BR WF batch — strategy fit ranking

Gerado em 2026-04-27T02:45:02.926991+00:00 (9495s).

WF 6 windows × 6, daily timeframe, ~5y de histórico cada.

Critério promovível: wins ≥ 4/6 AND expectancy_mean_pct > 0 AND trades ≥ 6

🟢 Promovíveis (80)

símbolo	tipo	config	wins	mean_ret	exp	trades	wr
DASA3	stock	BB(50,2.1) ATR×3	4/6	+34.68%	+9.03%	25	60%
HAPV3	stock	BB(50,2.1) ATR×3	4/6	+20.84%	+5.56%	24	50%
USIM5	stock	BB(50,2.1) ATR×3	5/6	+15.43%	+5.15%	24	54%
RANI3	stock	BB(50,2.1) ATR×3	5/6	+14.45%	+5.05%	19	58%
VIVT3	stock	BB(50,2.1) ATR×3	6/6	+12.68%	+3.61%	21	62%
VBBR3	stock	BB(50,2.1) ATR×3	4/6	+12.01%	+3.49%	22	50%
LWSA3	stock	Trap(os=25,lb=5,noMA)	4/6	+11.48%	+1.51%	50	48%
COGN3	stock	BB(50,2.1) ATR×3	5/6	+11.21%	+3.26%	25	52%
MDIA3	stock	BB(50,2.1) ATR×3	4/6	+11.20%	+3.32%	24	50%
ECOR3	stock	BB(50,2.1) ATR×3	4/6	+10.91%	+1.82%	25	48%
QUAL3	stock	Trap(os=20,lb=10,noMA)	4/6	+9.86%	+1.38%	40	45%
PRIO3	stock	Trap(os=25,lb=5,noMA)	5/6	+9.67%	+1.09%	25	52%
LWSA3	stock	Trap(os=20,lb=10,noMA)	4/6	+9.23%	+1.62%	37	46%
CPFE3	stock	Trap(os=25,lb=5,noMA)	6/6	+8.60%	+2.27%	24	67%
WEGE3	stock	Trap(os=20,lb=10,noMA)	6/6	+8.34%	+1.63%	31	55%
CMIG4	stock	Trap(os=25,lb=5,noMA)	6/6	+7.80%	+1.52%	30	57%
WEGE3	stock	Trap(os=25,lb=5,noMA)	6/6	+7.41%	+1.21%	36	50%
PRIO3	stock	Trap(os=20,lb=10,noMA)	5/6	+7.29%	+1.49%	18	50%
QUAL3	stock	Trap(os=25,lb=5,noMA)	4/6	+7.10%	+1.11%	48	38%
CURY3	stock	Trap(os=20,lb=10,noMA)	6/6	+6.76%	+2.62%	30	53%
CPFE3	stock	Trap(os=20,lb=10,noMA)	6/6	+6.58%	+2.88%	14	71%
MULT3	stock	Trap(os=20,lb=10,noMA)	5/6	+6.33%	+1.74%	32	50%
MULT3	stock	Trap(os=25,lb=5,noMA)	5/6	+6.26%	+1.50%	40	50%
YDUQ3	stock	BB(50,2.1) ATR×3	4/6	+6.11%	+2.94%	23	39%
IVVB11	ETF	BB(50,2.1) ATR×3	4/6	+5.83%	+2.27%	25	56%
GGRC11	FII	BB(20,2.0) 2%fix	5/6	+5.66%	+0.42%	67	48%
HAPV3	stock	Trap(os=25,lb=5,noMA)	4/6	+5.37%	+0.15%	64	25%
CMIG4	stock	Trap(os=20,lb=10,noMA)	5/6	+5.34%	+1.89%	19	53%
EZTC3	stock	BB(50,2.1) ATR×3	4/6	+5.22%	+0.52%	20	40%
NEOE3	stock	BB(50,2.1) ATR×3	5/6	+4.73%	+2.32%	24	46%
BBDC4	stock	BB(20,2.0) 2%fix	4/6	+4.61%	+0.30%	107	44%
MULT3	stock	BB(50,2.1) ATR×3	4/6	+3.75%	+3.75%	18	44%
CURY3	stock	Trap(os=25,lb=5,noMA)	5/6	+3.72%	+2.08%	43	44%
DIRR3	stock	Trap(os=25,lb=5,noMA)	4/6	+3.68%	+0.82%	26	35%
KLBN11	stock	Trap(os=25,lb=5,noMA)	4/6	+3.61%	+0.49%	55	40%
USIM5	stock	Trap(os=25,lb=5,noMA)	4/6	+3.41%	+0.79%	42	38%
FIND11	ETF	BB(50,2.1) ATR×3	4/6	+3.40%	+0.86%	26	50%
TGAR11	FII	BB(50,2.1) ATR×3	4/6	+3.19%	+0.44%	24	46%
