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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 TP v10

Latest VIDYA +/- ATR breakout strategy with V1 risk-to-VIDYA sizing and A5b dual-trigger partial take profit.

LONG EntryClose breaks above VIDYA(30) + 1.0 x ATR_SMA(14), with A5b trend confirmation
SHORT EntryClose breaks below VIDYA(30) - 1.0 x ATR_SMA(14), with A5b trend confirmation
ExitExit uses VIDYA crossback and can reverse on an opposite-side entry condition
Risk SizingPosition size is based on risk to VIDYA instead of raw ATR distance
A5b TPPartial TP uses adaptive bars-to-peak tracking with A5b trigger mode
VIDYA Length: 30ATR Length: 14ATR Mult: 1.0V1 Risk: enabledA5b TP: enabled

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