Autonomous Factor Evolution System
Last updated: 2026-02-19 11:57:57 UTC
No evolution progress data available yet.
| Rank | Expression | Fitness | Train Sharpe | OOS Sharpe | Paper Sharpe | MDD | Family |
|---|---|---|---|---|---|---|---|
| 1 | (pl.col('high').abs() - pl.col('close').rolling_mean(5)).rolling_mean(16) | 6.3082 | 5.6466 | 6.6645 | -0.0567 | 0.1504 | trend |
| 2 | (pl.col('close').diff(7) + pl.col('vwap').rolling_mean(16)) | 5.2698 | 0.6226 | 7.7721 | -4.4342 | 0.2158 | trend |
| 3 | (pl.col('close') + pl.col('close').rolling_mean(13)) | 5.1781 | 1.6200 | 7.0940 | -0.3664 | 0.0489 | trend |
| 4 | (pl.col('close') + pl.col('close').rolling_mean(13)) | 5.1781 | 1.6200 | 7.0940 | -0.3664 | 0.0489 | trend |
| 5 | (pl.col('close') + pl.col('close').rolling_mean(13)) | 5.1781 | 1.6200 | 7.0940 | -0.3664 | 0.0489 | trend |
| 6 | (pl.col('close') + pl.col('close').rolling_mean(13)) | 5.1781 | 1.6200 | 7.0940 | -0.3664 | 0.0489 | trend |
| 7 | (pl.col('close').rolling_mean(21) * pl.col('close').abs()).rolling_mean(7) | 4.9972 | 0.7794 | 7.2682 | -3.1179 | 0.2464 | trend |
| 8 | (((pl.col('high').abs() - pl.col('close').rolling_mean(24)).rolling_mean(16)) * 0.6 + ((pl.col('low'... | 4.8221 | 1.6965 | 6.5052 | -2.6368 | 0.2410 | trend |
| 9 | pl.col('open').rolling_std(20) | 4.7518 | 1.4244 | 6.5435 | -16.3056 | 0.4206 | volatility |
| 10 | pl.col('open').rolling_std(10) | 4.4043 | 1.5191 | 5.9578 | 0.8031 | 0.1960 | volatility |
| 11 | pl.col('open').rolling_std(10) | 4.4043 | 1.5191 | 5.9578 | 0.8031 | 0.1960 | volatility |
| 12 | pl.col('open').rolling_std(10) | 4.4043 | 1.5191 | 5.9578 | 0.8031 | 0.1960 | volatility |
| 13 | pl.col('open').rolling_std(10) | 4.4043 | 1.5191 | 5.9578 | 0.8031 | 0.1960 | volatility |
| 14 | (pl.col('low') / (pl.col('low').pct_change(4).abs() + 1e-6)).pct_change(7) | 4.3482 | 13.1015 | -0.3652 | -9.6005 | 0.0886 | unknown |
| 15 | pl.col('low').rolling_std(30) | 4.3453 | -1.0575 | 7.2545 | -2.8407 | 0.0787 | volatility |
| 16 | pl.col('low').rolling_std(30) | 4.3453 | -1.0575 | 7.2545 | -2.8407 | 0.0787 | volatility |
| 17 | pl.col('low').rolling_std(30) | 4.2507 | -1.7766 | 7.4962 | -0.1505 | 0.1610 | volatility |
| 18 | ((pl.col('open').rolling_std(10)) * 0.3 + ((pl.col('low').shift(4).abs() + pl.col('vwap')).shift(3))... | 4.1091 | 0.7458 | 5.9200 | 5.9867 | 0.0979 | volatility |
| 19 | (pl.col('open').rolling_mean(3) + pl.col('open').diff(5)) | 3.9486 | 5.6057 | 3.0564 | 1.8168 | 0.0940 | trend |
| 20 | (pl.col('open').rolling_mean(3) + pl.col('open').diff(5)) | 3.9486 | 5.6057 | 3.0564 | 1.8168 | 0.0940 | trend |
Coming soon - Paper trading functionality is being developed.