[{"data":1,"prerenderedAt":861},["ShallowReactive",2],{"strategy-w08":3},{"id":4,"name":5,"family":6,"tags":7,"universe":10,"bars":11,"rules":12,"sizing":13,"cadence":14,"original":15,"testable":20,"not_testable_reason":17,"prompt":21,"deviation":22,"source_file":23,"orbital_sizing":24,"prompt_note":17,"collection":25,"collection_name":26,"bars_label":27,"universe_short":28,"rule_short":12,"links":29,"verdict":36,"result":37,"chart":74},"W08","Intraday EMA Scalp 1m","Intraday trend",[8,9],"Trend following","Intraday","SPY, QQQ and IWM","1-minute","On 1-minute bars, hold each ETF while its 9-bar EMA is above its 21-bar EMA.","Equal weight across holders, max 34% each","on signal change",{"total_return":16,"cagr":17,"sharpe":17,"max_dd":18,"win_rate":17,"profit_factor":17,"span":19},-0.23,null,-0.24,"6 days",true,"Trade SPY, QQQ and IWM on 1-minute bars during regular hours. Hold an ETF with 33% of equity while its 9-bar EMA is above its 21-bar EMA. Long only. Backtest the last 3 years with $100,000.","Each position is 33% of equity; the original allowed 34% while fewer than three were held.","example_weights_08_intraday_1m_ema_scalp.py","33% of equity per ETF","retest","The viral 50, re-tested","1-min","SPY · QQQ · IWM",[30,33],[31,32],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_weights_08_intraday_1m_ema_scalp.py",[34,35],"Original results","https://backtester.quantjourney.cloud/strategies/example-weights-08-intraday-1m-ema-scalp","loss",{"status":38,"verdict":36,"period":39,"total_return":40,"cagr":41,"sharpe":42,"deflated_sharpe":43,"max_dd":44,"win_rate":45,"profit_factor":46,"trades":47,"spy_return":48,"spy_cagr":49,"spy_sharpe":50,"spy_max_dd":51,"beta":52,"alpha":53,"cost_share":54,"checks":55},"done","Oct 30, 2023 to Oct 30, 2026",-98.81,-77.18,-12.61,-18.18,-98.82,17.3,1.15,15809,88.6,23.54,1.22,-18.68,0.45,-159.49,989.2,[56,59,62,65,68,71],[57,58],"Strategies tested together","5",[60,61],"Beta to SPY","0.45",[63,64],"Alpha vs SPY","−159.5% a year",[66,67],"Costs paid","$109,926, 989% of the gain before costs",[69,70],"Data","1m decisions on 1-minute bars, 754 sessions",[72,73],"Fills","Next open at market, sized at the fill",{"curve":75,"spy":547},{"id":4,"name":5,"bars_label":27,"window":76,"ret":40,"cagr":41,"sharpe":42,"spy":48,"points":77},"minute",[78,81,84,87,90,93,96,99,102,105,108,111,114,117,120,123,126,129,132,135,138,141,144,147,150,153,156,159,162,165,168,171,174,177,180,183,186,189,192,195,198,201,204,207,210,213,216,219,222,225,228,231,234,237,240,243,246,249,252,255,258,261,264,267,270,273,276,279,282,285,288,291,294,297,300,303,306,309,312,315,318,321,324,327,330,333,336,339,342,345,348,351,354,357,360,363,366,369,372,375,378,381,384,387,390,393,396,399,402,405,408,411,414,417,420,423,425,428,431,434,437,440,443,446,449,452,455,458,461,463,465,468,471,474,477,480,482,485,488,491,494,496,499,502,505,508,511,514,517,520,523,526,529,532,535,538,541,544],[79,80],"2023-10-30",1,[82,83],"2023-11-03",1.0023,[85,86],"2023-11-10",0.9634,[88,89],"2023-11-17",0.933,[91,92],"2023-11-24",0.9029,[94,95],"2023-12-01",0.869,[97,98],"2023-12-08",0.8183,[100,101],"2023-12-15",0.8139,[103,104],"2023-12-22",0.7755,[106,107],"2023-12-29",0.7446,[109,110],"2024-01-05",0.7138,[112,113],"2024-01-12",0.6916,[115,116],"2024-01-19",0.6788,[118,119],"2024-01-26",0.6504,[121,122],"2024-02-02",0.6237,[124,125],"2024-02-09",0.6051,[127,128],"2024-02-16",0.599,[130,131],"2024-02-23",0.5816,[133,134],"2024-03-01",0.5568,[136,137],"2024-03-08",0.542,[139,140],"2024-03-15",0.5153,[142,143],"2024-03-22",0.4991,[145,146],"2024-03-28",0.4781,[148,149],"2024-04-05",0.456,