[{"data":1,"prerenderedAt":855},["ShallowReactive",2],{"strategy-n02":3},{"collection":4,"collection_name":5,"testable":6,"original":7,"bars_label":8,"universe_short":9,"rule_short":10,"id":11,"name":12,"family":13,"tags":14,"universe":18,"bars":19,"rules":20,"sizing":21,"cadence":22,"prompt":23,"prompt_note":24,"verdict":25,"result":26,"chart":64},"orbital","Orbital Strategies",true,null,"Daily","AI growth 21","Hold up to five of 21 AI growth stocks, buying at the next open after a close above the stock's 63-day average and above its close 126 sessions (about six months) earlier, biggest 126-session gainers first, and selling at the next open after a close at or below that average or below that earlier close.","N02","Trend-filtered momentum with failed-bounce shorts, AI growth 21","Trend momentum",[15,16,17],"Momentum","Trend following","Single stocks","Twenty-one AI growth stocks: NVDA, GOOGL, MSFT, META, AVGO, MU, AMD, PLTR, LRCX, ORCL, ANET, MRVL, NET, SNOW, DDOG, VRT, ALAB, CRWV, CRDO, RBRK and TEM","daily","Hold up to five of 21 AI growth stocks, buying at the next open after a close above the stock's 63-day average and above its close 126 sessions (about six months) earlier, biggest 126-session gainers first, and selling at the next open after a close at or below that average or below that earlier close. Averages are plain means of the last 63 or 20 closes, today's included, and every lookback counts the stock's own daily bars. At the close of each month's last Friday (a Friday in the month's last seven days) it starts nothing new, and it also sells a long whose close is more than 15% below its highest close of the last 250 sessions; a month whose last Friday is a market holiday, as on Good Friday, March 29, 2024, has no such day. A stock it holds nothing in is sold short instead when all of these hold at the close: yesterday's close was at or above the 20-day average ending yesterday; today's close is below the 20-day average ending today and below yesterday's close; today's close is still at least one ATR above the lowest close of the previous 20 sessions; the close is below the closes 21 and 63 sessions earlier and below the 63-day average; the 20-day average is lower than it was five sessions earlier; and today's volume is at least 1.5 times the average of the previous 20 sessions. ATR is the plain average of the last 20 daily true ranges (each day's high-to-low range, stretched to the previous close after a gap), today's included. Each short gets a stop 2 ATR above the decision close and a target 3 ATR below it, measured from that close and not from the fill, with both distances multiplied by the volume multiple divided by 1.5, up to 1.5 times. The engine buys a short back when a day's high reaches the stop or its low reaches the target, from the entry day on, and a gap past either fills at the open; the program also buys it back at the next open after a close at or above the 63-day average, and at the open three sessions after the sale at the latest. Longs have no stop or target. Each day's candidates, long and short together, are ranked by the absolute size of their 126-session change, largest first; a holding is never swapped for a better candidate, and a sale frees its place for buys at the same open. Orders fill at the next session's open, and a half day's bar, which closes at 13:00, counts as a normal session. A stock is checked only once it has 280 earlier daily bars of its own, so