A lower-frequency version of the AI regional-bank gap fade that requires a full median-sized trend-extending gap before taking 4× opposite exposure.
AI-generated · forward qualification pending
AI provenance identifies who designed this candidate. It remains unqualified until a fresh frozen period passes every profitability, benchmark, cost and trade-count gate.
How the strategy works
This variant uses the same causal trend-aligned gap fade but requires the gap to equal or exceed the full trailing-20 median absolute gap. Waiting until 10:30 ET avoids an unknowable opening fill and separates the overnight imbalance from the regular-session trade. Every position is closed the same day.
Concrete example
If KRE is in a prior-20-session downtrend and gaps down 1.2% while its trailing median absolute gap is 0.8%, the setup qualifies. The model waits one hour, buys at the 10:30 ET open, and exits at the final regular-session close.
Exact algorithm
- Compare the regular-session open with the prior regular-session close.
- Require the gap direction to agree with the prior close versus its prior-20-session SMA.
- Require absolute gap size to be at least 1.0× the prior-20-session median absolute gap.
- Enter opposite the gap at the 10:30 ET bar open and flatten at the final regular-session close; model 4× gross exposure.
Required data: ohlcv
Where it may work—and where it can fail
Main risks
- Fewer trades make estimates less certain
- Large gaps often contain durable information
- Four-times gross exposure creates material tail risk
- The current historical window was observed before forward-paper activation
“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.
Forward paper transactions
| Entry | Side | Entry price | Exit | Exit price | Capital basis | Gross notional | Outcome | P&L |
|---|---|---|---|---|---|---|---|---|
| 2026-09-09 14:30:00+00:00 | LONG | 73.95 | 2026-09-09T20:00:00+00:00 | 73.43 | $100,000.00 | $400,000.00 | MISS | $-2,945.66 |
| 2026-09-08 14:30:00+00:00 | LONG | 74.70 | 2026-09-08T20:00:00+00:00 | 74.33 | $100,000.00 | $400,000.00 | MISS | $-2,141.23 |
| 2026-09-04 14:30:00+00:00 | LONG | 75.25 | 2026-09-04T20:00:00+00:00 | 75.27 | $100,000.00 | $400,000.00 | MISS | $-53.71 |
| 2026-09-01 14:30:00+00:00 | LONG | 73.51 | 2026-09-01T20:00:00+00:00 | 72.64 | $100,000.00 | $400,000.00 | MISS | $-4,894.06 |
| 2026-08-27 14:30:00+00:00 | LONG | 73.50 | 2026-08-27T20:00:00+00:00 | 74.36 | $100,000.00 | $400,000.00 | HIT | $+4,547.79 |
| 2026-08-20 14:30:00+00:00 | LONG | 74.90 | 2026-08-20T20:00:00+00:00 | 74.74 | $100,000.00 | $400,000.00 | MISS | $-1,014.49 |
Capital basis is allocated paper equity. Gross notional uses the exposure stored with that exact fill; legacy fills with no recorded exposure are shown as unknown. A new semantic paper generation archives the prior run and restarts the forward clock.
Leverage reality check
The headline Buy & Hold card is the familiar 1x adjusted-price reference. A 4x strategy must also beat this 4x daily-reset reference before leverage-adjusted outperformance can be claimed. Neither comparison is frozen qualification evidence.
Retrospective diagnostic
Parameters and leverage were reviewed after this entire historical sample was visible. It cannot award AI-qualified status.
Candles and execution signals
Shows the latest 120 available bars. BUY/SELL marks strategy entries and exits whose timestamps fall in this visible window.
Historical equity curve
Compounds each encoded net trade sequentially, including the strategy's declared exposure and modeled costs. The forward ledger starts only after deployment.
Backtest specification
The threshold and leverage were evaluated on already-observed data. It is an AI-generated forward-paper candidate, not an AI-qualified or guaranteed-profitable strategy.
