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Existing offline corpus

Trading condition rankings from the existing backtest corpus

Compare complete condition trees, operand assets, thresholds and allocation actions within dated ticker and execution cohorts from NexusTrade's existing offline backtest corpus.

As of 2026-10-10

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TL;DR

These rankings describe complete portfolios containing exact conditions and actions, not the isolated effect of a condition. A high ranked TQQQ sell rule sells 0% of the position, while the first cohort pairs median Sharpe of 1.042 with 76.80% median drawdown. The reanalysis retains 42,850 distinct execution contracts, but displayed cohorts lack recorded fees and paired benchmark outcomes. Different dates, assets and unknown historical conventions prevent a controlled winner claim. Use the associations to investigate complete rules rather than copying a score as an edge.

Compare the top rule associations with their risk

Losses beside the three leading whole-book associations

Scale: 0 to 77.994 % · zero baseline

Rule 1: Buy, 20 contracts

  • Median drawdown+76.8%

Rule 2: Sell, 55 contracts

  • Median drawdown+77.99%

Rule 3: Sell, 80 contracts

  • Median drawdown+77.99%

Median maximum drawdown for complete books containing each rule. Different cohorts and unrecorded fees prevent a controlled rule ranking; none has a recorded paired benchmark result.

Show the table · 3 rows, 5 columns

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Observed rule 1: Buy · SPY, TQQQ201.04276.802%0/20
Observed rule 2: Sell · SPY, TQQQ551.01577.994%0/55
Observed rule 3: Sell · SPY, TQQQ800.97977.988%0/80

The measured outcomes belong to whole books containing each rule. Read the exact action and other portfolio rules before interpreting the association as a useful entry or exit. The zero-sized sell action remains in the example because it explains this distinction.

A high score can sit beside an exit that sells nothing

The second displayed rule sells 0% of the current TQQQ position. Its containing strategies have median Sharpe 1.015 across 55 recorded contracts. That action cannot establish an effective exit: other rules in those books produced the measured outcomes.

The first displayed group has median Sharpe 1.042 and median maximum drawdown 76.80%. Read the loss and the action beside the score. Sharpe is a historical risk-adjusted ratio; it is not a forecast or proof that this one condition caused the return.

Which conditions had stronger recorded outcomes?

An exact rule includes both operands, their asset selectors and windows, the operator, the surrounding And/Or/Then logic and the allocation action. These rows retain all of those recorded fields. The outcome belongs to a complete book containing the rule, with its other entries, exits and sizing decisions.

The reviewed source contains 42,850 distinct normalized eligible execution contracts and 21 displayed exact-rule cohorts. Each row needs at least 20 contracts. Rows are ordered by median Sharpe, but different tickers, calendars or missing execution inputs prevent treating that order as a head-to-head winner.

A high-ranked association can still be a zero-sized exit

Animation: bars show the median Sharpe of the portfolios containing each of 21 displayed rules. Rule 2, a sell rule with median Sharpe 1.015, is ringed in red and labelled #2 of 21. Its condition, TQQQ price at or below 58/100 of the highest TQQQ price over 5 days, lights true with illustrative prices, and its action sells 0% of the TQQQ position, so an illustrative order of 0% times 100 shares sells 0 and the position stays at 100 shares.
This sell action sells 0% of the TQQQ position, yet its portfolios rank second of 21 by median Sharpe, because other rules in those portfolios produced the results.

The second displayed rule is a Sell of 0% of current TQQQ positions. Its cohort has 55 contracts and median Sharpe 1.015, but the zero-sized action cannot establish a useful exit edge. Other rules in those books produced the measured outcomes. This is why counting an indicator or sorting associated returns cannot prove that the condition caused them.

The first cohort has median Sharpe 1.042 alongside median maximum drawdown of 76.80%. Fees and paired benchmark excess returns are unavailable. Read the loss, sample size and exact action beside the return before choosing a rule to investigate.

Inspect all 21 complete rule and execution records

Observed rule 1: Buy · SPY, TQQQ

Shared scale: 1.033 to 1.055 · Sharpe

  • Recorded cohortMedian 1.042 · middle 50% 1.033 to 1.055 · 20 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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201.0421.033 to 1.0551.529922.001%76.802%Unavailable0/200

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 20 complete records have zero period return; that does not establish their trade count.

And((Price(targetAsset=Stock(symbol=TQQQ)) ≥ SimpleMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=13))); And((Minus(compound=true, indicators=[Minus(compound=true, indicators=[ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=12)); ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=26))]); IndicatorExponentialMovingAverage(compound=true, indicators=[Minus(compound=true, indicators=[ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=12)); ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=26))])], timePassed=2890, window=parameters(interval=Day, length=30))]) ≥ Value(value=0)); (RelativeStrengthIndex(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=14)) ≤ Value(value=80))))
Action: Buy(amount=percent of buying power(amount=54), targetAsset=Stock(symbol=TQQQ))

Observed rule 2: Sell · SPY, TQQQ

Shared scale: 0.979 to 1.039 · Sharpe

  • Recorded cohortMedian 1.015 · middle 50% 0.979 to 1.039 · 55 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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551.0150.979 to 1.0391.479887.868%77.994%Unavailable0/550

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 55 complete records have zero period return; that does not establish their trade count.

And((Price(targetAsset=Stock(symbol=TQQQ)) ≤ Multiply(compound=true, indicators=[Divide(compound=true, indicators=[Value(value=58); Value(value=100)]); MaximumPrice(targetAsset=Stock(symbol=TQQQ), timePassed=0, window=parameters(interval=Day, length=5))])))
Action: Sell(amount=percent of current positions(amount=0), targetAsset=Stock(symbol=TQQQ))

Observed rule 3: Sell · SPY, TQQQ

Shared scale: 0.892 to 1.035 · Sharpe

  • Recorded cohortMedian 0.979 · middle 50% 0.892 to 1.035 · 80 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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800.9790.892 to 1.0351.432737.367%77.988%Unavailable0/800

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 80 complete records have zero period return; that does not establish their trade count.

And((Price(targetAsset=Stock(symbol=TQQQ)) > Multiply(compound=true, indicators=[Value(value=1.1); SimpleMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=20))])); (DaysSinceOrder(orderStatus=Filled, side=Sell, targetAssets=[Stock(symbol=TQQQ)]) ≥ Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 4: Sell · SPY, TQQQ

Shared scale: 0.894 to 1.034 · Sharpe

  • Recorded cohortMedian 0.977 · middle 50% 0.894 to 1.034 · 82 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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820.9770.894 to 1.0341.430737.241%78.065%Unavailable0/820

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 82 complete records have zero period return; that does not establish their trade count.

Or((PriceRateOfChange(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=12)) ≥ Value(value=95)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 5: Buy · SPY, TQQQ

Shared scale: 0.891 to 1.033 · Sharpe

  • Recorded cohortMedian 0.977 · middle 50% 0.891 to 1.033 · 85 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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850.9770.891 to 1.0331.429737.008%78.000%Unavailable0/850

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 85 complete records have zero period return; that does not establish their trade count.

And((Minus(compound=true, indicators=[Multiply(compound=true, indicators=[IndicatorRateOfChange(compound=true, indicators=[Economic(metric=MoneySupply)], timePassed=2918, window=parameters(interval=Day, length=30)); Value(value=1)]); Multiply(compound=true, indicators=[PriceRateOfChange(targetAsset=Stock(symbol=SPY), timePassed=2849, window=parameters(interval=Day, length=1)); Value(value=1)])]) ≥ Value(value=12)))
Action: Buy(amount=percent of buying power(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 6: Buy · SPY, TQQQ

Shared scale: 0.891 to 0.977 · Sharpe

  • Recorded cohortMedian 0.956 · middle 50% 0.891 to 0.977 · 33 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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330.9560.891 to 0.9771.374645.446%77.988%Unavailable0/330

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 33 complete records have zero period return; that does not establish their trade count.

