18 tickers × 3 timeframes · ผลตอบแทน = ช่วง test (~20% ล่าสุด) · Alpha = Strategy − Buy&Hold
Prior research evidence · public metric codes only · not investment advice.
| Ticker | TF | Test period | Strategy % | B&H % | Alpha | Win rate | Sharpe | ML acc | Exp(R) | Trades | Top signal |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 82.8% | 104.1% | -21.3% | 88.5% | 6.72 | 77.4% | 7.96R | 61 | L0080 |
| AAPL | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 63.3% | 113.6% | -50.3% | 87.2% | 6.24 | 73.2% | 1.62R | 47 | L0080 |
| AMD | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 261.6% | 467.6% | -206.0% | 86.4% | 6.31 | 77.2% | 1.86R | 81 | L0080 |
| AMD | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 134.7% | 372.7% | -238.0% | 90.6% | 5.55 | 75.9% | 1.40R | 53 | L0080 |
| AMZN | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 98.5% | 96.9% | +1.5% | 83.1% | 4.82 | 71.9% | 1.68R | 65 | L0080 |
| AMZN | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 72.3% | 138.4% | -66.1% | 84.6% | 5.31 | 74.1% | 2.79R | 39 | L0080 |
| BA | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 112.5% | 40.3% | +72.2% | 86.2% | 5.93 | 73.3% | 2.78R | 80 | L0080 |
| BA | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 66.4% | 77.3% | -10.9% | 87.5% | 6.05 | 70.5% | 2.02R | 40 | L1184 |
| BRK-B | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 34.8% | 57.8% | -23.0% | 81.9% | 5.39 | 76.0% | 2.16R | 72 | L0083 |
| BRK-B | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 31.6% | 63.5% | -31.9% | 80.0% | 5.72 | 76.8% | 3.87R | 40 | L0883 |
| CL=F | 3d | 2022-04-28 → 2026-08-07 (359 bars) | 113.1% | -25.8% | +138.9% | 93.2% | 5.33 | 78.6% | 2.67R | 73 | L0075 |
| CL=F | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 62.8% | -32.1% | +94.9% | 88.9% | 5.50 | 75.9% | 1.95R | 36 | L0080 |
| FDX | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 79.4% | 116.2% | -36.8% | 89.9% | 6.30 | 73.5% | 3.45R | 69 | L0080 |
| FDX | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 49.2% | 96.8% | -47.6% | 86.8% | 6.01 | 76.4% | 3.70R | 38 | L0080 |
| GLD | 3d | 2022-05-12 → 2026-08-07 (355 bars) | 49.0% | 134.2% | -85.2% | 94.3% | 6.12 | 80.6% | 1.82R | 70 | L1187 |
| GLD | weekly | 2022-06-13 → 2026-08-03 (217 bars) | 29.4% | 132.7% | -103.3% | 92.9% | 6.08 | 74.7% | 4.59R | 42 | L0080 |
| GOOGL | 3d | 2022-04-28 → 2026-08-07 (359 bars) | 117.3% | 201.6% | -84.3% | 85.3% | 5.91 | 76.0% | 2.24R | 68 | L1184 |
| GOOGL | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 56.0% | 218.2% | -162.2% | 84.8% | 5.17 | 74.1% | 2.26R | 46 | L0080 |
| INTC | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 201.9% | 139.0% | +63.0% | 78.8% | 4.93 | 74.9% | 1.82R | 80 | L1184 |
| INTC | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 108.6% | 142.2% | -33.7% | 74.0% | 4.72 | 70.5% | 1.57R | 50 | L0080 |
| KO | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 40.0% | 51.6% | -11.7% | 86.9% | 4.90 | 74.4% | 1.09R | 61 | L0083 |
| KO | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 33.7% | 52.5% | -18.9% | 82.4% | 5.65 | 72.7% | 3.36R | 34 | L0080 |
| MU | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 365.4% | 1236.5% | -871.1% | 85.7% | 6.85 | 79.9% | 2.47R | 84 | L0080 |
| MU | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 150.8% | 1122.7% | -971.9% | 75.9% | 5.00 | 73.6% | 1.29R | 58 | L0080 |
| NFLX | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 84.3% | 273.7% | -189.4% | 78.8% | 4.25 | 70.8% | 2.18R | 66 | L1187 |
| NFLX | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 66.5% | 279.8% | -213.3% | 77.3% | 5.68 | 73.6% | 5.53R | 44 | L0080 |
| NVDA | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 258.0% | 1095.6% | -837.6% | 88.5% | 6.56 | 77.2% | 3.45R | 78 | L0080 |
| NVDA | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 150.1% | 1094.1% | -944.1% | 95.7% | 6.58 | 74.5% | 1.55R | 46 | L0080 |
| QCOM | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 112.7% | 38.3% | +74.4% | 74.7% | 4.86 | 75.8% | 1.21R | 79 | L0080 |
| QCOM | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 97.4% | 32.1% | +65.2% | 83.3% | 5.13 | 72.3% | 0.98R | 54 | L0080 |
| QQQ | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 75.1% | 134.1% | -58.9% | 92.5% | 6.37 | 77.2% | 2.49R | 67 | L1187 |
| QQQ | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 42.1% | 140.2% | -98.1% | 92.7% | 6.01 | 74.1% | 8.28R | 41 | L0080 |
| WDC | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 221.4% | 1064.2% | -842.8% | 88.9% | 5.81 | 74.1% | 4.61R | 63 | L0080 |
| WDC | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 80.4% | 827.2% | -746.8% | 84.8% | 5.11 | 76.4% | 4.04R | 33 | L0080 |
| WMT | 3d | 2022-04-26 → 2026-08-07 (359 bars) | 45.4% | 127.7% | -82.3% | 89.7% | 4.54 | 74.1% | 1.11R | 68 | L1187 |
| WMT | weekly | 2022-05-23 → 2026-08-03 (220 bars) | 34.9% | 174.2% | -139.3% | 90.3% | 5.47 | 74.1% | 1.64R | 31 | L0080 |