
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Avg Loss	—	—	—	—
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Avg Holding Days	—	—	—	—
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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