Strategy gallery

Every strategy we run, what it does in plain English, and where its settings sit.

How to read a card

Each card says what the strategy does with paper money and shows its settings card: a small bar per number showing where the value sits between the lowest and highest allowed. Greyed rows are off, or have no effect for that strategy. This page describes what strategies do, not how well they did. For results and their luck checks, see the Forward test and Evolution runs pages. Settings are explained on the genome page.

Textbook strategies

Core 20% plus momentum
base-core20-momentum

Textbook

Keeps 20% in SPY; with the rest, 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. When SPY closes below its 200-day average, moves the strategy money to bonds (IEF). No stop-loss.

Derek's idea: 20% index fund always, 80% in 12-1 momentum stocks; strategy money to bonds when the index is below its 200-day average.

Index-fund core20%
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: yesSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-core20-momentum.yaml

Dual momentum
base-dual-momentum

Textbook

Every 21 trading days buys the single broad-asset fund (stock, bond, gold or cash) that rose most over the past year, in equal amounts. When SPY closes below its 200-day average, moves everything to bonds (IEF). No stop-loss.

Each month hold the single strongest of stocks, intl, bonds, gold, cash by 12-month return; bonds when the index is below its 200-day average.

Index-fund coreoff
Filter length200 days
Lookback252 days
Skip recent daysoff
Fast average50
Slow average200
Volume filteroff
How many to hold1
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: yesSafe haven: bondsFilter moves the core: noPool: assetsRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-dual-momentum.yaml

Buy and hold the index
base-index-hold

Textbook

Puts all money in SPY.

Buy and hold the arena's index fund (SPY / QQQ / IWM). The bar to beat.

Index-fund core100%
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-index-hold.yaml

Index with a 200-day filter
base-index-trend200

Textbook

Puts all money in SPY. When SPY closes below its 200-day average, moves everything to bonds (IEF).

Index fund, but move everything to bonds when the index is below its 200-day average.

Index-fund core100%
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: yesSafe haven: bondsFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-index-trend200.yaml

Low volatility
base-low-volatility

Textbook

Every 21 trading days buys the 15 S&P 500 stocks that moved the least from day to day over the past 6 months, in equal amounts. No stop-loss.

15 calmest stocks over 6 months, monthly.

Index-fund coreoff
Filter length200 days
Lookback126 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold15
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: low_volatilityTrend filter: noSizing: equal

File: genomes/baselines/base-low-volatility.yaml

Textbook momentum (12-1)
base-momentum-12-1

Textbook

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.

10 strongest stocks by 12-month return skipping the last month, monthly.

Index-fund coreoff
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-momentum-12-1.yaml

Sector rotation
base-sector-rotation

Textbook

Every 21 trading days buys the 3 sector funds that rose most over the past 6 months, in equal amounts. No stop-loss.

Top 3 sector funds by 6-month momentum, monthly.

Index-fund coreoff
Filter length200 days
Lookback126 days
Skip recent daysoff
Fast average50
Slow average200
Volume filteroff
How many to hold3
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: sectorsRanking rule: momentumTrend filter: noSizing: equal

File: genomes/baselines/base-sector-rotation.yaml

Short-term reversal
base-short-reversal

Textbook

Every 5 trading days buys the 10 S&P 500 stocks that fell most over the past 5 trading days, only those above their 200-day average, in equal amounts. No stop-loss.

Buy the 10 biggest 1-week losers that are still above their 200-day average; weekly.

Index-fund coreoff
Filter length200 days
Lookback5 days
Skip recent daysoff
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every5 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

File: genomes/baselines/base-short-reversal.yaml

60/40 stocks and bonds
base-sixty-forty

Textbook

Keeps 60% in SPY. Holds the rest in bonds (IEF), reset every 21 trading days.

60% index fund, 40% bonds, rebalanced monthly.

Index-fund core60%
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: hold_safeTrend filter: noSizing: equal

File: genomes/baselines/base-sixty-forty.yaml

Trend-following stocks
base-trend-stocks

Textbook

Every 21 trading days buys the 10 S&P 500 stocks that trade furthest above their 200-day average price, in equal amounts. Sells any stock that drops 15% below its highest price since purchase.

