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AAPL · Discount-dip + trendDrafted
Entry3% below the 30-day high and above the 30-day MA
Exitclose falls below the 20-day MA
AAPL · 1D · Jun 2021 – Jan 2022
Holdout sealedthe strategy never saw this data
Not traded yetrevealed once you go live
In-sample
—
Holdout
—
Live
—

Hypothetical backtest on real AAPL data. Past or hypothetical performance does not indicate future results.

Every strategy must earn it. No shortcuts.
Curve-fitting is the silent killer of trading strategies. A structured validation pipeline catches it before you do.
01
Idea
A hypothesis, a pattern, or code pasted from an LLM — turned into something testable.
02
In-Sample Optimisation
Every parameter combination searched, ranked, and stress-tested on historical data.
03
Out-of-Sample Testing
If it only works in-sample, it's probably curve-fit. Out-of-sample tests it on data it's never seen.
04
Holdout Validation
A sealed slice of data, reserved from the start. Strong holdout performance strengthens confidence that the edge is real.
IN-SAMPLEOUT-OF-SAMPLEHOLDOUTSHARPE2.14SHARPE1.86SHARPE1.72
Every indicator you need. Every strategy you write.
A library of 150 built-in indicators shipped in. Your own strategies accumulate alongside them — tagged, versioned, dependency-mapped, local.
AlphaFind·Library
Library
▦All assets237
★Favorites12
◷Recent8
Types
◆Strategies27
▲Indicators168
150 built-in · 18 custom
●Primitives42
Your Tags
#trend-following14
#mean-reversion8
#production5
#sandbox11
+New tag…
Provenance
✎Yours87
⚙Built-in150
⌕IN: ALL⌘K
★ Favorites#trend-following+ filtersort: recent ↓
Your work87 ASSETS
NameTypeVerTagsModified
◆MomentumCrossStrategyv1.12trend-fprod2 min★⋯
◆MeanRevSPYStrategyv0.8mean-rev1 h★⋯
▲CustomVWAPIndicatorv1.0volume3 h★⋯
●CrossoverGatePrimitivev2.1logic1 d★⋯
◆TrendBreakoutStrategyv2.4trend-f2 d★⋯
◆PairsArb_ES_NQStrategyv0.3sandbox4 d★⋯
Built-in150 ASSETS · A–Z
▲ADXIndicator—trend—★⋯
▲AroonIndicator—trend—★⋯
▲ATRIndicator—volatility—★⋯
▲Awesome OscillatorIndicator—momentum—★⋯
▲Bollinger BandsIndicator—volatility—★⋯
▲CCIIndicator—momentum—★⋯
▲Chaikin Money FlowIndicator—volume—★⋯
▲Donchian ChannelsIndicator—volatility—★⋯
▲EMAIndicator—trend—★⋯
▲Fisher TransformIndicator—momentum—★⋯
▲Heikin AshiIndicator—price—★⋯
▲Ichimoku CloudIndicator—trend—★⋯
▲Keltner ChannelsIndicator—volatility—★⋯
▲MACDIndicator—momentum—★⋯
▲MomentumIndicator—momentum—★⋯
▲Money Flow IndexIndicator—volume—★⋯
▲OBVIndicator—volume—★⋯
▲Parabolic SARIndicator—trend—★⋯
▲RSIIndicator—momentum—★⋯
▲SMAIndicator—trend—★⋯
▲StochasticIndicator—momentum—★⋯
●StopLossTrailPrimitive—risk—★⋯
▲SuperTrendIndicator—trend—★⋯
▲VWAPIndicator—volume—★⋯
▲Williams %RIndicator—momentum—★⋯
Strategy · Yours · v1.12 ★
MomentumCross
312 lines·12 versions·edited 2 min ago·from Forge
Open in Forge ⌘O
Duplicate · Rename · Export · Relationships
trend-followingproductionequities+ add tag
Buys when short-term momentum confirms a new uptrend and the momentum oscillator agrees. Holds as long as both stay aligned; exits when trend weakens or momentum rolls over.
Rules · in plain English
EntrySMA(25) crosses above SMA(50), and RSI(14) is above 50.ExitSMA(25) crosses below SMA(50), or RSI falls below 40.InstrNVDA · MSFT · AMZN · daily bars
Depends on · 4 pieces
▲
RSIBUILT-IN
Momentum filter
›
▲
SMABUILT-IN
Crossover trigger
›
●
CrossoverGateYOURS
Fires once per cross
›
~/alphafind/library/strategies/MomentumCross.pyindexed in 12ms·offline
Work the way you think.
Forge keeps up.
Code it, build it visually, or have AI write it for you. Same engine either way. Bar-by-bar backtests in seconds.
