[{"data":1,"prerenderedAt":847},["ShallowReactive",2],{"strategy-w09":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":17,"source_file":22,"orbital_sizing":23,"prompt_note":17,"collection":24,"collection_name":25,"bars_label":26,"universe_short":27,"rule_short":12,"links":28,"verdict":35,"result":36,"chart":73},"W09","Intraday SMA Trend 1h","Intraday trend",[8,9],"Trend following","Intraday","SPY, QQQ and IWM","hourly","On hourly bars, hold each ETF while its 10-bar SMA is above its 30-bar SMA.","Equal weight across holders, max 25% each","on signal change",{"total_return":16,"cagr":17,"sharpe":17,"max_dd":18,"win_rate":17,"profit_factor":17,"span":19},1.5,null,-3.49,"9 weeks",true,"Trade SPY, QQQ and IWM on hourly bars during regular hours. Hold an ETF with 25% of equity while its 10-bar SMA is above its 30-bar SMA. Long only. Backtest the last 3 years with $100,000.","example_weights_09_intraday_1h_sma_trend.py","25% of equity per ETF","retest","The viral 50, re-tested","Hourly","SPY · QQQ · IWM",[29,32],[30,31],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_weights_09_intraday_1h_sma_trend.py",[33,34],"Original results","https://backtester.quantjourney.cloud/strategies/example-weights-09-intraday-1h-sma-trend","trail",{"status":37,"verdict":35,"period":38,"total_return":39,"cagr":40,"sharpe":41,"deflated_sharpe":42,"max_dd":43,"win_rate":44,"profit_factor":45,"trades":46,"spy_return":47,"spy_cagr":48,"spy_sharpe":49,"spy_max_dd":50,"beta":51,"alpha":52,"cost_share":53,"checks":54},"done","Oct 30, 2023 to Oct 30, 2026",8.36,2.71,-0.15,-5.71,-12.62,37.9,1.23,309,88.6,23.54,1.22,-18.68,0.36,-7.7,50.4,[55,58,61,64,67,70],[56,57],"Strategies tested together","5",[59,60],"Beta to SPY","0.36",[62,63],"Alpha vs SPY","−7.7% a year",[65,66],"Costs paid","$8,502, 50% of the gain before costs",[68,69],"Data","1h decisions on 1-minute bars, 754 sessions",[71,72],"Fills","Next open at market, sized at the fill",{"curve":74,"spy":534},{"id":4,"name":5,"bars_label":26,"window":75,"ret":39,"cagr":40,"sharpe":41,"spy":47,"points":76},"minute",[77,80,83,86,89,92,95,98,101,104,107,110,113,116,119,122,125,128,131,134,137,140,143,146,149,152,154,157,160,162,165,168,171,174,177,180,183,186,189,192,195,198,201,204,207,210,213,216,219,222,225,228,231,234,237,240,243,246,249,252,255,258,261,264,267,270,273,275,278,281,284,286,288,290,293,295,298,301,304,307,309,312,315,318,321,324,327,330,333,335,338,341,344,347,350,353,356,359,362,365,368,370,373,376,378,381,384,386,389,391,394,397,400,403,406,409,412,415,418,421,424,427,430,433,435,438,441,444,447,450,453,456,459,462,465,468,471,474,477,480,483,486,489,492,495,498,500,503,506,508,511,514,517,520,523,526,529,532],[78,79],"2023-10-30",1,[81,82],"2023-11-03",1.0405,[84,85],"2023-11-10",1.041,[87,88],"2023-11-17",1.0546,[90,91],"2023-11-24",1.0593,[93,94],"2023-12-01",1.0639,[96,97],"2023-12-08",1.0648,[99,100],"2023-12-15",1.0949,[102,103],"2023-12-22",1.0987,[105,106],"2023-12-29",1.0993,[108,109],"2024-01-05",1.0975,[111,112],"2024-01-12",1.0988,[114,115],"2024-01-19",1.1004,[117,118],"2024-01-26",1.1075,[120,121],"2024-02-02",1.0989,[123,124],"2024-02-09",1.1165,[126,127],"2024-02-16",1.0977,[129,130],"2024-02-23",1.0835,[132,133],"2024-03-01",1.0946,[135,136],"2024-03-08",1.0784,[138,139],"2024-03-15",1.069,[141,142],"2024-03-22",1.0817,[144,145],"2024-03-28",1.0836,[147,148],"2024-04-05",1.0626,[150,151],"2024-04-12",1.0531,[153,151],"2024-04-19",[155,156],"2024-04-26",1.0594,[158,159],"2024-05-03",1.0486,[161,91],