10 stocks furthest above their 200-day average, 15% trailing stop, monthly.

Index-fund coreoff
Filter length200 days
Lookback252 days
Skip recent days21 days
Fast average50
Slow average200
Volume filteroff
How many to hold10
Rebalance every21 days
Volatility window63 days
Stop-lossoff
Trailing stop15%
Take-profitoff
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: trendTrend filter: noSizing: equal

File: genomes/baselines/base-trend-stocks.yaml

Blend

Blend of four baselines
blend-core4

Blend

Splits paper money across 4 baseline strategies that each trade on their own. Every 21 trading days the four are put back to their target shares.

  • 25% Buy and hold the index: Puts all money in SPY.
  • 25% Textbook momentum (12-1): 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.
  • 25% Index with a 200-day filter: Puts all money in SPY. When SPY closes below its 200-day average, moves everything to bonds (IEF).
  • 25% Low volatility: Every 21 trading days buys the 15 S&P 500 stocks that moved the least from day to day over the past 6 months, in equal amounts. No stop-loss.

File: genomes/blends/blend-core4.yaml

Evolved strategies

Forward-test champion
sp500-20261014-151728-i0-g59-11

EvolvedFrozen in forward test

Every 15 trading days buys the 6 S&P 500 stocks that rose most over the past 203 trading days (skipping the last 20 trading days), ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 12.96% below its purchase price or rises 49.13% above it.

Index-fund coreoff
Filter length235 days
Lookback203 days
Skip recent days20 days
Fast average5
Slow average177
Volume filter0.70
How many to hold6
Rebalance every15 days
Volatility window127 days
Stop-loss12.96%
Trailing stopoff
Take-profit49.13%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: S&P 500 | File: forward/champion-sp500-20261014-151728-1.yaml

Latest champion, sp500
sp500-20261014-201443-i3-g59-00

Evolved

Keeps 2.78% in SPY. With the rest, every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.05% below its purchase price or rises 52.45% above it.

Index-fund core2.78%
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window169 days
Stop-loss15.05%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-201443-1.yaml

Latest champion, nasdaq100
nasdaq100-20261014-201445-i2-g55-02

Evolved

Every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 176 trading days (skipping the last 5 trading days), only those above their 210-day average, ignoring the least-traded 37% of stocks, in equal amounts. Sells any stock that falls 27.89% below its purchase price, drops 6.82% below its highest price since purchase or rises 32.91% above it.

Index-fund coreoff
Filter length190 days
Lookback176 days
Skip recent days5 days
Fast average8
Slow average210
Volume filter0.37
How many to hold5
Rebalance every8 days
Volatility window94 days
Stop-loss27.89%
Trailing stop6.82%
Take-profit32.91%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261014-201445-1.yaml

Latest champion, smallcap
smallcap-20261015-225409-i0-g57-08

Evolved

Every 6 trading days buys the 6 small-cap stocks that trade furthest above their 21-day average price, ignoring the least-traded 6% of stocks, in equal amounts. When IWM closes below its 41-day average, moves everything to gold (GLD). Sells any stock that rises 26.97% above its purchase price or has been held 277 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund coreoff
Filter length41 days
Lookback55 days
Skip recent days11 days
Fast average9
Slow average21
Volume filter0.06
How many to hold6
Rebalance every6 days
Volatility window11 days
Stop-lossoff
Trailing stopoff
Take-profit26.97%
Max hold277 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: trendTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261015-225409-1.yaml

What evolution changed

Textbook momentum: 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.

Forward-test champion: Every 15 trading days buys the 6 S&P 500 stocks that rose most over the past 203 trading days (skipping the last 20 trading days), ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 12.96% below its purchase price or rises 49.13% above it.

13 of 21 settings differ. 7 of those change what the bot actually does; the other 6 are unused by both, so they only look different.