And((Price(targetAsset=Stock(symbol=TQQQ)) ≥ SimpleMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=10))); And((Minus(compound=true, indicators=[Minus(compound=true, indicators=[ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=12)); ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=26))]); IndicatorExponentialMovingAverage(compound=true, indicators=[Minus(compound=true, indicators=[ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=12)); ExponentialMovingAverage(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=26))])], timePassed=2890, window=parameters(interval=Day, length=30))]) ≥ Value(value=0)); (RelativeStrengthIndex(targetAsset=Stock(symbol=TQQQ), timePassed=2890, window=parameters(interval=Day, length=14)) ≤ Value(value=90))))
Action: Buy(amount=percent of buying power(amount=50), targetAsset=Stock(symbol=TQQQ))

Observed rule 7: Sell · TQQQ

Shared scale: 0.771 to 1.06 · Sharpe

  • Recorded cohortMedian 0.904 · middle 50% 0.771 to 1.060 · 20 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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200.9040.771 to 1.0601.288281.029%50.724%Unavailable0/200

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

TQQQ · 2019-12-31 to 2025-02-01 · Day/daily · $10,000 · risk-free field 1.5499999523162842 (stored units) · stock fee not recorded · benchmark TQQQ

0 of 20 complete records have zero period return; that does not establish their trade count.

Or((PriceRateOfChange(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=10)) < Value(compound=false, targetAssets=[], value=0)); (Price(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[]) < SimpleMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=50))); (RelativeStrengthIndex(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=14)) < Value(compound=false, targetAssets=[], value=70)); (ExponentialMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=9)) < ExponentialMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=20)))) with comparison=null, lhs=null, rhs=null
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 8: Buy · TQQQ

Shared scale: 0.791 to 1.051 · Sharpe

  • Recorded cohortMedian 0.886 · middle 50% 0.791 to 1.051 · 28 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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280.8860.791 to 1.0511.244357.225%52.736%Unavailable0/280

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

TQQQ · 2019-12-31 to 2025-02-01 · Day/daily · $10,000 · risk-free field 1.5499999523162842 (stored units) · stock fee not recorded · benchmark TQQQ

0 of 28 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=20)) > SimpleMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=50))); (DaysSinceOrder(compound=false, orderStatus=Filled, side=Buy, targetAssets=[Stock(symbol=TQQQ)]) ≥ Value(compound=false, targetAssets=[], value=1))) with comparison=null, lhs=null, rhs=null
Action: Buy(amount=percent of buying power(amount=20), targetAsset=Stock(symbol=TQQQ))

Observed rule 9: Sell · SPY, TQQQ

Shared scale: 0.875 to 0.891 · Sharpe

  • Recorded cohortMedian 0.885 · middle 50% 0.875 to 0.891 · 24 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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240.8850.875 to 0.8911.251492.193%78.343%Unavailable0/240

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

SPY, TQQQ · 2020-03-27 to 2025-04-28 · Day/daily · $10,500.264 · risk-free field 0.029999999329447743 (stored units) · stock fee not recorded · benchmark SPY

0 of 24 complete records have zero period return; that does not establish their trade count.

And((Price(targetAsset=Stock(symbol=TQQQ)) ≤ Multiply(compound=true, indicators=[Divide(compound=true, indicators=[Value(value=58); Value(value=100)]); MaximumPrice(targetAsset=Stock(symbol=TQQQ), timePassed=0, window=parameters(interval=Day, length=5))])))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 10: Buy · TQQQ

Shared scale: 0.798 to 1.031 · Sharpe

  • Recorded cohortMedian 0.874 · middle 50% 0.798 to 1.031 · 27 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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270.8740.798 to 1.0311.208372.425%60.572%Unavailable0/270

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

TQQQ · 2019-12-31 to 2025-02-01 · Day/daily · $10,000 · risk-free field 1.5499999523162842 (stored units) · stock fee not recorded · benchmark TQQQ

0 of 27 complete records have zero period return; that does not establish their trade count.

