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 | 2022-02-23 → 2026-06-05 (359 bars) | 80.9% | 96.1% | -15.2% | 94.6% | 5.95 | 78.6% | 8.78R | 56 | L0080 |
| AAPL | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 152.0% | 93.6% | +58.5% | 91.0% | 4.89 | 78.9% | 3.37R | 199 | L0075 |
| AAPL | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 62.3% | 79.7% | -17.4% | 84.8% | 6.40 | 76.8% | 2.40R | 46 | L1184 |
| AMD | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 229.6% | 324.9% | -95.3% | 85.7% | 5.27 | 77.2% | 2.11R | 84 | L0075 |
| AMD | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 522.1% | 292.5% | +229.5% | 90.4% | 5.71 | 77.8% | 3.52R | 208 | L0084 |
| AMD | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 175.8% | 289.7% | -113.9% | 85.5% | 5.75 | 72.7% | 1.23R | 62 | L0857 |
| AMZN | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 117.1% | 69.9% | +47.2% | 81.6% | 5.23 | 78.6% | 1.68R | 76 | L0083 |
| AMZN | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 239.0% | 72.5% | +166.5% | 87.5% | 5.47 | 79.3% | 3.71R | 200 | L0075 |
| AMZN | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 58.0% | 49.3% | +8.7% | 74.5% | 4.18 | 73.6% | 1.00R | 51 | L0080 |
| BA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 85.8% | 9.7% | +76.1% | 84.8% | 5.26 | 73.3% | 1.78R | 66 | L0080 |
| BA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 198.7% | 4.9% | +193.8% | 83.7% | 5.01 | 77.7% | 3.59R | 208 | L0885 |
| BA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 62.9% | 14.0% | +48.9% | 78.3% | 5.35 | 65.0% | 1.88R | 46 | L0080 |
| BRK-B | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 50.2% | 57.5% | -7.3% | 93.0% | 6.29 | 78.6% | 2.02R | 71 | L0080 |
| BRK-B | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 70.3% | 59.9% | +10.4% | 88.7% | 4.78 | 77.7% | 4.38R | 195 | L0083 |
| BRK-B | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 29.6% | 36.1% | -6.5% | 78.6% | 4.86 | 75.0% | 1.74R | 42 | L0080 |
| CL=F | 3d | 2022-02-28 → 2026-06-08 (359 bars) | 147.5% | -1.0% | +148.5% | 90.2% | 5.68 | 80.8% | 2.10R | 82 | L0083 |
| CL=F | daily | 2022-01-26 → 2026-06-08 (1097 bars) | 348.3% | 8.5% | +339.8% | 94.2% | 6.22 | 80.0% | 2.29R | 207 | L0083 |
| CL=F | weekly | 2022-03-28 → 2026-06-08 (220 bars) | 59.2% | -4.5% | +63.7% | 79.1% | 5.67 | 74.1% | 2.52R | 43 | L0080 |
| FDX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 86.9% | 109.0% | -22.2% | 90.1% | 5.78 | 76.3% | 3.95R | 71 | L0080 |
| FDX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 168.1% | 83.4% | +84.7% | 87.3% | 4.90 | 77.4% | 2.64R | 204 | L0083 |
| FDX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 67.3% | 97.6% | -30.3% | 83.3% | 5.97 | 78.6% | 1.81R | 42 | L0080 |
| GLD | 3d | 2022-03-25 → 2026-06-05 (352 bars) | 47.0% | 117.3% | -70.3% | 86.8% | 5.54 | 80.1% | 1.92R | 68 | L0080 |
| GLD | daily | 2022-02-24 → 2026-06-05 (1074 bars) | 77.3% | 123.7% | -46.4% | 94.3% | 5.25 | 82.0% | 4.76R | 209 | L0080 |
| GLD | weekly | 2022-04-25 → 2026-06-01 (215 bars) | 30.9% | 124.0% | -93.0% | 92.7% | 6.11 | 77.2% | 4.15R | 41 | L0080 |
| GOOGL | 3d | 2022-03-08 → 2026-06-05 (356 bars) | 114.4% | 192.3% | -77.9% | 89.2% | 6.15 | 77.8% | 3.03R | 74 | L0080 |
| GOOGL | daily | 2022-02-04 → 2026-06-05 (1087 bars) | 210.0% | 159.3% | +50.7% | 94.2% | 5.64 | 79.3% | 4.58R | 190 | L0075 |
| GOOGL | weekly | 2022-04-04 → 2026-06-01 (218 bars) | 58.3% | 178.8% | -120.5% | 90.7% | 5.80 | 75.7% | 6.21R | 43 | L0080 |