Historical transactions
HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 132 transactions.
| Entry | Side | Entry price | Exit | Exit price | Outcome | Net return |
|---|---|---|---|---|---|---|
| 2026-09-09 14:30:00+00:00 | LONG | 73.95 | 2026-09-09T20:00:00+00:00 | 73.43 | MISS | -2.946% |
| 2026-09-08 14:30:00+00:00 | LONG | 74.70 | 2026-09-08T20:00:00+00:00 | 74.33 | MISS | -2.141% |
| 2026-09-04 14:30:00+00:00 | LONG | 75.25 | 2026-09-04T20:00:00+00:00 | 75.27 | MISS | -0.054% |
| 2026-09-01 14:30:00+00:00 | LONG | 73.51 | 2026-09-01T20:00:00+00:00 | 72.64 | MISS | -4.894% |
| 2026-08-27 14:30:00+00:00 | LONG | 73.50 | 2026-08-27T20:00:00+00:00 | 74.36 | HIT | +4.548% |
| 2026-08-20 14:30:00+00:00 | LONG | 74.90 | 2026-08-20T20:00:00+00:00 | 74.74 | MISS | -1.014% |
| 2026-08-13 14:30:00+00:00 | SHORT | 78.07 | 2026-08-13T20:00:00+00:00 | 77.67 | HIT | +1.864% |
| 2026-08-10 14:30:00+00:00 | LONG | 76.11 | 2026-08-10T20:00:00+00:00 | 76.04 | MISS | -0.554% |
| 2026-08-06 14:30:00+00:00 | SHORT | 77.50 | 2026-08-06T20:00:00+00:00 | 76.50 | HIT | +4.976% |
| 2026-08-05 14:30:00+00:00 | SHORT | 77.88 | 2026-08-05T20:00:00+00:00 | 77.34 | HIT | +2.614% |
| 2026-08-03 14:30:00+00:00 | SHORT | 76.92 | 2026-08-03T20:00:00+00:00 | 77.07 | MISS | -0.966% |
| 2026-07-30 14:30:00+00:00 | SHORT | 76.15 | 2026-07-30T20:00:00+00:00 | 75.90 | HIT | +1.153% |
| 2026-07-28 14:30:00+00:00 | SHORT | 76.22 | 2026-07-28T20:00:00+00:00 | 76.77 | MISS | -3.020% |
| 2026-07-27 14:30:00+00:00 | SHORT | 75.93 | 2026-07-27T20:00:00+00:00 | 75.53 | HIT | +1.947% |
| 2026-07-02 14:30:00+00:00 | SHORT | 75.69 | 2026-07-02T20:00:00+00:00 | 75.04 | HIT | +3.275% |
| 2026-06-18 14:30:00+00:00 | SHORT | 71.61 | 2026-06-18T20:00:00+00:00 | 71.68 | MISS | -0.523% |
| 2026-06-16 14:30:00+00:00 | SHORT | 72.57 | 2026-06-16T20:00:00+00:00 | 72.51 | HIT | +0.198% |
| 2026-06-15 14:30:00+00:00 | SHORT | 73.54 | 2026-06-15T20:00:00+00:00 | 72.24 | HIT | +6.884% |
| 2026-06-12 14:30:00+00:00 | SHORT | 73.16 | 2026-06-12T20:00:00+00:00 | 73.44 | MISS | -1.688% |
| 2026-06-11 14:30:00+00:00 | SHORT | 71.42 | 2026-06-11T20:00:00+00:00 | 72.32 | MISS | -5.201% |
| 2026-06-10 14:30:00+00:00 | SHORT | 72.21 | 2026-06-10T20:00:00+00:00 | 71.62 | HIT | +3.081% |
| 2026-06-09 14:30:00+00:00 | SHORT | 72.03 | 2026-06-09T20:00:00+00:00 | 71.26 | HIT | +4.116% |
| 2026-06-08 14:30:00+00:00 | SHORT | 70.71 | 2026-06-08T20:00:00+00:00 | 70.35 | HIT | +1.905% |
