SMA cross · Buy
The leading candidate did not qualify.
What passed—or failed
- FailedEarlier-period profit factor was below 1.2.
- FailedEarlier-period return was negative.
- FailedToo few time segments were positive.
Same rules across the complete window
Modelled account returns use USD 10,000 start, 1% risk per trade, compounding. Earlier and screening-holdout periods are part of one continuous replay; full-period return is not their arithmetic sum.
| Period | Modelled return | PF | Trades | Max DD |
|---|---|---|---|---|
| Full five years | +9.51% | 1.09 | 187 | -18.0R |
| Earlier 70% | -7.98% | 0.92 | 136 | -18.0R |
| Screening holdout 30% | +19.01% | 1.64 | 51 | -6.0R |
Full-period annualized modelled return: 1.83%. Full-period modelled account drawdown: -16.85%.
Costs and consistency
The screening holdout is used to qualify and present results; it is not a final untouched confirmation period.
What this does not prove
Managed benchmark results use the recorded historical bid/ask spread with no separate commission. Slippage and overnight financing are not included. The robustness check doubles the recorded spread. Actual broker costs can differ.
These cases were selected after an earlier engineering batch to illustrate three different output types. They are not a random sample and do not estimate how often a search will qualify a strategy.
Historical results do not guarantee future performance. This is research software, not a signal, personalized investment advice, or a finished algorithm.
Audit references
Window: 2021-08-24 to 2026-08-24 UTC · Profile: managed_market_data_v2 version 2026-08-25.1 · Cost policy: managed_spread_only_v1
Run IDreplay_2e96622468963552Run fingerprint2e9662246896355244d56d7b07e8c12d2d768dd2433c3a0e98a16c44b8cecfbcScientific result SHA-256d9dbaa4bec0a04bf5eab6e9b47708c01ee7942219b10f5896678a7c233ae57b8Run your own private search.
Your completed report includes the exact rules and every qualifying variation from your search.