§ corpus sweep · daily bars · 2026-08-08

We ran every public Pine script we could find.

12,424 scripts scraped from public GitHub repositories, classified by AST into four grading tracks, and measured — each track by the only question it can honestly answer. The 3,797 that place orders are backtested below; signal indicators are traded through a published harness; plot-only indicators are scored on out-of-sample predictive power against canonical baselines; visual tools are audited for repaint surface. Every guard result is a column, never a pass/fail stamp.

Scripts swept

3,797

Track A — declares strategy() or places orders

Eligible measurements

5,478

24.0% of 22,782 script-market pairs

Clear all four guards

2

Across all six markets combined

…with confirmable fills

0

Both survivors exit on a trailing stop

The two scripts that clear every statistical guard both exit on a trailing stop. A stop fills somewhere inside a bar and daily bars do not record where — so the engine has to assume a path, and on the higher-scoring of the two that assumption is doing the work: a 0.1% trailing offset on candles with a 3–5% range, 700 trades, a $181 maximum drawdown. We publish it, labelled, and rank it separately. It is not a verdict on the script. It is a statement about what a bar dataset can and cannot confirm.

Where the measurements go

Counted in script-market pairs, not scripts — a script can be ineligible on one market and perfectly measurable on another. None of these rules is a quality judgment; each one marks a backtest that did not produce a measurable result at all.

  • 4,755equity never moved
  • 4,666did not compile or crashed
  • 4,014fewer than 20 closed trades
  • 1,694held a position ≥98% of bars
  • 1,363implied leverage above 1.5×
  • 685account went to zero
  • 127held a position <2% of bars
  • 3,654eligible, but fills depend on an assumed intrabar path (66.7% of eligible — labelled, not excluded)

The same sweep at three timeframes

Daily is the table above, and the only one worth ranking on. The intraday sweeps run for completeness — many of these scripts were written for intraday charts and deserve the fair test — but their histories are far shorter outside crypto, so the six markets are no longer being asked the same question.

TimeframeEligibleHistory (bars)Mean luck hurdleClear all guards…with confirmable fills
1Dranked above5,4783,2784,0000.9020
4H5,6671,70719,6532.0900
1H6,2145,09078,5452.6830

The spread in the history column is the reason to be careful: at 4H and 1H the crypto markets carry nine years and the equity and metals markets carry two or three, which inflates their buy-and-hold benchmark and makes the excess column mean something different in each row. Daily is the only sweep where all six windows are long enough to say the same thing.

By market

Ranked on Sharpe in excess of buy-and-hold over the identical window. Markets are never averaged together: the windows differ, the regimes differ, and a mean across them lets one spectacular cell carry five poor ones.

BTCUSD

2017-08-172026-08-07 · 3,278 bars · buy-and-hold Sharpe 0.66 · luck hurdle 0.99

715 of 3,797 measurements were eligible; 622 survive the duplicate collapse. None clear all four guards. A search this wide is expected to throw up a 0.99 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
1f350bbc9469dunverified fills1.23+0.570.831.05130bp429
29df83dc1035d0.98+0.330.480.76350bp79
3481eadba9429unverified fills0.93+0.270.400.20249bp71
43d10a14e6366unverified fills+1 copy0.91+0.250.360.08690bp70
579ee75d8a4f1unverified fills0.90+0.240.370.67376bp104
6de2b3ad147b6unverified fills0.90+0.240.361.05173bp191
76d7745c56b7e0.88+0.230.340.43712bp42
8e75dba25276aunverified fills0.87+0.220.310.92387bp86
93fa2a89432940.87+0.210.320.4559bp408
10bb5ea915a6f2unverified fills0.87+0.210.320.94398bp42
11bcef98bb3554unverified fills0.86+0.200.300.63239bp126
123f2d12f10ac40.85+0.200.300.66850bp45
13b7dbba45076eunverified fills0.84+0.180.270.08655bp71
1410a77dd7801funverified fills0.84+0.180.261.11216bp38
150824a9731deaunverified fills0.83+0.180.250.5693bp194
16a8412e9e7194unverified fills0.83+0.180.280.78888bp37
1718108d19313f0.83+0.170.270.50199bp116
188c2d382277ceunverified fills0.83+0.170.270.61471bp84
1982bdbd84e6cf0.83+0.170.270.68212bp173
2000b46c35e453unverified fills0.82+0.160.240.95157bp68
21d9106db72344unverified fills0.81+0.160.250.2745bp735
2297bb41d55176unverified fills0.80+0.140.230.6171bp282
23e03fb2f48bd90.79+0.140.230.761673bp67
2451cb4a80f2fd+1 copy0.78+0.130.220.73487bp64
2527e332631bd10.78+0.130.190.68307bp22

