Strategy Zoo / S1482
LongTermTrend_V1482
ARCHIVEDhybridllmRemoved the overly strict cumret_252d > 1.15 filter (likely prevented validation entries); loosened distance-from-50SMA constraint to allow more valid setups; relaxed rel_volume threshold to 1.2; kept multiple momentum entry paths (200SMA trend, MACD+50SMA, breakout+volume); added a trend regime gate (UPTREND only) and excluded HIGH_VOLATILITY to avoid chaotic regimes; switched exit to a safer OR of MACD flip or a 5-day stop-loss; reduced base_position to 0.8 to lower drawdown risk.
Fitness
0.3180
Generation
68
Complexity
18
Created
2026-10-13
Lineage
Parents (1)
swapped indicator ret_20d -> cumret_252d; removed entry condition: rsi_14 > 34.4934
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V1482 [hybrid]
require regime.trend in ['UPTREND']
require regime.volatility in ['LOW_VOLATILITY', 'MEDIUM_VOLATILITY']
if flat and (((close > sma_200 and sma_200_slope > -0.0024) or (macd_hist > 0.0 and close > sma_50) or (breakout_50 == 1 and rel_volume > 1.2)) and sma_20 < close and dist_sma_50 > -0.15):
position = 0.8
if long and (macd_hist < 0.0 or ret_5d < -0.06):
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | -1.9% | 35.5% | -1.6% | 5.0% |
| Total Return | -14.2% | 148.9% | -6.0% | 105.5% |
| Sharpe | -0.06 | 1.42 | -0.01 | 0.37 |
| Sortino | -0.04 | 1.32 | -0.01 | 0.25 |
| Calmar | -0.06 | 1.45 | -0.06 | 0.15 |
| Volatility | 14.8% | 23.3% | 16.8% | 17.4% |
| Max DD | -34.4% | -24.4% | -26.6% | -34.4% |
| Win Rate | 37.3% | 57.1% | 38.5% | 41.9% |
| Avg Win | 3.2% | 6.4% | 4.4% | 4.6% |
| Avg Loss | -2.2% | -2.7% | -2.8% | -2.4% |
| Payoff | 1.47 | 2.36 | 1.55 | 1.93 |
| Expectancy | -0.2% | 2.5% | -0.1% | 0.5% |
| Profit Factor | 0.88 | 3.15 | 0.97 | 1.39 |
| Trades | 110 | 42 | 39 | 191 |
| Avg Holding Days | 4.0 | 5.2 | 4.3 | 4.4 |
| Turnover | 22.1 | 22.4 | 16.6 | 20.7 |
| Exposure | 13.8% | 18.5% | 11.0% | 14.0% |
Growth of $100
LongTermTrend_V1482 vs TSLA Buy & Hold
LongTermTrend_V1482 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 | -5.5% | -0.72 | -10.8% | 10 |
| 2017 | 2.8% | 0.25 | -12.6% | 22 |
| 2018 | -11.6% | -1.29 | -11.6% | 7 |
| 2019 | 4.5% | 0.51 | -8.0% | 4 |
| 2020 | 114.4% | 2.77 | -10.3% | 15 |
| 2021 | 27.2% | 1.14 | -17.0% | 19 |
| 2022 | -17.9% | -1.91 | -20.3% | 6 |
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 | 0.0% | 0.00 | 0% |
| hidden test | EXPENSIVE | 83 | 0.2% | 0.01 | 30% |
| hidden test | EXTREME | 48 | 23.7% | 0.93 | 13% |
| hidden test | HIGH VOLATILITY | 254 | -16.7% | -1.29 | 2% |
