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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
TFC$49.60$50.60$50.5774%10.991.00
PNC$220.76$221.57$222.0655%10.970.98
KEY$21.65$21.85$21.6762%10.890.94
FAST$45.87$45.41$45.8037%10.880.94
GS$866.05$880.24$890.7965%10.870.94
RF$27.50$27.84$28.1365%10.870.93
TRV$303.23$302.59$298.8447%10.800.90
FITB$49.31$49.54$50.3456%10.800.90
SYF$75.55$76.39$77.6364%10.790.90
BAC$51.88$53.31$54.3280%10.740.87
EFX$186.43$187.06$192.4253%10.740.87
STT$139.42$142.52$145.4376%10.720.86
MMM$152.55$151.47$148.4742%10.720.86
HAL$37.51$39.32$38.1584%10.710.85
MKC$52.11$48.76$50.446%10.700.85
DAL$67.60$70.56$68.0875%10.700.85
BK$128.58$132.00$134.8484%10.670.83
PLD$138.02$138.55$142.1755%10.610.81
FDS$197.40$200.10$216.9961%10.400.70
SCHW$97.27$97.18$92.6249%10.390.70
JBHT$224.63$225.02$238.3252%10.360.68
MS$176.02$178.64$191.6264%10.250.62
C$117.13$121.13$129.5877%10.230.62
RTX$202.81$198.47$187.1724%10.170.58
ABT$102.72$101.24$95.4728%10.110.56
DHI$145.25$145.99$162.2054%10.000.50
BLK$958.46$965.02$1,054.5657%10.000.50
STLD$195.47$200.58$220.2171%10.000.50
NKE$53.49$52.06$44.6320%10.000.50
UNH$314.19$318.64$346.0160%10.000.50
NOC$680.13$661.83$611.1320%10.000.50
NTRS$155.82$157.47$171.7463%10.000.50
TSCO$45.02$43.79$39.5726%10.000.50
WFC$81.75$81.95$81.7053%00.960.48
PEP$157.49$156.70$158.3843%00.830.41
MTB$219.04$221.12$217.1062%00.740.37
USB$56.33$56.51$55.4855%00.740.37
CCL$24.12$22.93$24.1927%00.700.35
JNJ$238.41$236.39$240.1033%00.700.35
CAG$15.32$14.89$15.5230%00.640.32
CFG$64.97$66.29$64.4170%00.630.32
PGR$198.09$195.39$201.2332%00.570.29
DHR$198.61$203.11$194.5472%00.460.23
NFLX$102.05$102.31$97.3153%00.430.22
GPC$109.90$109.18$115.0044%00.350.18
JPM$297.40$296.82$311.1247%00.310.15
MRSH$173.14$172.35$182.5745%00.180.09
DGX$194.16$192.18$205.0433%00.020.01
MSCI$545.69$537.43$597.3933%00.000.00
STZ$151.09$150.10$163.0739%00.000.00
GE$318.00$328.59$286.7371%00.000.00