MONTHLY A/B STRATEGY SWITCHING | VERSION 20

Know when to expand.
Know when to focus.

Compare unchanged fixed A/B strategies against three monthly, prior-data switching rules. Every switched model has one continuous cash portfolio; no hindsight selection of winning months.

228Downloaded symbols
5Research portfolios
$100kStarting capital each
YOUR HISTORICAL REFERENCE | NOT A FORECAST
V19 Model B, 228 traded: 7.84% CAGRModel A, 128 traded: 7.14% CAGR

V20 tests whether completed market breadth and prior virtual A/B performance can select the right stock universe for NEW entries each month. V19 historical returns are not guaranteed.

01

Connect your historical market data

Alpaca paper account · read-only historical price API

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02

Five A/B switching experiments

Download all 228 symbols once; fixed A/B models and all switching models share the same frozen 128-symbol indicator selection.

Models being compared

A - Fixed 128 stocksOriginal V16(D): select and trade the original 128 stocks. Unchanged historical control.
CONTROL
B - Fixed 228 stocksV19 winner: select indicators on 128, apply them to all 228 trading candidates.
BENCHMARK
C - Breadth switchingEvery month choose A or B using completed 50-day market breadth and 20-day relative returns.
BREADTH
D - Trailing performance switchingChoose using the prior 60 sessions of A/B virtual portfolio returns and drawdowns.
SHADOW
E - Dual-confirmation switchingSwitch only when breadth and virtual performance agree; otherwise retain the previous choice.
CONSENSUS
Starting capital$100,000 eachPlanned initial risk / trade0.5%Model selectionOriginal 128 / 18m + 6mAll five portfoliosBelow $500, no fixed slotsSwitch timingOnce monthly, previous closeAll portfoliosCash-only, 20% stock / 40% sector

A-E have independent $100,000 portfolios. New entries are gated by the monthly rule. Existing holdings exit normally. Rules are exploratory and no trades are placed.