And((Price(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[]) > SimpleMovingAverage(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=20))); (RelativeStrengthIndex(compound=false, targetAsset=Stock(symbol=TQQQ), targetAssets=[], window=parameters(interval=Day, length=14)) ≥ Value(compound=false, targetAssets=[], value=2))) with comparison=null, lhs=null, rhs=null
Action: Buy(amount=percent of buying power(amount=100), targetAsset=Stock(symbol=TQQQ))

Observed rule 11: Sell · AAPL, AMZN, GOOGL, META, NFLX, NVDA

Shared scale: 0.855 to 0.877 · Sharpe

  • Recorded cohortMedian 0.866 · middle 50% 0.855 to 0.877 · 28 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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280.8660.855 to 0.8771.331198.589%52.717%Unavailable0/280

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, NFLX, NVDA · 2020-08-02 to 2025-08-03 · Day/daily · $10,000 · risk-free field 0.10000000149011612 (stored units) · stock fee not recorded · benchmark SPY

0 of 28 complete records have zero period return; that does not establish their trade count.

Or((RelativeStrengthIndex(targetAsset=Stock(symbol=META), timePassed=2828, window=parameters(interval=Day, length=14)) > Value(value=70)); (Price(targetAsset=Stock(symbol=META)) > SimpleMovingAverage(targetAsset=Stock(symbol=META), timePassed=2828, window=parameters(interval=Day, length=50))))
Action: Sell(amount=percent of current positions(amount=80), targetAsset=Stock(symbol=META))

Observed rule 12: Sell · AAPL, AMZN, GOOGL, META, NFLX, NVDA

Shared scale: 0.855 to 0.873 · Sharpe

  • Recorded cohortMedian 0.865 · middle 50% 0.855 to 0.873 · 22 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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220.8650.855 to 0.8731.328194.733%52.376%Unavailable0/220

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, NFLX, NVDA · 2020-08-02 to 2025-08-03 · Day/daily · $10,000 · risk-free field 0.10000000149011612 (stored units) · stock fee not recorded · benchmark SPY

0 of 22 complete records have zero period return; that does not establish their trade count.

Or((RelativeStrengthIndex(targetAsset=Stock(symbol=AAPL), timePassed=2828, window=parameters(interval=Day, length=14)) > Value(value=70)); (Price(targetAsset=Stock(symbol=AAPL)) > SimpleMovingAverage(targetAsset=Stock(symbol=AAPL), timePassed=2828, window=parameters(interval=Day, length=50))))
Action: Sell(amount=percent of current positions(amount=80), targetAsset=Stock(symbol=AAPL))

Observed rule 13: Sell · AAPL, AMZN, GOOGL, META, NFLX, NVDA

Shared scale: 0.855 to 0.874 · Sharpe

  • Recorded cohortMedian 0.862 · middle 50% 0.855 to 0.874 · 21 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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210.8620.855 to 0.8741.323194.941%52.376%Unavailable0/210

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, NFLX, NVDA · 2020-08-02 to 2025-08-03 · Day/daily · $10,000 · risk-free field 0.10000000149011612 (stored units) · stock fee not recorded · benchmark SPY

0 of 21 complete records have zero period return; that does not establish their trade count.

Or((RelativeStrengthIndex(targetAsset=Stock(symbol=AMZN), timePassed=2828, window=parameters(interval=Day, length=14)) > Value(value=70)); (Price(targetAsset=Stock(symbol=AMZN)) > SimpleMovingAverage(targetAsset=Stock(symbol=AMZN), timePassed=2828, window=parameters(interval=Day, length=50))))
Action: Sell(amount=percent of current positions(amount=80), targetAsset=Stock(symbol=AMZN))

Observed rule 14: Sell · AAPL, AMZN, GOOGL, META, NFLX, NVDA

Shared scale: 0.855 to 0.871 · Sharpe

  • Recorded cohortMedian 0.861 · middle 50% 0.855 to 0.871 · 20 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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200.8610.855 to 0.8711.322195.205%52.319%Unavailable0/200

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, NFLX, NVDA · 2020-08-02 to 2025-08-03 · Day/daily · $10,000 · risk-free field 0.10000000149011612 (stored units) · stock fee not recorded · benchmark SPY

0 of 20 complete records have zero period return; that does not establish their trade count.