SettingTextbook momentumForward-test championCompared
Index-fund coreoffoffsame
Market filteroffoffsame
Filter length200 days (unused)235 days (unused)changed
Safe havenbonds (unused)gold (unused)changed
Filter moves the coreoffyeschanged
Poolstocksstockssame
Ranking rulemomentummomentumsame
Lookback252 days203 dayschanged
Skip recent days21 days20 dayschanged
Fast average50 (unused)5 (unused)changed
Slow average200 (unused)177 (unused)changed
Trend filteroffoffsame
Volume filteroff0.70changed
How many to hold106changed
Rebalance every21 days15 dayschanged
Sizingequalequalsame
Volatility window63 days (unused)127 days (unused)changed
Stop-lossoff12.96%changed
Trailing stopoffoffsame
Take-profitoff49.13%changed
Max holdoffoffsame

This shows how the settings differ, not which one does better. Results and their luck checks are on the Forward test and Evolution runs pages.

Walk-forward champions (4)

Each walk-forward window trains on earlier days only, then trades blind. These are the champions of the saved windows.

S&P 500

wf-sp500-20261014-193744-w0
wf-sp500-w0-i2-g23-11

Evolved

Keeps 39.21% in SPY. With the rest, every 44 trading days buys the 3 S&P 500 stocks that trade furthest above their 57-day average price, ignoring the least-traded 95% of stocks, in equal amounts (at most 20% in any one stock, so some money may sit in cash). Sells any stock that rises 56.72% above its purchase price or has been held 440 trading days.

Index-fund core39.21%
Filter length59 days
Lookback140 days
Skip recent days14 days
Fast average5
Slow average57
Volume filter0.95
How many to hold3
Rebalance every44 days
Volatility window10 days
Stop-lossoff
Trailing stopoff
Take-profit56.72%
Max hold440 days
Market filter: noSafe haven: bondsFilter moves the core: yesPool: stocksRanking rule: trendTrend filter: noSizing: equal

Arena: S&P 500 | File: scoreboard/walkforward-genomes/sp500/wf-sp500-20261014-193744-w0.yaml

wf-sp500-20261014-193744-w1
wf-sp500-w1-i2-g26-07

Evolved

Keeps 1.03% in SPY. With the rest, every 21 trading days buys the 8 S&P 500 stocks that rose most over the past 190 trading days (skipping the last 30 trading days), ignoring the least-traded 35% of stocks, with smaller amounts in the more volatile ones. No stop-loss.

Index-fund core1.03%
Filter length244 days
Lookback190 days
Skip recent days30 days
Fast average66
Slow average78
Volume filter0.35
How many to hold8
Rebalance every21 days
Volatility window58 days
Stop-lossoff
Trailing stopoff
Take-profitoff
Max holdoff
Market filter: noSafe haven: cashFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: noSizing: inverse_vol

Arena: S&P 500 | File: scoreboard/walkforward-genomes/sp500/wf-sp500-20261014-193744-w1.yaml

wf-sp500-20261014-193744-w2
wf-sp500-w2-i2-g28-05

Evolved

Keeps 42.29% in SPY. With the rest, every 22 trading days buys the 3 S&P 500 stocks that rose most over the past 10 months (skipping the last 4 trading days), ignoring the least-traded 68% of stocks, in equal amounts (at most 20% in any one stock, so some money may sit in cash). Sells any stock that falls 48.7% below its purchase price, drops 44.91% below its highest price since purchase, rises 94.13% above it or has been held 244 trading days.

Index-fund core42.29%
Filter length111 days
Lookback210 days
Skip recent days4 days
Fast average82
Slow average172
Volume filter0.68
How many to hold3
Rebalance every22 days
Volatility window80 days
Stop-loss48.7%
Trailing stop44.91%
Take-profit94.13%
Max hold244 days
Market filter: noSafe haven: cashFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: S&P 500 | File: scoreboard/walkforward-genomes/sp500/wf-sp500-20261014-193744-w2.yaml

wf-sp500-20261014-193744-w3
wf-sp500-w3-i0-g28-11

Evolved

Keeps 1.08% in SPY. With the rest, every 31 trading days buys the 5 S&P 500 stocks that rose most over the past 6 months (skipping the last 22 trading days), ignoring the least-traded 53% of stocks, in equal amounts. Sells any stock that rises 294.81% above its purchase price.

