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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
WFC$81.75$81.58$81.7048%10.980.99
GS$866.05$894.93$890.7979%10.950.98
TFC$49.60$50.23$50.5766%10.910.95
KEY$21.65$21.87$21.6762%10.880.94
MKC$52.11$51.42$50.4438%10.830.91
TRV$303.23$302.20$298.8445%10.820.91
USB$56.33$56.27$55.4848%10.800.90
SYF$75.55$76.14$77.6360%10.750.88
MMM$152.55$151.32$148.4741%10.730.87
BAC$51.88$53.21$54.3278%10.710.86
FAST$45.87$44.80$45.8021%10.690.85
HAL$37.51$39.48$38.1586%10.670.83
PLD$138.02$138.67$142.1756%10.630.81
DAL$67.60$71.18$68.0879%10.620.81
BK$128.58$131.53$134.8480%10.610.81
STT$139.42$140.97$145.4364%10.580.79
FDS$197.40$204.82$216.9978%10.570.79
C$117.13$124.30$129.5891%10.520.76
SCHW$97.27$96.72$92.6242%10.450.73
ABT$102.72$100.01$95.4714%10.300.65
MS$176.02$179.18$191.6266%10.280.64
RTX$202.81$200.39$187.1735%10.030.51
NOC$680.13$660.27$611.1318%10.010.51
DHI$145.25$146.33$162.2056%10.000.50
UNH$314.19$318.71$346.0160%10.000.50
NKE$53.49$52.71$44.6332%10.000.50
TSCO$45.02$43.87$39.5728%10.000.50
NTRS$155.82$157.38$171.7463%10.000.50
CCL$24.12$24.12$24.1950%00.980.49
CAG$15.32$15.32$15.5250%00.880.44
PNC$220.76$219.61$222.0643%00.850.42
PEP$157.49$156.07$158.3838%00.770.38
MTB$219.04$220.84$217.1060%00.760.38
EFX$186.43$185.06$192.4244%00.640.32
JNJ$238.41$235.47$240.1025%00.620.31
FITB$49.31$48.81$50.3438%00.610.31
CFG$64.97$66.74$64.4176%00.550.27
RF$27.50$27.09$28.1332%00.530.26
DHR$198.61$202.85$194.5471%00.470.24
NFLX$102.05$102.37$97.3153%00.420.21
JBHT$224.63$224.45$238.3249%00.330.17
GPC$109.90$108.58$115.0039%00.290.14
PGR$198.09$190.74$201.2311%00.230.12
JPM$297.40$293.18$311.1231%00.130.07
MRSH$173.14$170.99$182.5736%00.070.03
DGX$194.16$192.16$205.0433%00.010.01
BLK$958.46$954.93$1,054.5646%00.000.00
STZ$151.09$148.23$163.0721%00.000.00
MSCI$545.69$535.90$597.3930%00.000.00
GE$318.00$335.37$286.7382%00.000.00
STLD$195.47$195.47$220.2150%00.000.00