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) | 80.6% | 96.1% | -15.5% | 93.0% | 6.02 | 76.9% | 6.64R | 57 | L0080 |
| AAPL | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 132.0% | 93.6% | +38.4% | 85.4% | 4.34 | 76.6% | 2.26R | 198 | L0075 |
| AAPL | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 55.4% | 79.7% | -24.3% | 80.0% | 5.55 | 75.0% | 1.38R | 50 | L1184 |
| AMD | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 227.6% | 324.9% | -97.4% | 79.3% | 5.17 | 76.0% | 2.34R | 82 | L0075 |
| AMD | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 558.0% | 292.5% | +265.5% | 89.8% | 5.74 | 77.7% | 3.39R | 197 | L0084 |
| AMD | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 151.7% | 289.7% | -138.0% | 85.0% | 5.51 | 73.6% | 1.17R | 60 | L0857 |
| AMZN | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 113.8% | 69.9% | +43.9% | 82.4% | 5.26 | 78.0% | 1.53R | 74 | L0083 |
| AMZN | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 240.8% | 72.5% | +168.3% | 86.3% | 5.34 | 78.6% | 2.77R | 205 | L0075 |
| AMZN | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 66.6% | 49.3% | +17.3% | 81.6% | 5.05 | 76.4% | 1.44R | 49 | L0080 |
| BA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 78.5% | 9.7% | +68.8% | 78.6% | 4.88 | 69.9% | 1.75R | 70 | L0080 |
| BA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 194.7% | 4.9% | +189.8% | 82.7% | 4.83 | 75.9% | 3.27R | 196 | L0885 |
| BA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 59.7% | 14.0% | +45.6% | 77.1% | 4.92 | 65.9% | 1.23R | 48 | L0080 |
| BRK-B | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 47.6% | 57.5% | -9.8% | 90.3% | 5.94 | 79.1% | 1.97R | 72 | L0080 |
| BRK-B | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 68.3% | 59.9% | +8.4% | 88.2% | 4.57 | 77.6% | 2.88R | 204 | L0083 |
| BRK-B | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 27.9% | 36.1% | -8.2% | 77.3% | 4.67 | 73.2% | 1.42R | 44 | L0080 |
| CL=F | 3d | 2022-02-28 → 2026-06-08 (359 bars) | 155.9% | -1.0% | +156.9% | 92.5% | 6.10 | 80.8% | 2.69R | 80 | L0083 |
| CL=F | daily | 2022-01-26 → 2026-06-08 (1097 bars) | 346.9% | 8.5% | +338.4% | 93.0% | 6.27 | 79.8% | 3.92R | 200 | L0083 |
| CL=F | weekly | 2022-03-28 → 2026-06-08 (220 bars) | 64.8% | -4.5% | +69.3% | 82.6% | 6.04 | 77.3% | 2.30R | 46 | L0080 |
| FDX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 85.6% | 109.0% | -23.5% | 89.2% | 5.50 | 76.6% | 2.21R | 74 | L0080 |
| FDX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 151.1% | 83.4% | +67.7% | 87.7% | 4.54 | 77.2% | 2.01R | 204 | L0083 |
| FDX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 55.0% | 97.6% | -42.6% | 81.4% | 5.02 | 78.2% | 1.20R | 43 | L0080 |
| GLD | 3d | 2022-03-25 → 2026-06-05 (352 bars) | 48.2% | 117.3% | -69.1% | 91.9% | 6.32 | 78.7% | 7.14R | 62 | L0080 |
| GLD | daily | 2022-02-24 → 2026-06-05 (1074 bars) | 75.8% | 123.7% | -47.9% | 92.1% | 5.11 | 81.9% | 2.31R | 202 | L0080 |
| GLD | weekly | 2022-04-25 → 2026-06-01 (215 bars) | 32.1% | 124.0% | -91.9% | 89.7% | 6.07 | 78.6% | 5.30R | 39 | L0080 |
| GOOGL | 3d | 2022-03-08 → 2026-06-05 (356 bars) | 112.4% | 192.3% | -79.9% | 89.6% | 6.07 | 76.4% | 3.06R | 67 | L0080 |
| GOOGL | daily | 2022-02-04 → 2026-06-05 (1087 bars) | 204.8% | 159.3% | +45.5% | 92.3% | 5.55 | 78.4% | 3.71R | 195 | L0075 |
| GOOGL | weekly | 2022-04-04 → 2026-06-01 (218 bars) | 56.6% | 178.8% | -122.2% | 89.6% | 5.66 | 77.5% | 2.65R | 48 | L0080 |