ALAB was first checked on May 2, 2025, RBRK on June 9, 2025, TEM on July 30, 2025 and CRWV on May 11, 2026; the other 17 from the first session. In this run no short ever traded: all 124 closed trades and the five positions still open at the end were long. Positions open at the last close, October 6, 2026, are valued at that close and not sold.","19% of equity per position, long or short, in whole shares at the fill price; five at once use 95%; an entry is cut back when needed so that, right after it fills, all holdings come to at most 100% of equity and none is above 50%, though later price moves can carry them past either limit without a sale","Every session: decides at the close and trades at the next open; the last Friday of each month starts nothing new","Trade NVDA, GOOGL, MSFT, META, AVGO, MU, AMD, PLTR, LRCX, ORCL, ANET, MRVL, NET, SNOW, DDOG, VRT, ALAB, CRWV, CRDO, RBRK and TEM on daily bars. Build it as a program that uses only daily data, decides at each close and declares a 280-bar warm-up, so a stock is checked only once it has 280 earlier bars of its own; orders fill at the next session's open. Averages are simple means of the last 63 or 20 closes, today's included, and ATR is the simple mean of the last 20 true ranges, today's included. Holding a long, sell when the close is at or below the 63-day average or below the close 126 bars earlier, or, on the last Friday of a month (a Friday in the month's last seven days), more than 15% below the highest close of the last 250 bars. Holding a short, buy it back when the close is at or above the 63-day average or once it has been held three bars. Open nothing on the last Friday of a month. Otherwise, holding nothing, buy with 19% of equity when the close is above the 63-day average and above the close 126 bars earlier, scored by its 126-bar return. If it does not buy, sell short with 19% of equity when yesterday's close was at or above the 20-day average ending yesterday, today's close is below the 20-day average ending today and below yesterday's close, today's close is at least one ATR above the lowest close of the previous 20 bars, the close is below the closes 21 and 63 bars earlier and below the 63-day average, the 20-day average is below its value five bars earlier, and today's volume is at least 1.5 times the average of the previous 20 bars. Score a short by the absolute value of its 126-bar return and give it a fixed stop f × 2 ATR above the close, a fixed target f × 3 ATR below it, where f is that volume multiple divided by 1.5, kept between 1 and 1.5, and a three-bar time stop. Rank each day's entries by score, open at most five a day and hold at most five at once. Use a margin account so it can sell short. Backtest from October 6, 2023 to October 6, 2026 with $25,000.","N02's own run sized each entry at its fill price and cut entries back so that, as each one filled, no holding was above 50% of equity and all of them came to at most 100%; 41 entries were cut back. A backtest started from Chat cannot set either, so it sizes at the previous close with no limits and can come out differently. To match the run, start it from the Run dialog in Backtesting with a margin account, Size at the fill on and Limit entry allocations at 50% per stock and 100% total gross, using the prompt's dates, $25,000 and