ETHUSD

2017-08-172026-08-07 · 3,278 bars · buy-and-hold Sharpe 0.56 · luck hurdle 0.94

863 of 3,797 measurements were eligible; 717 survive the duplicate collapse. 2 clear all four guards, and none of those has fills we can confirm. A search this wide is expected to throw up a 0.94 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
18b0ccbe43bfdunverified fills2.50+1.941.002.38162bp700
2f350bbc9469dunverified fills1.49+0.930.991.67251bp427
3e8ce11a33670unverified fills1.03+0.470.691.54103bp90
4320a76d7cda6unverified fills1.00+0.430.581.9656bp282
5e0f64d88f71funverified fills0.95+0.390.521.05357bp92
692ef1156b1210.90+0.330.440.78570bp52
7786f08429a15unverified fills0.86+0.300.391.15206bp83
87e0bd15865f4unverified fills0.84+0.280.370.49355bp126
90906c0321dd3unverified fills0.82+0.260.340.45366bp95
109df83dc1035d0.82+0.260.340.45454bp72
116995914c771dunverified fills+1 copy0.78+0.210.280.66502bp87
12bb5ea915a6f2unverified fills0.76+0.200.260.31507bp36
13f814fdd4baa4unverified fills0.76+0.200.260.40885bp36
14f6451e46d9b0unverified fills0.75+0.190.241.3795bp164
15641bd91b80b0unverified fills0.74+0.180.240.64193bp176
1647ca82903670unverified fills0.74+0.180.230.73347bp46
17d2146a1673e9unverified fills0.73+0.170.210.48186bp424
186b6d612edc1eunverified fills0.71+0.150.170.74130bp47
1951cb4a80f2fd+1 copy0.71+0.150.210.45617bp58
202c4833f9ea17unverified fills0.71+0.150.210.23227bp143
213770e8fe4b4c+1 copy0.71+0.140.200.49277bp103
228086936c0135unverified fills0.70+0.140.200.30546bp71
238c2d382277ceunverified fills0.69+0.130.190.77468bp81
24bcef98bb3554unverified fills0.69+0.130.180.49224bp122
250ce2a5c82945unverified fills0.68+0.120.180.45567bp77

SPX500

2010-09-102026-08-06 · 4,000 bars · buy-and-hold Sharpe 0.80 · luck hurdle 1.01

1,002 of 3,797 measurements were eligible; 845 survive the duplicate collapse. None clear all four guards. A search this wide is expected to throw up a 1.01 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
18b0ccbe43bfdunverified fills1.44+0.640.961.9716bp889
210e5023f17bfunverified fills0.87+0.070.270.74135bp67
3933c5c63a17d0.87+0.070.280.6744bp279
49ed647d79f1a0.86+0.060.271.0019bp245
5350f6fea94d8unverified fills0.86+0.060.250.5819bp113
62954f8fe430bunverified fills0.85+0.050.261.17188bp53
70f5405895f90unverified fills0.84+0.040.240.55120bp79
8e75dba25276aunverified fills0.81+0.000.200.76770bp21
9c4abe310bb5b0.80+0.000.190.87114bp109
1009112c0ed304unverified fills+1 copy0.80-0.000.191.1510bp248
11c82f32e839bd0.79-0.010.190.70157bp53
12c32ee9a09a20unverified fills0.78-0.020.180.7444bp217
1347ca82903670unverified fills0.78-0.020.180.7178bp65
14ffcca3b65c2aunverified fills0.77-0.030.171.0252bp153
15b10b53e4a43b0.77-0.030.170.81161bp120
16a5ef13bf4849unverified fills+1 copy0.76-0.040.150.9785bp62
17c85c954ef05cunverified fills0.76-0.040.161.4624bp150
189df83dc1035d0.75-0.050.150.9045bp106
199e794798c0fd0.72-0.080.120.6194bp80
2081db64760c31unverified fills0.72-0.080.120.4866bp110
21ef7ac175c108unverified fills0.71-0.090.120.9828bp207
22c330af749e920.71-0.090.111.02123bp69
23394796be9266unverified fills0.71-0.090.120.3744bp186
246d7745c56b7e0.71-0.090.120.8163bp66
25b0c066e1b1590.71-0.090.111.0899bp67

