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Admin · lab

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
GS$866.05$887.71$890.7973%10.960.98
TFC$49.60$50.05$50.5762%10.860.93
HAL$37.51$38.71$38.1575%10.860.93
KEY$21.65$21.93$21.6765%10.850.92
SYF$75.55$76.44$77.6364%10.800.90
TRV$303.23$302.84$298.8448%10.790.89
FAST$45.87$45.07$45.8027%10.780.89
MKC$52.11$51.72$50.4443%10.770.89
FITB$49.31$49.38$50.3452%10.760.88
DAL$67.60$70.28$68.0873%10.730.87
MMM$152.55$151.99$148.4746%10.670.83
PLD$138.02$139.03$142.1759%10.660.83
STT$139.42$140.47$145.4359%10.530.76
BAC$51.88$52.44$54.3263%10.510.76
FDS$197.40$202.15$216.9969%10.480.74
SCHW$97.27$96.96$92.6246%10.420.71
C$117.13$122.70$129.5885%10.380.69
JBHT$224.63$225.26$238.3253%10.370.69
BK$128.58$129.44$134.8460%10.370.68
MS$176.02$179.84$191.6270%10.320.66
ABT$102.72$100.18$95.4716%10.280.64
UNH$314.19$320.88$346.0165%10.050.52
NTRS$155.82$157.97$171.7467%10.000.50
TSCO$45.02$44.11$39.5732%10.000.50
DHI$145.25$145.72$162.2053%10.000.50
NKE$53.49$52.95$44.6337%10.000.50
RTX$202.81$201.15$187.1739%10.000.50
NOC$680.13$662.95$611.1322%10.000.50
CCL$24.12$24.12$24.1950%00.980.49
WFC$81.75$82.03$81.7054%00.950.47
CAG$15.32$15.32$15.5250%00.880.44
PNC$220.76$220.17$222.0646%00.880.44
PEP$157.49$156.44$158.3841%00.800.40
USB$56.33$56.39$55.4852%00.770.38
MTB$219.04$221.47$217.1064%00.720.36
JNJ$238.41$236.18$240.1031%00.680.34
CFG$64.97$66.41$64.4172%00.610.31
EFX$186.43$184.21$192.4240%00.600.30
DHR$198.61$201.60$194.5465%00.550.28
RF$27.50$26.99$28.1328%00.480.24
GPC$109.90$109.75$115.0049%00.420.21
NFLX$102.05$102.68$97.3157%00.390.19
PGR$198.09$191.26$201.2312%00.270.14
JPM$297.40$294.53$311.1237%00.200.10
MRSH$173.14$171.50$182.5739%00.110.05
DGX$194.16$192.07$205.0432%00.010.00
GE$318.00$326.84$286.7368%00.000.00
STZ$151.09$148.94$163.0727%00.000.00
BLK$958.46$948.22$1,054.5639%00.000.00
STLD$195.47$195.47$220.2150%00.000.00
MSCI$545.69$538.14$597.3934%00.000.00