Index-fund core1.08%
Filter length146 days
Lookback126 days
Skip recent days22 days
Fast average4
Slow average22
Volume filter0.53
How many to hold5
Rebalance every31 days
Volatility window46 days
Stop-lossoff
Trailing stopoff
Take-profit294.81%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: S&P 500 | File: scoreboard/walkforward-genomes/sp500/wf-sp500-20261014-193744-w3.yaml

Earlier champions (32)

Champions of earlier evolution runs, kept so the Evolution runs page can link to them.

S&P 500

Champion sp500-20261014-201443, rank 3
sp500-20261014-201443-i3-g59-01

Evolved

Keeps 2.67% in SPY. With the rest, every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.05% below its purchase price or rises 52.45% above it.

Index-fund core2.67%
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window157 days
Stop-loss15.05%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-201443-3.yaml

Champion sp500-20261014-201443, rank 2
sp500-20261014-201443-i3-g55-10

Evolved

Keeps 2.58% in SPY. With the rest, every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.05% below its purchase price or rises 52.45% above it.

Index-fund core2.58%
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window185 days
Stop-loss15.05%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-201443-2.yaml

Champion sp500-20261014-190730, rank 3
sp500-20261014-190730-i0-g50-12

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 215-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.75% below its purchase price or rises 52.45% above it.

Index-fund coreoff
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average215
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window185 days
Stop-loss15.75%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-190730-3.yaml

Champion sp500-20261014-190730, rank 2
sp500-20261014-154730-i1-g47-09

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 14.96% below its purchase price or rises 51.99% above it.

Index-fund coreoff
Filter length139 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window166 days
Stop-loss14.96%
Trailing stopoff
Take-profit51.99%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-190730-2.yaml

Champion sp500-20261014-190730, rank 1
sp500-20261014-154730-i3-g59-02

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.05% below its purchase price or rises 52.45% above it.

Index-fund coreoff
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window185 days
Stop-loss15.05%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-190730-1.yaml

Champion sp500-20261014-190730, rank 2
sp500-20261014-154730-i1-g47-09

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 14.96% below its purchase price or rises 51.99% above it.

Index-fund coreoff
Filter length139 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window166 days
Stop-loss14.96%
Trailing stopoff
Take-profit51.99%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-190730-2.yaml

Champion sp500-20261014-154730, rank 2
sp500-20261014-154730-i1-g59-09

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 14.96% below its purchase price or rises 51.99% above it.

Index-fund coreoff
Filter length220 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window204 days
Stop-loss14.96%
Trailing stopoff
Take-profit51.99%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-154730-2.yaml

Champion sp500-20261014-190730, rank 1
sp500-20261014-154730-i3-g59-02

Evolved

Every 15 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 17 trading days), only those above their 217-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.05% below its purchase price or rises 52.45% above it.

Index-fund coreoff
Filter length250 days
Lookback202 days
Skip recent days17 days
Fast average3
Slow average217
Volume filter0.70
How many to hold5
Rebalance every15 days
Volatility window185 days
Stop-loss15.05%
Trailing stopoff
Take-profit52.45%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-190730-1.yaml

Champion sp500-20261014-151728, rank 3
sp500-20261014-151728-i1-g56-11

Evolved

Every 15 trading days buys the 6 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 20 trading days), only those above their 213-day average, ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 17.63% below its purchase price or rises 69.24% above it.

Index-fund coreoff
Filter length250 days
Lookback202 days
Skip recent days20 days
Fast average5
Slow average213
Volume filter0.70
How many to hold6
Rebalance every15 days
Volatility window118 days
Stop-loss17.63%
Trailing stopoff
Take-profit69.24%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-151728-3.yaml

Champion sp500-20261014-151728, rank 2
sp500-20261014-151728-i0-g58-06

Evolved

Every 15 trading days buys the 6 S&P 500 stocks that rose most over the past 203 trading days (skipping the last 20 trading days), ignoring the least-traded 70% of stocks, in equal amounts. Sells any stock that falls 15.96% below its purchase price or rises 49.13% above it.

