Strategy Zoo / S1655
LongTermTrend_V1655
ARCHIVEDhybridstructuralswapped indicator macd_hist -> rsi_14
Fitness
0.4412
Generation
76
Complexity
24
Created
2026-10-15
Lineage
Parents (1)
changed ret_20d threshold 0.05 -> 0.1344
Children (0)
None
Strategy Logic (pseudocode)
# LongTermTrend_V1655 [hybrid]
if flat and ((((close > sma_200 and sma_200_slope > -0.0003) or ret_20d > 0.085) and ret_20d > 0.1344 and cumret_252d > 0.2888 and dist_sma_50 > -0.0774) or ((macd_hist > 0.0 and close > sma_50) or ((breakout_50 == 1 and rel_volume > 2.0784) or ((macd_hist > 0.0 and close > sma_50) and sma_50 > sma_200)))):
position = 1.0
if long and rsi_14 < 61.7504:
position = 0.0 # exit to cashBacktest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 14.3% | 47.3% | 4.4% | 17.8% |
| Total Return | 190.4% | 219.6% | 17.7% | 1024.2% |
| Sharpe | 0.60 | 1.09 | 0.29 | 0.66 |
| Sortino | 0.58 | 1.06 | 0.26 | 0.62 |
| Calmar | 0.33 | 1.32 | 0.11 | 0.41 |
| Volatility | 28.9% | 44.6% | 30.0% | 33.0% |
| Max DD | -43.4% | -35.7% | -40.8% | -43.4% |
| Win Rate | 42.9% | 46.8% | 40.2% | 42.9% |
| Avg Win | 5.0% | 8.5% | 4.6% | 5.8% |
| Avg Loss | -2.4% | -3.4% | -2.5% | -2.6% |
| Payoff | 2.11 | 2.51 | 1.81 | 2.24 |
| Expectancy | 0.8% | 2.2% | 0.3% | 1.0% |
| Profit Factor | 1.58 | 2.20 | 1.21 | 1.68 |
| Trades | 198 | 77 | 117 | 392 |
| Avg Holding Days | 4.2 | 4.6 | 3.2 | 4.0 |
| Turnover | 49.7 | 51.3 | 62.1 | 53.2 |
| Exposure | 32.2% | 36.6% | 27.6% | 31.9% |
Growth of $100
LongTermTrend_V1655 vs TSLA Buy & Hold
LongTermTrend_V1655 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 | 31.1% | 1.83 | -9.1% | 14 |
| 2017 | 27.5% | 1.21 | -13.7% | 24 |
| 2018 | -13.9% | -0.56 | -27.0% | 27 |
| 2019 | 13.4% | 0.54 | -27.2% | 17 |
| 2020 | 190.4% | 1.94 | -35.7% | 31 |
| 2021 | 25.5% | 0.88 | -20.3% | 28 |
| 2022 | -15.7% | -0.63 | -18.2% | 18 |
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 | 4.3% | 0.21 | 14% |
| hidden test | EXPENSIVE | 83 | 82.6% | 1.81 | 49% |
| hidden test | EXTREME | 48 | 163.9% | 3.18 | 54% |
| hidden test | HIGH VOLATILITY | 254 | 18.4% | 0.43 | 33% |
| hidden test | LOW VOLATILITY | 445 | 33.9% | 1.58 | 26% |
| hidden test | MEDIUM VOLATILITY | 250 | -45.7% | -1.67 | 24% |
| hidden test | NORMAL | 818 | -7.8% | -0.30 | 24% |
| hidden test | SIDEWAYS | 300 | -25.2% | -0.94 | 27% |
| hidden test | UPTREND | 371 | 39.7% | 1.05 | 38% |
| train | DOWNTREND | 518 | -0.4% | -0.03 | 12% |
