Runs · 52354 match the filters

RUNNING 11 · DONE 36823 · FAILED 14857 · not applicable 663 (a market the rule names nothing for) · read at 2026-11-02, 8:19:47 p.m. · CAGR, Sortino, max drawdown and Calmar (CAGR / max drawdown) · grade: the evidence of an edge (A strong, B supports, C unproven, D against, with the steps between; hover for why) · what is running stays on top

Ratings (STRATEGY-RATINGS-2.md): every figure is hypothetical, a backtest of a published rule. The results include commissions and leave out the spread, market impact and taxes; that overstates them. Each run is rated in its own market, against that market's index (buy-and-hold SPY in USD), a bond fund run and what cash earned, with no total and no rank. Evidence (the grade): is there an edge since the rule was published. Outlook: a projection of its return a year. Risk: the worst fall and the risk index. Protection: what it did in the index's worst months. Fit: what a fifth of it adds to an index holding at the index's risk. Hover a header for what it is; sort or filter by the ones you need. Rated 2026-10-16 19:30 (rating pass 8); behind what they rate: 270 run(s) not rated as they now are.

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RunStrategyMarketStatusCAGRSortino ▲Max DDCalmarGradeEvidenceOutlookWorst FallRisk IndexProtectionFitWithdrawal AloneLift Over IndexMost SimilarReason
clear
all
USD
all
all
all
423354Vibe-Trading alpha zoo: Qlib Alpha158 RSQR20 (qlib158_rsqr20)USDRUNNING--------------
300536Concretum: overnight benchmark, the 2,000 most liquid Russell 3000 stocks bought at each close and sold at the next openUSDDONE-0.66%-8.61514.63%-0.045CunmeasuredD 0.55%14.63%0.01B 1%neutral -0.30%2.64%-0.22%0.679
307946Wealth-Lab 6 forum: 2% opening gap traded in its direction to the close (Vegaswarrior)USDDONE-100.00%-7.430100.00%-1.000Dcontradicted-----0.00%--
422756Vibe-Trading alpha zoo: Guotai Junan Alpha #178 (gtja191_178)USDDONE-100.00%-6.584100.00%-1.000----------
202312Teddy Koker: Cross-Sectional Mean Reversion Strategy (Chan), S&P 500, dailyUSDDONE-20.92%-6.35299.63%-0.210CunmeasuredF -10.38%99.63%0.09B 32%detracts -3.22%0.01%-1.66%0.690
187423Trade2Win: A simple strategy (follow the day's major movers the next day)USDDONE-100.00%-6.056100.00%-1.000Dcontradicted-----0.00%--
181224Finviz signal: Top GainersUSDDONE-100.00%-6.017100.00%-1.000Dcontradicted-----0.00%--
423336Vibe-Trading alpha zoo: Qlib Alpha158 RESI5 (qlib158_resi5)USDDONE-100.00%-6.008100.00%-1.000----------
423007Vibe-Trading alpha zoo: Qlib Alpha158 KMID (qlib158_kmid)USDDONE-100.00%-5.992100.00%-1.000----------
423016Vibe-Trading alpha zoo: Qlib Alpha158 KSFT (qlib158_ksft)USDDONE-100.00%-5.931100.00%-1.000----------

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