Index-fund coreoff
Filter length250 days
Lookback203 days
Skip recent days20 days
Fast average4
Slow average177
Volume filter0.70
How many to hold6
Rebalance every15 days
Volatility window166 days
Stop-loss15.96%
Trailing stopoff
Take-profit49.13%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261014-151728-2.yaml

Champion sp500-20261013, rank 3
sp500-20261013-i1-g44-03

Evolved

Every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 169-day average, ignoring the least-traded 50% of stocks, in equal amounts. Sells any stock that falls 7.07% below its purchase price or rises 202.21% above it.

Index-fund coreoff
Filter length126 days
Lookback202 days
Skip recent days16 days
Fast average5
Slow average169
Volume filter0.50
How many to hold5
Rebalance every13 days
Volatility window110 days
Stop-loss7.07%
Trailing stopoff
Take-profit202.21%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261013-3.yaml

Champion sp500-20261013, rank 2
sp500-20261013-i3-g45-03

Evolved

Keeps 3.43% in SPY. With the rest, every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 169-day average, ignoring the least-traded 50% of stocks, in equal amounts. Sells any stock that falls 17.4% below its purchase price or rises 158.89% above it.

Index-fund core3.43%
Filter length127 days
Lookback202 days
Skip recent days16 days
Fast average3
Slow average169
Volume filter0.50
How many to hold5
Rebalance every13 days
Volatility window76 days
Stop-loss17.4%
Trailing stopoff
Take-profit158.89%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261013-2.yaml

Champion sp500-20261013, rank 1
sp500-20261013-i0-g45-02

Evolved

Every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 162-day average, ignoring the least-traded 50% of stocks, in equal amounts. Sells any stock that falls 17.4% below its purchase price or rises 158.89% above it.

Index-fund coreoff
Filter length127 days
Lookback202 days
Skip recent days16 days
Fast average3
Slow average162
Volume filter0.50
How many to hold5
Rebalance every13 days
Volatility window78 days
Stop-loss17.4%
Trailing stopoff
Take-profit158.89%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261013-1.yaml

Champion sp500-20261012, rank 3
sp500-20261012-i1-g48-06

Evolved

Every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 203-day average, ignoring the least-traded 53% of stocks, in equal amounts. Sells any stock that falls 3.75% below its purchase price or rises 166.37% above it.

Index-fund coreoff
Filter length121 days
Lookback202 days
Skip recent days16 days
Fast average3
Slow average203
Volume filter0.53
How many to hold5
Rebalance every13 days
Volatility window107 days
Stop-loss3.75%
Trailing stopoff
Take-profit166.37%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261012-3.yaml

Champion sp500-20261012, rank 2
sp500-20261012-i2-g50-05

Evolved

Keeps 3.22% in SPY. With the rest, every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 203-day average, ignoring the least-traded 53% of stocks, in equal amounts. Sells any stock that falls 3.75% below its purchase price or rises 168.29% above it.

Index-fund core3.22%
Filter length146 days
Lookback202 days
Skip recent days16 days
Fast average4
Slow average203
Volume filter0.53
How many to hold5
Rebalance every13 days
Volatility window110 days
Stop-loss3.75%
Trailing stopoff
Take-profit168.29%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261012-2.yaml

Champion sp500-20261012, rank 1
sp500-20261012-i0-g58-00

Evolved

Every 13 trading days buys the 5 S&P 500 stocks that rose most over the past 202 trading days (skipping the last 16 trading days), only those above their 203-day average, ignoring the least-traded 53% of stocks, in equal amounts. Sells any stock that falls 3.75% below its purchase price or rises 168.29% above it.

