The numbers
behind the playbook.
The full strategy suite, simulated against five years of daily history across roughly two thousand US stocks. The same detectors that fire on a live scan, walked bar-by-bar to their realized exit. Win rate, R-multiple, profit factor, hold time, exit mix — every number a setup has earned the right to claim.
How to read this. Tuned strategies pass every anti-overfit gate strictly and ship with live-adopted parameters. Tuned · provisional passes robustness + holdout PF + Sharpe haircut but fails the permutation p-value gate (either marginally or because the detector's pre-gates exhaust the sweep filter and signal-vs-null can't be measured) — params are published for inspection; live-engine adoption waits for the next regime change or quarterly re-tune to promote to full Tuned. Retired setups are dropped from live picks by the recommender and kept here for transparency. The pill names why, and most of them were not broken: lost money is the only verdict the holdout itself refused (profit factor at or below 1); edge unproven made money on holdout but the anti-overfit gate couldn't separate that edge from luck; and policy hold means a standing adoption policy — not the numbers — keeps it out. Same classification the track-record graveyard groups on. Inconclusive means sample too thin or edge indistinguishable from random label assignment; registry defaults stay in effect until the next quarterly re-tune.
Metrics: PF = profit factor net of $1.50 fee + 10 bps slippage per trade. p = shuffle-returns permutation p-value (n=200) on holdout. r = robustness score (fraction of ±10% neighbor configs that also clear PF ≥ 1.0). Sh = annualized Sharpe of trade returns with multiple-testing haircut (`SR × 1 / sqrt(2 log N_trials)`, an informal approximation — see methodology).
| # | Strategy | Win | Avg R | PF | Hold | Exits · T1 · T2 · Stop · TO |
|---|---|---|---|---|---|---|
| 01 | Cup & Handle Momentum·3,582 trades | 29.9% | +0.50R | 1.57 | 4d | 24% · 2% · 69% · 5% |
| 02 | Trend Pullback Pullback·1,092 trades | 26.5% | +0.33R | 1.45 | 2d | 15% · 4% · 72% · 9% |
| 03 | 52-Week-High Proximity Pullback Pullback·15,415 trades | 42.0% | +0.18R | 1.33 | 14d | 8% · 1% · 51% · 40% |
| 04 | Highest-High Breakout Momentum·36,728 trades | 46.5% | +0.13R | 1.31 | 17d | 15% · 1% · 42% · 42% |
| 05 | Power Earnings Gap Momentum·328 trades | 42.7% | +0.15R | 1.31 | 8d | 28% · 1% · 50% · 21% |
| 06 | ADX Trend Momentum Momentum·190,407 trades | 36.8% | +0.16R | 1.27 | 13d | 10% · 1% · 57% · 33% |
| 07 | Residual Momentum (Poor-Man's) Momentum·131,575 trades | 39.7% | +0.14R | 1.26 | 12d | 12% · 2% · 51% · 36% |
| 08 | ROC Breakout Momentum·120,823 trades | 32.3% | +0.21R | 1.26 | 5d | 19% · 2% · 64% · 15% |
| 09 | Snapback Z-Score Mean Reversion·124,882 trades | 50.0% | +0.10R | 1.25 | 10d | 7% · 1% · 29% · 64% |
| 10 | Quality 12-1 Momentum Momentum·217,217 trades | 33.5% | +0.20R | 1.23 | 4d | 29% · 3% · 64% · 3% |
| 11 | RSI Reversion Mean Reversion·30,398 trades | 51.2% | +0.09R | 1.23 | 7d | 14% · 1% · 25% · 61% |
| 12 | Volume-Weighted Trend Momentum·122,709 trades | 32.2% | +0.18R | 1.22 | 5d | 16% · 3% · 64% · 17% |
| 13 | RSI(2) Leader Dip Mean Reversion·189,123 trades | 49.8% | +0.08R | 1.21 | 10d | 7% · 1% · 25% · 67% |
| 14 | Multi-Period Strength Momentum·151,038 trades | 31.8% | +0.16R | 1.21 | 5d | 16% · 3% · 64% · 17% |
| 15 | MA Stack Confluence Momentum·102,531 trades | 35.1% | +0.13R | 1.19 | 6d | 12% · 3% · 59% · 26% |
| 16 | ATR Stretch Reversion Mean Reversion·146,981 trades | 51.0% | +0.06R | 1.18 | 7d | 8% · 0% · 18% · 73% |
| 17 | Qullamaggie Breakout Momentum·16,943 trades | 27.2% | +0.11R | 1.10 | 4d | 23% · 2% · 72% · 3% |
| 18 | Frog-in-the-Pan Momentum Momentum·206,175 trades | 32.8% | +0.09R | 1.09 | 5d | 28% · 3% · 65% · 4% |
| 19 | Trend Template Fresh-Pass Momentum·18,382 trades | 40.0% | +0.13R | 0.99 | 2d | 35% · 11% · 52% · 2% |
| 20 | Swing Condor Range-Bound·24,767 trades | 52.8% | +0.03R | 0.97 | 2d | 17% · 41% · 38% · 5% |
| 21 | RSI Overbought Mean Reversion·20,835 trades | 47.4% | +0.01R | 0.95 | 7d | 12% · 1% · 28% · 60% |
| 22 | Bear Flag Pullback·25,913 trades | 35.3% | -0.16R | 0.69 | 3d | 22% · 7% · 60% · 12% |
| 23 | VCP Breakout Momentum·1,259 trades | 36.9% | +0.06R | 0.38 | 1d | 42% · 38% · 18% · 2% |
5 years, ~2,000 stocks
Daily history end-to-end. Same TS detectors that power live screening — no parallel backtest fork.
Realized walk-forward exits
Entries simulated at next-day open. Exits walk bar-by-bar until stop, target, or max hold elapses.
No fees, no slippage
Reported P&L is raw price difference. Survivorship-uncorrected — true historical edge is several points lower.
Full methodology — survivorship bias, regime approximation, sample-too-thin handling, and the raw JSON payload — is at /methodology/strategy-metrics. Past performance, simulated or actual, is not indicative of future results.
Run these strategies on tomorrow's setups.
Daily setups graded A+/A/B+/B/C, regime-gated to the current market, with built-in journaling and R-multiple tracking. Same detectors as the backtest.