Strategy Research Results
GLD_1y_1d_20260606_035003
Ranked strategy results for this research batch. Use the summary, context cards, and leaderboard below to inspect the strongest setups.
Only strategies that passed the credibility screen are shown here. Click open to view the dashboard.
Generated: 2026-06-06T03:50:48
Asset
GLD
Period
1y
Timeframe
1d
Results
25
Best Score
69.62
Avg Score
52.42
Avg CAGR
9.3%
Avg Sharpe
0.92
Results Leaderboard
Showing ranked strategy outputs for Asset, Period, and Timeframe above.
# Score CAGR Max DD Sharpe Win Avg Week Neg Weeks PF Trades Risk Windows Setup Status Report
1 69.62 27.7% -5.6% 3.10 80% 0.48% 7.7% 4.64 5 0.0 1y
Entry
MACD(8,21,5) crosses up AND Close > SMA(50)
Exit
EMA(10) crosses below EMA(30) AND ATR(14) falling
 PASS Open Dashboard
2 69.13 26.9% -5.6% 3.03 80% 0.47% 7.7% 4.00 5 0.0 1y
Entry
MACD(8,21,5) crosses up AND Close > SMA(50)
Exit
RSI(14) > 70 AND CCI(14) crosses below 100
 PASS Open Dashboard
3 62.76 18.4% -8.8% 1.93 57% 0.34% 11.5% 1.98 7 0.0 1y
Entry
Close > EMA(20) AND MACD(8,21,5) crosses up
Exit
Close crosses below SMA(50) AND STOCH(14,3,3) %K crosses below %D above 80
 PASS Open Dashboard
4 59.23 19.9% -20.0% 1.00 53% 0.39% 19.2% 2.12 19 0.0 1y
Entry
SMA(10) > SMA(50) AND ATR(14) rising
Exit
Close crosses below EMA(20) AND ATR(14) falling
 PASS Open Dashboard
5 56.57 11.3% -11.7% 1.17 67% 0.22% 5.8% 3.79 6 0.0 1y
Entry
Close breaks above upper BBANDS(20,2) AND EMA(10) > EMA(50)
Exit
SMA(10) crosses below SMA(30) AND CCI(14) crosses below 100
 PASS Open Dashboard
6 56.57 11.3% -11.7% 1.17 67% 0.22% 5.8% 3.79 6 0.0 1y
Entry
Close > SMA(50) AND Close breaks above upper BBANDS(20,2)
Exit
RSI(14) crosses below 50 AND ATR(14) falling
 PASS Open Dashboard
7 55.46 12.1% -9.6% 1.49 50% 0.23% 13.5% 1.88 6 0.0 1y
Entry
MACD(8,21,5) crosses up AND ATR(14) rising
Exit
RSI(14) crosses below 50 AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
8 53.16 11.4% -10.1% 1.27 60% 0.22% 17.3% 1.89 5 0.0 1y
Entry
MACD(8,21,5) crosses up AND ATR(14) rising
Exit
STOCH(14,3,3) %K crosses below %D above 80 AND RSI(14) crosses below 70
 PASS Open Dashboard
9 52.91 15.8% -17.9% 0.86 65% 0.32% 21.2% 2.97 17 0.0 1y
Entry
Close > EMA(20) AND EMA(10) > EMA(50)
Exit
EMA(10) crosses below EMA(30) AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
10 52.68 7.7% -5.7% 0.90 60% 0.16% 13.5% 2.30 5 0.0 1y
Entry
PLUS_DI(14) > MINUS_DI(14) AND MACD(12,26,9) crosses up
Exit
RSI(14) crosses below 70 AND Close crosses below EMA(20)
 PASS Open Dashboard
11 51.66 11.3% -13.2% 1.17 45% 0.22% 17.3% 1.61 11 0.0 1y
Entry
Close crosses above KAMA(10) AND Close > EMA(20)
Exit
Close crosses below middle BBANDS(20,2) AND Close crosses below EMA(20)
 PASS Open Dashboard
