Strategies

Every idea the lab has published, funded or not

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The record

Strategy
bollinger_pullback Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=2, PF 0.00, dd 1%, net -36): admitted on the owner's instruction of 2026-09-21: a l… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 2 trades, PF 0.00, max dd 1% of cell, net -36 (2y replay, sip) — did NOT clear the bar (pf(0.00<1.05), trades(2<40)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 2 trades, PF 0.00; the replay was re-run on Oct 3, 2026 and the column now reads 1 trades, PF 0.00. Universe: 103 names, ranked as they stand today and carried across the whole replay.	In testing	—	—	−$19	0.00	1
bollinger_pullback_trail Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=2, PF 0.00, dd 1%, net -36): admitted on the owner's instruction of 2026-09-21: a l… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 2 trades, PF 0.00, max dd 1% of cell, net -36 (2y replay, sip) — did NOT clear the bar (pf(0.00<1.05), trades(2<40)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 2 trades, PF 0.00; the replay was re-run on Oct 3, 2026 and the column now reads 1 trades, PF 0.00. Universe: 103 names, ranked as they stand today and carried across the whole replay.	In testing	—	—	−$19	0.00	1
earnings_gap_continuation Admitted 2026-09-21 on a 2-year replay: 397 trades, PF 1.12, max drawdown 5% of the cell. Read more Admission replay, Sep 21, 2026. 397 trades, PF 1.12, max dd 5% of cell, net +271 (2y replay, sip) Admitted on 397 trades, PF 1.12; the replay was re-run on Oct 3, 2026 and the column now reads 1367 trades, PF 1.00. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	−$25	1.00	1367
pead_earnings_drift Buys the day after a stock jumps more than 3% on earnings and holds three days. Read more Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026 on the widened universe; these figures are that run's, not the one it was seeded with. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	+$1,154	1.14	753
rvol_fade_5d Bets against a stock's move on a day its volume is five times normal and holds five days. Read more Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026 on the widened universe; these figures are that run's, not the one it was seeded with. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	−$795	0.69	422
sector_momentum_12_1 Admitted 2026-09-18 on a 2-year replay: 67 trades, PF 2.04, max drawdown 13% of the cell. The live record decides. Read more Admission replay, Sep 18, 2026. 67 trades, PF 2.04, max dd 13% of cell, net +1,537 (2y replay, sip) Admitted on 67 trades, PF 2.04; the replay was re-run on Oct 3, 2026 and the column now reads 90 trades, PF 2.82. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	+$5,829	2.82	90
sector_momentum_6_1 Admitted 2026-09-28 on a 2-year replay: 130 trades, PF 1.53, max drawdown 24% of the cell (replay cell $5,000; live test cell $10,000). Read more Admission replay, Sep 28, 2026. 130 trades, PF 1.53, max dd 24% of cell, net +2,833 (2y replay, sip) Admitted on 130 trades, PF 1.53; the replay was re-run on Oct 3, 2026 and the column now reads 129 trades, PF 1.57. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	+$2,890	1.57	129
sid_method Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=956, PF 0.95, dd 31%, net -388): admitted on the owner's instruction of 2026-09-21:… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 956 trades, PF 0.95, max dd 31% of cell, net -388 (2y replay, sip) — did NOT clear the bar (pf(0.95<1.05), drawdown(31%>25%)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 956 trades, PF 0.95; the replay was re-run on Oct 3, 2026 and the column now reads 988 trades, PF 0.83. Universe: 498 names, rebuilt monthly in the replay.	In testing	+$15	1.13	−$1,868	0.83	1004
sid_method_pattern Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=955, PF 0.99, dd 25%, net -42): admitted on the owner's instruction of 2026-09-21:… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 955 trades, PF 0.99, max dd 25% of cell, net -42 (2y replay, sip) — did NOT clear the bar (pf(0.99<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 955 trades, PF 0.99; the replay was re-run on Oct 3, 2026 and the column now reads 1039 trades, PF 0.95. Universe: 498 names, rebuilt monthly in the replay.	In testing	+$63	2.11	−$483	0.95	1048
supply_demand_retest Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=1349, PF 0.83, dd 21%, net -904): admitted on the owner's instruction of 2026-09-21… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 1349 trades, PF 0.83, max dd 21% of cell, net -904 (2y replay, sip) — did NOT clear the bar (pf(0.83<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 1349 trades, PF 0.83; the replay was re-run on Oct 3, 2026 and the column now reads 1091 trades, PF 0.80. Universe: 103 names, ranked as they stand today and carried across the whole replay.	In testing	−$17	0.77	−$1,190	0.80	1108
tsla_macd_trend Holds Tesla while its daily MACD trend is up and sells when it turns down. Read more Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026; these figures are that run's, not the one it was seeded with.	In testing	−$99	0.00	+$11,478	2.18	61
tsla_orb15_holdeod Trades Tesla's first-15-minute breakout in the Nasdaq's direction and closes by 3:50 pm. Read more Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026; these figures are that run's, not the one it was seeded with.	In testing	−$86	0.58	+$2,015	1.18	350
wm_neckline Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=254, PF 1.05, dd 3%, net +72): admitted on the owner's instruction of 2026-09-21: a… Read more Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 254 trades, PF 1.05, max dd 3% of cell, net +72 (2y replay, sip) — did NOT clear the bar (pf(1.05<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 254 trades, PF 1.05; the replay was re-run on Oct 3, 2026 and the column now reads 263 trades, PF 0.67. Universe: 103 names, ranked as they stand today and carried across the whole replay.	In testing	—	—	−$920	0.67	263
xsec_momentum_12_1 Admitted 2026-09-18 on a 2-year replay: 84 trades, PF 4.50, max drawdown 9% of the cell. The live record decides. Read more Admission replay, Sep 18, 2026. 84 trades, PF 4.50, max dd 9% of cell, net +4,242 (2y replay, sip) Admitted on 84 trades, PF 4.50; the replay was re-run on Oct 3, 2026 and the column now reads 74 trades, PF 6.18. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	+$6,814	6.18	74
xsec_momentum_6_1 Admitted 2026-09-24 on a 2-year replay: 102 trades, PF 3.77, max drawdown 14% of the cell (replay cell $5,000; live test cell $10,000). Read more Admission replay, Sep 24, 2026. 102 trades, PF 3.77, max dd 14% of cell, net +6,967 (2y replay, sip) Admitted on 102 trades, PF 3.77; the replay was re-run on Oct 3, 2026 and the column now reads 98 trades, PF 4.09. Universe: 494 names, rebuilt monthly in the replay.	In testing	—	—	+$6,707	4.09	98