Or((RelativeStrengthIndex(targetAsset=Stock(symbol=GOOGL), timePassed=2828, window=parameters(interval=Day, length=14)) > Value(value=70)); (Price(targetAsset=Stock(symbol=GOOGL)) > SimpleMovingAverage(targetAsset=Stock(symbol=GOOGL), timePassed=2828, window=parameters(interval=Day, length=50))))
Action: Sell(amount=percent of current positions(amount=80), targetAsset=Stock(symbol=GOOGL))

Observed rule 15: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=AAPL), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=AAPL), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=AAPL), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=AAPL), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=AAPL))

Observed rule 16: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

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300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=MSFT), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=MSFT), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=MSFT), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=MSFT), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=MSFT))

Observed rule 17: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

Inspect the complete rule and execution cohort

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300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=GOOGL), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=GOOGL), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=GOOGL), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=GOOGL), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=GOOGL))

Observed rule 18: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

Inspect the complete rule and execution cohort

Scroll sideways to compare all columns. Select a heading to sort.

300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=AMZN), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=AMZN), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=AMZN), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=AMZN), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=AMZN))

Observed rule 19: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

Inspect the complete rule and execution cohort

Scroll sideways to compare all columns. Select a heading to sort.

300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=META), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=META), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=META), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=META), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=META))

Observed rule 20: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

Inspect the complete rule and execution cohort

Scroll sideways to compare all columns. Select a heading to sort.

300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=NVDA), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=NVDA), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=NVDA), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=NVDA), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=NVDA))

Observed rule 21: Sell · AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA

Shared scale: 0.175 to 0.181 · Sharpe

  • Recorded cohortMedian 0.179 · middle 50% 0.175 to 0.181 · 30 contracts

Tick: recorded median Sharpe. Shaded whisker: recorded middle 50% of Sharpe, not a confidence interval. Counts are distinct execution contracts.

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

Inspect the complete rule and execution cohort

Scroll sideways to compare all columns. Select a heading to sort.

300.1790.175 to 0.1810.2474.878%32.602%Unavailable0/300

Whole-book outcomes associated with this exact condition and action; not the isolated return of the condition.

AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA · 2024-06-03 to 2025-06-04 · Day/daily · $10,000 · risk-free field 5.519999980926514 (stored units) · stock fee not recorded · benchmark SPY

0 of 30 complete records have zero period return; that does not establish their trade count.

And((SimpleMovingAverage(targetAsset=Stock(symbol=TSLA), timePassed=1026, window=parameters(interval=Day, length=50)) < SimpleMovingAverage(targetAsset=Stock(symbol=TSLA), timePassed=1026, window=parameters(interval=Day, length=200))); (RelativeStrengthIndex(targetAsset=Stock(symbol=TSLA), timePassed=1026, window=parameters(interval=Day, length=14)) > Value(value=30)); (PriceRateOfChange(targetAsset=Stock(symbol=TSLA), timePassed=1026, window=parameters(interval=Day, length=14)) < Value(value=0)))
Action: Sell(amount=percent of current positions(amount=100), targetAsset=Stock(symbol=TSLA))

What these results measure

What these results measure

Each observation is a completed historical book from the existing offline corpus. Repeated submissions with the same normalized rules, actions and recorded execution settings count once, using the latest record. The analysis preserves complete typed condition trees, indicator parameters, asset selectors and allocation actions. It removes verified editor IDs, labels and forms and keeps child and rule order intact. Records with unknown fields are excluded. The normalized book, dates, tickers, capital, cadence, fees, baseline and recorded risk-free field define a distinct execution contract.