| hidden test | LOW VOLATILITY | 443 | 20.6% | 1.44 | 12% |
| hidden test | MEDIUM VOLATILITY | 250 | -20.5% | -0.89 | 18% |
| hidden test | NORMAL | 816 | -1.7% | -0.11 | 9% |
| hidden test | SIDEWAYS | 298 | -19.7% | -2.09 | 2% |
| hidden test | UPTREND | 371 | 15.2% | 0.60 | 27% |
| train | DOWNTREND | 518 | 0.0% | 0.00 | 0% |
| train | EXPENSIVE | 311 | 19.1% | 0.81 | 26% |
| train | EXTREME | 100 | 32.2% | 1.66 | 22% |
| train | HIGH VOLATILITY | 699 | 0.6% | 0.05 | 1% |
| train | LOW VOLATILITY | 745 | 7.1% | 0.48 | 26% |
| train | MEDIUM VOLATILITY | 568 | -13.0% | -0.83 | 14% |
| train | NORMAL | 1,601 | -6.8% | -0.56 | 11% |
| train | SIDEWAYS | 592 | -9.4% | -1.52 | 1% |
| train | UPTREND | 902 | 4.3% | 0.20 | 30% |
| validation | DOWNTREND | 125 | 0.0% | 0.00 | 0% |
| validation | EXPENSIVE | 138 | 39.0% | 1.30 | 35% |
| validation | EXTREME | 144 | 123.5% | 4.13 | 18% |
| validation | HIGH VOLATILITY | 258 | 32.5% | 1.55 | 2% |
| validation | LOW VOLATILITY | 183 | 15.4% | 0.93 | 30% |
| validation | MEDIUM VOLATILITY | 315 | 43.8% | 1.56 | 25% |
| validation | NORMAL | 474 | 3.9% | 0.22 | 14% |
| validation | SIDEWAYS | 206 | -14.9% | -1.91 | 1% |
| validation | UPTREND | 425 | 66.1% | 2.17 | 32% |
Trades (full period)
latest 100 of 191
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-07-01 | 2026-07-06 | $425.30 | $419.77 | -5.30% | 3 | |
| 2026-05-29 | 2026-06-01 | $435.79 | $415.88 | -1.30% | 2 | |
| 2026-02-12 | 2026-02-18 | $417.07 | $411.32 | -3.46% | 4 | |
| 2025-12-01 | 2025-12-30 | $430.14 | $454.43 | 5.37% | 21 | |
| 2025-11-06 | 2025-11-07 | $445.91 | $429.52 | -2.96% | 2 | |
| 2025-11-03 | 2025-11-05 | $468.37 | $462.07 | -2.29% | 3 | |
| 2025-10-30 | 2025-10-31 | $440.10 | $456.56 | -3.87% | 2 | |
| 2025-10-28 | 2025-10-29 | $460.55 | $461.51 | 1.28% | 2 | |
| 2025-10-24 | 2025-10-27 | $433.72 | $452.42 | -2.88% | 2 | |
| 2025-10-22 | 2025-10-23 | $438.97 | $448.98 | -0.82% | 2 | |
| 2025-10-20 | 2025-10-21 | $447.43 | $442.60 | 1.32% | 2 | |
| 2025-10-16 | 2025-10-17 | $428.75 | $439.31 | -1.34% | 2 | |
| 2025-10-14 | 2025-10-15 | $429.24 | $435.15 | -1.38% | 2 | |
| 2025-10-09 | 2025-10-10 | $435.54 | $413.49 | -0.73% | 2 | |
| 2025-10-07 | 2025-10-08 | $433.09 | $438.69 | -3.72% | 2 | |
| 2025-09-12 | 2025-10-06 | $395.94 | $453.25 | 13.02% | 17 | |
| 2025-07-29 | 2025-08-01 | $321.20 | $302.63 | -4.42% | 4 | |
| 2025-07-17 | 2025-07-25 | $319.41 | $316.06 | -4.18% | 7 | |
| 2025-06-04 | 2025-06-05 | $332.05 | $284.70 | -3.00% | 2 | |