AlphaFind·Forge
Python 3.12
1@strategy
2class MomentumCross(Strategy):
3  """Dual-SMA crossover with RSI confirmation."""
4  fast    = param(10, 5..30)
5  slow    = param(20, 10..50)
6  rsi_len = param(14, 7..28)
7  rsi_min = param(65, 30..80)
8
9  def on_bar(self, bar):
10    sf, ss, r = SMA(self.fast), SMA(self.slow), RSI(self.rsi_len)
11    if sf > ss and r > self.rsi_min:
12      self.enter_long()
13    elif sf < ss or r < self.rsi_min:
14      self.exit_position()
15
16  def on_fill(self, fill):
17    log(f"{fill.side} @ {fill.price:.2f}")
18
19  def metadata(self):
20    return {"name": "MomentumCross",
21            "version": "1.0.2"}
Visual builder
Source
Indicator
Filter
Gate
Combiner
Action
ENTRYEXITSMA(10)> SMA(20)RSI(14)> 65ANDEnter longSMA(10)< SMA(20)RSI(14)< 65ORExit position
NVDA · 1D
Gate proximity
RSI(14)
Equity
Bar — / —
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Your report, your way.
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AlphaFind·Reports
Hypothesis H-2026-Q1-ER-MOM
Page 1 / 4
Momentum Breakout v7
Earnings-driven momentum · walk-forward validated
Verdict
Promote → Live Paper Trade
Symbol
AAPL
Timeframe
15m
Bars
175,248
Ticks modelled
41.2M
Quality
99.9%
Spread
2 pts
Start balance
$100,000.00
End balance
$167,205.42
Parameters · strategy inputs 18
Entry5 · signal & confirmation
fast_ema_period12bars
slow_ema_period26bars
signal_threshold_sigma0.35σ
confirmation_bars2
volume_filter_mult1.50× avg
Exit4 · targets & stops
take_profit_atr2.40× ATR
stop_loss_atr1.00× ATR
trailing_stop_atr0.80× ATR
max_hold_minutes360min
Risk3 · position sizing
risk_per_trade_pct1.00%
max_concurrent_positions1
max_daily_loss_pct3.00%
Filters3 · session & regime
session_window09:30→16:00ET
atr_floor0.80ATR(14)
spread_cap_pts3pts
Walk-forward3 · from hypothesis journal
is_window_days250d
oos_window_days60d
selection_rulesharpe_oos>1.40
Run provenance
run idA7F3-0412-1630
hypothesisH-2026-Q1-ER-MOM
config hashe7c4a2f9
locked at2026-04-25 13:58 UTC
git ref4a1c9e2 · main
rendered2026-04-25 14:08 NZT
enginealphafind-sim 2.4.1
seed0x7f3a
market data15m · adjusted
In-Sample · 2018-01 → 2021-124y · n=620
Sharpe
1.92
Net profit
+34.5%
Max DD
-6.2%
PF
2.41
Win rate
61%
RF
5.57
Out-of-Sample · 2022-01 → 2023-122y · n=385
Sharpe
1.61
Net profit
+18.4%
Max DD
-8.4%
PF
1.88
Win rate
57%
RF
2.19
Holdout · 2024-01 → 2024-121y · n=235
Sharpe
1.58
Net profit
+12.1%
Max DD
-7.1%
PF
1.81
Win rate
55%
RF
1.70
Balance · Equity · Drawdown
BalanceEquityLinear regressionDrawdown %
$170k$150k$130k$110k$100k
In-Sample · 4y
Out-of-Sample · 2y
Holdout · 1y
0%-5%-10%
2018201920202021202220232024
Performance metrics · full breakdown
36 metrics · partition × all · journal-bound
MetricIn-SampleOut-of-SampleHoldoutOverall
Performance
Start Balance USD100,000.00134,520.18152,932.95100,000.00
End Balance USD134,520.18152,932.95165,025.39167,205.42
Total Net Profit USD+34,520.18+18,412.77+12,092.44+67,205.42
Gross Profit USD58,917.3134,845.6222,784.09116,547.02
Gross Loss USD-24,397.13-16,432.85-10,691.65-49,341.60
Profit Factor2.412.122.132.36
Recovery Factor5.572.191.704.18
Expected Payoff USD55.6847.8351.4654.20
AHPR1.000871.000721.000751.00081
GHPR1.000841.000671.000701.00077
Risk
Sharpe Ratio1.921.611.581.74
Balance DD Absolute USD2,184.104,812.663,921.004,812.66
Balance DD Maximal %-6.20-8.40-7.10-8.40
Balance DD Relative %-5.85-7.92-6.64-7.92