| 2026-06-02 14:30:00+00:00 | LONG | 69.12 | 2026-06-02T20:00:00+00:00 | 69.53 | HIT | +2.184% |
| 2026-05-26 14:30:00+00:00 | SHORT | 70.07 | 2026-05-26T20:00:00+00:00 | 70.26 | MISS | -1.216% |
| 2026-05-19 14:30:00+00:00 | LONG | 67.58 | 2026-05-19T20:00:00+00:00 | 67.58 | MISS | -0.160% |
| 2026-05-13 14:30:00+00:00 | LONG | 67.78 | 2026-05-13T20:00:00+00:00 | 67.16 | MISS | -3.790% |
| 2026-05-06 14:30:00+00:00 | SHORT | 70.77 | 2026-05-06T20:00:00+00:00 | 70.68 | HIT | +0.349% |
| 2026-04-28 14:30:00+00:00 | SHORT | 70.35 | 2026-04-28T20:00:00+00:00 | 70.38 | MISS | -0.331% |
| 2026-04-17 14:30:00+00:00 | SHORT | 70.90 | 2026-04-17T20:00:00+00:00 | 70.37 | HIT | +2.853% |
| 2026-04-08 14:30:00+00:00 | SHORT | 68.99 | 2026-04-08T20:00:00+00:00 | 68.68 | HIT | +1.637% |
| 2026-03-24 14:30:00+00:00 | LONG | 63.79 | 2026-03-24T20:00:00+00:00 | 64.33 | HIT | +3.226% |
| 2026-03-12 14:30:00+00:00 | LONG | 62.71 | 2026-03-12T20:00:00+00:00 | 63.47 | HIT | +4.656% |
| 2026-03-11 14:30:00+00:00 | LONG | 63.63 | 2026-03-11T20:00:00+00:00 | 63.98 | HIT | +2.040% |
| 2026-03-09 14:30:00+00:00 | LONG | 62.68 | 2026-03-09T20:00:00+00:00 | 64.75 | HIT | +13.050% |
| 2026-03-06 15:30:00+00:00 | LONG | 64.11 | 2026-03-06T21:00:00+00:00 | 64.97 | HIT | +5.206% |
| 2026-03-05 15:30:00+00:00 | LONG | 66.54 | 2026-03-05T21:00:00+00:00 | 66.59 | HIT | +0.171% |
| 2026-01-29 15:30:00+00:00 | SHORT | 68.53 | 2026-01-29T21:00:00+00:00 | 69.02 | MISS | -3.020% |
| 2025-11-25 15:30:00+00:00 | SHORT | 63.16 | 2025-11-25T21:00:00+00:00 | 63.41 | MISS | -1.743% |
| 2025-11-18 15:30:00+00:00 | LONG | 58.85 | 2025-11-18T21:00:00+00:00 | 59.15 | HIT | +1.913% |
| 2025-11-04 15:30:00+00:00 | LONG | 59.90 | 2025-11-04T21:00:00+00:00 | 59.83 | MISS | -0.627% |
| 2025-10-31 14:30:00+00:00 | LONG | 59.72 | 2025-10-31T20:00:00+00:00 | 59.97 | HIT | +1.514% |
| 2025-10-29 14:30:00+00:00 | LONG | 60.41 | 2025-10-29T20:00:00+00:00 | 59.83 | MISS | -4.000% |
| 2025-10-16 14:30:00+00:00 | LONG | 59.59 | 2025-10-16T20:00:00+00:00 | 58.12 | MISS | -10.027% |
| 2025-10-14 14:30:00+00:00 | LONG | 61.84 | 2025-10-14T20:00:00+00:00 | 63.42 | HIT | +10.028% |
| 2025-10-01 14:30:00+00:00 | LONG | 62.93 | 2025-10-01T20:00:00+00:00 | 62.97 | HIT | +0.062% |
| 2025-09-25 14:30:00+00:00 | LONG | 63.78 | 2025-09-25T20:00:00+00:00 | 63.88 | HIT | +0.499% |
| 2025-09-04 14:30:00+00:00 | SHORT | 65.50 | 2025-09-04T20:00:00+00:00 | 66.11 | MISS | -3.916% |
| 2025-08-28 14:30:00+00:00 | SHORT | 65.57 | 2025-08-28T20:00:00+00:00 | 65.51 | HIT | +0.206% |