[151,152],"2024-04-12",0.4281,[154,155],"2024-04-19",0.4008,[157,158],"2024-04-26",0.397,[160,161],"2024-05-03",0.3815,[163,164],"2024-05-10",0.3659,[166,167],"2024-05-17",0.3516,[169,170],"2024-05-24",0.3394,[172,173],"2024-05-31",0.3249,[175,176],"2024-06-07",0.3093,[178,179],"2024-06-14",0.2975,[181,182],"2024-06-21",0.2896,[184,185],"2024-06-28",0.2798,[187,188],"2024-07-05",0.2723,[190,191],"2024-07-12",0.2695,[193,194],"2024-07-19",0.2538,[196,197],"2024-07-26",0.2445,[199,200],"2024-08-02",0.2301,[202,203],"2024-08-09",0.2084,[205,206],"2024-08-16",0.2072,[208,209],"2024-08-23",0.1999,[211,212],"2024-08-30",0.1928,[214,215],"2024-09-06",0.1795,[217,218],"2024-09-13",0.1827,[220,221],"2024-09-20",0.1705,[223,224],"2024-09-27",0.1628,[226,227],"2024-10-04",0.1565,[229,230],"2024-10-11",0.1518,[232,233],"2024-10-18",0.1444,[235,236],"2024-10-25",0.1399,[238,239],"2024-11-01",0.1339,[241,242],"2024-11-08",0.1327,[244,245],"2024-11-15",0.1259,[247,248],"2024-11-22",0.1237,[250,251],"2024-11-29",0.1206,[253,254],"2024-12-06",0.1162,[256,257],"2024-12-13",0.1121,[259,260],"2024-12-20",0.1083,[262,263],"2024-12-27",0.1061,[265,266],"2025-01-03",0.1008,[268,269],"2025-01-10",0.0965,[271,272],"2025-01-17",0.093,[274,275],"2025-01-24",0.0904,[277,278],"2025-01-31",0.0859,[280,281],"2025-02-07",0.0798,[283,284],"2025-02-14",0.0778,[286,287],"2025-02-21",0.0744,[289,290],"2025-02-28",0.0719,[292,293],"2025-03-07",0.0677,[295,296],"2025-03-14",0.0647,[298,299],"2025-03-21",0.0623,[301,302],"2025-03-28",0.061,[304,305],"2025-04-04",0.0562,[307,308],"2025-04-11",0.0573,[310,311],"2025-04-17",0.0543,[313,314],"2025-04-25",0.0565,[316,317],"2025-05-02",0.0559,[319,320],"2025-05-09",0.0541,[322,323],"2025-05-16",0.0526,[325,326],"2025-05-23",0.0495,[328,329],"2025-05-30",0.0477,[331,332],"2025-06-06",0.0467,[334,335],"2025-06-13",0.0449,[337,338],"2025-06-20",0.0434,[340,341],"2025-06-27",0.0433,[343,344],"2025-07-03",0.0427,[346,347],"2025-07-11",0.0409,[349,350],"2025-07-18",0.0387,[352,353],"2025-07-25",0.0376,[355,356],"2025-08-01",0.0365,[358,359],"2025-08-08",0.0358,[361,362],"2025-08-15",0.0349,[364,365],"2025-08-22",0.0339,[367,368],"2025-08-29",0.0326,[370,371],"2025-09-05",0.032,[373,374],"2025-09-12",0.0314,[376,377],"2025-09-19",0.0303,[379,380],"2025-09-26",0.0292,[382,383],"2025-10-03",0.0286,[385,386],"2025-10-10",0.0275,[388,389],"2025-10-17",0.0268,[391,392],"2025-10-24",0.0258,[394,395],"2025-10-31",0.0246,[397,398],"2025-11-07",0.0233,[400,401],"2025-11-14",0.0224,[403,404],"2025-11-21",0.0215,[406,407],"2025-11-28",0.0212,[409,410],"2025-12-05",0.0206,[412,413],"2025-12-12",0.02,[415,416],"2025-12-19",0.0193,[418,419],"2025-12-26",0.019,[421,422],"2026-01-02",0.0186,[424,422],"2026-01-09",[426,427],"2026-01-16",0.0184,[429,430],"2026-01-23",0.0183,[432,433],"2026-01-30",0.0179,[435,436],"2026-02-06",0.0178,[438,439],"2026-02-13",0.0175,[441,442],"2026-02-20",0.0173,[444,445],"2026-02-27",0.0171,[447,448],"2026-03-06",0.0165,[450,451],"2026-03-13",0.0162,[453,454],"2026-03-20",0.0159,[456,457],"2026-03-27",0.0157,[459,460],"2026-04-02",0.0158,[462,460],"2026-04-10",[464,460],"2026-04-17",[466,467],"2026-04-24",0.0156,[469,470],"2026-05-01",0.0155,[472,473],"2026-05-08",0.0154,[475,476],"2026-05-15",0.0153,[478,479],"2026-05-22",0.0151,[481,479],"2026-05-29",[483,484],"2026-06-05",0.0149,[486,487],"2026-06-12",0.0148,[489,490],"2026-06-18",0.0147,[492,493],"2026-06-26",0.0145,[495,493],"2026-07-02",[497,498],"2026-07-10",0.0143,[500,501],"2026-07-17",0.014,[503,504],"2026-07-24",0.0138,[506,507],"2026-07-31",0.0137,[509,510],"2026-08-07",0.0136,[512,513],"2026-