| 2025-05-22 | 2025-06-03 | $341.04 | $344.27 | 1.82% | 8 | |
| 2024-12-11 | 2024-12-23 | $424.77 | $430.60 | 3.98% | 9 | |
| 2024-10-09 | 2024-10-10 | $241.05 | $238.77 | -1.29% | 2 | |
| 2024-10-07 | 2024-10-08 | $240.83 | $244.50 | -3.12% | 2 | |
| 2024-10-03 | 2024-10-04 | $240.66 | $250.08 | -2.84% | 2 | |
| 2024-09-23 | 2024-09-27 | $250.00 | $260.46 | 5.19% | 5 | |
| 2024-09-16 | 2024-09-20 | $226.78 | $238.25 | 4.58% | 5 | |
| 2024-09-03 | 2024-09-09 | $210.60 | $216.27 | -1.33% | 5 | |
| 2024-07-02 | 2024-07-12 | $231.26 | $248.23 | 11.75% | 8 | |
| 2024-01-03 | 2024-01-04 | $238.45 | $237.93 | -3.37% | 2 | |
| 2023-08-30 | 2023-09-05 | $256.90 | $256.49 | -3.94% | 4 | |
| 2023-07-20 | 2023-07-21 | $262.90 | $260.02 | -7.94% | 2 | |
| 2023-07-18 | 2023-07-19 | $293.34 | $291.26 | 0.65% | 2 | |
| 2023-07-14 | 2023-07-17 | $281.38 | $290.38 | 0.84% | 2 | |
| 2023-07-12 | 2023-07-13 | $271.99 | $277.90 | 0.49% | 2 | |
| 2023-07-10 | 2023-07-11 | $269.61 | $269.79 | -1.56% | 2 | |
| 2023-07-05 | 2023-07-07 | $282.48 | $274.43 | -1.09% | 3 | |
| 2023-06-30 | 2023-07-03 | $261.77 | $279.82 | 1.17% | 2 | |
| 2023-06-28 | 2023-06-29 | $256.24 | $257.50 | 1.77% | 2 | |
| 2023-06-02 | 2023-06-27 | $213.97 | $250.21 | 12.72% | 17 | |
| 2022-09-15 | 2022-09-23 | $303.75 | $275.33 | -3.86% | 7 | |
| 2022-09-12 | 2022-09-14 | $304.42 | $302.61 | -2.16% | 3 | |
| 2022-08-16 | 2022-08-19 | $306.56 | $296.67 | -1.83% | 4 | |
| 2022-08-05 | 2022-08-08 | $288.17 | $290.42 | -5.46% | 2 | |
| 2022-04-05 | 2022-04-11 | $363.75 | $325.31 | -8.58% | 5 | |
| 2022-01-12 | 2022-01-13 | $368.74 | $343.85 | 2.98% | 2 | |
| 2021-12-27 | 2022-01-04 | $364.65 | $383.20 | 9.81% | 7 | |
| 2021-11-30 | 2021-12-01 | $381.59 | $365.00 | 0.39% | 2 | |
| 2021-11-23 | 2021-11-24 | $369.68 | $372.00 | -3.47% | 2 | |
| 2021-10-12 | 2021-11-10 | $268.57 | $355.98 | 23.06% | 22 | |
| 2021-10-08 | 2021-10-11 | $261.83 | $263.98 | -0.98% | 2 | |
| 2021-09-28 | 2021-10-07 | $259.19 | $264.54 | -1.03% | 8 | |
| 2021-09-24 | 2021-09-27 | $258.13 | $263.79 | 2.04% | 2 | |
| 2021-09-22 | 2021-09-23 | $250.65 | $251.21 | 1.20% | 2 | |
| 2021-08-30 | 2021-09-21 | $243.64 | $246.46 | 1.92% | 16 | |
| 2021-08-26 | 2021-08-27 | $233.72 | $237.31 | -1.29% | 2 | |
| 2021-08-24 | 2021-08-25 | $236.16 | $237.07 | 0.09% | 2 | |
| 2021-08-19 | 2021-08-20 | $224.49 | $226.75 | -1.96% | 2 | |
| 2021-08-05 | 2021-08-17 | $238.21 | $221.90 | -2.92% | 9 | |
| 2021-02-08 | 2021-02-09 | $287.81 | $283.15 | 0.89% | 2 | |