| 2025-08-13 14:30:00+00:00 | SHORT | 62.12 | 2025-08-13T20:00:00+00:00 | 62.64 | MISS | -3.508% |
| 2025-06-30 14:30:00+00:00 | SHORT | 59.81 | 2025-06-30T20:00:00+00:00 | 59.42 | HIT | +2.448% |
| 2025-06-24 14:30:00+00:00 | SHORT | 58.89 | 2025-06-24T20:00:00+00:00 | 58.42 | HIT | +3.032% |
| 2025-06-23 14:30:00+00:00 | LONG | 57.22 | 2025-06-23T20:00:00+00:00 | 57.90 | HIT | +4.594% |
| 2025-06-17 14:30:00+00:00 | LONG | 56.38 | 2025-06-17T20:00:00+00:00 | 55.79 | MISS | -4.346% |
| 2025-06-09 14:30:00+00:00 | SHORT | 58.60 | 2025-06-09T20:00:00+00:00 | 58.30 | HIT | +1.922% |
| 2025-05-23 14:30:00+00:00 | LONG | 55.92 | 2025-05-23T20:00:00+00:00 | 56.38 | HIT | +3.130% |
| 2025-05-12 14:30:00+00:00 | SHORT | 59.30 | 2025-05-12T20:00:00+00:00 | 59.19 | HIT | +0.582% |
| 2025-05-08 14:30:00+00:00 | SHORT | 56.29 | 2025-05-08T20:00:00+00:00 | 56.86 | MISS | -4.210% |
| 2025-05-02 14:30:00+00:00 | SHORT | 55.84 | 2025-05-02T20:00:00+00:00 | 56.22 | MISS | -2.882% |
| 2025-04-11 14:30:00+00:00 | LONG | 47.98 | 2025-04-11T20:00:00+00:00 | 49.25 | HIT | +10.428% |
| 2025-04-10 14:30:00+00:00 | LONG | 50.02 | 2025-04-10T20:00:00+00:00 | 49.31 | MISS | -5.838% |
| 2025-04-09 14:30:00+00:00 | LONG | 48.25 | 2025-04-09T20:00:00+00:00 | 52.61 | HIT | +35.985% |
| 2025-04-07 14:30:00+00:00 | LONG | 48.60 | 2025-04-07T20:00:00+00:00 | 49.29 | HIT | +5.519% |
| 2025-04-04 14:30:00+00:00 | LONG | 47.94 | 2025-04-04T20:00:00+00:00 | 49.26 | HIT | +10.854% |
| 2025-04-02 14:30:00+00:00 | LONG | 56.71 | 2025-04-02T20:00:00+00:00 | 57.22 | HIT | +3.437% |
| 2025-03-31 14:30:00+00:00 | LONG | 56.03 | 2025-03-31T20:00:00+00:00 | 56.83 | HIT | +5.551% |
| 2025-03-26 14:30:00+00:00 | SHORT | 58.72 | 2025-03-26T20:00:00+00:00 | 58.02 | HIT | +4.608% |
| 2025-03-21 14:30:00+00:00 | LONG | 56.70 | 2025-03-21T20:00:00+00:00 | 57.30 | HIT | +4.073% |
| 2025-03-20 14:30:00+00:00 | LONG | 58.12 | 2025-03-20T20:00:00+00:00 | 57.29 | MISS | -5.872% |
| 2025-03-10 14:30:00+00:00 | LONG | 56.52 | 2025-03-10T20:00:00+00:00 | 55.41 | MISS | -8.016% |
| 2025-03-06 15:30:00+00:00 | LONG | 57.85 | 2025-03-06T21:00:00+00:00 | 57.75 | MISS | -0.817% |
| 2025-03-04 15:30:00+00:00 | LONG | 58.66 | 2025-03-04T21:00:00+00:00 | 59.05 | HIT | +2.499% |
| 2025-02-05 15:30:00+00:00 | SHORT | 64.10 | 2025-02-05T21:00:00+00:00 | 64.72 | MISS | -4.060% |
| 2025-01-30 15:30:00+00:00 | SHORT | 64.50 | 2025-01-30T21:00:00+00:00 | 64.32 | HIT | +0.987% |
| 2024-11-27 15:30:00+00:00 | SHORT | 68.60 | 2024-11-27T21:00:00+00:00 | 67.97 | HIT | +3.485% |