pead_earnings_driftIn testing

Buys the day after a stock jumps more than 3% on earnings and holds three days. Read more

Backtest

Backtest net: +$1,154
Profit factor: 1.14
Trades: 0 live · 753 backtest

Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026 on the widened universe; these figures are that run's, not the one it was seeded with. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

rvol_fade_5dIn testing

Bets against a stock's move on a day its volume is five times normal and holds five days. Read more

Backtest

Backtest net: −$795
Profit factor: 0.69
Trades: 0 live · 422 backtest

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

tsla_macd_trendIn testing

Holds Tesla while its daily MACD trend is up and sells when it turns down. Read more

Backtest

Backtest net: +$11,478
Profit factor: 2.18
Trades: 1 live · 60 backtest

Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026; these figures are that run's, not the one it was seeded with.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

tsla_orb15_holdeodIn testing

Trades Tesla's first-15-minute breakout in the Nasdaq's direction and closes by 3:50 pm. Read more

BacktestLive

Live net: −$86
Profit factor: 0.58
Trades: 5 live · 345 backtest

Seeded before the admission bar; the live record decides. Re-replayed on Oct 3, 2026; these figures are that run's, not the one it was seeded with.

sector_momentum_12_1In testing

Admitted 2026-09-18 on a 2-year replay: 67 trades, PF 2.04, max drawdown 13% of the cell. The live record decides. Read more

Backtest

Backtest net: +$5,829
Profit factor: 2.82
Trades: 0 live · 90 backtest

Admission replay, Sep 18, 2026. 67 trades, PF 2.04, max dd 13% of cell, net +1,537 (2y replay, sip) Admitted on 67 trades, PF 2.04; the replay was re-run on Oct 3, 2026 and the column now reads 90 trades, PF 2.82. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

xsec_momentum_12_1In testing

Admitted 2026-09-18 on a 2-year replay: 84 trades, PF 4.50, max drawdown 9% of the cell. The live record decides. Read more

Backtest

Backtest net: +$6,814
Profit factor: 6.18
Trades: 0 live · 74 backtest

Admission replay, Sep 18, 2026. 84 trades, PF 4.50, max dd 9% of cell, net +4,242 (2y replay, sip) Admitted on 84 trades, PF 4.50; the replay was re-run on Oct 3, 2026 and the column now reads 74 trades, PF 6.18. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

bollinger_pullbackOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=2, PF 0.00, dd 1%, net -36): admitted on the owner's instruction of 2026-09-21: a l… Read more

No curve yet

Backtest net: −$19
Profit factor: 0.00
Trades: 0 live · 1 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 2 trades, PF 0.00, max dd 1% of cell, net -36 (2y replay, sip) — did NOT clear the bar (pf(0.00<1.05), trades(2<40)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 2 trades, PF 0.00; the replay was re-run on Oct 3, 2026 and the column now reads 1 trades, PF 0.00. Universe: 103 names, ranked as they stand today and carried across the whole replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

bollinger_pullback_trailOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=2, PF 0.00, dd 1%, net -36): admitted on the owner's instruction of 2026-09-21: a l… Read more