| 2021-02-04 | 2021-02-05 | $283.33 | $284.08 | -0.60% | 2 | |
| 2021-02-02 | 2021-02-03 | $290.93 | $284.90 | 2.98% | 2 | |
| 2021-01-28 | 2021-01-29 | $278.48 | $264.51 | -2.82% | 2 | |
| 2021-01-26 | 2021-01-27 | $294.36 | $288.05 | 0.05% | 2 | |
| 2021-01-20 | 2021-01-25 | $283.48 | $293.60 | 0.04% | 4 | |
| 2021-01-05 | 2021-01-19 | $245.04 | $281.52 | 10.45% | 10 | |
| 2020-12-31 | 2021-01-04 | $235.22 | $243.26 | 1.09% | 2 | |
| 2020-12-29 | 2020-12-30 | $222.00 | $231.59 | 0.12% | 2 | |
| 2020-12-24 | 2020-12-28 | $220.59 | $221.23 | 1.79% | 2 | |
| 2020-12-18 | 2020-12-23 | $231.67 | $215.33 | -1.99% | 4 | |
| 2020-11-19 | 2020-12-17 | $166.42 | $218.63 | 21.91% | 20 | |
| 2020-11-06 | 2020-11-11 | $143.32 | $139.04 | -5.24% | 4 | |
| 2020-10-13 | 2020-10-20 | $148.88 | $140.65 | -2.21% | 6 | |
| 2020-08-31 | 2020-09-01 | $166.11 | $158.35 | 9.89% | 2 | |
| 2020-08-26 | 2020-08-27 | $143.54 | $149.25 | 4.97% | 2 | |
| 2020-07-02 | 2020-07-06 | $80.58 | $91.44 | 6.20% | 2 | |
| 2020-06-30 | 2020-07-01 | $71.99 | $74.64 | 5.42% | 2 | |
| 2020-06-26 | 2020-06-29 | $63.98 | $67.29 | -2.29% | 2 | |
| 2020-06-02 | 2020-06-25 | $58.77 | $65.73 | 5.58% | 18 | |
| 2020-05-29 | 2020-06-01 | $55.67 | $59.87 | 2.74% | 2 | |
| 2020-05-27 | 2020-05-28 | $54.68 | $53.72 | -0.03% | 2 | |
| 2019-12-13 | 2020-01-31 | $23.89 | $43.37 | 59.02% | 33 | |
| 2019-12-11 | 2019-12-12 | $23.51 | $23.98 | 0.72% | 2 | |
| 2019-11-26 | 2019-11-27 | $21.93 | $22.09 | -1.92% | 2 | |
| 2019-11-22 | 2019-11-25 | $22.20 | $22.42 | -5.07% | 2 | |
| 2019-10-21 | 2019-10-22 | $16.90 | $17.04 | -1.23% | 2 | |
| 2018-12-10 | 2018-12-18 | $24.34 | $22.47 | -2.26% | 7 | |
| 2018-12-06 | 2018-12-07 | $24.20 | $23.86 | 0.59% | 2 | |
| 2018-12-03 | 2018-12-04 | $23.90 | $23.98 | 1.67% | 2 | |
| 2018-11-29 | 2018-11-30 | $22.74 | $23.37 | -1.70% | 2 | |
| 2018-11-27 | 2018-11-28 | $22.93 | $23.19 | -0.64% | 2 | |
| 2018-02-08 | 2018-02-09 | $21.02 | $20.69 | -7.06% | 2 | |
| 2018-02-01 | 2018-02-05 | $23.28 | $22.21 | -2.54% | 3 | |
| 2017-10-13 | 2017-10-23 | $23.70 | $22.47 | -2.53% | 7 | |
| 2017-09-18 | 2017-09-25 | $25.67 | $23.00 | -6.22% | 6 | |
| 2017-08-15 | 2017-08-18 | $24.16 | $23.16 | -2.77% | 4 | |
| 2017-08-04 | 2017-08-07 | $23.79 | $23.68 | 2.10% | 2 | |
| 2017-06-29 | 2017-06-30 | $24.05 | $24.11 | -2.42% | 2 | |
| 2017-06-05 | 2017-06-27 | $23.15 | $24.16 | 8.65% | 17 | |
| 2017-05-17 | 2017-05-18 | $20.41 | $20.87 | -2.91% | 2 | |
| 2017-05-12 | 2017-05-16 | $21.65 | $21.13 | -1.94% | 3 |