Condition rows preserve one complete condition tree and its action. Outcomes describe complete books containing that rule. They do not isolate the predicate's contribution. Books can appear in several condition rows; counts across rows are not additive. Strategy rows group one complete normalized rule set and separate recorded execution fields. Matching null fee fields does not establish that actual fees matched. Across-window distributions are historical observations, not unseen validation.

The normalized analysis retains 42,850 contracts from 102,781 eligible archive rows. 12,233 rows are excluded for incomplete execution inputs or unsupported rule fields. 14,061 distinct normalized books remain.

Sharpe and Sortino are ratios. Return and drawdown are percentages over the recorded period. Benchmark excess return is paired within each record, in percentage points; its denominator is shown. Benchmark execution conventions may differ from candidate conventions. Lower drawdown describes a smaller historical loss, not proof of a better future strategy.

The completed-source tables do not provide a failed-job denominator, exposure/time invested or closed-trade counts. Those fields are unavailable here. The recorded risk-free values are kept exactly as stored; historical unit conventions cannot be established from this archive. Zero-return completed records remain eligible when their Sharpe is finite.

Source and limits

Source and limits

October 10, 2026 reanalysis of the existing September archive: 222,010 recorded runs, including 74,518 marked optimizer runs. The latest archived record is September 6; object uploads are September 21. This is not newly generated research.

Eligible inputs are non-optimizer-labelled equity records without options, evaluated daily for 365 to 2,000 days with finite Sharpe. All retained author labels are unknown: excluding known optimizers cannot prove these inputs were never optimized or identify a public owner.

Exact condition descriptions retain the complete recorded typed tree, operand assets, thresholds, windows, logical ordering and associated allocation action. Legacy recorded parameters remain visible; the archive does not establish their interpretation under the current engine. Only allowlisted built-in fields appear. Each displayed rule needs at least 20 distinct normalized full-book execution contracts. Outcomes belong to those complete books, not the condition alone.

Full strategy identity uses the complete ordered normalized book internally. Public strategy rows disclose anonymous structural summaries and aggregate statistics, not customer full configurations, names, IDs or copyable private rules. Different windows may overlap.

Stock fees and paired benchmark results are unrecorded in these displayed cohorts. Null is unknown, not zero. Dividend, fill and engine-policy versions are unavailable. Stored risk-free values vary in apparent units and are kept separate without claiming comparable Sharpe conventions.

This typed-rule-action-execution-v2 normalization removes verified editor metadata and excludes incomplete or unsupported records. Its 42,850 retained execution contracts differ from the conservative exact-stored-JSON indicator analysis's 61,340. These populations and medians must not be treated as interchangeable.

The 20-contract display floor is descriptive, not a significance threshold or proof of independent observations. Ticker, calendar, capital, allocation, leverage and research selection differ across rows; a sorted table does not establish a controlled best strategy.

No matched single-ticker mean-reversion and momentum pair meets the 20-contract floor under the same recorded execution fields. Unmatched groups are not pooled into a directional winner.

Use a condition without changing its meaning

  1. 1. Inspect the definition

    Open the indicator reference and confirm its output units. Identify both asset selectors, all recorded parameters, logical groups, window, bar interval, operator and threshold. Legacy archive fields need comparison with the current builder rather than copying directly into a new payload.

  2. 2. Inspect the complete rule

    In Aurora or the strategy editor, specify the action, allocation units, asset and holding guards. A displayed condition/action association does not specify the rest of the book or its exits.

  3. 3. Preview before saving

    Ask Aurora to create a research draft with the complete entry, exit and allocation rules. Review the proposed rules and resolve validation issues, then inspect the saved draft and its identifier. Keep automated trading off while developing the strategy.

Open Aurora ↗Technical indicator definitions ↗

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