id stringlengths 7 56 | family stringclasses 77
values | assetClass stringclasses 3
values | excess float64 -1.84 1.31 | p float64 0 1 | q float64 0.45 1 | verdict stringclasses 3
values |
|---|---|---|---|---|---|---|
breadth-ctrl-above200-always | breadth | us_stock | -0.036308 | 1 | 1 | no |
breadth-pct200-timing-gate | breadth | us_stock | -0.078465 | 1 | 1 | no |
c1022-acad-01 | momentum | us_stock | -0.059583 | 1 | 1 | no |
c1022-acad-02 | momentum | us_stock | -0.053466 | 1 | 1 | no |
c1022-acad-03 | momentum | us_stock | 0.010215 | 0.358321 | 1 | not significant |
c1022-acad-04 | momentum | us_stock | -0.04922 | 1 | 1 | no |
c1022-acad-05 | momentum | us_stock | 0.082823 | 0.131934 | 1 | not significant |
c1022-acad-06 | momentum | us_stock | -0.0206 | 1 | 1 | no |
c1022-acad-07 | momentum | us_stock | -0.043144 | 1 | 1 | no |
c1022-acad-08 | momentum | etf | -0.024819 | 1 | 1 | no |
c1022-acad-09 | momentum | us_stock | -0.042984 | 1 | 1 | no |
c1022-acad-10 | volatility | us_stock | -0.104426 | 1 | 1 | no |
c1022-acad-11 | momentum | crypto | -0.117832 | 1 | 1 | no |
c1022-acad-12 | volatility | crypto | -0.440202 | 1 | 1 | no |
c1022-acad-13 | volatility | etf | 0.000494 | 0.473763 | 1 | not significant |
c1022-acad-14 | volatility | etf | -0.045757 | 1 | 1 | no |
c1022-acad-15 | momentum | etf | 0.002154 | 0.416792 | 1 | not significant |
c1022-acad-16 | momentum | etf | -0.030334 | 1 | 1 | no |
c1022-acad-17 | momentum | etf | -0.000801 | 1 | 1 | no |
c1022-acad-18 | trend | etf | -0.047601 | 1 | 1 | no |
c1022-acad-19 | trend | crypto | -0.318147 | 1 | 1 | no |
c1022-acad-20 | trend | etf | -0.056072 | 1 | 1 | no |
c1022-acad-21 | trend | etf | -0.062153 | 1 | 1 | no |
c1022-acad-22 | trend | crypto | -0.452376 | 1 | 1 | no |
c1022-acad-23 | trend | us_stock | -0.133374 | 1 | 1 | no |
c1022-acad-24 | trend | etf | -0.037822 | 1 | 1 | no |
c1022-acad-25 | trend | crypto | -0.391266 | 1 | 1 | no |
c1022-acad-26 | volatility | etf | -0.039391 | 1 | 1 | no |
c1022-acad-27 | volatility | etf | -0.003746 | 1 | 1 | no |
c1022-acad-28 | volatility | etf | 0.011266 | 0.189405 | 1 | not significant |
c1022-acad-29 | momentum | us_stock | 0.001252 | 0.478761 | 1 | not significant |
c1022-acad-30 | mean_reversion | us_stock | -0.035709 | 1 | 1 | no |
c1022-acad-31 | mean_reversion | crypto | -0.123542 | 1 | 1 | no |
c1022-acad-32 | mean_reversion | us_stock | -0.074322 | 1 | 1 | no |
c1022-acad-33 | mean_reversion | us_stock | -0.010808 | 1 | 1 | no |
c1022-acad-34 | seasonality | us_stock | -0.079034 | 1 | 1 | no |
c1022-acad-35 | seasonality | us_stock | -0.182925 | 1 | 1 | no |
c1022-acad-36 | seasonality | us_stock | -0.262091 | 1 | 1 | no |
c1022-acad-37 | seasonality | us_stock | -0.084805 | 1 | 1 | no |
c1022-acad-38 | seasonality | us_stock | -0.064649 | 1 | 1 | no |
c1022-acad-39 | seasonality | etf | -0.12137 | 1 | 1 | no |
c1022-acad-40 | seasonality | etf | -0.10222 | 1 | 1 | no |
c1022-acad-41 | seasonality | etf | -0.064721 | 1 | 1 | no |
c1022-acad-42 | seasonality | etf | 0.015665 | 0.118441 | 1 | not significant |
c1022-acad-43 | seasonality | etf | -0.058224 | 1 | 1 | no |
c1022-acad-44 | seasonality | etf | -0.094698 | 1 | 1 | no |
c1022-acad-45 | seasonality | etf | -0.006028 | 1 | 1 | no |
c1022-acad-46 | seasonality | crypto | -0.596935 | 1 | 1 | no |
c1022-acad-47 | seasonality | crypto | -0.762345 | 1 | 1 | no |
c1022-acad-49 | seasonality | etf | -0.046027 | 1 | 1 | no |
c1022-acad-50 | seasonality | etf | -0.040677 | 1 | 1 | no |
c1022-acad-51 | momentum | crypto | -1.377264 | 1 | 1 | no |
c1022-acad-52 | momentum | etf | -0.049686 | 1 | 1 | no |
c1022-acad-53 | other | us_stock | -0.051412 | 1 | 1 | no |
c1022-acad-54 | other | us_stock | 0.071744 | 0.027986 | 0.813888 | yes |
c1022-acad-55 | momentum | etf | -0.029432 | 1 | 1 | no |
c1022-acad-56 | momentum | us_stock | -0.047028 | 1 | 1 | no |
c1022-acad-57 | seasonality | crypto | -0.551625 | 1 | 1 | no |
c1022-acad-58 | momentum | crypto | -0.099405 | 1 | 1 | no |
c1022-acad-59 | momentum | crypto | 0.10489 | 0.387306 | 1 | not significant |