ranking.","beat",{"status":27,"verdict":25,"period":28,"total_return":29,"cagr":30,"sharpe":31,"deflated_sharpe":32,"max_dd":33,"win_rate":34,"profit_factor":35,"trades":36,"spy_return":37,"spy_cagr":38,"spy_sharpe":39,"spy_max_dd":40,"checks":41,"notes":63},"done","Oct 6, 2023 to Oct 6, 2026",616.7,92.77,1.62,-2.43,28.89,37.9,3.13,124,88.07,23.43,1.19,18.76,[42,45,48,51,54,57,60],[43,44],"Versions tried","104 across 27 AI v6 strategies",[46,47],"Discounted Sharpe","−2.43: the raw 1.62 less the 4.05 the best of 104 tries would reach by luck",[49,50],"Chance it beats luck","less than 0.1% that its true Sharpe tops 4.05",[52,53],"Beta to SPY","1.49",[55,56],"Alpha vs SPY","+44.8% a year",[58,59],"Data","Daily bars, 752 sessions",[61,62],"Costs","Alpaca's $0 commission, 0.05% slippage a side","104 versions were tried across 27 AI v6 strategies, and their Sharpes ran from −3.98 to 2.18. The best of 104 tries with no real edge would be expected to reach about 4.05 by luck alone; this run's 1.62 falls 2.43 short of it, and the chance that its true Sharpe is above it is less than 0.1%. Many versions ran over windows of six months to a year, whose Sharpes swing far more than a multi-year run's; that spread raises the bar, so the discount errs on the strict side. The 21 stocks were picked in October 2026 with hindsight of which AI stocks had done well, and four of them listed during the test and joined late. The short side never traded in this run. The same program and settings run over 2022 on eight of these stocks lost 25.1% while SPY lost 18.6%; in that run META could be checked only from December 16 and never traded, and it sold short once. Of the $154,175 gain, $40,135 is the paper gain on five positions still open on October 6, 2026, valued at that close and never sold.",{"curve":65,"spy":541},{"id":11,"name":12,"bars_label":8,"window":19,"ret":29,"cagr":30,"sharpe":31,"spy":37,"points":66},[67,70,73,76,79,82,85,88,91,94,97,100,103,106,109,112,115,118,121,124,127,130,133,136,139,142,145,148,151,154,157,160,163,166,169,172,175,178,181,184,187,190,193,196,199,202,205,208,211,214,217,220,223,226,229,232,235,238,241,244,247,250,253,256,259,262,265,268,271,274,277,280,283,286,289,292,295,298,301,304,307,310,313,316,319,322,325,328,331,334,337,340,343,346,349,352,355,358,361,364,367,370,373,376,379,382,385,388,391,394,397,400,403,406,409,412,415,418,421,424,427,430,433,436,439,442,445,448,451,454,457,460,463,466,469,472,475,478,481,484,487,490,493,496,499,502,505,508,511,514,517,520,523,526,529,532,535,538],[68,69],"2023-10-06",1,[71,72],"2023-10-13",0.9927,[74,75],"2023-10-20",0.9406,[77,78],"2023-10-27",0.8873,[80,81],"2023-11-03",0.9222,[83,84],"2023-11-10",0.9492,[86,87],"2023-11-17",0.9692,[89,90],"2023-11-24",0.9777,[92,93],"2023-12-01",0.9766,[95,96],"2023-12-08",0.9875,[98,99],"2023-12-15",1.0107,[101,102],"2023-12-22",1.033,[104,105],"2023-12-29",1.0251,[107,108],"2024-01-05",0.99,[110,111],"2024-01-12",1.0568,[113,114],"2024-01-19",1.1124,[116,117],"2024-01-26",1.1209,[119,120],"2024-02-02",1.219,[122,123],"2024-02-09",1.2436,[125,126],"2024-02-16",1.2165,[128,129],"2024-02-23",1.232,[131,132],"2024-03-01",1.2945,[134,135],"2024-03-08",1.272,[137,138],"2024-03-15",1.2747,[140,141],"2024-03-22",1.3706,[143,144],"2024-03-28",1.3273,[146,147],"2024-04-05",1.3684,[149,150],"2024-04-12",1.3304,[152,153],"2024-04-19",1.2076,[155,156],"2024-04-26",1.3312,[158,159],"2024-05-03",1.3143,[161,162],"2024-05-10",1.3491,[164,165],"2024-05-17",1.3891,[167,168],"2024-05-24",1.4783,[170,171],"2024-05-31",1.429,[173,174],"2024-06-07",1.4438,[176,