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Recommendations

Top symbols per strategy + timeframe — CRS engine

How are these symbols selected?

Quality Filters (must pass all)

✓
Trades >= 10— Statistical minimum. Confidence multiplier further penalizes 10-200 range.
✓
FES metrics non-null— Forward Edge Score requires sufficient candle history.
✓
Profit Factor > 1.0— Gross profit must exceed gross loss.
✓
Max Drawdown > -85%— Survivable drawdown threshold.
✓
CAGR > 0% and PnL > 0%— Strategy must be net profitable.

Composite Recommendation Score (CRS)

8 metrics, equal weight (DeMiguel 2009: no optimized weighting beats 1/N out-of-sample). Each metric is percentile-ranked within the survivor pool, then averaged.

PersistenceIR (EWMA)FESSortinoCalmarOmegaProfit FactorCommon Sense Ratio

Then: CRS = (avg percentile rank - penalties) × confidence. Penalties: illiquidity (up to -10% for vol < $1M). Confidence: trade count multiplier (0.3 at 10 trades → 1.0 at 200+).

Strategy: VIDYA + ATR Trailing TP v3

Extends v2 with trailing partial take profit. Arms TP after N bars, trails at % of MFE, exits partial position.

LONG EntryClose breaks above VIDYA(30) + 1.0 × ATR_SMA(14)
SHORT EntryClose breaks below VIDYA(30) - 1.0 × ATR_SMA(14)
ExitClose crosses VIDYA(30) (same as v2)
Trailing TPArms after 6 bars → trails at 70% of MFE → exits 50% position
VIDYA Length: 30ATR Length: 14ATR Mult: 1.0TP Trail: 70%TP Size: 50%Arm Bars: 6

Backtest results on historical data — past performance does not guarantee future results.