Index-fund coreoff
Filter length228 days
Lookback202 days
Skip recent days16 days
Fast average3
Slow average203
Volume filter0.53
How many to hold5
Rebalance every13 days
Volatility window64 days
Stop-loss3.75%
Trailing stopoff
Take-profit168.29%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: noPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: S&P 500 | File: genomes/champions/sp500/sp500-20261012-1.yaml

Nasdaq-100

Champion nasdaq100-20261014-201445, rank 3
nasdaq100-20261014-201445-i2-g56-11

Evolved

Keeps 0.42% in QQQ. With the rest, every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 176 trading days (skipping the last 5 trading days), only those above their 217-day average, ignoring the least-traded 26% of stocks, in equal amounts. Sells any stock that falls 27.89% below its purchase price, drops 6.82% below its highest price since purchase or rises 32.91% above it.

Index-fund core0.42%
Filter length130 days
Lookback176 days
Skip recent days5 days
Fast average7
Slow average217
Volume filter0.26
How many to hold5
Rebalance every8 days
Volatility window94 days
Stop-loss27.89%
Trailing stop6.82%
Take-profit32.91%
Max holdoff
Market filter: noSafe haven: cashFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261014-201445-3.yaml

Champion nasdaq100-20261014-201445, rank 2
nasdaq100-20261014-201445-i2-g57-12

Evolved

Every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 176 trading days (skipping the last 5 trading days), only those above their 210-day average, ignoring the least-traded 38% of stocks, in equal amounts. Sells any stock that falls 27.89% below its purchase price, drops 6.82% below its highest price since purchase or rises 32.91% above it.

Index-fund coreoff
Filter length190 days
Lookback176 days
Skip recent days5 days
Fast average8
Slow average210
Volume filter0.38
How many to hold5
Rebalance every8 days
Volatility window92 days
Stop-loss27.89%
Trailing stop6.82%
Take-profit32.91%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: yesSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261014-201445-2.yaml

Champion nasdaq100-20261013, rank 3
nasdaq100-20261013-i3-g54-10

Evolved

Every 3 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 158 trading days (skipping the last 10 trading days), ignoring the least-traded 1% of stocks, in equal amounts. Sells any stock that falls 27.63% below its purchase price or rises 66.47% above it.

Index-fund coreoff
Filter length129 days
Lookback158 days
Skip recent days10 days
Fast average6
Slow average250
Volume filter0.01
How many to hold5
Rebalance every3 days
Volatility window187 days
Stop-loss27.63%
Trailing stopoff
Take-profit66.47%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261013-3.yaml

Champion nasdaq100-20261013, rank 2
nasdaq100-20261013-i0-g50-00

Evolved

Every 3 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 158 trading days (skipping the last 10 trading days), ignoring the least-traded 1% of stocks, in equal amounts. Sells any stock that falls 28.78% below its purchase price or rises 66.47% above it.

Index-fund coreoff
Filter length116 days
Lookback158 days
Skip recent days10 days
Fast average6
Slow average250
Volume filter0.01
How many to hold5
Rebalance every3 days
Volatility window252 days
Stop-loss28.78%
Trailing stopoff
Take-profit66.47%
Max holdoff
Market filter: noSafe haven: bondsFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261013-2.yaml

Champion nasdaq100-20261013, rank 1
nasdaq100-20261013-i0-g59-10

Evolved

Every 3 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 158 trading days (skipping the last 10 trading days), in equal amounts. Sells any stock that falls 27.39% below its purchase price or rises 63.52% above it.

Index-fund coreoff
Filter length85 days
Lookback158 days
Skip recent days10 days
Fast average4
Slow average246
Volume filteroff
How many to hold5
Rebalance every3 days
Volatility window252 days
Stop-loss27.39%
Trailing stopoff
Take-profit63.52%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261013-1.yaml

Champion nasdaq100-20261012, rank 3
nasdaq100-20261012-i2-g56-02

Evolved

Every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 160 trading days (skipping the last 9 trading days), in equal amounts. Sells any stock that falls 22.67% below its purchase price, drops 7.83% below its highest price since purchase or rises 71.77% above it.