QQQ

2010-09-102026-08-06 · 4,000 bars · buy-and-hold Sharpe 0.94 · luck hurdle 1.06

1,011 of 3,797 measurements were eligible; 844 survive the duplicate collapse. None clear all four guards. A search this wide is expected to throw up a 1.06 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
18b0ccbe43bfdunverified fills1.17+0.230.661.6520bp806
210e5023f17bfunverified fills1.00+0.060.400.94194bp70
3cafc7bd8d462unverified fills0.96+0.020.350.6322bp136
4ef7815e76f1cunverified fills0.94+0.010.321.28105bp229
5b21aaf4506e8unverified fills0.91-0.020.280.40351bp39
641a59c37b715unverified fills0.88-0.060.210.8963bp136
70f5405895f90unverified fills0.87-0.070.230.78173bp73
8394796be9266unverified fills0.86-0.070.220.7452bp229
9933c5c63a17d0.85-0.080.210.7141bp366
108880640d00d1unverified fills+1 copy0.85-0.090.210.51362bp20
119ed647d79f1a0.84-0.090.200.8326bp228
1290dc8c511bfbunverified fills0.84-0.090.190.81185bp50
13c32ee9a09a20unverified fills0.84-0.100.200.6161bp204
14b91cba1b6688unverified fills0.83-0.100.190.57498bp21
15c82f32e839bd0.83-0.110.180.61298bp40
16c8c53ca8f96cunverified fills0.83-0.110.180.26137bp41
17fa4858c800aaunverified fills0.83-0.110.180.5726bp77
18a8412e9e7194unverified fills0.82-0.120.170.561248bp20
195374ee946141unverified fills0.81-0.130.170.96185bp46
20e75dba25276aunverified fills0.81-0.130.160.701156bp22
21c330af749e920.80-0.130.150.85127bp93
229df83dc1035d0.80-0.140.150.7464bp104
23282448ec3ee7unverified fills0.79-0.150.150.711130bp24
24e96912a44343unverified fills0.79-0.150.140.9159bp266
251a005e6b1836unverified fills+8 copies0.78-0.150.130.70211bp49

