Gerado em 2026-04-26T20:03:32.221105+00:00 (3328s).
Tier 2 do alt-universe screener (rank 6-8) testados no Trap. LTC reprovou no BB (0/6 wins) — Trap é a alternativa pra esse símbolo.
Grid: oversold ∈ [15.0, 20.0, 25.0], lookback ∈ [5, 10, 20], ma_filter ∈ on/off, interval ∈ 4h/1d. 6 WF windows por combo.
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 1d os=25 lb=5 noMA | 5/5 | +14.31% | +5.38% | 25 | 63% | [+14 +27 +10 +5 +16] |
| 2 | 1d os=25 lb=20 noMA | 5/5 | +8.64% | +4.35% | 23 | 62% | [+14 +2 +18 +2 +6] |
| 3 | 1d os=25 lb=10 noMA | 5/5 | +6.62% | +4.15% | 24 | 59% | [+14 +2 +10 +2 +4] |
| 4 | 1d os=20 lb=5 noMA | 4/5 | +5.30% | +5.28% | 17 | 63% | [+14 +23 -32 +10 +11] |
| 5 | 1d os=20 lb=10 noMA | 4/5 | +2.43% | +3.77% | 17 | 59% | [+14 +15 -32 +10 +4] |
| 6 | 1d os=20 lb=20 noMA | 4/5 | +4.07% | +3.45% | 15 | 62% | [+14 +15 -24 +10 +4] |
| 7 | 1d os=15 lb=5 noMA | 3/5 | +11.49% | +7.48% | 8 | 50% | [+0 +30 -3 +19 +11] |
| 8 | 1d os=15 lb=10 noMA | 3/5 | +10.08% | +7.21% | 7 | 50% | [+0 +30 -3 +19 +4] |
| 9 | 1d os=15 lb=20 noMA | 3/5 | +10.08% | +7.21% | 7 | 50% | [+0 +30 -3 +19 +4] |
| 10 | 1d os=25 lb=5 MA | 2/5 | +8.67% | +5.04% | 3 | 30% | [+0 +0 +36 +0 +7] |
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 1d os=25 lb=20 noMA | 4/5 | +8.99% | +3.10% | 24 | 57% | [+4 +5 +26 +18 -8] |
| 2 | 4h os=15 lb=20 noMA | 4/6 | +1.58% | -0.08% | 61 | 35% | [-10 +2 -33 +9 +14 +27] |
| 3 | 4h os=15 lb=10 noMA | 4/6 | +0.41% | -0.22% | 62 | 32% | [-10 +1 -33 +3 +14 +28] |
| 4 | 4h os=15 lb=5 noMA | 4/6 | +0.25% | -0.24% | 63 | 31% | [-10 +1 -33 +3 +13 +28] |
| 5 | 1d os=20 lb=20 noMA | 3/5 | +8.70% | +2.45% | 17 | 41% | [+6 +0 +26 +22 -11] |
| 6 | 1d os=25 lb=10 noMA | 3/5 | +7.11% | +1.85% | 27 | 42% | [+4 -4 +26 +18 -8] |
| 7 | 1d os=20 lb=5 noMA | 3/5 | +8.72% | +1.84% | 22 | 45% | [+6 -9 +31 +22 -6] |
| 8 | 1d os=20 lb=10 noMA | 3/5 | +6.83% | +1.82% | 20 | 41% | [+6 -9 +26 +22 -11] |
| 9 | 1d os=25 lb=5 noMA | 3/5 | +8.24% | +1.36% | 29 | 41% | [+4 -4 +30 +18 -6] |
| 10 | 4h os=25 lb=20 noMA | 3/6 | -2.43% | -0.21% | 124 | 32% | [-17 +4 -46 -1 +27 +20] |
Top 10 combos:
| rank | combo | wins | mean_ret | expectancy | trades | wr | per-window |
|---|---|---|---|---|---|---|---|
| 1 | 4h os=25 lb=20 noMA | 4/6 | +8.35% | +0.85% | 83 | 46% | [+13 -10 -0 +10 +32 +5] |
| 2 | 4h os=25 lb=5 noMA | 4/6 | +9.30% | +0.80% | 91 | 45% | [+12 -4 -1 +12 +31 +6] |
| 3 | 4h os=25 lb=10 noMA | 4/6 | +9.02% | +0.79% | 89 | 45% | [+12 -4 -0 +12 +31 +3] |
| 4 | 4h os=20 lb=20 noMA | 4/6 | +6.14% | +0.77% | 70 | 43% | [+8 -12 -0 +3 +33 +5] |
| 5 | 4h os=20 lb=5 noMA | 4/6 | +6.71% | +0.74% | 74 | 43% | [+8 -5 -0 +3 +32 +3] |
| 6 | 4h os=20 lb=10 noMA | 4/6 | +6.71% | +0.74% | 74 | 43% | [+8 -5 -0 +3 +32 +3] |
| 7 | 4h os=15 lb=5 noMA | 3/6 | +0.96% | +0.56% | 44 | 42% | [-1 -4 -16 +7 +15 +6] |
| 8 | 4h os=15 lb=10 noMA | 3/6 | +0.96% | +0.56% | 44 | 42% | [-1 -4 -16 +7 +15 +6] |
| 9 | 4h os=15 lb=20 noMA | 3/6 | +0.56% | +0.54% | 42 | 41% | [-1 -8 -16 +7 +15 +7] |
| 10 | 1d os=25 lb=10 noMA | 2/5 | +6.10% | +2.31% | 11 | 39% | [+8 +0 -2 +27 -3] |
| símbolo | best combo | wins | mean_ret | expectancy | promovível? |
|---|---|---|---|---|---|
| ALGOUSDT | 1d os=25 lb=5 noMA | 5/5 | +14.31% | +5.38% | 🟢 sim |
| XLMUSDT | 1d os=25 lb=20 noMA | 4/5 | +8.99% | +3.10% | 🟢 sim |
| LTCUSDT | 4h os=25 lb=20 noMA | 4/6 | +8.35% | +0.85% | 🟢 sim |
Critério promoção: wins≥4/6 AND expectancy_mean>0 AND trades≥6.
Strategies: [[../strategy/stochastic_trap]]