Index-fund coreoff
Filter length160 days
Lookback160 days
Skip recent days9 days
Fast average5
Slow average250
Volume filteroff
How many to hold5
Rebalance every8 days
Volatility window252 days
Stop-loss22.67%
Trailing stop7.83%
Take-profit71.77%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261012-3.yaml

Champion nasdaq100-20261012, rank 2
nasdaq100-20261012-i1-g52-09

Evolved

Every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 160 trading days (skipping the last 9 trading days), ignoring the least-traded 4% of stocks, in equal amounts. Sells any stock that falls 22.67% below its purchase price, drops 7.98% below its highest price since purchase or rises 71.77% above it.

Index-fund coreoff
Filter length160 days
Lookback160 days
Skip recent days9 days
Fast average7
Slow average250
Volume filter0.04
How many to hold5
Rebalance every8 days
Volatility window252 days
Stop-loss22.67%
Trailing stop7.98%
Take-profit71.77%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261012-2.yaml

Champion nasdaq100-20261012, rank 1
nasdaq100-20261012-i1-g55-03

Evolved

Every 8 trading days buys the 5 Nasdaq-100 stocks that rose most over the past 160 trading days (skipping the last 9 trading days), ignoring the least-traded 6% of stocks, in equal amounts. Sells any stock that falls 22.67% below its purchase price, drops 7.98% below its highest price since purchase or rises 71.77% above it.

Index-fund coreoff
Filter length111 days
Lookback160 days
Skip recent days9 days
Fast average7
Slow average250
Volume filter0.06
How many to hold5
Rebalance every8 days
Volatility window210 days
Stop-loss22.67%
Trailing stop7.98%
Take-profit71.77%
Max holdoff
Market filter: noSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: momentumTrend filter: noSizing: equal

Arena: Nasdaq-100 | File: genomes/champions/nasdaq100/nasdaq100-20261012-1.yaml

Small caps

Champion smallcap-20261015-225409, rank 3
smallcap-20261015-225409-i2-g55-01

Evolved

Keeps 4.79% in IWM; with the rest, every 6 trading days buys the 6 small-cap stocks that trade furthest above their 21-day average price, ignoring the least-traded 8% of stocks, in equal amounts. When IWM closes below its 41-day average, moves the strategy money to gold (GLD). Sells any stock that rises 26.27% above its purchase price or has been held 172 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund core4.79%
Filter length41 days
Lookback51 days
Skip recent days10 days
Fast average12
Slow average21
Volume filter0.08
How many to hold6
Rebalance every6 days
Volatility window15 days
Stop-lossoff
Trailing stopoff
Take-profit26.27%
Max hold172 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: trendTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261015-225409-3.yaml

Champion smallcap-20261015-225409, rank 2
smallcap-20261015-225409-i1-g46-14

Evolved

Every 6 trading days buys the 6 small-cap stocks that trade furthest above their 21-day average price, in equal amounts. When IWM closes below its 41-day average, moves everything to gold (GLD). Sells any stock that rises 26.97% above its purchase price or has been held 172 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund coreoff
Filter length41 days
Lookback65 days
Skip recent days9 days
Fast average12
Slow average21
Volume filteroff
How many to hold6
Rebalance every6 days
Volatility window15 days
Stop-lossoff
Trailing stopoff
Take-profit26.97%
Max hold172 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: trendTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261015-225409-2.yaml

Champion smallcap-20261013, rank 3
smallcap-20261013-i0-g55-12

Evolved

Keeps 7.43% in IWM; with the rest, every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 22 trading days), only those above their 244-day average, ignoring the least-traded 21% of stocks, in equal amounts. When IWM closes below its 184-day average, moves the strategy money to gold (GLD). Sells any stock that falls 37.03% below its purchase price, rises 215.95% above it or has been held 33 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund core7.43%
Filter length184 days
Lookback288 days
Skip recent days22 days
Fast average12
Slow average244
Volume filter0.21
How many to hold5
Rebalance every16 days
Volatility window69 days
Stop-loss37.03%
Trailing stopoff
Take-profit215.95%
Max hold33 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261013-3.yaml

