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 > 11 and a max trades per day < 10. If it doesn't find one (for example, all strategies in the monte carlo report are <= 11) 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) | Bear Trap | L | intraday | 1 (alert cloud) | Collab | 72.20 | 2.73 | 63.60 | 2.53 | 49 | 9 | 9 | 0 | MC Results | 1 | Stg 1 (4), Stg 2 (), Stg 3 (8) | 0.8 | 156 | 0.1 | 13 | 1.0 | 156 |
| 2022-12-30 | Bon Shorty 2.0 | S | intraday | 1 (alert cloud) | Collab | 83.80 | 5.17 | 78.90 | 3.75 | 55 | 5 | 11 | 1 | MC Results | 3 | Stg 1 (23), Stg 2 (), Stg 3 (8) | 0.5 | 48 | 0.1 | 24 | 0.7 | 144 |
| 2022-12-30 | Bull Trap | S | intraday | 1 (alert cloud) | Collab | 81.50 | 14.56 | 71.00 | 3.33 | 35 | 5 | 9 | 0 | MC Results | 1 | Stg 1 (1), Stg 2 (56), Stg 3 () | 1.4 | 207 | 0.8 | 62 | 0.4 | 22 |
| 2022-12-30 | Pulling the arrow back | L | intraday | 1 (alert cloud) | Collab | 67.60 | 7.28 | 52.60 | 0.94 | 56 | 14 | -5 | 0 | MC Results | 1 | Stg 1 (37), Stg 2 (), Stg 3 (11) | 1.1 | 84 | 0.1 | 7 | 1.1 | 84 |
| 2022-12-30 | Pushing the spring | L | intraday | 1 (alert cloud) | Collab | 73.10 | 2.62 | 82.40 | 5.21 | 84 | 20 | 6 | 0 | MC Results | 1 | Stg 1 (43), Stg 2 (6), Stg 3 (17) | 1.2 | 234 | 0.3 | 39 | 0.6 | 58 |
| 2022-12-30 | Reversion to the mean long | L | intraday | 1 (alert cloud) | Collab | 100.00 | 10.00 | 62.50 | 1.81 | 7 | 1 | 3 | 0 | MC Results | 1 | Stg 1 (34), Stg 2 (), Stg 3 (5) | 0.7 | 41 | 0.1 | 6 | 0.5 | 41 |
| 2022-12-30 | Separation from the 8 Short | S | intraday | 1 (alert cloud) | Collab | 85.30 | 5.80 | 81.80 | 3.76 | 45 | 4 | 10 | 0 | MC Results | 2 | Stg 1 (2), Stg 2 (24), Stg 3 (1) | 1.9 | 770 | 0.9 | 110 | 0.9 | 114 |
| 2022-12-30 | Snap back long | L | intraday | 1 (alert cloud) | Collab | 63.80 | 3.39 | 63.20 | 1.49 | 66 | 19 | -4 | 0 | MC Results | 1 | Stg 1 (21), Stg 2 (), Stg 3 (71) | 1.2 | 101 | 0.1 | 4 | 1.2 | 101 |
| 2022-12-30 | Snap back Short | S | intraday | 1 (alert cloud) | Collab | 100.00 | 10.00 | 60.00 | 0.41 | 9 | 2 | 3 | 0 | MC Results | 2 | Stg 1 (54), Stg 2 (), Stg 3 (1) | 1.1 | 39 | 0.1 | 8 | 1.0 | 39 |
| Total/Avg | 9 of 9 (100.0%) | 80.81 | 6.84 | 45.1 | 8.8 |