Equity DD Maximal %-6.48-9.12-7.55-9.12
LR Correlation0.9760.9480.9610.968
LR Standard Error USD1,2411,8121,0451,512
Z-Score-1.82 (trend)-0.94-1.21-1.52
Trades
Total Trades6203852351,240
Short · won %312 · 58%184 · 54%112 · 52%608 · 56%
Long · won %308 · 64%201 · 60%123 · 58%632 · 62%
Profit Trades % total378 · 60.9%218 · 56.6%129 · 54.9%725 · 58.5%
Loss Trades % total242 · 39.1%167 · 43.4%106 · 45.1%515 · 41.5%
Largest profit trade+812.40+624.77+498.12+812.40
Largest loss trade-384.10-512.66-421.88-512.66
Avg profit trade155.86159.84176.63160.75
Avg loss trade-100.82-98.40-100.87-99.81
Max consecutive wins count · $11 · 2,1048 · 1,4787 · 1,31211 · 2,104
Max consecutive losses count · $4 · -8125 · -1,0244 · -7445 · -1,024
Avg consecutive wins / losses2.8 / 1.72.4 / 1.92.3 / 1.92.6 / 1.8
Position · correlations & holding
Correlation (Profits, MFE)0.720.680.650.70
Correlation (Profits, MAE)-0.54-0.51-0.48-0.52
Correlation (MFE, MAE)-0.31-0.29-0.27-0.30
Min holding time00:1500:1500:1500:15
Max holding time04:3005:1504:4505:15
Avg holding time01:4201:3801:5101:44
Behaviour · distributions & per-trade shape
Where the strategy earns, how risk is priced per trade, and how streaks cluster. Axes in $USD. Partition colours match the summary page.
Net profit by hour of day
Eastern · 24 one-hour bins
+$5k+$2.5k$0-$2.5k-$5k
0006121824
Hour · ET
Net profit by weekday
Monday through Friday · session profit
+$5k+$2.5k$0-$2.5k-$5k
MONTUEWEDTHUFRI
Weekday
Net profit by month
Jan → Dec · calendar seasonality
+$5k+$2.5k$0-$2.5k-$5k
JFMAMJJASOND
Month
MFE vs MAE · per-trade excursion
Max favourable × max adverse move · point size ∝ |P/L| · n=1,240
ISOOSHoldoutLossMFE = MAE
$0$200$400$600$800
MFE = MAE · break-even frontier
$0$100$200$300$400$500
MAE · $USD (max adverse excursion)
Consecutive streak distribution
How often wins and losses cluster · 1,266 streaks identified across n=1,240 trades
Winning streaksLosing streaks
Winning streaks751 total · longest 11 wins · $2,104 max run P/L
1 win
34245.5%
2 wins
21528.6%
3 wins
11815.7%
4+ wins
7610.1%
Losing streaks515 total · longest 5 losses · −$1,024 max run P/L
1 loss
29857.9%
2 losses
13225.6%
3 losses
5811.3%
4+ losses
275.2%
0100200300400
Count of streaks
Trade Journal · chronological log
Every trade this run produced. Exportable to CSV or the native .afr format for downstream journal analysis. Partition tag reflects the window each trade fell into.
Trade log · last 35 of 1,240
export · CSV · .afr
#OpenCloseDirSizeEntryExitHoldMFEMAEP/L $P/L %Part
12062024-11-11 10:302024-11-11 12:00LONG500229.62231.8401:30+1,280-94+1,110+0.87H
12072024-11-12 14:002024-11-12 15:15SHORT500232.88232.9201:15+340-260-20-0.02H
12082024-11-13 09:302024-11-13 11:00LONG500231.06233.2201:30+1,280-68+1,080+0.85H
12092024-11-14 10:452024-11-14 12:00LONG500233.84234.1801:15+480-220+170+0.13H
12102024-11-15 13:302024-11-15 14:45SHORT500234.92234.0401:15+620-118+440+0.35H
12112024-11-18 10:002024-11-18 12:00LONG500233.42235.8802:00+1,420-46+1,230+0.98H
12122024-11-19 09:302024-11-19 10:45SHORT500236.22236.4201:15+220-320-100-0.08H
12132024-11-20 10:152024-11-20 11:45LONG500235.68237.4001:30+1,020-88+860+0.68H
12142024-11-21 13:002024-11-21 14:30LONG500237.84239.2201:30+860-72+690+0.55H
12152024-11-22 09:452024-11-22 11:00SHORT500240.18239.3201:15+580-132+430+0.34H
12162024-11-25 10:302024-11-25 12:00LONG500238.92238.1401:30+320-640-390-0.31H
