Combined StrategiesExtended setlive in productionNew

Regime Filter: Below 200-Day Average

Updated dailyData needs: lowlong only

In plain terms

When SPY closes below its 200-day MA, this gate forces position to 0 — derived from cluster #5 of the champion-failure mining run; lowest-confidence of the five promoted gates.

How it works

Cluster of promoted production champions that fail when SPY trades below its 200d moving average. Lowest discovered AUROC of the five promoted gates (0.65) — least-confident trigger; weight accordingly in any downstream meta-blender.

Live results

0 times picked on its own · 826 times inside a blend (656 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 826 such blended picks (656 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Spy prices
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: TBD post-promote
Tested over: 1y holdback

Captures avoided losses on bear-regime days (SPY < 200d MA) for cluster #5 champions.

Related families

Regime OverlayEconomy & Policy

Only go long if the broad market (SPY) is above its 200-day average AND VIX is calm. Otherwise stand aside — don't fight a falling tape.

Regime Filter: Stormy MarketCombined Strategies

When the the market-regime model benchmark regime classifies the market as bear/storm/volatile, this gate forces position to 0 — the highest-AUROC of the five champion-failure gates.

Explore Regime Filter: Below 200-Day Average on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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