No curve yet

Backtest net: −$19
Profit factor: 0.00
Trades: 0 live · 1 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

earnings_gap_continuationIn testing

Admitted 2026-09-21 on a 2-year replay: 397 trades, PF 1.12, max drawdown 5% of the cell. Read more

Backtest

Backtest net: −$25
Profit factor: 1.00
Trades: 0 live · 1367 backtest

Admission replay, Sep 21, 2026. 397 trades, PF 1.12, max dd 5% of cell, net +271 (2y replay, sip) Admitted on 397 trades, PF 1.12; the replay was re-run on Oct 3, 2026 and the column now reads 1367 trades, PF 1.00. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

sid_methodOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=956, PF 0.95, dd 31%, net -388): admitted on the owner's instruction of 2026-09-21:… Read more

BacktestLive

Live net: +$15
Profit factor: 1.13
Trades: 16 live · 988 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 956 trades, PF 0.95, max dd 31% of cell, net -388 (2y replay, sip) — did NOT clear the bar (pf(0.95<1.05), drawdown(31%>25%)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 956 trades, PF 0.95; the replay was re-run on Oct 3, 2026 and the column now reads 988 trades, PF 0.83. Universe: 498 names, rebuilt monthly in the replay.

sid_method_patternOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=955, PF 0.99, dd 25%, net -42): admitted on the owner's instruction of 2026-09-21:… Read more

BacktestLive

Live net: +$63
Profit factor: 2.11
Trades: 9 live · 1039 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 955 trades, PF 0.99, max dd 25% of cell, net -42 (2y replay, sip) — did NOT clear the bar (pf(0.99<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 955 trades, PF 0.99; the replay was re-run on Oct 3, 2026 and the column now reads 1039 trades, PF 0.95. Universe: 498 names, rebuilt monthly in the replay.

supply_demand_retestOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=1349, PF 0.83, dd 21%, net -904): admitted on the owner's instruction of 2026-09-21… Read more

BacktestLive

Live net: −$17
Profit factor: 0.77
Trades: 17 live · 1091 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 1349 trades, PF 0.83, max dd 21% of cell, net -904 (2y replay, sip) — did NOT clear the bar (pf(0.83<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 1349 trades, PF 0.83; the replay was re-run on Oct 3, 2026 and the column now reads 1091 trades, PF 0.80. Universe: 103 names, ranked as they stand today and carried across the whole replay.

wm_necklineOwner overrideIn testing

Admitted 2026-09-21 by owner override — the replay did NOT clear the bar (n=254, PF 1.05, dd 3%, net +72): admitted on the owner's instruction of 2026-09-21: a… Read more

Backtest

Backtest net: −$920
Profit factor: 0.67
Trades: 0 live · 263 backtest

The owner admitted this strategy to the test account although its replay failed the admission bar — a live audition on real fills. The retirement rules are unchanged.

Admission replay, Sep 21, 2026 — did not clear the bar; admitted by owner override. 254 trades, PF 1.05, max dd 3% of cell, net +72 (2y replay, sip) — did NOT clear the bar (pf(1.05<1.05)); owner override: admitted on the owner's instruction of 2026-09-21: a live audition on the test account regardless of the replay; the retirement rules decide Admitted on 254 trades, PF 1.05; the replay was re-run on Oct 3, 2026 and the column now reads 263 trades, PF 0.67. Universe: 103 names, ranked as they stand today and carried across the whole replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

xsec_momentum_6_1In testing

Admitted 2026-09-24 on a 2-year replay: 102 trades, PF 3.77, max drawdown 14% of the cell (replay cell $5,000; live test cell $10,000). Read more

Backtest

Backtest net: +$6,707
Profit factor: 4.09
Trades: 0 live · 98 backtest

Admission replay, Sep 24, 2026. 102 trades, PF 3.77, max dd 14% of cell, net +6,967 (2y replay, sip) Admitted on 102 trades, PF 3.77; the replay was re-run on Oct 3, 2026 and the column now reads 98 trades, PF 4.09. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.

sector_momentum_6_1In testing

Admitted 2026-09-28 on a 2-year replay: 130 trades, PF 1.53, max drawdown 24% of the cell (replay cell $5,000; live test cell $10,000). Read more

Backtest

Backtest net: +$2,890
Profit factor: 1.57
Trades: 0 live · 129 backtest

Admission replay, Sep 28, 2026. 130 trades, PF 1.53, max dd 24% of cell, net +2,833 (2y replay, sip) Admitted on 130 trades, PF 1.53; the replay was re-run on Oct 3, 2026 and the column now reads 129 trades, PF 1.57. Universe: 494 names, rebuilt monthly in the replay.

Backtests assume 10 bps round-trip cost and stops filled at the stop price; live results include real fills.