GOLD

2010-09-102026-08-06 · 4,000 bars · buy-and-hold Sharpe 0.52 · luck hurdle 0.79

1,014 of 3,797 measurements were eligible; 846 survive the duplicate collapse. None clear all four guards. A search this wide is expected to throw up a 0.79 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
18b0ccbe43bfdunverified fills1.18+0.650.930.9616bp817
2e75dba25276aunverified fills0.80+0.280.531.64892bp21
3ba3d466c57f7unverified fills0.77+0.240.471.58731bp27
4bafac95c4f450.71+0.190.370.8916bp239
5f5c79326a9dbunverified fills0.70+0.180.360.8061bp33
647ca82903670unverified fills0.69+0.170.351.2158bp79
754a337f2ed350.68+0.150.310.6522bp118
8110c8ca80323unverified fills0.67+0.150.321.23150bp20
9129af442b78aunverified fills+1 copy0.65+0.130.290.8657bp1042
10815bc5ac8ef1unverified fills0.65+0.130.290.84153bp35
11a6baae6cc1f20.65+0.120.290.98107bp29
12984f25ff4a3eunverified fills0.64+0.120.280.9798bp43
1346f51aa7fa77unverified fills+2 copies0.63+0.110.251.2722bp107
14e18ef3854449unverified fills0.63+0.100.261.16195bp31
1597e2ab193cd40.62+0.100.271.12252bp45
1608675d7e84620.62+0.090.251.0981bp84
17dfce8ddf6c28unverified fills0.61+0.090.241.1227bp169
18e65cb47877d6unverified fills0.60+0.070.221.0813bp542
19850d0973bf7dunverified fills0.59+0.070.241.0761bp252
20ef7815e76f1cunverified fills0.58+0.060.211.4361bp193
2163e93f09d32c0.58+0.060.221.0756bp126
22e34b5f5c4058unverified fills0.58+0.050.190.9634bp152
2310e5023f17bfunverified fills0.58+0.050.200.9362bp70
24c101398d32870.58+0.050.210.8993bp54
25c8c53ca8f96cunverified fills0.57+0.050.200.92102bp36

EURUSD

2011-03-272026-08-07 · 4,000 bars · buy-and-hold Sharpe -0.11 · luck hurdle 0.63

873 of 3,797 measurements were eligible; 721 survive the duplicate collapse. None clear all four guards. A search this wide is expected to throw up a 0.63 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
18b0ccbe43bfdunverified fills1.71+1.821.001.279bp863
2d2146a1673e9unverified fills0.62+0.730.490.3566bp178
3abc8ce376cb5unverified fills0.48+0.600.280.1012bp353
43c7af8b6c7aa0.47+0.580.260.6725bp24
59960631a4fe0unverified fills0.45+0.560.230.6267bp87
6524cd1698d6eunverified fills0.43+0.540.190.3316bp32
7017e4bf7251bunverified fills0.42+0.530.18-0.453bp592
830a49af03fffunverified fills0.41+0.530.200.6644bp22
946f9f3639fbf0.40+0.510.180.3839bp27
10af6605f124bcunverified fills0.39+0.500.16-0.11280bp2162
118ecad2a97c87unverified fills0.39+0.500.170.7118bp360
12c49c494ee52dunverified fills0.37+0.490.160.9219bp115
1377884fa81d6funverified fills0.37+0.480.160.4213bp270
1497756a7feea90.36+0.470.140.429bp166
15c2684d73ea760.36+0.470.140.228bp108
161ae3ee5497580.35+0.460.140.3012bp86
171ab9d8c982ebunverified fills0.35+0.460.13-0.1522bp78
18fedbb19d402bunverified fills0.34+0.450.12-0.0416bp56
190dd0fffbcfe8unverified fills0.33+0.440.12-0.348bp70
2070887d4d62bd0.33+0.440.120.1010bp94
21337fa4fc672aunverified fills0.32+0.440.110.1510bp70
22116ae7ac5736unverified fills+16 copies0.31+0.420.100.734bp328
230f5bde3b2524unverified fills0.31+0.420.100.1019bp86
24bafac95c4f450.30+0.420.09-0.203bp185
25952cdcbe6346unverified fills0.30+0.410.09-0.142bp372

Scripts that show up more than once

63 scripts reach the published rows of at least two markets, 4 of four or more. Each is reported by its worst market, never its best — that is what makes the number mean something.

