Strategy Zoo / S1468
LongTermTrend_V1468
ARCHIVEDhybridstructuralrestricted to bubble regimes ['EXTREME', 'NORMAL']
Fitness
0.3905
Generation
67
Complexity
12
Created
2026-10-10
Lineage
Parents (1)
restricted to bubble regimes ['EXPENSIVE', 'EXTREME']
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V1468 [hybrid]
require regime.bubble in ['EXTREME', 'NORMAL']
if flat and ((((close > sma_200 and sma_200_slope > 0.0) or ret_20d > 0.1) and ret_20d > 0.05 and cumret_252d > -0.1997) and ret_20d > 0.05):
position = 1.0
if long and ret_20d < -0.1003:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 12.4% | 43.5% | 7.3% | 16.7% |
| Total Return | 153.9% | 195.3% | 30.1% | 875.2% |
| Sharpe | 0.52 | 1.00 | 0.38 | 0.61 |
| Sortino | 0.53 | 0.97 | 0.35 | 0.59 |
| Calmar | 0.21 | 0.84 | 0.17 | 0.29 |
| Volatility | 31.8% | 47.5% | 33.2% | 35.9% |
| Max DD | -57.6% | -51.8% | -43.4% | -57.6% |
| Win Rate | 51.6% | 50.0% | 47.1% | 50.0% |
| Avg Win | 18.7% | 29.8% | 12.7% | 19.7% |
| Avg Loss | -9.3% | -8.6% | -7.4% | -8.6% |
| Payoff | 2.01 | 3.49 | 1.72 | 2.29 |
| Expectancy | 5.2% | 10.6% | 2.1% | 5.5% |
| Profit Factor | 2.15 | 3.49 | 1.53 | 2.29 |
| Trades | 31 | 14 | 17 | 62 |
| Avg Holding Days | 29.8 | 26.7 | 22.6 | 27.2 |
| Turnover | 7.8 | 9.3 | 9.3 | 8.5 |
| Exposure | 44.4% | 47.6% | 42.5% | 44.6% |
Growth of $100
LongTermTrend_V1468 vs TSLA Buy & Hold
LongTermTrend_V1468 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 | -18.6% | -0.78 | -36.2% | 4 |
| 2017 | 7.4% | 0.67 | -11.1% | 4 |
| 2018 | -6.7% | 0.01 | -33.7% | 3 |
| 2019 | 33.9% | 1.07 | -24.9% | 2 |
| 2020 | 134.4% | 1.62 | -43.7% | 7 |
| 2021 | 54.9% | 1.40 | -19.1% | 3 |
| 2022 | -19.0% | -0.50 | -29.9% | 4 |
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 | -8.1% | -0.36 | 28% |
| hidden test | EXPENSIVE | 83 | 23.0% | 1.00 | 8% |
| hidden test | EXTREME | 48 | 49.9% | 0.97 | 65% |
| hidden test | HIGH VOLATILITY | 254 | -30.8% | -0.75 | 39% |
| hidden test | LOW VOLATILITY | 442 | 46.9% | 1.61 | 51% |
| hidden test | MEDIUM VOLATILITY | 250 | -4.1% | -0.13 | 31% |
| hidden test | NORMAL | 815 | 9.3% | 0.28 | 45% |
| hidden test | SIDEWAYS | 297 | 9.8% | 0.31 | 49% |
| hidden test | UPTREND | 371 | 30.3% | 0.75 | 49% |
| train | DOWNTREND | 518 | 5.7% | 0.34 | 19% |
| train | EXPENSIVE | 311 | -7.4% | -0.45 | 5% |
| train | EXTREME | 100 | 299.6% | 4.35 | 90% |
