spent the last 7 months building a quantitative stock analysis platform with 3 engines: wyckoff, mean reversion, and crypto

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https://preview.redd.it/qh6jhl5cmtyg1.png?width=820&format=png&auto=webp&s=61aa89a20106a1ea3ebeea96160c43b63585beab

what you see here is one of the recent signals produced by the wyckoff engine. NVDA, weekly timeframe, fired april 6 at $176, score 7, accumulation phase. 5d +6.6%, 10d +13.8%. 20d and 40d still in window.

what took 7 months was the validation and building the quantitive system, day and night of backtesting, redoing, coding, validating over and over again:

649 stock universe. 237 active sp500 + 412 already-delisted tickers

18,808 out of sample signals across all engines

combined CAGR 12.55% from 2006 to 2026 with realistic transaction costs. spy was 9.02% same period

daily wyckoff passed 9 statistical tests at 20d. walk forward, carhart 4 factor, block bootstrap, monte carlo, the whole battery, bonferroni corrected

5d wyckoff fails. published that too

validation repo is public https://github.com/signal-validation/krentium.

submitted by /u/PracticalOil9183 to r/Daytrading
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SOURCE