ENGI11	stock	Trap(os=20,lb=10,noMA)	5/6	+3.08%	+0.72%	28	43%
BRCO11	FII	BB(20,2.0) 2%fix	4/6	+2.78%	+0.22%	70	43%
USIM5	stock	Trap(os=20,lb=10,noMA)	5/6	+2.74%	+1.01%	38	37%
TIMS3	stock	Trap(os=25,lb=5,noMA)	4/6	+2.73%	+0.06%	37	38%
KNRI11	FII	BB(50,2.1) ATR×3	5/6	+2.60%	+0.96%	24	50%
ENGI11	stock	Trap(os=25,lb=5,noMA)	5/6	+2.43%	+0.44%	36	39%
TGAR11	FII	BB(20,2.0) 2%fix	5/6	+2.29%	+0.19%	74	42%
SLCE3	stock	Trap(os=25,lb=5,noMA)	5/6	+2.23%	+0.60%	43	47%
PETR3	stock	Trap(os=25,lb=5,noMA)	4/6	+2.13%	+1.32%	38	39%
IVVB11	ETF	Trap(os=25,lb=5,noMA)	4/6	+2.06%	+0.72%	20	55%
VBBR3	stock	Trap(os=20,lb=10,noMA)	5/6	+2.04%	+1.51%	41	44%
RENT3	stock	Trap(os=20,lb=10,noMA)	4/6	+1.89%	+0.47%	46	39%
VIVT3	stock	Trap(os=25,lb=5,noMA)	4/6	+1.87%	+0.87%	29	48%
RANI3	stock	Trap(os=20,lb=10,noMA)	4/6	+1.81%	+0.55%	32	41%
PCAR3	stock	Trap(os=20,lb=10,noMA)	4/6	+1.58%	+0.52%	47	36%
GGRC11	FII	BB(50,2.1) ATR×3	4/6	+1.53%	+0.43%	21	48%
XPML11	FII	Trap(os=25,lb=5,noMA)	5/6	+1.51%	+1.27%	14	50%
VGIR11	FII	Trap(os=25,lb=5,noMA)	4/6	+1.37%	+0.60%	10	60%
SLCE3	stock	Trap(os=20,lb=10,noMA)	5/6	+1.36%	+0.51%	37	46%
COGN3	stock	Trap(os=20,lb=10,noMA)	4/6	+1.27%	+0.15%	36	28%
BPAC11	stock	Trap(os=25,lb=5,noMA)	4/6	+1.17%	+1.40%	23	43%
PETR3	stock	Trap(os=20,lb=10,noMA)	5/6	+1.12%	+1.43%	31	39%
VGIR11	FII	Trap(os=20,lb=10,noMA)	4/6	+1.11%	+0.68%	8	62%
RDOR3	stock	BB(20,2.0) 2%fix	4/6	+1.10%	+0.06%	144	40%
VBBR3	stock	Trap(os=25,lb=5,noMA)	5/6	+0.84%	+0.93%	46	39%
BEEF3	stock	Trap(os=20,lb=10,noMA)	4/6	+0.80%	+0.28%	40	40%
VISC11	FII	Trap(os=20,lb=10,noMA)	4/6	+0.77%	+0.63%	11	45%
VISC11	FII	Trap(os=25,lb=5,noMA)	4/6	+0.77%	+0.63%	11	45%
TAEE11	stock	Trap(os=25,lb=5,noMA)	4/6	+0.76%	+0.39%	24	46%
IVVB11	ETF	Trap(os=20,lb=10,noMA)	4/6	+0.69%	+0.42%	16	50%
SUZB3	stock	Trap(os=20,lb=10,noMA)	4/6	+0.53%	+0.54%	41	27%
XPML11	FII	Trap(os=20,lb=10,noMA)	5/6	+0.50%	+0.95%	12	42%
HGLG11	FII	Trap(os=25,lb=5,noMA)	4/6	+0.31%	+0.28%	13	54%
RADL3	stock	Trap(os=25,lb=5,noMA)	4/6	+0.20%	+0.18%	49	35%
RENT3	stock	Trap(os=25,lb=5,noMA)	4/6	-0.08%	+0.06%	56	36%
ABEV3	stock	Trap(os=20,lb=10,noMA)	4/6	-0.38%	+0.03%	39	36%
RDOR3	stock	Trap(os=25,lb=5,noMA)	4/6	-0.45%	+0.06%	79	33%
BRKM5	stock	Trap(os=20,lb=10,noMA)	4/6	-0.61%	+0.11%	50	28%
TOTS3	stock	Trap(os=20,lb=10,noMA)	5/6	-0.76%	+0.96%	35	31%
SUZB3	stock	Trap(os=25,lb=5,noMA)	4/6	-0.87%	+0.25%	52	27%
TOTS3	stock	Trap(os=25,lb=5,noMA)	4/6	-1.17%	+0.56%	38	32%
SMAL11	ETF	Trap(os=25,lb=5,noMA)	5/6	-1.87%	+0.02%	44	32%