177],"2024-06-14",1.5631,[179,180],"2024-06-21",1.5263,[182,183],"2024-06-28",1.5298,[185,186],"2024-07-05",1.5619,[188,189],"2024-07-12",1.5618,[191,192],"2024-07-19",1.4639,[194,195],"2024-07-26",1.4088,[197,198],"2024-08-02",1.2983,[200,201],"2024-08-09",1.307,[203,204],"2024-08-16",1.3823,[206,207],"2024-08-23",1.4371,[209,210],"2024-08-30",1.409,[212,213],"2024-09-06",1.3004,[215,216],"2024-09-13",1.4147,[218,219],"2024-09-20",1.4848,[221,222],"2024-09-27",1.4825,[224,225],"2024-10-04",1.5591,[227,228],"2024-10-11",1.6806,[230,231],"2024-10-18",1.6564,[233,234],"2024-10-25",1.679,[236,237],"2024-11-01",1.6393,[239,240],"2024-11-08",1.9439,[242,243],"2024-11-15",1.9009,[245,246],"2024-11-22",2.0206,[248,249],"2024-11-29",2.0075,[251,252],"2024-12-06",2.3241,[254,255],"2024-12-13",2.2574,[257,258],"2024-12-20",2.1836,[260,261],"2024-12-27",2.1659,[263,264],"2025-01-03",2.216,[266,267],"2025-01-10",2.0893,[269,270],"2025-01-17",2.2373,[272,273],"2025-01-24",2.3544,[275,276],"2025-01-31",2.134,[278,279],"2025-02-07",2.4952,[281,282],"2025-02-14",2.5691,[284,285],"2025-02-21",2.2909,[287,288],"2025-02-28",2.09,[290,291],"2025-03-07",2.0292,[293,294],"2025-03-14",1.9743,[296,297],"2025-03-21",1.9582,[299,300],"2025-03-28",1.94,[302,303],"2025-04-04",1.9145,[305,306],"2025-04-11",1.915,[308,309],"2025-04-17",1.9451,[311,312],"2025-04-25",2.0196,[314,315],"2025-05-02",2.0641,[317,318],"2025-05-09",2.0918,[320,321],"2025-05-16",2.2936,[323,324],"2025-05-23",2.3071,[326,327],"2025-05-30",2.4104,[329,330],"2025-06-06",2.465,[332,333],"2025-06-13",2.4815,[335,336],"2025-06-20",2.5171,[338,339],"2025-06-27",2.5844,[341,342],"2025-07-03",2.6532,[344,345],"2025-07-11",2.6195,[347,348],"2025-07-18",2.7657,[350,351],"2025-07-25",2.798,[353,354],"2025-08-01",2.7598,[356,357],"2025-08-08",2.9729,[359,360],"2025-08-15",2.9001,[362,363],"2025-08-22",2.7624,[365,366],"2025-08-29",2.811,[368,369],"2025-09-05",2.9044,[371,372],"2025-09-12",3.2306,[374,375],"2025-09-19",3.3423,[377,378],"2025-09-26",3.0122,[380,381],"2025-10-03",3.049,[383,384],"2025-10-10",3.0239,[386,387],"2025-10-17",2.9537,[389,390],"2025-10-24",3.1045,[392,393],"2025-10-31",3.3385,[395,396],"2025-11-07",3.1317,[398,399],"2025-11-14",3.0454,[401,402],"2025-11-21",2.7863,[404,405],"2025-11-28",3.0586,[407,408],"2025-12-05",3.0356,[410,411],"2025-12-12",2.8533,[413,414],"2025-12-19",2.9466,[416,417],"2025-12-26",3.032,[419,420],"2026-01-02",3.1289,[422,423],"2026-01-09",3.2663,[425,426],"2026-01-16",3.4079,[428,429],"2026-01-23",3.4671,[431,432],"2026-01-30",3.5027,[434,435],"2026-02-06",3.4082,[437,438],"2026-02-13",3.574,[440,441],"2026-02-20",3.647,[443,444],"2026-02-27",3.5767,[446,447],"2026-03-06",3.2666,[449,450],"2026-03-13",3.4552,[452,453],"2026-03-20",3.4639,[455,456],"2026-03-27",3.2375,[458,459],"2026-04-02",3.355,[461,462],"2026-04-10",3.7357,[464,465],"2026-04-17",4.0137,[467,468],"2026-04-24",4.5077,[470,471],"2026-05-01",4.6179,[473,474],"2026-05-08",5.3741,[476,477],"2026-05-15",5.373,[479,480],"2026-05-22",5.583,[482,483],"2026-05-29",6.1343,[485,486],"2026-06-05",6.1775,[488,489],"2026-06-12",6.8902,[491,492],"2026-06-18",7.6265,[494,495],"2026-06-26",7.1749,[497,498],"2026-07-02",6.7635,[500,501],"2026-07-10",6.8561,[503,504],"2026-07-17",5.8456,[506,507],"2026-07-24",5.9751,[509,510],"2026-07-31",5.8147,[512,513],"2026-08-07",6.2012,[515,516],"2026-08-14",6.5494,[518,519],"2026-08-21",6.2565,[521,522],"2026-08-28",6.2652,[524,525