12 51.61 5.3% -11.7% 0.62 60% 0.11% 5.8% 3.04 5 0.0 1y
Entry
ADX(14) > 20 AND Close breaks above upper BBANDS(20,2)
Exit
STOCH(14,3,3) %K crosses below %D above 80 AND CCI(14) crosses below 100
 PASS Open Dashboard
13 50.49 9.2% -13.5% 0.98 67% 0.18% 13.5% 1.73 6 0.0 1y
Entry
Close crosses above KAMA(10) AND Close > SMA(50)
Exit
Close crosses below middle BBANDS(20,2) AND RSI(14) > 70
 PASS Open Dashboard
14 49.64 9.7% -17.6% 0.91 57% 0.20% 19.2% 1.65 7 0.0 1y
Entry
Close > EMA(20) AND Close crosses above KAMA(10)
Exit
SMA(10) crosses below SMA(30) AND MACD(12,26,9) crosses down
 PASS Open Dashboard
15 49.06 5.0% -17.5% 0.42 60% 0.12% 9.6% 3.47 10 0.0 1y
Entry
ATR(14) rising AND Close breaks above MAX(30)
Exit
SMA(10) crosses below SMA(30) AND STOCH(14,3,3) %K crosses below %D above 80
 PASS Open Dashboard
16 49.06 5.0% -17.5% 0.42 60% 0.12% 9.6% 3.47 10 0.0 1y
Entry
Close breaks above MAX(30) AND ATR(14) rising
Exit
ATR(14) falling AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
17 49.06 5.0% -17.5% 0.42 60% 0.12% 9.6% 3.47 10 0.0 1y
Entry
ATR(14) rising AND Close breaks above MAX(30)
Exit
ATR(14) falling AND EMA(10) crosses below EMA(30)
 PASS Open Dashboard
18 48.73 4.8% -17.5% 0.40 60% 0.11% 9.6% 3.45 10 0.0 1y
Entry
Close > EMA(20) AND Close breaks above MAX(30)
Exit
RSI(14) crosses below 50 AND ATR(14) falling
 PASS Open Dashboard
19 48.39 4.4% -17.5% 0.38 60% 0.10% 9.6% 3.21 10 0.0 1y
Entry
ADX(14) > 20 AND Close breaks above MAX(30)
Exit
RSI(14) crosses below 70 AND RSI(14) > 70
 PASS Open Dashboard
20 47.64 2.1% -11.7% 0.29 50% 0.05% 9.6% 2.18 6 0.0 1y
Entry
Close breaks above upper BBANDS(20,2) AND ATR(14) rising
Exit
RSI(14) crosses below 50 AND MACD(12,26,9) crosses down
 PASS Open Dashboard
21 47.64 2.1% -11.7% 0.29 50% 0.05% 9.6% 2.18 6 0.0 1y
Entry
Close breaks above upper BBANDS(20,2) AND ATR(14) rising
Exit
CCI(14) crosses below 100 AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
22 47.46 1.7% -20.0% 0.23 60% 0.07% 7.7% 2.69 10 0.0 1y
Entry
Close breaks above MAX(30) AND PLUS_DI(14) > MINUS_DI(14)
Exit
CCI(14) crosses below 100 AND Close crosses below EMA(20)
 PASS Open Dashboard
23 47.46 1.7% -20.0% 0.23 60% 0.07% 7.7% 2.69 10 0.0 1y
Entry
Close breaks above MAX(30) AND Close > EMA(20)
Exit
RSI(14) crosses below 70 AND EMA(10) crosses below EMA(30)
 PASS Open Dashboard
24 47.46 1.7% -20.0% 0.23 60% 0.07% 7.7% 2.69 10 0.0 1y
Entry
Close breaks above MAX(30) AND ATR(14) rising
Exit
RSI(14) crosses below 50 AND MACD(12,26,9) crosses down
 PASS Open Dashboard
25 36.96 1.7% -18.5% 0.22 50% 0.06% 23.1% 1.23 6 0.0 1y
Entry
ADX(14) > 20 AND Close crosses above KAMA(10)
Exit
CCI(14) crosses below 100 AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard