BART Top Trading Strategies

Curated collection of top-performing trading strategies discovered through BART (Backtest Analysis & Research Tool) evolution runs.

Performance Summary

Rank	Strategy	Symbol	PnL	Sharpe	Profit Factor	Max DD	Win Rate	Trades
1	Simplified Momentum Conservative	TAO	+104.19%	1.67	1.74	11.76%	41.03%	117
2	Enhanced Long-Only V4.1	TAO	+93.77%	1.91	2.00	7.31%	41.56%	77
3	Ultra-Selective Range	TAO	+57.70%	1.70	2.05	12.68%	47.27%	55
4	Short-Focused Momentum	TAO	+45.17%	0.94	1.39	18.64%	36.19%	105
5	Moderate Range Trading	BTC	+12.79%	17.22	3.56	3.42%	66.67%	6

Backtest Parameters

• Exchange: Hyperliquid
• Leverage: 10x
• Initial Balance: $10,000
• TAO Test Period: Dec 22, 2025 - Jan 16, 2026 (25 days)
• BTC Test Period: Jan 10-16, 2026 (6 days)
• Model: qwen/qwen3-vl-8b-instruct

Usage

Each strategy folder contains:

File	Description
strategy.md	Human-readable strategy breakdown
prompt.txt	Raw prompt for copy/paste into trading agents
backtest-results.json	Full backtest data with all trades
metrics.json	Quick performance metrics summary

Quick Start

1. Navigate to a strategy folder
2. Copy contents of prompt.txt
3. Paste into your trading agent's system prompt
4. Configure for your target symbol and timeframe

Strategy Selection Guide

Use Case	Recommended Strategy
Maximum returns, moderate risk	Simplified Momentum Conservative
Best risk-adjusted returns	Enhanced Long-Only V4.1
Lowest drawdown	BTC Moderate Range Trading
Highest win rate	BTC Moderate Range Trading
Range-bound markets	Ultra-Selective Range
Bearish bias	Short-Focused Momentum

Notes

• All strategies use 15m primary timeframe with multi-timeframe confirmation
• Performance may vary based on market conditions
• Always paper trade before live deployment
• Consider reducing leverage for live trading

Contributing

When adding new strategies:

1. Create folder under appropriate symbol directory
2. Include all 4 required files
3. Update this README with performance metrics
4. Include original backtest session ID for traceability