],"2026-09-04",6.1383,[527,528],"2026-09-11",6.1067,[530,531],"2026-09-18",6.5514,[533,534],"2026-09-25",6.8318,[536,537],"2026-10-02",6.9843,[539,540],"2026-10-06",7.167,[542,543,545,547,549,551,553,555,557,559,561,563,565,567,569,571,573,575,577,579,581,583,585,587,589,591,593,595,597,599,601,603,605,607,608,610,612,614,616,618,620,622,624,626,628,630,632,634,636,638,640,642,644,646,648,650,652,654,656,658,660,662,664,666,668,670,672,674,676,678,680,682,684,686,688,690,692,694,696,698,700,702,704,706,708,710,712,714,716,718,720,722,724,726,728,730,732,734,736,738,740,742,744,746,748,750,752,754,756,758,760,762,764,766,768,770,772,774,776,778,780,782,784,786,788,790,792,794,796,798,800,802,804,806,808,810,812,814,816,818,820,822,824,826,828,830,832,834,836,838,840,842,844,846,848,850,851,853],[68,69],[71,544],1.0046,[74,546],0.9806,[77,548],0.9561,[80,550],1.012,[83,552],1.0258,[86,554],1.0495,[89,556],1.06,[92,558],1.0688,[95,560],1.0714,[98,562],1.0971,[101,564],1.1072,[104,566],1.111,[107,568],1.0938,[110,570],1.1143,[113,572],1.1277,[116,574],1.1393,[119,576],1.1556,[122,578],1.1716,[125,580],1.1676,[128,582],1.1871,[131,584],1.1988,[134,586],1.1962,[137,588],1.1955,[140,590],1.2222,[143,592],1.2265,[146,594],1.2156,[149,596],1.1979,[152,598],1.1611,[155,600],1.1918,[158,602],1.1989,[161,604],1.2213,[164,606],1.2415,[167,606],[170,609],1.2366,[173,611],1.2522,[176,613],1.2727,[179,615],1.2809,[182,617],1.2802,[185,619],1.3047,[188,621],1.3173,[191,623],1.2915,[194,625],1.2807,[197,627],1.2536,[200,629],1.2538,[203,631],1.304,[206,633],1.3224,[209,635],1.326,[212,637],1.2712,[215,639],1.3221,[218,641],1.3409,[221,643],1.3485,[224,645],1.352,[227,647],1.3676,[230,649],1.3794,[233,651],1.3663,[236,653],1.3474,[239,655],1.4115,[242,657],1.3822,[245,659],1.4052,[248,661],1.4218,[251,663],1.4342,[254,665],1.4257,[257,667],1.3995,[260,669],1.4087,[263,671],1.4014,[266,673],1.3743,[269,675],1.4148,[272,677],1.4394,[275,679],1.4248,[278,681],1.4223,[281,683],1.4435,[284,685],1.4203,[287,687],1.4067,[290,689],1.3635,[293,691],1.3324,[296,693],1.3392,[299,695],1.3195,[302,697],1.1998,[305,699],1.2679,[308,701],1.25,[311,703],1.3076,[314,705],1.3458,[317,707],1.3401,[320,709],1.411,[323,711],1.3752,[326,713],1.3996,[329,715],1.4227,[332,717],1.4176,[335,719],1.4154,[338,721],1.4645,[341,723],1.4893,[344,725],1.4852,[347,727],1.4947,[350,729],1.5173,[353,731],1.4807,[356,733],1.5175,[359,735],1.5324,[362,737],1.5369,[365,739],1.5363,[368,741],1.5415,[371,743],1.5657,[374,745],1.5851,[377,747],1.5806,[380,749],1.5982,[383,751],1.5595,[386,753],1.5867,[389,755],1.6174,[392,757],1.6289,[395,759],1.6024,[398,761],1.6047,[401,763],1.5739,[404,765],1.6321,[407,767],1.6376,[410,769],1.6282,[413,771],1.6302,[416,773],1.6534,[419,775],1.6363,[422,777],1.6624,[425,779],1.6567,[428,781],1.6508,[431,783],1.6574,[434,785],1.6542,[437,787],1.6329,[440,789],1.6513,[443,791],1.6431,[446,793],1.6105,[449,795],1.5863,[452,797],1.5578,[455,799],1.523,[458,801],1.5752,[461,803],1.632,[464,805],1.7056,[467,807],1.7148,[470,809],1.7309,[473,811],1.7716,[476,813],1.7754,[479,815],1.7909,[482,817],1.8169,[485,819],1.7715,[488,821],1.7816,[491,823],1.7981,[494,825],1.7554,[497,827],1.7934,[500,829],1.8179,[503,831],1.7898,[506,833],1.7793,[509,835],1.7988,[512,837],1.862,[515,839],1.8694,[518,841],1.8438,[521,843],1.8526,[524,845],1.8546,[527,847],1.8404,[530,849],1.8387,[533,837],[536,852],1.8579,[539,854],1.8807,1794261303666]