Autonomous financial backtesting — agents generate and evolve trading strategies scored by Sharpe ratio.
- Strategy: Simple momentum (SMA crossover)
- Universe: Synthetic price series (seeded PRNG for reproducibility)
- Evaluator: FinanceBacktestEvaluator — runs 252-day backtest, scores by Sharpe ratio
- Baseline Sharpe: ~0.0
- Alternative momentum signals (EMA, MACD, RSI)
- Mean-reversion strategies for range-bound markets
- Volatility-adjusted position sizing
- Multi-factor combinations
- Regime detection (trending vs mean-reverting)
Sharpe Ratio (higher is better). Experiment files: finance-r{N}.json.
See LEADERBOARD.md (auto-updated every 6 hours).