Strategy Research Results
SPY_1y_1d_20260606_035051
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: 2026-06-06T03:51:35
Asset
SPY
Period
1y
Timeframe
1d
Results
25
Best Score
65.20
Avg Score
45.78
Avg CAGR
8.4%
Avg Sharpe
1.24
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 65.20 17.0% -5.9% 2.46 60% 0.31% 7.7% 4.49 5 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
2 59.66 12.9% -2.5% 2.25 50% 0.24% 9.6% 3.00 6 0.0 1y
Entry
ADX(14) > 20 AND EMA(10) > EMA(50)
Exit
CCI(14) crosses below 100 AND Close crosses below SMA(50)
 PASS Open Dashboard
3 54.24 13.3% -4.4% 1.78 45% 0.25% 25.0% 1.99 11 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
4 52.14 11.4% -5.2% 1.69 67% 0.21% 25.0% 3.40 6 0.0 1y
Entry
RSI(14) crosses above 50 AND ATR(14) rising
Exit
Close crosses below EMA(20) AND SMA(10) crosses below SMA(30)
 PASS Open Dashboard
5 52.09 12.8% -6.3% 1.59 71% 0.24% 30.8% 3.62 7 0.0 1y
Entry
PLUS_DI(14) > MINUS_DI(14) AND Close > EMA(20)
Exit
EMA(10) crosses below EMA(30) AND Close crosses below EMA(20)
 PASS Open Dashboard
6 51.80 9.6% -4.4% 1.41 43% 0.18% 17.3% 1.96 7 0.0 1y
Entry
ADX(14) > 20 AND Close breaks above MAX(14)
Exit
Close crosses below EMA(20) AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
7 50.90 11.4% -5.4% 1.80 67% 0.21% 26.9% 3.41 6 0.0 1y
Entry
ATR(14) rising AND ROC(12) crosses above 0
Exit
Close crosses below EMA(20) AND SMA(10) crosses below SMA(30)
 PASS Open Dashboard
8 50.89 13.7% -4.8% 1.63 67% 0.25% 32.7% 3.55 6 0.0 1y
Entry
Close breaks above MAX(14) AND Close > EMA(20)
Exit
RSI(14) > 70 AND MACD(12,26,9) crosses down
 PASS Open Dashboard
9 50.22 9.2% -3.8% 1.46 60% 0.17% 23.1% 2.70 5 0.0 1y
Entry
CCI(14) crosses above -100 AND ATR(14) rising
Exit
ATR(14) falling AND RSI(14) crosses below 50
 PASS Open Dashboard
10 49.02 10.9% -9.5% 1.38 45% 0.21% 19.2% 1.69 11 0.0 1y
Entry
ATR(14) rising AND ADX(14) > 20
Exit
CCI(14) crosses below 100 AND RSI(14) > 70
 PASS Open Dashboard
11 48.73 13.0% -8.4% 1.62 50% 0.24% 28.8% 1.90 6 0.0 1y
Entry
ATR(14) rising AND RSI(7) crosses above 30
Exit
Close crosses below middle BBANDS(20,2) AND CCI(14) crosses below 100
 PASS Open Dashboard
12 45.30 10.8% -4.2% 1.37 40% 0.20% 28.8% 1.60 10 0.0 1y
Entry
EMA(10) > EMA(50) AND ATR(14) rising
Exit
RSI(14) > 70 AND RSI(14) crosses below 50
 PASS Open Dashboard
13 43.75 6.2% -4.2% 1.10 29% 0.12% 15.4% 1.29 7 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
14 41.57 1.6% -4.4% 0.37 40% 0.04% 11.5% 1.59 5 0.0 1y
Entry
ADX(14) > 20 AND CDLENGULFING = 100
Exit
Close crosses below middle BBANDS(20,2) AND CCI(14) crosses below 100
 PASS Open Dashboard
15 41.46 5.4% -3.5% 1.06 40% 0.10% 15.4% 1.17 5 0.0 1y
Entry
RSI(7) crosses above 30 AND EMA(10) > EMA(50)
Exit
CCI(14) crosses below 100 AND Close crosses below EMA(20)
 PASS Open Dashboard
16 41.38 7.2% -7.2% 0.93 50% 0.14% 32.7% 2.04 6 0.0 1y
Entry
PLUS_DI(14) > MINUS_DI(14) AND ATR(14) rising
Exit
MACD(12,26,9) crosses down AND RSI(14) crosses below 70
 PASS Open Dashboard
17 40.57 5.3% -7.1% 0.85 40% 0.10% 28.8% 1.85 5 0.0 1y
Entry
ATR(14) rising AND CCI(14) crosses above -100
Exit
RSI(14) > 70 AND RSI(14) crosses below 70
 PASS Open Dashboard
18 40.21 7.8% -6.2% 1.05 22% 0.15% 26.9% 1.30 9 0.0 1y
Entry
Close > EMA(20) AND EMA(10) > EMA(50)
Exit
Close crosses below SMA(50) AND Close crosses below EMA(20)
 PASS Open Dashboard
19 40.21 7.8% -6.2% 1.05 22% 0.15% 26.9% 1.30 9 0.0 1y
Entry
Close > EMA(20) AND EMA(10) > EMA(50)
Exit
Close crosses below EMA(20) AND Close crosses below SMA(50)
 PASS Open Dashboard
20 40.00 0.8% -5.1% 0.23 60% 0.02% 13.5% 1.53 5 0.0 1y
Entry
CDLENGULFING = 100 AND EMA(10) > EMA(50)
Exit
ATR(14) falling AND CCI(14) crosses below 100
 PASS Open Dashboard
21 39.78 4.8% -4.6% 0.97 29% 0.09% 21.2% 1.22 7 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
22 39.47 7.0% -5.6% 1.12 43% 0.13% 26.9% 1.31 7 0.0 1y
Entry
CCI(14) crosses above -100 AND ATR(14) rising
Exit
MACD(12,26,9) crosses down AND Close crosses below SMA(50)
 PASS Open Dashboard
23 37.23 5.5% -7.8% 0.93 30% 0.11% 26.9% 1.19 10 0.0 1y
Entry
Close > EMA(20) AND RSI(14) crosses above 50
Exit
Close crosses below SMA(50) AND Close crosses below middle BBANDS(20,2)
 PASS Open Dashboard
24 35.85 3.7% -5.4% 0.58 33% 0.07% 28.8% 1.48 6 0.0 1y
Entry
SMA(10) > SMA(50) AND Close breaks above MAX(14)
Exit
MACD(12,26,9) crosses down AND RSI(14) > 70
 PASS Open Dashboard
25 32.84 1.8% -4.3% 0.31 60% 0.04% 28.8% 1.27 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