08-14",0.0135,[515,516],"2026-08-21",0.0132,[518,519],"2026-08-28",0.013,[521,522],"2026-09-04",0.0129,[524,525],"2026-09-11",0.0127,[527,528],"2026-09-18",0.0126,[530,531],"2026-09-25",0.0125,[533,534],"2026-10-02",0.0124,[536,537],"2026-10-09",0.0122,[539,540],"2026-10-16",0.0121,[542,543],"2026-10-23",0.012,[545,546],"2026-10-30",0.0119,[548,549,551,553,555,557,559,561,563,565,567,569,571,573,575,577,579,581,583,585,587,589,591,593,595,597,599,601,603,605,607,609,611,613,615,617,619,621,623,625,627,629,631,633,635,637,639,641,643,645,647,649,651,653,655,657,659,661,663,665,667,669,671,673,675,677,679,680,682,684,686,688,690,692,694,696,698,700,702,704,706,708,710,711,713,715,717,719,721,723,725,727,729,731,733,735,737,739,741,743,745,747,749,751,753,755,757,759,761,763,765,767,769,771,773,775,777,779,781,783,785,787,789,791,793,795,797,799,801,803,805,807,809,811,813,815,817,819,821,823,825,827,829,831,833,835,837,839,841,843,845,847,849,851,853,855,857,859],[79,80],[82,550],1.0463,[85,552],1.0606,[88,554],1.0843,[91,556],1.0953,[94,558],1.1043,[97,560],1.107,[100,562],1.1345,[103,564],1.1444,[106,566],1.1478,[109,568],1.1305,[112,570],1.1514,[115,572],1.1653,[118,574],1.1772,[121,576],1.1928,[124,578],1.2103,[127,580],1.2062,[130,582],1.2264,[133,584],1.2386,[136,586],1.2374,[139,588],1.2358,[142,590],1.2632,[145,592],1.2674,[148,594],1.256,[151,596],1.2382,[154,598],1.1993,[157,600],1.2317,[160,602],1.2395,[163,604],1.2617,[166,606],1.2822,[169,608],1.2832,[172,610],1.2782,[175,612],1.2936,[178,614],1.3149,[181,616],1.3237,[184,618],1.3234,[187,620],1.3476,[190,622],1.3612,[193,624],1.3352,[196,626],1.3229,[199,628],1.2951,[202,630],1.2955,[205,632],1.3475,[208,634],1.3662,[211,636],1.3693,[214,638],1.3124,[217,640],1.366,[220,642],1.3852,[223,644],1.3932,[226,646],1.3968,[229,648],1.4134,[232,650],1.4254,[235,652],1.412,[238,654],1.3933,[241,656],1.4589,[244,658],1.4297,[247,660],1.4529,[250,662],1.4693,[253,664],1.4825,[256,666],1.473,[259,668],1.4483,[262,670],1.456,[265,672],1.4479,[268,674],1.4208,[271,676],1.4619,[274,678],1.4871,[277,666],[280,681],1.4707,[283,683],1.4912,[286,685],1.4686,[289,687],1.4531,[292,689],1.4082,[295,691],1.3757,[298,693],1.3846,[301,695],1.3632,[304,697],1.2407,[307,699],1.3112,[310,701],1.2921,[313,703],1.3511,[316,705],1.3909,[319,707],1.3847,[322,709],1.4577,[325,674],[328,712],1.4488,[331,714],1.4698,[334,716],1.4655,[337,718],1.465,[340,720],1.5122,[343,722],1.5391,[346,724],1.5346,[349,726],1.5446,[352,728],1.5675,[355,730],1.5304,[358,732],1.5686,[361,734],1.5829,[364,736],1.5881,[367,738],1.5871,[370,740],1.5923,[373,742],1.6178,[376,744],1.638,[379,746],1.6334,[382,748],1.6518,[385,750],1.6115,[388,752],1.6395,[391,754],1.6709,[394,756],1.6829,[397,758],1.6565,[400,760],1.6576,[403,762],1.6274,[406,764],1.6866,[409,766],1.6927,[412,768],1.6834,[415,770],1.6843,[418,772],1.7085,[421,774],1.6919,[424,776],1.7178,[426,778],1.7122,[429,780],1.7055,[432,782],1.7117,[435,784],1.7086,[438,786],1.6878,[441,788],1.7059,[444,790],1.6976,[447,792],1.6639,[450,794],1.6386,[453,796],1.6109,[456,798],1.5724,[459,800],1.6277,[462,802],1.6856,[464,804],1.7625,[466,806],1.7723,[469,808],1.7886,[472,810],1.83,[475,812],1.832,[478,814],1.8502,[481,816],1.8783,[483,818],1.8299,[486,820],1.8407,[489,822],1.8583,[492,824],1.8204,[495,826],1.8524,[497,828],1.8788,[500,830],1.8481,[503,832],1.8383,[506,834],1.8594,[509,836],1.9237,[512,838],1.9312,[515,840],1.905,[518,842],1.9143,[521,844],1.9162,[524,846],1.9019,[527,848],1.9016,[530,850],1.9243,[533,852],1.9202,[536,854],1.9421,[539,856],1.9024,[542,858],1.8958,[545,860],1.886,1794261303665]