Strategy Zoo / S1357

LongTermTrend_V1357

REJECTEDhybrid

structuraladded entry filter: roll_high_20 < roll_low_50 | rejected: stage1: never enters a position

Fitness
—
Generation
62
Complexity
28
Created
2026-10-09

Lineage

Parents (1)
LongTermTrend_V0531S0531 · gen 24ARCHIVEDstructural

added entry filter: sma_20 < close; added entry filter: macd_hist > -2.6055

Children (0)
None

Strategy Logic (pseudocode)

# LongTermTrend_V1357  [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 > -0.1997 and dist_sma_50 > -0.0774) or ((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)))) and sma_20 < close and macd_hist > -2.6055 and roll_high_20 < roll_low_50):
    position = 1.0
if long and macd_hist < 0.0:
    position = 0.0  # exit to cash

Backtest Metrics

MetricTrainValidationHidden TestFull
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Sortino————
Calmar————
Volatility————
Max DD————
Win Rate————
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Expectancy————
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Avg Holding Days————
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Walk-Forward Years

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

PeriodRegimeDaysAnn. ReturnSharpeExposure
No regime results

Trades (full period)

0 trades
EntryExitEntry PxExit PxReturnDays
No trades recorded