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 > -10 and a max trades per day < 10. If it doesn't find one (for example, all strategies in the monte carlo report are <= -10) 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 | 58.60 | 3.22 | 50.00 | 2.27 | 34 | 4 | 6 | 1 | MC Results | 1 | Stg 1 (23), Stg 2 (), Stg 3 (2) | 0.8 | 94 | 0.1 | 14 | 0.6 | 94 |
| 2022-12-30 | Breakout Long | L | intraday | 1 (alert cloud) | Collab | 48.20 | 3.31 | 45.50 | 2.13 | 78 | 9 | 3 | 1 | MC Results | 1 | Stg 1 (8), Stg 2 (), Stg 3 (38) | 0.5 | 237 | 0.1 | 31 | 0.6 | 237 |
| 2022-12-30 | Buy the dip | L | intraday | 1 (alert cloud) | N/A | -0.26 | 83.30 | 7.75 | NA | 0 | 7 | 0 | MC Results | 3 | Stg 1 (), Stg 2 (), Stg 3 (43) | 0.3 | 24 | 0.1 | 24 | 0.6 | 24 | |
| 2022-12-30 | Pullback Long | L | intraday | 1 (alert cloud) | Collab | 71.40 | 6.36 | 62.50 | 2.02 | 36 | 3 | 8 | 1 | MC Results | 2 | Stg 1 (), Stg 2 (1), Stg 3 (23) | 0.4 | 38 | 0.5 | 81 | 0.4 | 46 |
| 2022-12-30 | Pullback Short | S | intraday | 1 (alert cloud) | Collab | 61.50 | 5.47 | 60.00 | 14.54 | 31 | 2 | 9 | 1 | MC Results | 3 | Stg 1 (1), Stg 2 (), Stg 3 (1) | 0.4 | 87 | 0.1 | 45 | 0.6 | 87 |
| 2022-12-30 | Sell the Rip | S | intraday | 1 (alert cloud) | Collab | 100.00 | 10.00 | 91.70 | 5.31 | 7 | 2 | 9 | 0 | MC Results | 2 | Stg 1 (7), Stg 2 (60), Stg 3 (64) | 0.5 | 73 | 0.4 | 73 | 0.6 | 73 |
| Total/Avg | 6 of 6 (100.0%) | 56.62 | 4.68 | 31.0 | 3.3 |