"2024-05-10",[163,164],"2024-05-17",1.0744,[166,167],"2024-05-24",1.0757,[169,170],"2024-05-31",1.0742,[172,173],"2024-06-07",1.0739,[175,176],"2024-06-14",1.078,[178,179],"2024-06-21",1.08,[181,182],"2024-06-28",1.0731,[184,185],"2024-07-05",1.0772,[187,188],"2024-07-12",1.0913,[190,191],"2024-07-19",1.0962,[193,194],"2024-07-26",1.0829,[196,197],"2024-08-02",1.0449,[199,200],"2024-08-09",1.0485,[202,203],"2024-08-16",1.0794,[205,206],"2024-08-23",1.096,[208,209],"2024-08-30",1.0876,[211,212],"2024-09-06",1.0823,[214,215],"2024-09-13",1.1057,[217,218],"2024-09-20",1.1194,[220,221],"2024-09-27",1.122,[223,224],"2024-10-04",1.117,[226,227],"2024-10-11",1.1219,[229,230],"2024-10-18",1.1289,[232,233],"2024-10-25",1.1169,[235,236],"2024-11-01",1.1045,[238,239],"2024-11-08",1.1477,[241,242],"2024-11-15",1.1455,[244,245],"2024-11-22",1.1605,[247,248],"2024-11-29",1.1667,[250,251],"2024-12-06",1.1721,[253,254],"2024-12-13",1.1662,[256,257],"2024-12-20",1.1589,[259,260],"2024-12-27",1.1498,[262,263],"2025-01-03",1.1373,[265,266],"2025-01-10",1.1181,[268,269],"2025-01-17",1.1247,[271,272],"2025-01-24",1.1379,[274,224],"2025-01-31",[276,277],"2025-02-07",1.1038,[279,280],"2025-02-14",1.1133,[282,283],"2025-02-21",1.1092,[285,283],"2025-02-28",[287,283],"2025-03-07",[289,283],"2025-03-14",[291,292],"2025-03-21",1.1095,[294,115],"2025-03-28",[296,297],"2025-04-04",1.06,[299,300],"2025-04-11",1.0587,[302,303],"2025-04-17",1.0444,[305,306],"2025-04-25",1.0575,[308,194],"2025-05-02",[310,311],"2025-05-09",1.0677,[313,314],"2025-05-16",1.1097,[316,317],"2025-05-23",1.1,[319,320],"2025-05-30",1.094,[322,323],"2025-06-06",1.1031,[325,326],"2025-06-13",1.1023,[328,329],"2025-06-20",1.0992,[331,332],"2025-06-27",1.1099,[334,230],"2025-07-03",[336,337],"2025-07-11",1.1236,[339,340],"2025-07-18",1.1262,[342,343],"2025-07-25",1.1292,[345,346],"2025-08-01",1.1238,[348,349],"2025-08-08",1.1307,[351,352],"2025-08-15",1.1422,[354,355],"2025-08-22",1.1423,[357,358],"2025-08-29",1.1416,[360,361],"2025-09-05",1.1367,[363,364],"2025-09-12",1.1427,[366,367],"2025-09-19",1.1525,[369,239],"2025-09-26",[371,372],"2025-10-03",1.1571,[374,375],"2025-10-10",1.1504,[377,358],"2025-10-17",[379,380],"2025-10-24",1.1296,[382,383],"2025-10-31",1.1362,[385,383],"2025-11-07",[387,388],"2025-11-14",1.1175,[390,388],"2025-11-21",[392,393],"2025-11-28",1.1415,[395,396],"2025-12-05",1.1442,[398,399],"2025-12-12",1.1399,[401,402],"2025-12-19",1.1387,[404,405],"2025-12-26",1.1464,[407,408],"2026-01-02",1.1428,[410,411],"2026-01-09",1.1526,[413,414],"2026-01-16",1.152,[416,417],"2026-01-23",1.142,[419,420],"2026-01-30",1.1432,[422,423],"2026-02-06",1.1345,[425,426],"2026-02-13",1.1269,[428,429],"2026-02-20",1.1276,[431,432],"2026-02-27",1.1071,[434,127],"2026-03-06",[436,437],"2026-03-13",1.082,[439,440],"2026-03-20",1.062,[442,443],"2026-03-27",1.0539,[445,446],"2026-04-02",1.0538,[448,449],"2026-04-10",1.0853,[451,452],"2026-04-17",1.1299,[454,455],"2026-04-24",1.136,[457,458],"2026-05-01",1.1343,[460,461],"2026-05-08",1.1607,[463,464],"2026-05-15",1.1405,[466,467],"2026-05-22",1.1491,[469,470],"2026-05-29",1.1675,[472,473],"2026-06-05",1.1515,[475,476],"2026-06-12",1.1576,[478,479],"2026-06-18",1.1637,[481,482],"2026-06-26",1.1562,[484,485],"2026-07-02",1.1469,[487,488],"2026-07-10",1.1473,[490,491],"2026-07-17",1.1348,[493,494],"2026-07-24",1.1211,[496,497],"2026-07-31",1.1151,[499,408],"2026-08-07",[501,502],"2026-08-14",1.1462,[504,505],"2026-08-21",1.1338,[507,349],"2026-08-28",[509,510],"2026-09-04",1