| train | HIGH VOLATILITY | 699 | 30.0% | 0.73 | 36% |
| train | LOW VOLATILITY | 745 | 25.9% | 1.11 | 53% |
| train | MEDIUM VOLATILITY | 568 | -12.0% | -0.42 | 43% |
| train | NORMAL | 1,601 | 3.7% | 0.12 | 49% |
| train | SIDEWAYS | 592 | -22.5% | -0.75 | 46% |
| train | UPTREND | 902 | 48.6% | 1.25 | 58% |
| validation | DOWNTREND | 125 | 37.6% | 1.70 | 12% |
| validation | EXPENSIVE | 138 | -100.6% | -2.88 | 5% |
| validation | EXTREME | 144 | 271.1% | 3.37 | 90% |
| validation | HIGH VOLATILITY | 258 | 68.8% | 1.04 | 50% |
| validation | LOW VOLATILITY | 183 | 51.6% | 2.10 | 60% |
| validation | MEDIUM VOLATILITY | 315 | 27.4% | 0.70 | 39% |
| validation | NORMAL | 474 | 22.5% | 0.65 | 47% |
| validation | SIDEWAYS | 206 | 3.9% | 0.10 | 51% |
| validation | UPTREND | 425 | 71.4% | 1.26 | 56% |
Trades (full period)
63 trades
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-08-24 | — | $348.95 | — | 5.36% | 34 | OPEN |
| 2026-04-20 | 2026-06-10 | $392.50 | $381.59 | -1.18% | 37 | |
| 2025-12-15 | 2026-01-16 | $475.31 | $437.50 | -4.63% | 23 | |
| 2025-08-11 | 2025-09-15 | $339.03 | $410.04 | 19.87% | 25 | |
| 2025-06-02 | 2025-07-02 | $342.69 | $315.65 | -13.38% | 22 | |
| 2025-05-22 | 2025-05-28 | $341.04 | $356.90 | 8.23% | 4 | |
| 2025-04-30 | 2025-05-15 | $282.16 | $342.82 | 18.81% | 12 | |
| 2025-04-16 | 2025-04-23 | $241.55 | $250.74 | -6.54% | 5 | |
| 2025-01-06 | 2025-01-17 | $411.05 | $426.50 | 0.62% | 9 | |
| 2024-12-03 | 2025-01-03 | $351.42 | $410.44 | 6.00% | 22 | |
| 2024-11-25 | 2024-11-26 | $338.59 | $338.23 | -4.16% | 2 | |
| 2024-11-19 | 2024-11-22 | $346.00 | $352.56 | 0.07% | 4 | |
| 2024-11-12 | 2024-11-14 | $328.49 | $311.18 | -5.84% | 3 | |
| 2024-09-06 | 2024-10-22 | $210.73 | $217.97 | -5.12% | 33 | |
| 2024-04-30 | 2024-08-02 | $183.28 | $207.67 | 11.52% | 66 | |
| 2023-11-17 | 2024-01-17 | $234.30 | $215.55 | -6.04% | 40 | |
| 2023-09-12 | 2023-10-20 | $267.48 | $211.99 | -19.71% | 29 | |
| 2023-05-24 | 2023-08-03 | $182.90 | $259.32 | 36.51% | 49 | |
| 2022-07-19 | 2022-09-01 | $245.53 | $277.16 | 14.35% | 33 | |
| 2022-06-24 | 2022-07-05 | $245.71 | $233.07 | -3.51% | 7 | |
| 2022-03-22 | 2022-04-27 | $331.33 | $293.84 | -5.04% | 26 | |
| 2022-01-04 | 2022-01-25 | $383.20 | $306.13 | -22.64% | 15 | |
| 2021-06-14 | 2021-12-03 | $205.90 | $338.32 | 77.48% | 122 | |
| 2021-04-05 | 2021-05-11 | $230.35 | $205.73 | -5.13% | 27 | |
