Key Findings
Algorithm Scorecards
Strategy Comparison
Algorithm Returns
Top Winning Trades
| Stock | Algo | Entry | Exit | Return |
|---|
Worst Trades
| Stock | Algo | Entry | Exit | Return |
|---|
Best Possible Trades (Theoretical Maximum from Price Data)
If you bought at the exact low and sold at the exact high — what was available in the market for each stock we picked.
| Stock | Algo | Best Month | Buy Date | Sell Date | Best Week | Best Day | Actual Return |
|---|
Strategy Comparison (All Scenarios)
| Strategy | TP% | SL% | Hold | Comm | Trades | Win Rate | Return | Final Value | Max DD | Sharpe |
|---|
Self-Learning Recommendations
Grid-search analysis of 200+ parameter combinations per algorithm. Shows whether each algorithm is profitable, fixable with parameter tuning, or failing.
Commission Impact Analysis
Short-Selling Analysis (Bear Market Strategies)
What if we shorted every stock our algorithms picked? Profits when the stock DROPS. This tests whether our "buy" signals are actually "sell" signals in disguise, or whether the market was in a bearish phase we missed.
Short Strategy Scenarios
| Strategy | TP% | SL% | Hold | Comm | Trades | Win Rate | Return | Sharpe |
|---|
Bull vs Bear Market Regime Analysis
Performance breakdown by detected market regime (SPY trend). Shows whether our algorithms work better in bull, bear, or sideways markets — and whether shorting outperforms in bear regimes.
Long vs Short — Head to Head
Direct comparison: for each algorithm, would you have made more money going LONG or going SHORT on the same picks?
| Algorithm | Long 7d Return | Long Win Rate | Short 7d Return | Short Win Rate | Verdict |
|---|
Exhaustive Permutation Simulation
Every combination of TP% (9 values), SL% (8 values), hold period (9 values), commission (3 levels), direction (LONG/SHORT), per algorithm and across algorithm combos. Thousands of permutations to find the absolute best and worst parameter sets.
Methodology & Trust
All backtests use immutable pick data verified via SHA-256 hashes from the Bet-Your-Life Protocol. No look-ahead bias — picks are recorded before market open with cryptographic commitment.
Default assumptions: $10 buy + $10 sell commission, 0.5% slippage on entry/exit, 10% position sizing per trade on $10,000 capital. Zero-commission tests isolate the algorithm signal from fee drag.
This report auto-refreshes daily at 10:30 PM UTC (after US market close) via GitHub Actions. Data sourced from Yahoo Finance (OHLCV) and our STOCKSUNIFY2 pick archive.