Build a strategy

Set the 21 settings with sliders, read what the strategy will do in plain English, and copy a valid genome.

Not evidence. A hand-made strategy tested on history proves nothing, because you have seen that history. The forward test is the only test that counts. See the full note below.

The 21 settings, at their defaults (textbook momentum)

The interactive builder needs JavaScript, which is off or blocked here. This table shows the defaults. Turn JavaScript on to move the sliders.

What it does: Every 21 trading days buys the 10 S&P 500 stocks that rose most over the past year (skipping the last month), in equal amounts. No stop-loss.

Group	Setting	Default	Unit	What it does
Core	Index-fund core `core.pct`	0%	percent of money	Share of the money always held in the arena's index fund.
Market filter (regime)	Market filter `regime.enabled`	no		Turn the market filter on: move to a safe haven when the index is weak.
Market filter (regime)	Filter length `regime.ma_days`	200 days	trading days	Length of the index moving average the market filter compares against.
Market filter (regime)	Safe haven `regime.safe_haven`	bonds		Where the money goes when the market filter says the market is weak.
Market filter (regime)	Filter moves the core `regime.apply_to_core`	no		Also move the index-fund core to the safe haven, not just the strategy money.
Selection	Pool `selection.pool`	stocks		What the strategy money buys: stocks, sector funds or other asset funds.
Selection	Ranking rule `selection.rule`	momentum		How candidates are ranked (momentum, trend, pullback, low volatility, reversal or hold safe).
Selection	Lookback `selection.lookback_days`	252 days	trading days	How far back the ranking rule looks to measure returns or volatility.
Selection	Skip recent days `selection.skip_days`	21 days	trading days	Most recent days ignored when measuring momentum (0 = none).
Selection	Fast average `selection.sma_fast`	50	trading days	Short moving average used by the pullback rule; must be below the slow one.
Selection	Slow average `selection.sma_slow`	200	trading days	Long moving average used by the trend rule and trend filter.
Selection	Trend filter `selection.trend_filter`	no		Only buy candidates trading above their long moving average.
Selection	Volume filter `selection.min_volume_rank`	off	fraction of pool	Skip the least-traded share of the pool (0 = no volume filter).
Selection	How many to hold `selection.top_n`	10	positions	How many of the best-ranked candidates to hold.
Rebalance	Rebalance every `rebalance.every_days`	21 days	trading days	Days between rebalances (1 = daily, 5 = weekly, 21 = about monthly).
Sizing	Sizing `sizing.method`	equal		Equal weights, or weights that shrink for more volatile holdings.
Sizing	Volatility window `sizing.vol_lookback_days`	63 days	trading days	Days of price history used to measure volatility when sizing.
Exits	Stop-loss `exit.stop_loss_pct`	off	percent	Sell a position that falls this far below its purchase price (0 = off).
Exits	Trailing stop `exit.trailing_stop_pct`	off	percent	Sell a position that falls this far below its highest price since purchase (0 = off).
Exits	Take-profit `exit.take_profit_pct`	off	percent	Sell a position that rises this far above its purchase price (0 = off).
Exits	Max hold `exit.max_hold_days`	off	trading days	Sell a position held this long (0 = off).

Default genome as YAML

id: my-strategy
parent: null
core:
  pct: 0.0
regime:
  enabled: false
  ma_days: 200
  safe_haven: bonds
  apply_to_core: false
selection:
  pool: stocks
  rule: momentum
  lookback_days: 252
  skip_days: 21
  sma_fast: 50
  sma_slow: 200
  trend_filter: false
  min_volume_rank: 0.0
  top_n: 10
rebalance:
  every_days: 21
sizing:
  method: equal
  vol_lookback_days: 63
exit:
  stop_loss_pct: 0.0
  trailing_stop_pct: 0.0
  take_profit_pct: 0.0
  max_hold_days: 0

How to test it

Set the sliders above, then press Copy one-line version. GitHub's box takes one line, and this version is the same genome written on a single line.
Open this project's repository on GitHub and click Actions.
Pick honest-run in the list on the left, then click Run workflow.
Paste the one-line version into the genome_yaml field. Type the same arena you chose here into the arena field. Leave the other fields as they are, then click the green Run workflow button.
Wait about 5 minutes. The report appears in Discord and under Hand-made and single-strategy tests on the Evolution runs page.

The run uses paper money and real prices from the last 2 years. Only the final 6 months are the test; the earlier part is context. The report compares your strategy with the index fund, textbook momentum and 100 fair random portfolios. If the YAML is not a valid genome, the run stops at once with a message naming the setting.

Read this before you trust a number

A strategy you build here and test on history is not evidence. You have already seen that history, so any tuning you do is fitted to it. The history test only catches broken ideas. Only the forward test counts: days after the strategy was locked, which nobody can know in advance.

Build a strategy

The 21 settings, at their defaults (textbook momentum)

Default genome as YAML

Start here

What this strategy will do

Your genome (YAML)

How to test it

Read this before you trust a number