| 2021-01-11 | 2021-01-12 | $270.40 | $283.15 | -8.01% | 2 | |
| 2020-12-08 | 2020-12-10 | $216.63 | $209.02 | -6.00% | 3 | |
| 2020-09-15 | 2020-09-24 | $149.92 | $129.26 | -9.53% | 8 | |
| 2020-08-14 | 2020-09-09 | $110.05 | $122.09 | 1.65% | 18 | |
| 2020-06-30 | 2020-08-11 | $71.99 | $91.63 | 40.27% | 30 | |
| 2020-06-01 | 2020-06-25 | $59.87 | $65.73 | 14.85% | 19 | |
| 2020-04-14 | 2020-05-29 | $47.33 | $55.67 | 23.55% | 33 | |
| 2020-01-22 | 2020-03-05 | $37.97 | $48.30 | 36.70% | 31 | |
| 2019-09-13 | 2019-12-17 | $16.35 | $25.27 | 54.85% | 67 | |
| 2019-07-16 | 2019-08-15 | $16.83 | $14.38 | -13.54% | 23 | |
| 2018-10-29 | 2019-01-03 | $22.32 | $20.02 | -6.47% | 45 | |
| 2018-08-03 | 2018-08-31 | $23.21 | $20.11 | -13.45% | 21 | |
| 2018-04-27 | 2018-07-16 | $19.61 | $20.67 | 11.48% | 55 | |
| 2017-12-12 | 2018-03-23 | $22.74 | $20.10 | -6.21% | 70 | |
| 2017-06-14 | 2017-06-30 | $25.38 | $24.11 | -4.23% | 13 | |
| 2017-04-06 | 2017-04-07 | $19.91 | $20.17 | 1.05% | 2 | |
| 2017-01-31 | 2017-02-03 | $16.80 | $16.76 | 0.17% | 4 | |
| 2016-12-21 | 2017-01-25 | $13.85 | $16.96 | 21.70% | 23 | |
| 2016-07-22 | 2016-09-02 | $14.82 | $13.19 | -9.13% | 31 | |
| 2016-06-08 | 2016-06-24 | $15.70 | $12.88 | -15.64% | 13 | |
| 2016-03-04 | 2016-05-05 | $13.40 | $14.10 | 13.48% | 44 | |
| 2015-12-01 | 2016-01-19 | $15.81 | $13.65 | -11.15% | 33 | |
| 2015-09-22 | 2015-10-12 | $17.40 | $14.37 | -16.64% | 15 | |
| 2015-04-13 | 2015-08-12 | $13.99 | $15.88 | 12.33% | 86 | |
| 2014-11-11 | 2014-12-09 | $16.74 | $14.46 | -11.57% | 20 | |
| 2014-05-28 | 2014-10-01 | $14.02 | $16.02 | 14.48% | 89 | |
| 2013-12-20 | 2013-12-23 | $9.55 | $9.57 | 1.59% | 2 | |
| 2013-08-23 | 2013-09-09 | $10.79 | $10.71 | 6.07% | 11 | |
| 2013-08-09 | 2013-08-15 | $10.20 | $9.31 | -9.38% | 5 | |
| 2013-07-22 | 2013-08-08 | $8.16 | $10.23 | 11.94% | 14 | |
| 2013-07-18 | 2013-07-19 | $7.94 | $7.98 | -1.21% | 2 | |
| 2013-07-01 | 2013-07-17 | $7.81 | $8.02 | 1.38% | 12 | |
| 2013-04-19 | 2013-06-25 | $3.19 | $6.83 | 115.65% | 47 | |
| 2013-03-26 | 2013-04-11 | $2.52 | $2.91 | 11.32% | 12 | |
| 2013-02-15 | 2013-03-20 | $2.47 | $2.40 | -8.52% | 23 | |
| 2013-02-12 | 2013-02-14 | $2.53 | $2.55 | -0.12% | 3 | |
| 2012-11-06 | 2013-01-24 | $2.08 | $2.47 | 14.06% | 54 | |
| 2012-06-19 | 2012-07-27 | $2.14 | $1.97 | -11.83% | 28 | |
| 2012-02-02 | 2012-04-25 | $2.02 | $2.19 | 7.36% | 58 |