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ChatGPT ✻ Claude CodeStratifyreconnected

Find me three momentum strategies for my US small-cap universe. Explore different approaches in parallel, include trading costs, and throw out anything that falls apart out of sample.

ChatGPT●

I'll explore 48 hypotheses in parallel. Each research agent will focus on a different momentum setup or lookback: breakouts, pullbacks, trend strength, and volume confirmation.

I'll turn the distinct ideas into strategies, backtest them, reject weak results, then walk-forward and stress-test the survivors.

Research agents · 48 hypotheses
3 finalists · 3 reserves · 5 rejected in validation
  1. Trend pullback · 10dScanner active
  2. Trend pullback · 20dBelow screen
  3. Trend pullback · 40dWeak out of sample
  4. Trend pullback · 60dBelow screen
  5. Volume breakout · 10dScanner active
  6. Volume breakout · 20dBelow screen
  7. Volume breakout · 40dWeak out of sample
  8. Volume breakout · 60dBelow screen
  9. Donchian momentum · 10dScanner active
  10. Donchian momentum · 20dBelow screen
  11. Donchian momentum · 40dWeak out of sample
  12. Donchian momentum · 60dBelow screen
  13. RSI divergence · 10dWeak out of sample
  14. RSI divergence · 20dBelow screen
  15. RSI divergence · 40dBelow screen
  16. RSI divergence · 60dBelow screen
  17. EMA crossover · 10dReserve candidate
  18. EMA crossover · 20dBelow screen
  19. EMA crossover · 40dBelow screen
  20. EMA crossover · 60dBelow screen
  21. Range breakout · 10dReserve candidate
  22. Range breakout · 20dBelow screen
  23. Range breakout · 40dBelow screen
  24. Range breakout · 60dBelow screen
  25. ADX trend · 10dReserve candidate
  26. ADX trend · 20dBelow screen
  27. ADX trend · 40dBelow screen
  28. ADX trend · 60dBelow screen
  29. ROC acceleration · 10dWeak out of sample
  30. ROC acceleration · 20dBelow screen
  31. ROC acceleration · 40dBelow screen
  32. ROC acceleration · 60dBelow screen
  33. Channel pullback · 10dBelow screen
  34. Channel pullback · 20dBelow screen
  35. Channel pullback · 40dBelow screen
  36. Channel pullback · 60dBelow screen
  37. Volatility breakout · 10dBelow screen
  38. Volatility breakout · 20dBelow screen
  39. Volatility breakout · 40dOverlapping idea
  40. Volatility breakout · 60dOverlapping idea
  41. MA slope · 10dOverlapping idea
  42. MA slope · 20dOverlapping idea
  43. MA slope · 40dOverlapping idea
  44. MA slope · 60dOverlapping idea
  45. Momentum continuation · 10dOverlapping idea
  46. Momentum continuation · 20dOverlapping idea
  47. Momentum continuation · 40dOverlapping idea
  48. Momentum continuation · 60dOverlapping idea
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Building executable strategies · Stratifyre
38 strategies created and saved48 hypotheses reviewed; 10 overlapping ideas removed. The remaining 38 have explicit entry, exit, sizing, and risk rules.
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Launching historical experiments · Stratifyre
38 backtests queued2015–2021 · Your saved US small-cap universe · Daily bars · $100,000 per run · Fees and slippage included · 1,000 bootstrap simulations enabled per run.
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Reading results and rejecting weak ideas · Stratifyre
38 backtests completed · 11 shortlistedTerminal job statuses confirmed before reading reports. Keep Sharpe above 1.0, max drawdown below 20%, and at least 100 trades; 27 strategies miss the screen.
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Testing performance on unseen periods · Stratifyre
11 walk-forward analyses queued2022–2025 · Rolling 12-month training and 6-month test windows · Tune only inside each training window, then test on the next unseen six months.
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Checking out-of-sample consistency · Stratifyre
6 candidates cleared the out-of-sample screenAll 11 analyses completed. Six were profitable in at least four of six test windows with combined out-of-sample drawdown below 20%; five were rejected.
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Comparing downside risk · Stratifyre
6 Monte Carlo risk reports comparedRead the saved bootstrap results for the six survivors: 1,000 resampled trade paths each. Compare downside tails and probability of ruin before ranking.
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3 candidates from 48 hypotheses.

38 strategies built and backtested. Eleven shortlisted, six cleared the out-of-sample screen. These three balance return, drawdown, and consistency best.

2023–2025 out-of-sample results · Trading costs included
StrategyReturn / yrMax drawdown
Trend pullback18.4%12.1%
Volume breakout16.7%10.8%
Donchian momentum14.9%9.6%

Trend pullback leads on annualized return; Donchian momentum has the smallest drawdown. Both were profitable in five or more of the six test windows.

RSI divergence looked strong in-sample, then lost money in four of six test windows. It was rejected. All saved strategies and full reports are available in Stratifyre.

Start scanners for these three.

Watching for the next setup
3 strategy-linked scanners activeCreated scanners linked to the three selected strategies, started them, and confirmed their active status. Matching entries will appear in your scanner feed.
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「 Walkthrough 」

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「 Pricing 」

Pay Only for What You Use.

Prepaid USD has no monthly commitment.

One simple balance for AI strategy creation, backtesting, scanners, and bot runtime—with zero profit share.

No minimum spend. No lock-in. Start with a $50 promotional grant when you sign up (~3 months of 1-instrument bot runtime).

Stratifyre

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Build, backtest, and deploy algorithmic strategies — no coding required.

$50 in free credits.