.1259,[512,513],"2026-09-11",1.1141,[515,516],"2026-09-18",1.115,[518,519],"2026-09-25",1.1173,[521,522],"2026-10-02",1.1142,[524,525],"2026-10-09",1.1096,[527,528],"2026-10-16",1.1046,[530,531],"2026-10-23",1.0943,[533,145],"2026-10-30",[535,536,538,540,542,544,546,548,549,551,553,555,557,559,561,563,565,567,569,571,573,575,577,579,581,583,585,587,589,591,593,595,597,599,601,603,605,607,609,611,613,615,617,619,621,623,625,627,629,631,633,635,637,639,641,643,645,647,649,651,653,655,657,659,661,663,665,666,668,670,672,674,676,678,680,682,684,686,688,690,692,694,696,697,699,701,703,705,707,709,711,713,715,717,719,721,723,725,727,729,731,733,735,737,739,741,743,745,747,749,751,753,755,757,759,761,763,765,767,769,771,773,775,777,779,781,783,785,787,789,791,793,795,797,799,801,803,805,807,809,811,813,815,817,819,821,823,825,827,829,831,833,835,837,839,841,843,845],[78,79],[81,537],1.0463,[84,539],1.0606,[87,541],1.0843,[90,543],1.0953,[93,545],1.1043,[96,547],1.107,[99,423],[102,550],1.1444,[105,552],1.1478,[108,554],1.1305,[111,556],1.1514,[114,558],1.1653,[117,560],1.1772,[120,562],1.1928,[123,564],1.2103,[126,566],1.2062,[129,568],1.2264,[132,570],1.2386,[135,572],1.2374,[138,574],1.2358,[141,576],1.2632,[144,578],1.2674,[147,580],1.256,[150,582],1.2382,[153,584],1.1993,[155,586],1.2317,[158,588],1.2395,[161,590],1.2617,[163,592],1.2822,[166,594],1.2832,[169,596],1.2782,[172,598],1.2936,[175,600],1.3149,[178,602],1.3237,[181,604],1.3234,[184,606],1.3476,[187,608],1.3612,[190,610],1.3352,[193,612],1.3229,[196,614],1.2951,[199,616],1.2955,[202,618],1.3475,[205,620],1.3662,[208,622],1.3693,[211,624],1.3124,[214,626],1.366,[217,628],1.3852,[220,630],1.3932,[223,632],1.3968,[226,634],1.4134,[229,636],1.4254,[232,638],1.412,[235,640],1.3933,[238,642],1.4589,[241,644],1.4297,[244,646],1.4529,[247,648],1.4693,[250,650],1.4825,[253,652],1.473,[256,654],1.4483,[259,656],1.456,[262,658],1.4479,[265,660],1.4208,[268,662],1.4619,[271,664],1.4871,[274,652],[276,667],1.4707,[279,669],1.4912,[282,671],1.4686,[285,673],1.4531,[287,675],1.4082,[289,677],1.3757,[291,679],1.3846,[294,681],1.3632,[296,683],1.2407,[299,685],1.3112,[302,687],1.2921,[305,689],1.3511,[308,691],1.3909,[310,693],1.3847,[313,695],1.4577,[316,660],[319,698],1.4488,[322,700],1.4698,[325,702],1.4655,[328,704],1.465,[331,706],1.5122,[334,708],1.5391,[336,710],1.5346,[339,712],1.5446,[342,714],1.5675,[345,716],1.5304,[348,718],1.5686,[351,720],1.5829,[354,722],1.5881,[357,724],1.5871,[360,726],1.5923,[363,728],1.6178,[366,730],1.638,[369,732],1.6334,[371,734],1.6518,[374,736],1.6115,[377,738],1.6395,[379,740],1.6709,[382,742],1.6829,[385,744],1.6565,[387,746],1.6576,[390,748],1.6274,[392,750],1.6866,[395,752],1.6927,[398,754],1.6834,[401,756],1.6843,[404,758],1.7085,[407,760],1.6919,[410,762],1.7178,[413,764],1.7122,[416,766],1.7055,[419,768],1.7117,[422,770],1.7086,[425,772],1.6878,[428,774],1.7059,[431,776],1.6976,[434,778],1.6639,[436,780],1.6386,[439,782],1.6109,[442,784],1.5724,[445,786],1.6277,[448,788],1.6856,[451,790],1.7625,[454,792],1.7723,[457,794],1.7886,[460,796],1.83,[463,798],1.832,[466,800],1.8502,[469,802],1.8783,[472,804],1.8299,[475,806],1.8407,[478,808],1.8583,[481,810],1.8204,[484,812],1.8524,[487,814],1.8788,[490,816],1.8481,[493,818],1.8383,[496,820],1.8594,[499,822],1.9237,[501,824],1.9312,[504,826],1.905,[507,828],1.9143,[509,830],1.9162,[512,832],1.9019,[515,834],1.9016,[518,836],1.9243,[521,838],1.9202,[524,840],1.9421,[527,842],1.9024,[530,844],1.8958,[533,846],1.886,1794261303665]