| INTC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 188.5% | 137.7% | +50.9% | 75.8% | 4.69 | 73.8% | 1.33R | 95 | L0882 |
| INTC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 424.0% | 105.5% | +318.6% | 89.2% | 5.49 | 79.0% | 2.22R | 222 | L0076 |
| INTC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 117.1% | 104.7% | +12.4% | 86.4% | 5.23 | 71.8% | 2.08R | 44 | L0080 |
| KO | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 38.4% | 46.4% | -8.0% | 82.1% | 5.41 | 77.7% | 3.01R | 56 | L0080 |
| KO | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 49.6% | 49.2% | +0.4% | 91.0% | 4.25 | 78.0% | 3.12R | 199 | L0075 |
| KO | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 30.4% | 45.4% | -15.0% | 89.2% | 5.31 | 72.7% | 1.18R | 37 | L0080 |
| MU | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 239.9% | 912.2% | -672.2% | 85.7% | 6.08 | 78.3% | 1.40R | 84 | L0083 |
| MU | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 800.7% | 978.6% | -177.9% | 89.7% | 6.15 | 79.9% | 2.99R | 224 | L0075 |
| MU | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 167.1% | 1031.5% | -864.4% | 85.5% | 5.81 | 75.9% | 1.81R | 55 | L0080 |
| NFLX | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 133.9% | 123.6% | +10.3% | 80.8% | 4.98 | 74.4% | 1.73R | 78 | L0080 |
| NFLX | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 260.7% | 106.7% | +153.9% | 87.8% | 4.55 | 75.3% | 1.55R | 205 | L0084 |
| NFLX | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 71.1% | 119.8% | -48.7% | 77.1% | 4.79 | 73.2% | 1.48R | 48 | L0080 |
| NVDA | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 245.3% | 819.1% | -573.7% | 83.5% | 6.42 | 78.3% | 5.54R | 79 | L0080 |
| NVDA | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 567.9% | 780.2% | -212.4% | 87.3% | 5.68 | 79.8% | 2.22R | 221 | L0075 |
| NVDA | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 168.3% | 642.9% | -474.6% | 87.5% | 6.59 | 76.8% | 1.52R | 56 | L0080 |
| QCOM | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 127.1% | 47.6% | +79.5% | 83.1% | 5.21 | 76.0% | 1.58R | 77 | L0080 |
| QCOM | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 228.1% | 44.6% | +183.5% | 89.7% | 5.09 | 77.2% | 2.13R | 213 | L0083 |
| QCOM | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 88.1% | 50.4% | +37.8% | 79.3% | 5.53 | 73.6% | 1.42R | 58 | L0080 |
| QQQ | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 64.8% | 119.8% | -54.9% | 89.1% | 5.78 | 78.3% | 2.99R | 64 | L0080 |
| QQQ | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 129.3% | 105.9% | +23.4% | 93.9% | 5.46 | 80.9% | 4.07R | 197 | L0083 |
| QQQ | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 34.3% | 101.5% | -67.2% | 82.6% | 4.36 | 75.0% | 1.43R | 46 | L0080 |
| WDC | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 239.3% | 1208.4% | -969.1% | 90.2% | 6.42 | 80.8% | 1.48R | 82 | L0080 |
| WDC | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 508.9% | 1076.4% | -567.6% | 84.5% | 5.37 | 76.9% | 2.72R | 213 | L0080 |
| WDC | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 114.3% | 1238.5% | -1124.2% | 85.7% | 5.86 | 70.0% | 1.91R | 42 | L0080 |
| WMT | 3d | 2022-02-23 → 2026-06-05 (359 bars) | 57.2% | 179.3% | -122.1% | 87.0% | 5.46 | 73.8% | 2.56R | 69 | L1187 |
| WMT | daily | 2022-01-21 → 2026-06-05 (1097 bars) | 88.9% | 169.1% | -80.2% | 93.5% | 4.43 | 76.3% | 3.15R | 199 | L0083 |
| WMT | weekly | 2022-03-21 → 2026-06-01 (220 bars) | 51.2% | 162.0% | -110.8% | 95.2% | 6.88 | 80.9% | 2.07R | 42 | L0080 |