c1022-acad-60 | volatility | us_stock | 0.007147 | 0.428786 | 1 | not significant |
c1022-acad-61 | momentum | us_stock | 0.031873 | 0.209895 | 1 | not significant |
c1022-acad-62 | volatility | crypto | -0.090835 | 1 | 1 | no |
c1022-acad-63 | other | us_stock | 0.006699 | 0.451274 | 1 | not significant |
c1022-acad-64 | momentum | us_stock | -0.013692 | 1 | 1 | no |
c1022-crypto-01 | carry | crypto | -0.519426 | 1 | 1 | no |
c1022-crypto-02 | carry | crypto | -0.626816 | 1 | 1 | no |
c1022-crypto-03 | carry | crypto | -0.576366 | 1 | 1 | no |
c1022-crypto-04 | mean_reversion | crypto | -0.707507 | 1 | 1 | no |
c1022-crypto-05 | momentum | crypto | -0.26976 | 1 | 1 | no |
c1022-crypto-06 | mean_reversion | crypto | -0.660921 | 1 | 1 | no |
c1022-crypto-07 | momentum | crypto | -0.581694 | 1 | 1 | no |
c1022-crypto-08 | volatility | crypto | -0.576866 | 1 | 1 | no |
c1022-crypto-09 | carry | crypto | -0.530547 | 1 | 1 | no |
c1022-crypto-10 | carry | crypto | -0.261554 | 1 | 1 | no |
c1022-crypto-11 | other | crypto | -0.834268 | 1 | 1 | no |
c1022-crypto-12 | momentum | crypto | -0.889883 | 1 | 1 | no |
c1022-crypto-13 | mean_reversion | crypto | -0.944234 | 1 | 1 | no |
c1022-crypto-14 | trend | crypto | -0.86024 | 1 | 1 | no |
c1022-crypto-15 | carry | crypto | -0.822458 | 1 | 1 | no |
c1022-crypto-16 | mean_reversion | crypto | -0.863949 | 1 | 1 | no |
c1022-crypto-17 | trend | crypto | -0.82781 | 1 | 1 | no |
c1022-crypto-18 | mean_reversion | crypto | -1.09302 | 1 | 1 | no |
c1022-crypto-19 | mean_reversion | crypto | -0.73347 | 1 | 1 | no |
c1022-crypto-20 | momentum | crypto | -1.287827 | 1 | 1 | no |
c1022-crypto-21 | trend | crypto | -0.514613 | 1 | 1 | no |
c1022-crypto-22 | trend | crypto | -0.586243 | 1 | 1 | no |
c1022-crypto-23 | seasonality | crypto | -0.386247 | 1 | 1 | no |
c1022-crypto-24 | mean_reversion | crypto | -0.803175 | 1 | 1 | no |
c1022-crypto-26 | trend | crypto | -1.056084 | 1 | 1 | no |
c1022-crypto-27 | volatility | crypto | -0.026176 | 1 | 1 | no |
c1022-crypto-28 | volatility | crypto | -0.783766 | 1 | 1 | no |
c1022-crypto-29 | volatility | crypto | -0.762041 | 1 | 1 | no |
c1022-crypto-30 | volatility | crypto | -0.984497 | 1 | 1 | no |
c1022-crypto-31 | other | crypto | -1.059859 | 1 | 1 | no |
c1022-crypto-32 | volatility | crypto | -0.708567 | 1 | 1 | no |
c1022-crypto-33 | momentum | crypto | -0.041913 | 1 | 1 | no |
c1022-crypto-34 | momentum | crypto | 0.175423 | 0.274363 | 1 | not significant |
c1022-crypto-35 | other | crypto | -0.423913 | 1 | 1 | no |
c1022-crypto-36 | momentum | crypto | -0.22894 | 1 | 1 | no |
End of preview. Expand in Data Studio
Tickfloor Strategy Research
1,342 rule-based trading strategies tested on US stocks (466), ETFs (366) and crypto (510), 77 families, one row each. Each rule was backtested with costs against an equal-weight hold of the same assets (which pays no costs).
Result: 0 of 1,774 tests passed the Benjamini-Hochberg false-discovery-rate check (q below 0.10). 265 rules finished ahead of the hold on the raw number, 39 of those with p under 0.05 before correction. Lowest q: 0.4455.
Columns: id, family, assetClass, excess (yearly return minus the hold's, as a fraction), p (before correction), q (after, across all 1,774 tests incl. reruns), verdict (yes = p under 0.05 before correction, not a pass).
Use: teaching multiple testing, base rates for simple rules, or auditing the correction.
Limits: every number is in-sample, not a promise. Rules were fit on data before 15 March 2025. Fills are at the bar close, stock list is today's large caps, raw price bars are excluded (vendor terms).
Disclosure: Tickfloor sells a paid stock and crypto score tool, and this research also promotes it. Code (MIT) and run ledger: https://github.com/tickfloor/tickfloor-strategy-research. Live method and numbers: https://tickfloor.com/evidence?utm_source=huggingface&utm_medium=dataset&utm_campaign=push1031
General information, not personal advice.
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