| INTC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 212.4% | 137.7% | +74.7% | 80.2% | 5.66 | 75.5% | 2.28R | 86 | L0882 |
| INTC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 430.7% | 105.5% | +325.2% | 89.2% | 5.58 | 82.1% | 3.15R | 213 | L0076 |
| INTC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 135.3% | 104.7% | +30.6% | 87.8% | 5.54 | 71.4% | 1.53R | 49 | L0080 |
| KO | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 34.7% | 46.4% | -11.8% | 85.0% | 4.80 | 74.9% | 1.62R | 60 | L0080 |
| KO | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 47.1% | 49.2% | -2.1% | 88.0% | 4.00 | 78.0% | 1.95R | 191 | L0075 |
| KO | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 32.9% | 45.4% | -12.6% | 94.4% | 5.70 | 73.6% | 0.86R | 36 | L0080 |
| MU | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 300.5% | 912.2% | -611.7% | 90.2% | 6.94 | 79.1% | 2.05R | 82 | L0083 |
| MU | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 904.7% | 978.6% | -73.9% | 91.8% | 6.39 | 80.6% | 3.82R | 219 | L0075 |
| MU | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 181.7% | 1031.5% | -849.8% | 86.0% | 6.09 | 77.3% | 1.79R | 57 | L0080 |
| NFLX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 123.3% | 123.6% | -0.3% | 82.4% | 4.78 | 72.1% | 1.76R | 74 | L0080 |
| NFLX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 267.7% | 106.7% | +161.0% | 89.2% | 4.66 | 76.7% | 1.72R | 203 | L0084 |
| NFLX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 52.7% | 119.8% | -67.1% | 77.8% | 3.11 | 74.5% | 0.80R | 45 | L0080 |
| NVDA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 223.2% | 819.1% | -595.8% | 86.1% | 5.85 | 75.8% | 1.53R | 79 | L0080 |
| NVDA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 615.6% | 780.2% | -164.6% | 90.1% | 6.06 | 80.4% | 2.23R | 213 | L0075 |
| NVDA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 148.5% | 642.9% | -494.4% | 83.1% | 6.07 | 74.5% | 1.32R | 59 | L0080 |
| QCOM | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 143.9% | 47.6% | +96.3% | 84.2% | 5.70 | 77.7% | 2.17R | 76 | L0080 |
| QCOM | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 252.8% | 44.6% | +208.1% | 89.3% | 5.50 | 77.6% | 2.90R | 206 | L0083 |
| QCOM | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 100.7% | 50.4% | +50.3% | 82.7% | 5.49 | 73.6% | 1.36R | 52 | L0080 |
| QQQ | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 71.1% | 119.8% | -48.7% | 95.0% | 6.34 | 76.6% | 4.94R | 60 | L0080 |
| QQQ | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 134.5% | 105.9% | +28.7% | 95.5% | 5.74 | 82.1% | 3.71R | 201 | L0083 |
| QQQ | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 38.7% | 101.5% | -62.7% | 84.8% | 4.89 | 76.8% | 2.12R | 46 | L0080 |
| WDC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 231.7% | 1208.4% | -976.7% | 87.7% | 6.43 | 79.9% | 2.02R | 81 | L0080 |
| WDC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 543.6% | 1076.4% | -532.9% | 87.4% | 5.67 | 79.1% | 3.86R | 215 | L0080 |
| WDC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 105.1% | 1238.5% | -1133.4% | 86.0% | 5.72 | 73.2% | 1.75R | 43 | L0080 |
| WMT | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 57.7% | 179.3% | -121.6% | 88.4% | 5.60 | 72.4% | 4.23R | 69 | L1187 |
| WMT | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 92.6% | 169.1% | -76.5% | 93.4% | 4.61 | 77.1% | 3.23R | 198 | L0083 |
| WMT | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 53.0% | 162.0% | -109.0% | 92.9% | 7.06 | 81.8% | 2.62R | 42 | L0080 |