ScriptMarketsWorst vs B&HWorst out-of-sampleLowest deflatedFills
8b0ccbe43bfdETHUSD · SPX500 · QQQ · GOLD · EURUSD+0.230.960.66assumed intrabar
47ca82903670BTCUSD · ETHUSD · SPX500 · QQQ · GOLD-0.240.620.08assumed intrabar
e75dba25276aBTCUSD · SPX500 · QQQ · GOLD-0.130.700.16assumed intrabar
9df83dc1035dBTCUSD · ETHUSD · SPX500 · QQQ-0.140.450.15confirmable
08675d7e8462BTCUSD · ETHUSD · GOLD+0.070.600.13confirmable
10e5023f17bfSPX500 · QQQ · GOLD+0.050.740.20assumed intrabar
79ee75d8a4f1BTCUSD · ETHUSD · EURUSD+0.050.060.08assumed intrabar
933c5c63a17dSPX500 · QQQ · GOLD-0.080.670.15confirmable
394796be9266SPX500 · QQQ · GOLD-0.090.370.12assumed intrabar
9ed647d79f1aSPX500 · QQQ · GOLD-0.090.830.17confirmable
b21aaf4506e8ETHUSD · SPX500 · QQQ-0.100.350.11assumed intrabar
f814fdd4baa4ETHUSD · SPX500 · QQQ-0.200.400.11assumed intrabar

§ track B · signal indicators · same rulebook

2,658 indicators that say “Buy” — so we bought.

4,058 scripts never call strategy() but emit discrete signals — alertcondition(), buy/sell shapes, arrows. Those signals are machine-readable trade semantics, so a harness rewrites each script as the same canonical strategy: long on any BUY-classified signal at the next bar open, flat on any SELL, 100% of equity, long-only. Signal titles are classified by a fixed keyword table — no model in the loop, and the exact mapping used for every script is recorded. 2,658 of 4,058 mapped cleanly (2,441 with an exit signal, 217 entry-only); the rest are counted, not guessed at. The harnessed scripts then run through the identical pipeline as Track A — same eligibility rules, same deflated Sharpe, same duplicate collapse. One difference is deliberate: the harness sizes every entry at 100% of current equity, so implied leverage is measured against equity rather than initial capital — against initial capital, compounding itself would read as margin.

Signal indicators harnessed

2,658

of 4,058 Track B scripts — the unmapped are listed by reason

Eligible measurements

6,444

40.4% of 15,948 script-market pairs

Clear all four guards

28

All on the equity indices — none on crypto, gold or FX

…with confirmable fills

28

The harness never uses stops, so every fill is bar-verifiable

MarketEligibleAfter dedupeBeats B&HOOS positiveCost ≥ 20bpAll guards
BTCUSD1,0657743797287300
ETHUSD1,0567674015966910
SPX5001,1168403280766011
QQQ1,1228401880873317
GOLD1,1308491598316100
EURUSD95569934843260

The pattern is the mirror image of Track A. On the crypto markets, buy-and-hold set a Sharpe no dip-buying signal overlay could beat; on the equity indices the harness found 28 candidates that clear every guard — deflated Sharpe included — and all of them fill at bar boundaries, so there is no intrabar assumption to hide behind. The tables below rank the markets where that happened.

SPX500 — signal indicators

2010-09-102026-08-06 · 4,000 bars · buy-and-hold Sharpe 0.80 · luck hurdle 0.42

1,116 of 2,658 measurements were eligible; 840 survive the duplicate collapse. 11 clear all four guards. A search this wide is expected to throw up a 0.42 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
179ca6f94d7ae0.93+0.130.981.11110bp77
23741497843a60.92+0.120.980.80113bp74
35017c92ab7bd0.91+0.100.970.7348bp149
451f91f8af2890.89+0.090.970.8619bp460
5c759f9d5e54c0.88+0.080.960.64256bp28
6524a8b03766d0.88+0.080.961.0866bp117
76e1073fb0e170.88+0.080.960.93136bp54
80cfe0dc911920.88+0.080.970.7554bp185
986e7c9c892cf0.88+0.080.960.78410bp20
104468a6b5999f0.85+0.050.960.9066bp112
11eceb5c6ef36b0.84+0.040.950.7748bp179
1215b955ec0ddc0.84+0.040.950.72248bp39
135dab3671c3950.84+0.040.950.8298bp72
14ea1d1a3a95d30.84+0.040.950.74123bp87
15e19a44f3a32f+2 copies0.83+0.030.951.0796bp74
16da199e035dce0.83+0.030.940.9674bp88
17088de02be0e40.83+0.030.950.80277bp195
18529b1f0fd9560.83+0.030.940.92352bp20
19a3199187a8ab0.83+0.030.950.6446bp176
205be17d173c290.82+0.020.941.0187bp75
213e31a39b9ca2+5 copies0.82+0.020.950.4317bp428
221782b7b6857e0.82+0.020.940.6838bp178
233261672e1e250.82+0.020.941.09191bp54
24ca29ed4268130.81+0.010.940.2364bp109
2507bb0fb5bcb50.81+0.010.940.93162bp91

