The Survivors
Only the top 2–4% of AI-generated strategies survive all 7 pipeline stages. These strategies passed hypothesis validation, sanity checks, adversarial interrogation, stress testing, and walk-forward validation.
What Surviving Means
A surviving strategy has been attacked by multiple independent AI models, tested against 5 hostile market scenarios (crash injection, volatility spikes, correlation breakdown), and validated on out-of-sample data it never saw during training. It doesn't mean the strategy is guaranteed to work — it means we couldn't kill it with every computational test available.
Example Survivors
Momentum Treasury Spread
Trades TLT based on yield curve momentum. Goes long when the 20-day rate of change in the 10Y-2Y spread exceeds +0.5σ, exits on mean reversion. Economic logic: yield curve steepening signals risk-on rotation into duration.
Mean Reversion Gold-Equity Ratio
Trades GLD when the GLD/SPY ratio deviates >2σ from its 60-day rolling mean. Economic logic: gold and equities have a long-run inverse relationship that mean-reverts during regime transitions.
Volatility Risk Premium Capture
Sells VIX-correlated exposure when the VIX term structure is in contango (>5% spread between front-month and second-month futures). Economic logic: the volatility risk premium is systematically overpriced due to hedging demand.
Disclaimer: These are educational examples. Past backtest performance does not guarantee future results. All strategies are paper-traded with minimum capital before any scaling. AlgoWorkout is an educational platform — this is not financial advice.