[{"data":1,"prerenderedAt":785},["ShallowReactive",2],{"strategy-n05":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":17,"bars":18,"rules":19,"sizing":20,"cadence":21,"prompt":22,"verdict":23,"result":24,"chart":62},"orbital","Orbital Strategies",true,null,"Daily","AI growth 21","Buy any of 21 AI growth stocks when it closes above its 20-day average, and sell when it closes below that average or when, of the eight past days most like today, at most one rose over the following four sessions.","N05","20-day trend long with nearest-neighbor exit, AI growth 21","Trend following",[13,15,16],"Machine learning","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","Buy any of 21 AI growth stocks when it closes above its 20-day average, and sell when it closes below that average or when, of the eight past days most like today, at most one rose over the following four sessions. Each stock is checked at every daily close, and its orders fill at the next session's open. The average is the mean of the last 20 closes, today's included. The pattern check runs on a stock it holds whenever that close is at or above the average, and it looks only at that stock's own history. It describes a day with five readings from closing prices only: the 7-day and 21-day RSI, worked out from plain sums of gains and losses rather than the usual smoothing; the 14-day Williams %R, where the close sits between the highest and lowest of the last 14 closes; the 14-day return; and the sum of the last 14 absolute daily changes divided by the sum of the last 14 closes. It compares today with each day from 5 to 239 sessions ago, whose outcome is already known, measuring distance as the sum over the five readings of the natural log of one plus the absolute difference. Working back from the most recent of those days, it keeps a running list of the eight nearest: a day within four sessions of one still on the list is skipped, even if it is nearer than that one; any other day nearer than the farthest on the list pushes that one off, and on a tie the more recent day stays. A day on the final list counts as a rise if the close four sessions after it was higher and as a fall otherwise; the stock is sold when seven or all eight are falls. Buying ignores this check: a stock sold on it is bought again at its next close above the average, which can be the close of the day the sale fills. Each buy is 10% of equity at the decision close, in whole shares rounded down. There is no margin, so a buy the cash cannot cover in full is refused that morning and the stock is checked again at the next close; sales fill before buys, and buys due the same morning are funded in alphabetical order of ticker. A stock decides only once it has 280 daily bars of its own before the day, so its first decision falls on its 281st bar: ALAB's on May 2, 2025, RBRK's on June 9, 2025, TEM's on July 30, 2025 and CRWV's on May 11, 2026; the other 17 decided from January 2, 2024. Lookbacks count the stock's own daily bars, a half day is an ordinary bar, and each day's history is adjusted for splits up to that day. It holds only long positions. Positions still open at the last close, October 2, 2026, are not sold; they are valued at that close.","10% of equity per stock at the decision close, in whole shares; with no margin, cash caps it at about ten holdings, and buys due the same morning are funded alphabetically","Every session: checks each stock at the close, buys or sells at the next open","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 reads only daily closes, decides at every daily close and declares a 280-bar warm-up. The average is the mean of the last 20 closes, today's included. If it holds none of a stock and today's close is above the average, buy with 10% of equity. If it holds the stock, sell when today's close is below the average; otherwise sell when the pattern score below is -6 or lower. For the score, describe a day by five readings: the 7-day and the 21-day RSI, each the sum of gains divided by the sum of gains and losses over that many daily changes (1 when there were no