QQQ — signal indicators

2010-09-102026-08-06 · 4,000 bars · buy-and-hold Sharpe 0.94 · luck hurdle 0.47

1,122 of 2,658 measurements were eligible; 840 survive the duplicate collapse. 17 clear all four guards. A search this wide is expected to throw up a 0.47 Sharpe on luck alone.

#ScriptSharpevs B&HDeflatedOut-of-sampleBreakevenTradesGuardsCurve
142f1f172d23d0.99+0.060.980.7612bp1003
20137de1d5e670.98+0.050.980.96307bp36
3dba85b1b63690.98+0.040.980.6068bp186
4524a8b03766d0.98+0.040.980.7860bp151
52b0ed36711000.98+0.040.980.9364bp152
6b3a4769d80ea+1 copy0.97+0.040.980.73295bp53
7038808513a6f0.97+0.040.981.0247bp217
8ea1d1a3a95d30.97+0.040.980.58171bp88
96028e8d2cdd40.97+0.030.980.7162bp162
10d62c735618540.97+0.030.980.9385bp115
11377d8da362c50.96+0.020.980.98202bp52
12a20d716bc5200.96+0.020.970.87273bp39
132e353c0677c50.95+0.020.970.8738bp662
1400ea6298c5920.95+0.010.970.80115bp88
15102043b49f6f0.95+0.010.970.95110bp90
1615b955ec0ddc0.94+0.010.970.92412bp34
173a89397cd94f+1 copy0.94+0.000.970.64570bp20
18eed9a8509d410.94+0.000.970.97435bp22
19afe1590d37e80.93-0.000.971.0990bp101
2021262a4314200.93-0.010.970.64123bp142
21225ddfa5712a0.93-0.010.960.8948bp2424
22695bc710ccc80.92-0.010.961.1070bp152
234468a6b5999f0.92-0.010.960.8587bp113
243261672e1e250.92-0.020.960.56311bp44
2551f91f8af2890.92-0.020.960.9025bp441

§ track C · continuous indicators · predictive power

The median indicator knows less than RSI(14).

2,787 scripts only plot — no orders, no discrete signals — so they are not backtested; their plotted values are tested for whether they know anything about the next day. The statistic is the Spearman rank correlation (information coefficient) between a signal's value and the next day's return. The best plot per script and the direction of the relationship are chosen on the first 70% of history only; everything published comes from the last 30%. Price-scale overlays are measured as their distance from price, and signals that are essentially “time” are rejected as nonstationary.

One more hurdle, and it is the one that matters: most plots collapse to some flavour of price-vs-moving-average, and whatever IC that carries belongs to the market's return structure, not to the script. So every market gets a baseline — the best out-of-sample IC among five canonical signals (SMA20/50 distance, RSI14, 5- and 20-day momentum) — and a script only counts for what it measures above that line.