Top stock (62)

DASA3 (BB(50,2.1) ATR×3): wins=4/6 ret=+34.68% exp=+9.03% trades=25
HAPV3 (BB(50,2.1) ATR×3): wins=4/6 ret=+20.84% exp=+5.56% trades=24
USIM5 (BB(50,2.1) ATR×3): wins=5/6 ret=+15.43% exp=+5.15% trades=24
RANI3 (BB(50,2.1) ATR×3): wins=5/6 ret=+14.45% exp=+5.05% trades=19
VIVT3 (BB(50,2.1) ATR×3): wins=6/6 ret=+12.68% exp=+3.61% trades=21
VBBR3 (BB(50,2.1) ATR×3): wins=4/6 ret=+12.01% exp=+3.49% trades=22
LWSA3 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+11.48% exp=+1.51% trades=50
COGN3 (BB(50,2.1) ATR×3): wins=5/6 ret=+11.21% exp=+3.26% trades=25
MDIA3 (BB(50,2.1) ATR×3): wins=4/6 ret=+11.20% exp=+3.32% trades=24
ECOR3 (BB(50,2.1) ATR×3): wins=4/6 ret=+10.91% exp=+1.82% trades=25
QUAL3 (Trap(os=20,lb=10,noMA)): wins=4/6 ret=+9.86% exp=+1.38% trades=40
PRIO3 (Trap(os=25,lb=5,noMA)): wins=5/6 ret=+9.67% exp=+1.09% trades=25
LWSA3 (Trap(os=20,lb=10,noMA)): wins=4/6 ret=+9.23% exp=+1.62% trades=37
CPFE3 (Trap(os=25,lb=5,noMA)): wins=6/6 ret=+8.60% exp=+2.27% trades=24
WEGE3 (Trap(os=20,lb=10,noMA)): wins=6/6 ret=+8.34% exp=+1.63% trades=31
CMIG4 (Trap(os=25,lb=5,noMA)): wins=6/6 ret=+7.80% exp=+1.52% trades=30
WEGE3 (Trap(os=25,lb=5,noMA)): wins=6/6 ret=+7.41% exp=+1.21% trades=36
PRIO3 (Trap(os=20,lb=10,noMA)): wins=5/6 ret=+7.29% exp=+1.49% trades=18
QUAL3 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+7.10% exp=+1.11% trades=48
CURY3 (Trap(os=20,lb=10,noMA)): wins=6/6 ret=+6.76% exp=+2.62% trades=30