losses); Williams %R on the last 14 closes, -(highest - close) / (highest - lowest), or 0 when they are all equal; the 14-day return, today's close divided by the close 14 sessions earlier, minus 1; and the sum of the last 14 absolute daily changes divided by the sum of the last 14 closes. Keep all five as fractions, not percentages. Compare today with each day from 5 to 239 sessions ago, with distance the sum over the five readings of ln(1 + absolute difference). Scanning from the most recent of those days, keep a list of the 8 nearest: skip a day within 4 sessions of one on the list, and let a nearer day push the farthest off (on a tie, keep the more recent). Score each listed day +1 if the close 4 sessions after it was higher than its close and -1 otherwise, and add them up. Never use the score for buying. Orders fill at the next session's open. Long only, with no margin. Backtest from January 2, 2024 to October 2, 2026 with $100,000.","beat",{"status":25,"verdict":23,"period":26,"total_return":27,"cagr":28,"sharpe":29,"deflated_sharpe":30,"max_dd":31,"win_rate":32,"profit_factor":33,"trades":34,"spy_return":35,"spy_cagr":36,"spy_sharpe":37,"spy_max_dd":38,"checks":39,"notes":61},"done","Jan 2, 2024 to Oct 2, 2026",229.94,54.39,1.37,-6.48,31.47,38.3,1.68,564,68.16,20.81,1.03,18.76,[40,43,46,49,52,55,58],[41,42],"Versions tried","113 across the ten Lorentzian classifier strategies",[44,45],"Discounted Sharpe","−6.48: the raw 1.37 less the 7.85 the best of 113 tries would reach by luck",[47,48],"Chance it beats luck","less than 0.1% that its true Sharpe tops 7.85",[50,51],"Beta to SPY","1.09",[53,54],"Alpha vs SPY","+27.3% a year",[56,57],"Data","Daily bars, 691 sessions",[59,60],"Costs","Alpaca's $0 commission, 0.05% slippage a side","113 versions were tried across the ten Lorentzian classifier strategies, and their Sharpes ran from −17.67 to 2.97. The best of 113 tries with no real edge would be expected to reach about 7.85 by luck alone; this run's 1.37 falls 6.48 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 fixed on October 4, 2026 from an AI-growth stock screen, with hindsight of how these names had done, and ALAB, RBRK, TEM and CRWV had too little history to trade until 2025 or 2026. Before this run the strategy had been tested only on April 6 to October 2, 2026, the last six months of this test, and those months carry much of the result: the account was up 75% by April 2, 2026, against 43% for SPY, then grew another 88%, against 18% for SPY. Run later on the same 21 stocks, a copy of these rules made 72% from 2018 to 2021, against 90% for SPY, with only ten of the 21 able to trade at the start. From January 3, 2022 to April 2, 2026 the copy made 69%, against 46% for SPY, after losing 37% in 2022. A later version labelled PIT, short for point-in-time, ran the same rules on a different basket of 21 growth stocks, six of them also in this one and the rest including TSLA, SHOP, ZM, PTON and ROKU. From January 3, 2022 to October 2, 2026 it lost 5.4% while SPY gained 72%, and it trailed SPY in every full year. Cash was often the limit here: 2,144 buy orders were refused for want of it over the 691 sessions.",{"curve":63,"spy":498},{"id":11,"name":12,"bars_label":8,"window":18,"ret":27,"cagr":28,"sharpe":29,"spy":35,"points":64},[65,68,71,74,77,80,83,86,89,92,95,98,101,104,107,110,113,116,119,122,125,128,131,134,137,140,143,146,149,152,155,158,160,163,166,169,172,175,178,181,184,187,190,193,196,199,202,205,208,211,214,217,220,223,226,229,232,235,238,241,244,247,250,252,255,258,261,264,267,270,273,276,279,282,285,288,291,294,297,300,303,306,309,312,315,318,321,324,327,330,333,336,339,342,345,348,351,354,357,360,363,366,369,372,375,378,381,384,387,390,393,396,399,402,405,408,411,414,417,420,423,426,429,432,435,438,441,444,447,450,453,456,459,462,465,468,471,474,477,480,483,486,489,492,495],[66,67],"2024-01-02",1,[69,70],"2024-01-05",1.0027,[72,73],"2024-01-12",1.0428,[75,76],"2024-01-19",1.1158,[78,79],"2024-01-26",1.1183,[81,82],"2024-02-02",1.1737,[84,85],"2024-02-09",1.2079,[87,88],"2024-02-16",1.1882,[90,91],"2024-02-23",1.1