| 2024-11-25 15:30:00+00:00 | SHORT | 70.21 | 2024-11-25T21:00:00+00:00 | 68.87 | HIT | +7.474% |
| 2024-11-13 15:30:00+00:00 | SHORT | 67.36 | 2024-11-13T21:00:00+00:00 | 66.18 | HIT | +6.847% |
| 2024-11-11 15:30:00+00:00 | SHORT | 66.96 | 2024-11-11T21:00:00+00:00 | 66.99 | MISS | -0.339% |
| 2024-11-08 15:30:00+00:00 | SHORT | 64.86 | 2024-11-08T21:00:00+00:00 | 64.98 | MISS | -0.900% |
| 2024-11-06 15:30:00+00:00 | SHORT | 65.87 | 2024-11-06T21:00:00+00:00 | 67.06 | MISS | -7.386% |
| 2024-11-01 14:30:00+00:00 | SHORT | 59.44 | 2024-11-01T20:00:00+00:00 | 58.64 | HIT | +5.257% |
| 2024-10-28 14:30:00+00:00 | SHORT | 58.66 | 2024-10-28T20:00:00+00:00 | 59.61 | MISS | -6.638% |
| 2024-10-25 14:30:00+00:00 | SHORT | 58.75 | 2024-10-25T20:00:00+00:00 | 57.91 | HIT | +5.552% |
| 2024-10-16 14:30:00+00:00 | SHORT | 60.26 | 2024-10-16T20:00:00+00:00 | 59.95 | HIT | +1.898% |
| 2024-10-15 14:30:00+00:00 | SHORT | 59.65 | 2024-10-15T20:00:00+00:00 | 59.13 | HIT | +3.294% |
| 2024-10-03 14:30:00+00:00 | LONG | 54.15 | 2024-10-03T20:00:00+00:00 | 54.74 | HIT | +4.198% |
| 2024-09-19 14:30:00+00:00 | SHORT | 59.01 | 2024-09-19T20:00:00+00:00 | 58.90 | HIT | +0.586% |
| 2024-09-17 14:30:00+00:00 | SHORT | 57.38 | 2024-09-17T20:00:00+00:00 | 57.01 | HIT | +2.419% |
| 2024-09-11 14:30:00+00:00 | LONG | 52.94 | 2024-09-11T20:00:00+00:00 | 54.14 | HIT | +8.907% |
| 2024-09-05 14:30:00+00:00 | SHORT | 56.48 | 2024-09-05T20:00:00+00:00 | 55.89 | HIT | +4.018% |
| 2024-08-29 14:30:00+00:00 | SHORT | 57.70 | 2024-08-29T20:00:00+00:00 | 57.40 | HIT | +1.920% |
| 2024-08-26 14:30:00+00:00 | SHORT | 57.93 | 2024-08-26T20:00:00+00:00 | 57.27 | HIT | +4.397% |
| 2024-08-23 14:30:00+00:00 | SHORT | 57.11 | 2024-08-23T20:00:00+00:00 | 57.71 | MISS | -4.362% |
| 2024-08-05 14:30:00+00:00 | LONG | 51.56 | 2024-08-05T20:00:00+00:00 | 52.38 | HIT | +6.163% |
| 2024-06-28 14:30:00+00:00 | SHORT | 48.74 | 2024-06-28T20:00:00+00:00 | 49.10 | MISS | -3.156% |
| 2024-06-14 14:30:00+00:00 | LONG | 46.08 | 2024-06-14T20:00:00+00:00 | 46.10 | MISS | -0.030% |
| 2024-06-13 14:30:00+00:00 | LONG | 46.73 | 2024-06-13T20:00:00+00:00 | 46.72 | MISS | -0.246% |
| 2024-06-10 14:30:00+00:00 | LONG | 46.32 | 2024-06-10T20:00:00+00:00 | 46.52 | HIT | +1.567% |
| 2024-06-07 14:30:00+00:00 | LONG | 47.40 | 2024-06-07T20:00:00+00:00 | 47.30 | MISS | -1.004% |
| 2024-06-04 14:30:00+00:00 | LONG | 47.51 | 2024-06-04T20:00:00+00:00 | 47.16 | MISS | -3.065% |