12172024-11-26 10:002024-11-26 11:45LONG500240.34242.1801:45+1,180-62+920+0.73H
12182024-11-27 13:302024-11-27 15:00LONG500242.62243.8801:30+780-80+630+0.50H
12192024-11-29 10:152024-11-29 11:30SHORT500244.44243.6201:15+520-98+410+0.33H
12202024-12-02 10:002024-12-02 11:45LONG500243.18245.4401:45+1,340-50+1,130+0.89H
12212024-12-03 09:302024-12-03 11:00SHORT500245.82245.9401:30+260-280-60-0.05H
12222024-12-04 10:452024-12-04 12:15LONG500244.72246.8801:30+1,260-66+1,080+0.85H
12232024-12-05 13:152024-12-05 14:30LONG500247.18247.5201:15+520-190+170+0.14H
12242024-12-06 10:002024-12-06 11:30SHORT500248.40247.5601:30+640-110+420+0.33H
12252024-12-09 10:302024-12-09 12:00LONG500246.84249.1201:30+1,380-54+1,140+0.92H
12262024-12-10 09:302024-12-10 11:00SHORT500249.88248.9401:30+580-128+470+0.38H
12272024-12-11 14:002024-12-11 15:15LONG500248.22247.8801:15+310-440-170-0.14H
12282024-12-17 10:152024-12-17 12:00LONG500249.14250.8201:45+1,040-72+840+0.67H
12292024-12-18 10:152024-12-18 12:00LONG500249.82251.9801:45+1,280-124+1,080+0.87H
12302024-12-19 09:302024-12-19 10:15SHORT500252.10251.2400:45+520-180+430+0.34H
12312024-12-19 14:002024-12-19 15:30LONG500250.88249.4201:30+210-840-730-0.58H
12322024-12-20 10:452024-12-20 12:30LONG500248.92251.1801:45+1,410-62+1,130+0.91H
12332024-12-23 09:452024-12-23 11:00SHORT500253.22252.1401:15+640-110+540+0.43H
12342024-12-24 10:002024-12-24 11:15LONG500254.18255.6201:15+860-84+720+0.57H
12352024-12-26 14:302024-12-26 16:00LONG500256.40258.0401:30+950-120+820+0.64H
12362024-12-27 09:302024-12-27 10:45SHORT500258.88258.9201:15+320-240-20-0.02H
12372024-12-27 13:152024-12-27 15:00LONG500257.92259.8801:45+1,180-96+980+0.76H
12382024-12-30 10:002024-12-30 11:30LONG500260.14260.4401:30+460-280+150+0.12H
12392024-12-30 14:452024-12-30 16:00SHORT500261.22260.1801:15+720-85+520+0.41H
12402024-12-31 10:302024-12-31 12:15LONG500259.44261.6201:45+1,320-48+1,090+0.85H
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Search
GRID · 11 × 11S* = 1.845035205lookback0.51.01.52.02.5threshold
Grid Search
Exhaustive parameter sweep
SOBOL (2,3) · n = 187S* = 1.711.00.50.0vol target00.51.0stop-loss
Quasi-Random Sampling
Sobol · LHS · space-filling
GP · MATÉRN-5/2 · iter 18 / 50S* = 1.78μf(θ)EIθ → next sample
Bayesian
Gaussian process surrogate
METROPOLIS · step 4128T = 0.18energyθT(t)
Simulated Annealing
Escapes local optima
Evolutionary
NSGA-II · GEN 24/50PARETO 1030%15%5%drawdown01.02.0sharpe →
NSGA-II
Multi-objective Pareto search
DE/RAND/1/BIN · F=0.5 CR=0.9GEN 181.00.50.0param B00.51.0param Aabcv = a + F(b−c)
Differential Evolution
Mutation-based optimization
PSO · ω=0.7 c1=c2=2.0ITER 32+10-1x₂-10+1x₁g_best
Particle Swarm
Swarm convergence search
CMA-ES · λ=20σ = 0.42+20-2x₂-20+2x₁gen 1gen 8m
CMA-ES
Adaptive covariance strategy
Validation & Stress Testing
WALK-FORWARD · ANCHOREDOOS = 1.32201820212024ISOOSISOOSISOOSISOOSISOOS5 folds · step 6 mo · test 6 mo
Walk-Forward
Anchored IS · rolling OOS
K-FOLD CV · K=5μ OOS = 1.35testfold 1testfold 2testfold 3testfold 4testfold 5S1.321.281.451.181.50
K-Fold CV
Stratified · repeated · grouped
CPCV · N=10 k=2120 pathsπ1π2π3π4π5π6test · purged · train
CPCV
Combinatorial purged CV
BOOTSTRAP · n = 10,000CI 95%1.6×1.0×0.7×equityD0D ½DTtime
Monte Carlo
10,000 bootstrap paths · 95% CI

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