715,[93,94],"2024-03-01",1.2345,[96,97],"2024-03-08",1.2198,[99,100],"2024-03-15",1.1713,[102,103],"2024-03-22",1.2446,[105,106],"2024-03-28",1.2314,[108,109],"2024-04-05",1.2468,[111,112],"2024-04-12",1.233,[114,115],"2024-04-19",1.1884,[117,118],"2024-04-26",1.2272,[120,121],"2024-05-03",1.2063,[123,124],"2024-05-10",1.2221,[126,127],"2024-05-17",1.245,[129,130],"2024-05-24",1.2871,[132,133],"2024-05-31",1.241,[135,136],"2024-06-07",1.2765,[138,139],"2024-06-14",1.3573,[141,142],"2024-06-21",1.3438,[144,145],"2024-06-28",1.3696,[147,148],"2024-07-05",1.4154,[150,151],"2024-07-12",1.3904,[153,154],"2024-07-19",1.3261,[156,157],"2024-07-26",1.2988,[159,130],"2024-08-02",[161,162],"2024-08-09",1.2928,[164,165],"2024-08-16",1.3412,[167,168],"2024-08-23",1.3636,[170,171],"2024-08-30",1.3368,[173,174],"2024-09-06",1.2333,[176,177],"2024-09-13",1.2804,[179,180],"2024-09-20",1.3269,[182,183],"2024-09-27",1.3354,[185,186],"2024-10-04",1.3812,[188,189],"2024-10-11",1.4243,[191,192],"2024-10-18",1.3916,[194,195],"2024-10-25",1.3874,[197,198],"2024-11-01",1.3708,[200,201],"2024-11-08",1.4351,[203,204],"2024-11-15",1.3832,[206,207],"2024-11-22",1.4801,[209,210],"2024-11-29",1.4739,[212,213],"2024-12-06",1.6147,[215,216],"2024-12-13",1.6359,[218,219],"2024-12-20",1.5863,[221,222],"2024-12-27",1.5959,[224,225],"2025-01-03",1.5805,[227,228],"2025-01-10",1.5397,[230,231],"2025-01-17",1.5788,[233,234],"2025-01-24",1.6168,[236,237],"2025-01-31",1.4798,[239,240],"2025-02-07",1.5727,[242,243],"2025-02-14",1.5814,[245,246],"2025-02-21",1.4716,[248,249],"2025-02-28",1.4003,[251,249],"2025-03-07",[253,254],"2025-03-14",1.4067,[256,257],"2025-03-21",1.4109,[259,260],"2025-03-28",1.3359,[262,263],"2025-04-04",1.3096,[265,266],"2025-04-11",1.2835,[268,269],"2025-04-17",1.2583,[271,272],"2025-04-25",1.3388,[274,275],"2025-05-02",1.4192,[277,278],"2025-05-09",1.4244,[280,281],"2025-05-16",1.6056,[283,284],"2025-05-23",1.5995,[286,287],"2025-05-30",1.6213,[289,290],"2025-06-06",1.6872,[292,293],"2025-06-13",1.6657,[295,296],"2025-06-20",1.737,[298,299],"2025-06-27",1.8634,[301,302],"2025-07-03",1.8804,[304,305],"2025-07-11",1.879,[307,308],"2025-07-18",1.9099,[310,311],"2025-07-25",1.9648,[313,314],"2025-08-01",1.9745,[316,317],"2025-08-08",2.1589,[319,320],"2025-08-15",2.1455,[322,323],"2025-08-22",2.0734,[325,326],"2025-08-29",2.0771,[328,329],"2025-09-05",2.1386,[331,332],"2025-09-12",2.2823,[334,335],"2025-09-19",2.3514,[337,338],"2025-09-26",2.2014,[340,341],"2025-10-03",2.3288,[343,344],"2025-10-10",2.3465,[346,347],"2025-10-17",2.3464,[349,350],"2025-10-24",2.3963,[352,353],"2025-10-31",2.4482,[355,356],"2025-11-07",2.2917,[358,359],"2025-11-14",2.1685,[361,362],"2025-11-21",2.1369,[364,365],"2025-11-28",2.1919,[367,368],"2025-12-05",2.2284,[370,371],"2025-12-12",2.0523,[373,374],"2025-12-19",2.0563,[376,377],"2025-12-26",2.0799,[379,380],"2026-01-02",2.1201,[382,383],"2026-01-09",2.0481,[385,386],"2026-01-16",2.0974,[388,389],"2026-01-23",2.106,[391,392],"2026-01-30",2.143,[394,395],"2026-02-06",1.9937,[397,398],"2026-02-13",1.9787,[400,401],"2026-02-20",1.9471,[403,404],"2026-02-27",1.8726,[406,407],"2026-03-06",1.9025,[409,410],"2026-03-13",1.8897,[412,413],"2026-03-20",1.8181,[415,416],"2026-03-27",1.7249,[418,419],"2026-04-02",1.7536,[421,422],"2026-04-10",1.9259,[424,425],"2026-04-17",2.1438,[427,428],"2026-04-24",2.3773,[430,431],"2026-05-01",2.3501,[433,434],"2026-05-08",2.559,[436,437],"2026-05-15",2.5276,[439,440],"2026-05-22",2.6965,[442,443],"2026-05-29",3.0492,[445,446],"2026-06-05",2.9546,[448,449],"2026-06-12",3.1218,[451,452],"2026-06-18",3.367,[454,455],"2026-06-26",3.1311,[457,458],"2026-07-02",3.1239,[460,461],"2026-07-10",3.2032,[463,464],"2026-07-17",3.0659,[466,467],"2026-07-24",2.9859,[469,470],"2026-07-31",3.0539,[472,473],"2026-08-07",3.2343,[475,476],"2026-08-14",3.2955,[478,479],"2026-08-21",3.0953,[481,482],"2026-08-28",3.0352,[484,485],"2026-09-04",2.9542,[487,488],"2026-09-11",2.8593,[490,491],"2026-09-18",2.9614,[493,494],"2026-09-25",3.2189,[496,497],"2026-10-02",3.299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