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Alchemy bench.

Live engine scoreboard (v1.0.0 vs shadow variants) on top; historical walk-forward backtests below. v1.0.0 keeps running on the public site regardless of what's cooked here.

Live scoreboard · locked snapshots

v1.0.0live
Mean S
Directional
Magnitude
108 locked · 0 scored
v1.1.0shadow
Mean S
Directional
Magnitude
47 locked · 0 scored
TickerT-5v1.0.0 tgtv1.1.0 tgtΔ targetv1.0.0 Sv1.1.0 S
EQIX$1,094.34$1,092.86$1,100.29+0.68%
IEX$204.79$206.56$208.83+1.11%
GEHC$72.26$72.24$72.73+0.68%
REGN$747.36$742.12$745.61+0.47%
BIIB$185.95$185.69$185.49−0.11%
VMC$290.72$291.54$293.27+0.60%
GRMN$265.49$267.20$268.15+0.36%
ORLY$93.81$93.72$94.16+0.48%
ODFL$224.42$228.03$229.58+0.69%
VICI$28.42$28.33$28.49+0.54%
CVNA$400.92$435.71$417.03−4.66%
AWK$132.05$131.06$131.32+0.20%
EME$838.01$859.26$856.68−0.31%
SBAC$213.10$245.54$250.47+2.31%
APH$151.93$152.80$152.48−0.21%
SWK$76.25$78.81$78.94+0.17%
ABBV$205.12$203.84$204.53+0.33%
LII$492.69$506.35$512.81+1.31%
REG$80.01$79.74$80.12+0.48%
VRSK$182.09$176.61$179.06+1.34%
INVH$26.94$26.89$27.29+1.50%
GOOGL$332.29$344.37$342.62−0.53%
CHRW$183.64$185.31$185.29−0.01%
MGM$39.11$38.63$38.87+0.59%
MAA$125.74$125.42$126.33+0.72%
HUM$217.36$227.97$225.34−1.21%
YUM$160.34$158.81$159.38+0.36%
UDR$34.98$34.71$34.86+0.42%
META$668.84$701.34$702.08+0.11%
ALGN$195.20$198.27$198.54+0.14%
CTSH$60.45$58.65$59.41+1.27%
AMZN$249.91$258.36$261.02+1.07%
GD$325.52$319.72$316.74−0.92%
CMG$36.05$35.89$36.26+1.02%
BG$125.83$126.56$126.17−0.31%
AFL$115.97$116.26$117.41+0.99%
EG$349.82$350.33$353.33+0.86%
F$12.78$12.89$12.93+0.26%
ALL$216.34$215.24$216.11+0.40%
TYL$341.46$328.65$335.58+2.03%
QCOM$135.56$133.89$135.21+0.98%
GNRC$213.85$213.35$213.16−0.09%
ADP$202.87$200.34$202.01+0.82%
MSFT$424.16$424.98$428.70+0.88%
ETR$111.24$114.18$116.49+2.08%
APD$294.78$292.39$294.50+0.71%
PSX$159.38$156.64$156.55−0.06%

Walk-forward backtests

TickerT-5TargetActualChance upDMS
PNC$220.76$222.13$222.0659%11.001.00
FAST$45.87$45.68$45.8044%10.960.98
TFC$49.60$50.42$50.5771%10.960.98
FITB$49.31$50.12$50.3469%10.940.97
HAL$37.51$38.55$38.1572%10.900.95
KEY$21.65$21.91$21.6765%10.850.93
SYF$75.55$76.68$77.6368%10.840.92
RF$27.50$27.73$28.1361%10.820.91
DAL$67.60$69.66$68.0868%10.810.90
GS$866.05$873.02$890.7958%10.790.89
TRV$303.23$303.23$298.8450%10.770.88
MKC$52.11$49.07$50.448%10.760.88
STT$139.42$142.01$145.4372%10.680.84
MMM$152.55$152.14$148.4747%10.660.83
PLD$138.02$138.90$142.1758%10.650.83
BAC$51.88$52.54$54.3265%10.540.77
GPC$109.90$110.34$115.0054%10.480.74
BK$128.58$129.91$134.8465%10.420.71
JBHT$224.63$225.83$238.3255%10.400.70
JPM$297.40$298.17$311.1254%10.370.69
FDS$197.40$197.43$216.9950%10.310.66
MS$176.02$179.30$191.6267%10.280.64
RTX$202.81$199.23$187.1728%10.110.56
ABT$102.72$101.40$95.4730%10.090.54
C$117.13$119.53$129.5867%10.090.54
UNH$314.19$320.81$346.0165%10.040.52
STLD$195.47$200.58$220.2171%10.000.50
DHI$145.25$145.39$162.2051%10.000.50
TSCO$45.02$44.03$39.5730%10.000.50
NKE$53.49$52.30$44.6324%10.000.50
NTRS$155.82$158.06$171.7468%10.000.50
NOC$680.13$664.51$611.1324%10.000.50
WFC$81.75$82.40$81.7059%00.890.45
PEP$157.49$157.07$158.3846%00.870.43
JNJ$238.41$237.11$240.1038%00.750.38
USB$56.33$56.63$55.4858%00.710.35
CCL$24.12$22.93$24.1927%00.700.35
MTB$219.04$221.74$217.1065%00.700.35
CFG$64.97$65.96$64.4166%00.700.35
EFX$186.43$186.21$192.4249%00.700.35
CAG$15.32$14.89$15.5230%00.640.32
PGR$198.09$195.91$201.2336%00.610.31
DHR$198.61$201.86$194.5466%00.540.27
NFLX$102.05$102.62$97.3156%00.400.20
SCHW$97.27$97.42$92.6252%00.360.18
MRSH$173.14$172.85$182.5748%00.220.11
DGX$194.16$192.09$205.0432%00.010.00
STZ$151.09$150.82$163.0747%00.000.00
BLK$958.46$958.32$1,054.5650%00.000.00
MSCI$545.69$539.67$597.3937%00.000.00
GE$318.00$320.07$286.7354%00.000.00