| train | EXPENSIVE | 311 | 34.8% | 1.05 | 52% |
| train | EXTREME | 100 | 257.4% | 3.79 | 82% |
| train | HIGH VOLATILITY | 699 | 30.6% | 0.78 | 32% |
| train | LOW VOLATILITY | 745 | 19.9% | 0.98 | 40% |
| train | MEDIUM VOLATILITY | 568 | -2.0% | -0.09 | 23% |
| train | NORMAL | 1,601 | -0.9% | -0.04 | 25% |
| train | SIDEWAYS | 592 | 5.5% | 0.23 | 26% |
| train | UPTREND | 902 | 35.5% | 0.96 | 48% |
| validation | DOWNTREND | 125 | 15.8% | 0.80 | 6% |
| validation | EXPENSIVE | 138 | 86.3% | 1.70 | 48% |
| validation | EXTREME | 144 | 181.2% | 2.38 | 67% |
| validation | HIGH VOLATILITY | 258 | 23.2% | 0.38 | 33% |
| validation | LOW VOLATILITY | 183 | 13.4% | 0.66 | 36% |
| validation | MEDIUM VOLATILITY | 315 | 90.0% | 2.28 | 41% |
| validation | NORMAL | 474 | -2.5% | -0.10 | 24% |
| validation | SIDEWAYS | 206 | -25.4% | -1.19 | 20% |
| validation | UPTREND | 425 | 94.2% | 1.67 | 53% |
Trades (full period)
latest 100 of 392
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| 2026-10-13 | 2026-10-14 | $375.23 | $367.16 | -0.94% | 2 | |
| 2026-10-09 | 2026-10-12 | $382.70 | $378.03 | 1.85% | 2 | |
| 2026-10-07 | 2026-10-08 | $377.81 | $375.00 | -0.95% | 2 | |
| 2026-09-28 | 2026-09-29 | $357.45 | $352.84 | -4.14% | 2 | |
| 2026-09-24 | 2026-09-25 | $377.94 | $372.11 | -0.77% | 2 | |
| 2026-09-22 | 2026-09-23 | $378.90 | $380.12 | 0.76% | 2 | |
| 2026-09-18 | 2026-09-21 | $364.27 | $375.30 | -0.73% | 2 | |
| 2026-09-15 | 2026-09-16 | $356.58 | $358.08 | -0.86% | 2 | |
| 2026-09-11 | 2026-09-14 | $365.44 | $358.97 | 0.32% | 2 | |
| 2026-09-09 | 2026-09-10 | $367.81 | $363.56 | -0.29% | 2 | |
| 2026-09-04 | 2026-09-08 | $354.08 | $368.16 | -6.12% | 2 | |
| 2026-09-01 | 2026-09-02 | $356.09 | $357.01 | -3.42% | 2 | |
| 2026-07-07 | 2026-07-08 | $402.90 | $394.06 | -4.21% | 2 | |
| 2026-07-01 | 2026-07-02 | $425.30 | $393.45 | 0.92% | 2 | |
| 2026-05-28 | 2026-06-01 | $442.10 | $415.88 | -1.24% | 3 | |
| 2026-05-19 | 2026-05-20 | $404.11 | $417.26 | -1.63% | 2 | |
| 2026-05-08 | 2026-05-18 | $428.35 | $409.99 | 2.34% | 7 | |
| 2026-05-06 | 2026-05-07 | $398.73 | $411.79 | 2.20% | 2 | |
| 2026-05-04 | 2026-05-05 | $392.51 | $389.37 | 0.23% | 2 | |
| 2026-04-20 | 2026-04-21 | $392.50 | $386.42 | -2.22% | 2 | |
| 2026-04-16 | 2026-04-17 | $388.90 | $400.62 | -0.98% | 2 | |
| 2025-12-19 | 2025-12-29 | $481.20 | $459.64 | -1.89% | 6 | |
| 2025-12-16 | 2025-12-18 | $489.88 | $483.37 | -1.89% | 3 | |
