LongTermTrend_V1437

REJECTEDhybrid

llmSimplified and regularized entry: require SMA50>200 and positive long-term slope, moderate 20d momentum, lower-volatility environments and reasonable 1y cumulative performance. Added practical exits (20d drop or per-trade drawdown). Replaced bubble-only gating with UPTREND + LOW/MED volatility regime gating. Added volatility-based position scaling (0.5/0.3) to reduce sizing in high-vol regimes. Overall reduce overfitting and improve robustness/validation behavior. | rejected: stage1: sharpe -0.72 below screen

Fitness

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Generation

Complexity

Created

2026-10-10

Lineage

Parents (1)

LongTermTrend_V1276S1276 · gen 58ELITEllm

changed sma_200_slope threshold 0.0 -> -0.0012

Children (0)

None

Strategy Logic (pseudocode)

# LongTermTrend_V1437  [hybrid]
require regime.trend in ['UPTREND']
require regime.volatility in ['LOW_VOLATILITY', 'MEDIUM_VOLATILITY']
require regime.bubble in ['NORMAL']
if flat and ((sma_50 > sma_200 and sma_200_slope > 0.0) and ret_20d > 0.04 and vol_pctile < 0.85 and cumret_252d > -0.15):
    position = 1.0
if long and (ret_20d < -0.08 or drawdown < -0.07):
    position = 0.0  # exit to cash

Backtest Metrics

Metric	Train	Validation	Hidden Test	Full
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Max DD	—	—	—	—
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Avg Loss	—	—	—	—
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Expectancy	—	—	—	—
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Trades	—	—	—	—
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