Top ETF (5)

IVVB11 (BB(50,2.1) ATR×3): wins=4/6 ret=+5.83% exp=+2.27% trades=25
FIND11 (BB(50,2.1) ATR×3): wins=4/6 ret=+3.40% exp=+0.86% trades=26
IVVB11 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+2.06% exp=+0.72% trades=20
IVVB11 (Trap(os=20,lb=10,noMA)): wins=4/6 ret=+0.69% exp=+0.42% trades=16
SMAL11 (Trap(os=25,lb=5,noMA)): wins=5/6 ret=-1.87% exp=+0.02% trades=44

Top FII (13)

GGRC11 (BB(20,2.0) 2%fix): wins=5/6 ret=+5.66% exp=+0.42% trades=67
TGAR11 (BB(50,2.1) ATR×3): wins=4/6 ret=+3.19% exp=+0.44% trades=24
BRCO11 (BB(20,2.0) 2%fix): wins=4/6 ret=+2.78% exp=+0.22% trades=70
KNRI11 (BB(50,2.1) ATR×3): wins=5/6 ret=+2.60% exp=+0.96% trades=24
TGAR11 (BB(20,2.0) 2%fix): wins=5/6 ret=+2.29% exp=+0.19% trades=74
GGRC11 (BB(50,2.1) ATR×3): wins=4/6 ret=+1.53% exp=+0.43% trades=21
XPML11 (Trap(os=25,lb=5,noMA)): wins=5/6 ret=+1.51% exp=+1.27% trades=14
VGIR11 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+1.37% exp=+0.60% trades=10
VGIR11 (Trap(os=20,lb=10,noMA)): wins=4/6 ret=+1.11% exp=+0.68% trades=8
VISC11 (Trap(os=20,lb=10,noMA)): wins=4/6 ret=+0.77% exp=+0.63% trades=11
VISC11 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+0.77% exp=+0.63% trades=11
XPML11 (Trap(os=20,lb=10,noMA)): wins=5/6 ret=+0.50% exp=+0.95% trades=12
HGLG11 (Trap(os=25,lb=5,noMA)): wins=4/6 ret=+0.31% exp=+0.28% trades=13

🔴 Não-promovíveis (264 runs)

Compactado — só mostro top 5 dos piores e top 5 dos 'quase'.

Piores 5: - SLCE3 (BB(50,2.1) ATR×3): wins=1/6 ret=-18.64% - GGBR4 (BB(50,2.1) ATR×3): wins=1/6 ret=-18.20% - PCAR3 (BB(20,2.0) 2%fix): wins=0/6 ret=-17.69% - PRIO3 (BB(50,2.1) ATR×3): wins=2/6 ret=-16.63% - MGLU3 (BB(20,2.0) 2%fix): wins=0/6 ret=-16.51%

Quase passaram (wins=3/6 com exp>0): - LWSA3 (BB(50,2.1) ATR×3): exp=+5.65% ret=+16.04% - AMER3 (BB(50,2.1) ATR×3): exp=+4.87% ret=+9.92% - PCAR3 (BB(50,2.1) ATR×3): exp=+2.53% ret=+6.84% - LREN3 (BB(50,2.1) ATR×3): exp=+2.43% ret=+5.74% - RECV3 (BB(50,2.1) ATR×3): exp=+1.98% ret=+2.11%

Cross-references

Strategies: [[../strategy/stochastic_trap]]