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) | 58.2% | 96.1% | -37.9% | 93.4% | 4.76 | 70.5% | 1.07R | 61 | L0080 |
| AAPL | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 118.5% | 93.6% | +24.9% | 86.7% | 4.17 | 72.3% | 1.89R | 188 | L0075 |
| AAPL | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 46.6% | 79.7% | -33.1% | 87.2% | 4.64 | 69.5% | 1.14R | 39 | L1184 |
| AMD | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 189.3% | 324.9% | -135.6% | 77.1% | 4.56 | 68.8% | 1.36R | 83 | L0075 |
| AMD | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 332.9% | 292.5% | +40.4% | 83.5% | 4.81 | 73.0% | 2.49R | 200 | L0084 |
| AMD | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 118.8% | 289.7% | -171.0% | 73.0% | 4.13 | 65.9% | 0.75R | 63 | L0857 |
| AMZN | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 63.9% | 69.9% | -6.0% | 85.0% | 4.03 | 69.1% | 0.97R | 60 | L0083 |
| AMZN | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 191.2% | 72.5% | +118.7% | 84.1% | 4.55 | 77.2% | 1.44R | 214 | L0075 |
| AMZN | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 34.6% | 49.3% | -14.7% | 66.7% | 3.20 | 67.3% | 0.94R | 45 | L0080 |
| BA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 74.0% | 9.7% | +64.3% | 80.0% | 4.74 | 68.2% | 2.15R | 65 | L0080 |
| BA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 182.8% | 4.9% | +177.9% | 84.3% | 4.91 | 75.7% | 4.44R | 185 | L0885 |
| BA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 43.0% | 14.0% | +29.0% | 76.2% | 3.61 | 64.5% | 0.77R | 42 | L0080 |
| BRK-B | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 32.6% | 57.5% | -24.8% | 91.3% | 5.21 | 66.9% | 5.17R | 46 | L0080 |
| BRK-B | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 64.6% | 59.9% | +4.7% | 88.6% | 4.07 | 78.2% | 2.21R | 184 | L0083 |
| BRK-B | weekly | 2022-03-21 → 2026-06-01 (220 bars) | -2.9% | 36.1% | -38.9% | 37.8% | -0.50 | 50.9% | 0.04R | 37 | L0080 |
| CL=F | 3d | 2022-02-28 → 2026-06-08 (359 bars) | 123.2% | -1.0% | +124.2% | 90.5% | 6.03 | 78.3% | 2.17R | 84 | L0083 |
| CL=F | daily | 2022-01-26 → 2026-06-08 (1097 bars) | 295.7% | 8.5% | +287.2% | 92.4% | 5.75 | 79.5% | 2.62R | 198 | L0083 |
| CL=F | weekly | 2022-03-28 → 2026-06-08 (220 bars) | 36.8% | -4.5% | +41.3% | 68.9% | 3.33 | 66.4% | 0.93R | 45 | L0080 |
| FDX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 73.6% | 109.0% | -35.4% | 86.1% | 5.33 | 71.0% | 3.07R | 72 | L0080 |
| FDX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 144.5% | 83.4% | +61.1% | 91.6% | 3.91 | 75.1% | 1.12R | 178 | L0083 |
| FDX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 53.4% | 97.6% | -44.1% | 91.7% | 5.07 | 76.4% | 1.54R | 36 | L0080 |
| GLD | 3d | 2022-03-25 → 2026-06-05 (352 bars) | 29.9% | 117.3% | -87.4% | 79.7% | 3.74 | 69.6% | 1.46R | 64 | L0080 |
| GLD | daily | 2022-02-24 → 2026-06-05 (1074 bars) | 62.1% | 123.7% | -61.6% | 93.5% | 4.80 | 78.6% | 4.11R | 186 | L0080 |
| GLD | weekly | 2022-04-25 → 2026-06-01 (215 bars) | 19.6% | 124.0% | -104.4% | 88.9% | 5.06 | 68.4% | 6.92R | 27 | L0080 |
| GOOGL | 3d | 2022-03-08 → 2026-06-05 (356 bars) | 75.8% | 192.3% | -116.5% | 84.3% | 5.04 | 70.8% | 2.05R | 70 | L0080 |
| GOOGL | daily | 2022-02-04 → 2026-06-05 (1087 bars) | 180.3% | 159.3% | +21.0% | 84.5% | 5.12 | 75.3% | 3.47R | 181 | L0075 |
| GOOGL | weekly | 2022-04-04 → 2026-06-01 (218 bars) | 32.3% | 178.8% | -146.5% | 70.0% | 3.03 | 59.2% | 0.63R | 50 | L0080 |