| 2025-12-12 | 2025-12-15 | $458.96 | $475.31 | 2.50% | 2 | |
| 2025-12-10 | 2025-12-11 | $451.45 | $446.89 | 1.21% | 2 | |
| 2025-12-08 | 2025-12-09 | $439.58 | $445.17 | -3.59% | 2 | |
| 2025-12-04 | 2025-12-05 | $454.53 | $455.00 | 1.54% | 2 | |
| 2025-11-04 | 2025-11-05 | $444.26 | $462.07 | -5.34% | 2 | |
| 2025-10-09 | 2025-10-10 | $435.54 | $413.49 | -0.92% | 2 | |
| 2025-10-07 | 2025-10-08 | $433.09 | $438.69 | -4.64% | 2 | |
| 2025-09-12 | 2025-10-06 | $395.94 | $453.25 | 16.32% | 17 | |
| 2025-09-10 | 2025-09-11 | $347.79 | $368.81 | 0.04% | 2 | |
| 2025-09-08 | 2025-09-09 | $346.40 | $346.97 | -1.46% | 2 | |
| 2025-08-29 | 2025-09-02 | $333.87 | $329.36 | -3.70% | 2 | |
| 2025-08-27 | 2025-08-28 | $349.60 | $345.98 | -0.79% | 2 | |
| 2025-08-25 | 2025-08-26 | $346.60 | $351.67 | 1.74% | 2 | |
| 2025-08-20 | 2025-08-21 | $323.90 | $320.11 | -1.84% | 2 | |
| 2025-08-18 | 2025-08-19 | $335.16 | $329.31 | 1.19% | 2 | |
| 2025-08-14 | 2025-08-15 | $335.58 | $330.56 | -1.32% | 2 | |
| 2025-08-12 | 2025-08-13 | $340.84 | $339.38 | 0.33% | 2 | |
| 2025-08-08 | 2025-08-11 | $329.65 | $339.03 | 2.09% | 2 | |
| 2025-07-29 | 2025-07-30 | $321.20 | $319.04 | -1.55% | 2 | |
| 2025-07-23 | 2025-07-24 | $332.56 | $305.30 | -0.06% | 2 | |
| 2025-07-21 | 2025-07-22 | $328.49 | $332.11 | -0.55% | 2 | |
| 2025-06-25 | 2025-06-26 | $327.55 | $325.78 | -3.99% | 2 | |
| 2025-06-05 | 2025-06-06 | $284.70 | $295.14 | -14.45% | 2 | |
| 2025-06-03 | 2025-06-04 | $344.27 | $332.05 | 0.26% | 2 | |
| 2025-05-12 | 2025-06-02 | $318.38 | $342.69 | 15.94% | 15 | |
| 2025-05-08 | 2025-05-09 | $284.82 | $298.26 | 2.91% | 2 | |
| 2025-05-06 | 2025-05-07 | $275.35 | $276.22 | -1.95% | 2 | |
| 2025-05-02 | 2025-05-05 | $287.21 | $280.26 | 2.18% | 2 | |
| 2025-04-30 | 2025-05-01 | $282.16 | $280.52 | -3.58% | 2 | |
| 2025-04-28 | 2025-04-29 | $285.88 | $292.03 | 0.13% | 2 | |
| 2025-01-06 | 2025-01-07 | $411.05 | $394.36 | -0.05% | 2 | |
| 2024-12-31 | 2025-01-02 | $403.84 | $379.28 | -3.45% | 2 | |
| 2024-12-24 | 2024-12-30 | $462.28 | $417.41 | 0.05% | 4 | |
| 2024-12-02 | 2024-12-23 | $357.09 | $430.60 | 21.75% | 16 | |
| 2024-11-06 | 2024-11-29 | $288.53 | $345.16 | 32.15% | 17 | |
| 2024-11-04 | 2024-11-05 | $242.84 | $251.44 | -2.66% | 2 | |
| 2024-10-31 | 2024-11-01 | $249.85 | $248.98 | -3.19% | 2 | |
| 2024-10-25 | 2024-10-30 | $269.19 | $257.55 | -0.56% | 4 | |