Champion smallcap-20261013, rank 2
smallcap-20261013-i1-g22-08

Evolved

Keeps 7.43% in IWM; with the rest, every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 22 trading days), only those above their 244-day average, ignoring the least-traded 21% of stocks, in equal amounts. When IWM closes below its 184-day average, moves the strategy money to gold (GLD). Sells any stock that rises 224.69% above its purchase price or has been held 32 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund core7.43%
Filter length184 days
Lookback288 days
Skip recent days22 days
Fast average12
Slow average244
Volume filter0.21
How many to hold5
Rebalance every16 days
Volatility window53 days
Stop-lossoff
Trailing stopoff
Take-profit224.69%
Max hold32 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261013-2.yaml

Champion smallcap-20261013, rank 1
smallcap-20261013-i0-g26-05

Evolved

Keeps 7.43% in IWM; with the rest, every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 22 trading days), only those above their 244-day average, ignoring the least-traded 21% of stocks, in equal amounts. When IWM closes below its 184-day average, moves the strategy money to gold (GLD). Sells any stock that falls 48.84% below its purchase price, rises 224.69% above it or has been held 33 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund core7.43%
Filter length184 days
Lookback288 days
Skip recent days22 days
Fast average12
Slow average244
Volume filter0.21
How many to hold5
Rebalance every16 days
Volatility window69 days
Stop-loss48.84%
Trailing stopoff
Take-profit224.69%
Max hold33 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261013-1.yaml

Champion smallcap-20261012, rank 3
smallcap-20261012-i0-g56-02

Evolved

Every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 23 trading days), only those above their 244-day average, ignoring the least-traded 21% of stocks, in equal amounts. When IWM closes below its 184-day average, moves everything to gold (GLD). Sells any stock that rises 224.69% above its purchase price or has been held 33 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund coreoff
Filter length184 days
Lookback288 days
Skip recent days23 days
Fast average12
Slow average244
Volume filter0.21
How many to hold5
Rebalance every16 days
Volatility window55 days
Stop-lossoff
Trailing stopoff
Take-profit224.69%
Max hold33 days
Market filter: yesSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261012-3.yaml

Champion smallcap-20261012, rank 2
smallcap-20261012-i0-g58-02

Evolved

Every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 23 trading days), only those above their 244-day average, ignoring the least-traded 19% of stocks, in equal amounts. When IWM closes below its 184-day average, moves everything to gold (GLD). Sells any stock that rises 224.69% above its purchase price or has been held 33 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund coreoff
Filter length184 days
Lookback288 days
Skip recent days23 days
Fast average12
Slow average244
Volume filter0.19
How many to hold5
Rebalance every16 days
Volatility window55 days
Stop-lossoff
Trailing stopoff
Take-profit224.69%
Max hold33 days
Market filter: yesSafe haven: goldFilter moves the core: yesPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261012-2.yaml

Champion smallcap-20261012, rank 1
smallcap-20261012-i1-g58-08

Evolved

Keeps 0.41% in IWM; with the rest, every 16 trading days buys the 5 small-cap stocks that fell most over the past 288 trading days (skipping the last 22 trading days), only those above their 244-day average, ignoring the least-traded 21% of stocks, in equal amounts. When IWM closes below its 184-day average, moves the strategy money to gold (GLD). Sells any stock that rises 224.69% above its purchase price or has been held 33 trading days.

Small-cap results: members are point-in-time from March 2020, with about 89% of delisted stocks covered.

Index-fund core0.41%
Filter length184 days
Lookback288 days
Skip recent days22 days
Fast average12
Slow average244
Volume filter0.21
How many to hold5
Rebalance every16 days
Volatility window53 days
Stop-lossoff
Trailing stopoff
Take-profit224.69%
Max hold33 days
Market filter: yesSafe haven: goldFilter moves the core: noPool: stocksRanking rule: reversalTrend filter: yesSizing: equal

Arena: Small caps | File: genomes/champions/smallcap/smallcap-20261012-1.yaml