Scored across ≥4 markets

1,944

of 2,787 Track C scripts

Median excess IC

-0.012

Median script trails the canonical baselines out-of-sample

Beat their baseline

27.3%

530 scripts measured above the line

Clear all four guards

26

Positive, consistent, robust and above baseline — all at once

#Script · best signalExcess ICOOS ICWorst mktConsistencySignals triedGuardsSignal quality
1fbea15d82c25Intraday / Weekly High (vs price)+0.3050.3390.2726/612100
2e452484a0aabRSI-Weekly+0.0820.1130.1016/63100
34651171f9885Up Trend 1 (vs price)+0.0490.0740.0236/61296
4fae8ceb48187STR Below - ST (vs price)+0.0510.0830.0206/6895
5e4ed61638b6bUp Trend (vs price)+0.0270.0540.0236/62491
66c9d16e92142Down Trend (vs price)+0.0210.0480.0246/6681
7dd003b2ac3a1Up Trend (vs price)+0.0210.0480.0246/6681
8f8022d901e31Down direction (vs price)+0.0210.0480.0246/6481
939319cfec20aVolatility Stop+0.0430.074-0.0415/6278
1056790ded32b8Plot 1+0.0430.068-0.0475/61378
1171f4156832beVolatility Stop+0.0430.076-0.0415/6278
12ba4bbe146a12EMA 20 (W)+0.0420.073-0.0635/6478
13d38d6c638ef2EMA 20 (W)+0.0420.073-0.0635/6478
146c5986223a9a405 EMA+0.0390.069-0.0525/62378
15e5ccc760188eMonthly trigger+0.0390.069-0.0535/61278

Baselines per market (signed out-of-sample IC, next-day horizon): BTCUSD mom5 0.020 · ETHUSD mom5 0.025 · SPX500 rsi14 0.033 · QQQ mom5 0.036 · GOLD rsi14 0.026 · EURUSD rsi14 0.042. An excess IC near +0.03 held across four or more markets is a genuinely unusual result at this horizon; most of the corpus sits below zero on that column, which is the honest headline.

§ track D · visual tools · not gradeable, and saying so

1,470 scripts draw. We refuse to invent a score for them.

Support zones, session boxes, dashboards, candle paint — these place no orders, emit no signals and plot no series, so any number attached to them would be an invention. What can be said mechanically is what kind of tool each one is, and whether its display could even be reproduced from historical bars — the repaint surface.

What they are

  • 658levels & zones
  • 315other utility
  • 267tables & dashboards
  • 154labels & annotations
  • 42bar & background coloring
  • 28candle overlays

Repaint surface

  • 473 pull higher-timeframe data with request.security()308 of them without an explicit lookahead argument, and 106 with lookahead explicitly on — their historical display shows information that did not exist at the time
  • 24 keep varip state, which updates intrabar and cannot be reproduced from bar data at all
  • The verdict for the whole track is the same and it is published as such: not gradeable (visual tool) — an honest non-grade, not a low one.

How to read the columns

Sharpe
Annualized from daily equity returns, ×√252. No fee is charged in this column — the breakeven column prices execution instead.
vs buy-and-hold
The same Sharpe minus what simply holding the asset earned over the identical window. On a market that tripled, beating zero is not an achievement.
Deflated
The probability the edge is real rather than the luckiest of a large search. It falls as the search widens, which is the point: with hundreds of candidates in contention, an ordinary Sharpe stops being evidence. Trials are grouped by return correlation first, because a scraped corpus is the same dozen ideas re-uploaded.
Out-of-sample
Sharpe over the last 30% of history, which the author could not have fitted to. The decay against the first 70% is what tells you whether the rules were tuned.
Breakeven
The cost per unit of turnover at which the edge disappears. Spot crypto runs about 10bp all-in, so anything near that is a rounding error rather than an edge.
Guards
Four ticks, left to right: beats buy-and-hold, positive out-of-sample, breakeven ≥ 20bp, deflated Sharpe ≥ 0.95.

What this sweep does not tell you

  • Every script ran on daily bars with its default inputs. A script written for 15-minute charts, or one whose author expects you to tune its lengths, is being asked a question it was not written to answer. Intraday sweeps are running separately.
  • Order fills follow TradingView's rule — market orders at the next bar's open. That rule is implemented deliberately, but it has not yet been confirmed against TradingView itself on a reference strategy. Until it is, treat absolute returns as provisional; the ranking depends on relative ordering, which is far less sensitive.
  • A failing script here is not a worthless script. Most of what this corpus contains was written to be read on a chart by a person, not to be run unattended. Measuring it as an automated strategy is a narrow question, and this page only answers that one.