| INTC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 124.6% | 137.7% | -13.1% | 77.9% | 4.76 | 71.0% | 1.96R | 68 | L0882 |
| INTC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 309.5% | 105.5% | +204.0% | 83.9% | 4.72 | 75.2% | 2.37R | 211 | L0076 |
| INTC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 86.1% | 104.7% | -18.7% | 74.5% | 3.74 | 61.8% | 1.00R | 47 | L0080 |
| KO | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 25.4% | 46.4% | -21.0% | 81.4% | 3.50 | 67.4% | 1.00R | 59 | L0080 |
| KO | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 39.2% | 49.2% | -9.9% | 85.4% | 3.44 | 74.7% | 2.01R | 192 | L0075 |
| KO | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 22.7% | 45.4% | -22.8% | 94.4% | 4.36 | 65.0% | 0.70R | 36 | L0080 |
| MU | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 151.5% | 912.2% | -760.6% | 90.5% | 5.80 | 72.7% | 1.87R | 63 | L0083 |
| MU | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 558.3% | 978.6% | -420.3% | 83.9% | 5.08 | 72.3% | 1.98R | 211 | L0075 |
| MU | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 101.7% | 1031.5% | -929.8% | 87.5% | 5.30 | 69.5% | 1.24R | 40 | L0080 |
| NFLX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 68.1% | 123.6% | -55.5% | 72.7% | 3.46 | 62.7% | 1.19R | 66 | L0080 |
| NFLX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 262.5% | 106.7% | +155.8% | 87.0% | 4.53 | 71.0% | 2.06R | 177 | L0084 |
| NFLX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 44.2% | 119.8% | -75.6% | 69.2% | 3.25 | 68.2% | 0.97R | 39 | L0080 |
| NVDA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 82.9% | 819.1% | -736.1% | 67.1% | 2.85 | 60.2% | 0.56R | 76 | L0080 |
| NVDA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 363.1% | 780.2% | -417.1% | 87.4% | 4.82 | 70.2% | 2.31R | 198 | L0075 |
| NVDA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 101.1% | 642.9% | -541.7% | 73.5% | 4.62 | 61.4% | 1.22R | 49 | L0080 |
| QCOM | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 75.9% | 47.6% | +28.3% | 72.2% | 3.60 | 69.1% | 0.92R | 79 | L0080 |
| QCOM | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 242.6% | 44.6% | +197.9% | 87.2% | 5.23 | 78.0% | 2.54R | 218 | L0083 |
| QCOM | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 65.5% | 50.4% | +15.1% | 81.2% | 3.96 | 69.1% | 0.61R | 48 | L0080 |
| QQQ | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 60.8% | 119.8% | -59.0% | 85.7% | 5.20 | 72.4% | 1.72R | 70 | L0080 |
| QQQ | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 123.2% | 105.9% | +17.4% | 93.3% | 5.06 | 76.6% | 4.43R | 179 | L0083 |
| QQQ | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 30.0% | 101.5% | -71.5% | 86.0% | 4.15 | 71.4% | 1.03R | 43 | L0080 |
| WDC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 121.8% | 1208.4% | -1086.6% | 82.6% | 4.93 | 72.4% | 1.43R | 69 | L0080 |
| WDC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 374.4% | 1076.4% | -702.0% | 89.8% | 4.90 | 73.5% | 1.86R | 187 | L0080 |
| WDC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 63.7% | 1238.5% | -1174.8% | 87.1% | 4.75 | 62.7% | 2.72R | 31 | L0080 |
| WMT | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 53.3% | 179.3% | -126.0% | 85.5% | 5.05 | 72.7% | 2.44R | 69 | L1187 |
| WMT | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 70.0% | 169.1% | -99.1% | 93.9% | 4.07 | 72.2% | 3.34R | 163 | L0083 |
| WMT | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 41.7% | 162.0% | -120.3% | 90.2% | 5.59 | 76.4% | 1.50R | 41 | L0080 |