| 2024-09-24 | 2024-10-03 | $254.27 | $240.66 | -0.59% | 8 | |
| 2024-09-19 | 2024-09-23 | $243.92 | $250.00 | 4.66% | 3 | |
| 2024-09-17 | 2024-09-18 | $227.87 | $227.20 | 0.28% | 2 | |
| 2024-09-13 | 2024-09-16 | $230.29 | $226.78 | 0.01% | 2 | |
| 2024-09-11 | 2024-09-12 | $228.13 | $229.81 | 0.67% | 2 | |
| 2024-09-06 | 2024-09-09 | $210.73 | $216.27 | -8.64% | 2 | |
| 2024-08-26 | 2024-08-27 | $213.21 | $209.21 | -3.42% | 2 | |
| 2024-08-22 | 2024-08-23 | $210.66 | $220.32 | -5.84% | 2 | |
| 2024-08-20 | 2024-08-21 | $221.10 | $223.27 | -0.93% | 2 | |
| 2024-06-26 | 2024-07-22 | $196.37 | $251.51 | 27.43% | 18 | |
| 2024-06-24 | 2024-06-25 | $182.58 | $187.35 | -0.43% | 2 | |
| 2024-06-20 | 2024-06-21 | $181.57 | $183.01 | -1.98% | 2 | |
| 2024-06-17 | 2024-06-18 | $187.44 | $184.86 | 5.09% | 2 | |
| 2024-05-29 | 2024-05-30 | $176.19 | $178.79 | -0.52% | 2 | |
| 2024-05-24 | 2024-05-28 | $179.24 | $176.75 | 2.96% | 2 | |
| 2024-05-22 | 2024-05-23 | $180.11 | $173.74 | -3.67% | 2 | |
| 2024-05-20 | 2024-05-21 | $174.95 | $186.60 | -1.61% | 2 | |
| 2024-05-16 | 2024-05-17 | $174.84 | $177.46 | 0.29% | 2 | |
| 2024-05-14 | 2024-05-15 | $177.55 | $173.99 | 3.09% | 2 | |
| 2024-05-08 | 2024-05-09 | $174.72 | $171.97 | -1.94% | 2 | |
| 2024-05-06 | 2024-05-07 | $184.76 | $177.81 | 1.77% | 2 | |
| 2024-05-02 | 2024-05-03 | $180.01 | $181.19 | -0.19% | 2 | |
| 2024-04-30 | 2024-05-01 | $183.28 | $179.99 | -5.74% | 2 | |
| 2023-12-27 | 2023-12-29 | $261.44 | $248.48 | -1.53% | 3 | |
| 2023-12-22 | 2023-12-26 | $252.54 | $256.61 | -0.97% | 2 | |
| 2023-12-15 | 2023-12-21 | $253.50 | $254.50 | -1.75% | 5 | |
| 2023-12-13 | 2023-12-14 | $239.29 | $251.05 | 0.76% | 2 | |
| 2023-12-11 | 2023-12-12 | $239.74 | $237.01 | -1.88% | 2 | |
| 2023-12-07 | 2023-12-08 | $242.64 | $243.84 | 1.16% | 2 | |
| 2023-12-05 | 2023-12-06 | $238.72 | $239.37 | 1.13% | 2 | |
| 2023-12-01 | 2023-12-04 | $238.83 | $235.58 | -0.72% | 2 | |
| 2023-11-29 | 2023-11-30 | $244.14 | $240.08 | -1.24% | 2 | |
| 2023-11-27 | 2023-11-28 | $236.08 | $246.72 | 0.07% | 2 | |
| 2023-11-22 | 2023-11-24 | $234.21 | $235.45 | -3.10% | 2 | |
| 2023-11-16 | 2023-11-17 | $233.59 | $234.30 | -4.01% | 2 | |
| 2023-10-16 | 2023-10-17 | $253.92 | $254.85 | 0.91% | 2 | |
| 2023-10-12 | 2023-10-13 | $258.87 | $251.12 | -1.76% | 2 | |
| 2023-10-10 | 2023-10-11 | $263.62 | $262.99 | 1.32% | 2 | |
| 2023-10-06 | 2023-10-09 | $260.53 | $259.67 | -0.02% | 2 |