The AutoOptimizer runs an OddsMaker for each base strategy from this cloud link. It then runs a monte carlo rpart, a "simple" rpart, and a randomForest run. To choose an optimal strategy, the autooptimizer then goes through each result in the normal monte carlo report from highest system score to lowest and looks for a strategy with system score > -5 and a max trades per day < 10. If it doesn't find one (for example, all strategies in the monte carlo report are <= -5) then it looks at the simple rpart report and chooses the first strategy found that has max trades per day % < 12. If it still doesn't find a strategy then it gives up and marks Optimal Found as zero. Base strategies where an optimal strategy was found are highlighted in green.
| Date | Name | L/S | TF | Optimal Found? | Collab | IS W% | IS PF | OOS W% | OOS PF | Total Trades | Max Trds/Day | Score | Made Cut | MC Result | Stage Found | Stage Results | Stg 1 Time | Stg 1 Trds | Stg 2 Time | Stg 2 Trds | Stg 3 Time | Stg 3 Trds |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-12-30 (ms cloud) | Breakdown Short | S | intraday | 1 (alert cloud) | Collab | 60.00 | 14.31 | 60.00 | 1.01 | 10 | 2 | 3 | 1 | MC Results | 3 | Stg 1 (64), Stg 2 (), Stg 3 (43) | 1.1 | 73 | 0.2 | 23 | 1.0 | 73 |
| 2022-12-30 | Breakout Long | L | intraday | 1 (alert cloud) | Collab | 57.90 | 4.04 | 54.50 | 2.02 | 49 | 3 | 8 | 1 | MC Results | 1 | Stg 1 (35), Stg 2 (), Stg 3 (28) | 1.0 | 237 | 0.5 | 50 | 0.7 | 237 |
| 2022-12-30 | Pullback Long | L | intraday | 1 (alert cloud) | Collab | 71.40 | 4.35 | 62.50 | 8.87 | 36 | 3 | 6 | 1 | MC Results | 2 | Stg 1 (), Stg 2 (1), Stg 3 () | 0.1 | 38 | 0.9 | 81 | 0.4 | 46 |
| 2022-12-30 | Pullback Short | S | intraday | 1 (alert cloud) | Collab | 85.70 | 323.72 | 66.70 | 5.92 | 9 | 1 | 6 | 1 | MC Results | 3 | Stg 1 (43), Stg 2 (), Stg 3 (23) | 1.1 | 72 | 0.1 | 40 | 1.0 | 72 |
| Total/Avg | 4 of 4 (100.0%) | 68.75 | 86.61 | 26.0 | 2.3 |