Breadth backtests: 5 tested
Data last updated
Rules that time the market by how many stocks sit above a long-run average.
In-sample, not a promise. Every figure here comes from a backtest on past data.
2 of 5 strategies finished ahead of the benchmark, but none by enough to look like more than luck on their own (a p‑value under 0.05). None passed the luck check, which allows for all 1,778 tests we ran (a corrected q under 0.10), so no result here is a proven edge. Scored 5 November 2026, using data up to 15 March 2025.
These strategies were tested on crypto, ETFs and US stocks. See the full family index, the full method and every result, or download the raw registry (JSON).
How to read these results
"Vs benchmark" is the strategy's annualized return minus an equal-weight benchmark, rebalanced daily, on the same assets and days. Strategies are charged trading costs; the benchmark pays none. Ahead is not a confirmed edge: the p-value is the unadjusted chance of a gap this large by luck, and the corrected q (the luck check: passed below 0.10) allows for how many strategies were tried, because testing hundreds of ideas throws up lucky winners. Every strategy saw only data up to the same cutoff date. The receipt is the frozen result file for that rule.
"Sample" is trades for rules that enter and exit a position, and rebalances for portfolio rules. A rebalance is a scheduled date on which a portfolio rule re-ranks and held at least one position. It is the sample size for portfolio rules. A holdings change is a rebalance where what the portfolio held, or its weights, differed from the previous one. Only these cost money to trade. The two are different counts and are never swapped. Definitions.
Results
| Rule | Market | Vs benchmark | Sample | p-value | Corrected q | Details |
|---|---|---|---|---|---|---|
| Crypto breadth gate with hysteresis: in when 60% of coins are above their 50-day SMA, out at 40% Source: Tickfloor research batch: red‑team ideas | crypto | +20.2 pts/yr | 1,412 rebalances | 0.258 | 1.000 | On-site receipt |
| Equal-weight crypto scaled continuously by 50-day breadth, weekly Source: Tickfloor research batch: red‑team ideas | crypto | +12.7 pts/yr | 361 rebalances | 0.321 | 1.000 | On-site receipt |
| Control: always hold the above-200dma names, equal weight, weekly Source: none published (Tickfloor research‑desk test) | US stocks | −3.6 pts/yr | 402 rebalances | 1.000 | 1.000 | On-site receipt |
| Sector breadth gate with hysteresis (60% above 200-day in, 40% out), else IEF, weekly Source: Tickfloor research batch: red‑team ideas | ETFs | −3.7 pts/yr | 443 rebalances | 1.000 | 1.000 | On-site receipt |
| Percent-above-200dma breadth as a risk-on timing gate Source: classic market‑technician breadth gate (% of stocks above 200dma > 50% = risk‑on) | US stocks | −7.8 pts/yr | 315 rebalances | 1.000 | 1.000 | On-site receipt |
- Crypto breadth gate with hysteresis: in when 60% of coins are above their 50‑day SMA, out at 40%
Source, p-value and result file
- Source
- Tickfloor research batch: red‑team ideas
- p-value
- 0.258
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Equal‑weight crypto scaled continuously by 50‑day breadth, weekly
Source, p-value and result file
- Source
- Tickfloor research batch: red‑team ideas
- p-value
- 0.321
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Control: always hold the above‑200dma names, equal weight, weekly
Source, p-value and result file
- Source
- none published (Tickfloor research‑desk test)
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Sector breadth gate with hysteresis (60% above 200‑day in, 40% out), else IEF, weekly
Source, p-value and result file
- Source
- Tickfloor research batch: red‑team ideas
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Percent‑above‑200dma breadth as a risk‑on timing gate
Source, p-value and result file
- Source
- classic market‑technician breadth gate (% of stocks above 200dma > 50% = risk‑on)
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt