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🧺 Autonomous quantitative research

AQ Genesis

It opens from Strategies → 🧺 AQ Genesis. You give it a Symbol and a Direction (Long / Short / L+S), press START and it sets off researching on its own, without stopping: it generates and filters strategies while you sleep. The Winners' Room fills up in real time with the best ones, sorted by CONFIDENCE, not by profit — the promise is a basket of robust strategies, not the most profitable one in sample.

The wall: a ladder that cuts at the first failure

Every strategy climbs 7 rungs; the moment it fails one it is discarded and the following ones are not evaluated (saving compute). Each rung has a checkbox to turn it on or off on the fly — untick one and you will see instantly how what passes the filter changes. The ✓✗ ladder in the «Last decision» panel shows where each strategy dies.

1 · 2 · 3 · 4 — the cheap gate
Near-clone · Too few trades · No expectancy (PF) · Edge vs B&H
5 · 6 · 7 — the wall
High PBO · Weak Walk-Forward · Low Survival
🔵 → 🟠 → 🟢
Promising → Robust → Sealed (the maturity funnel)
🥈 Best discards
Top-10 of those that got furthest (rung + profit)

⚙️ Settings: you set the bar

The ⚙️ Settings button in the header opens a window with everything that decides what Genesis finds. Every field carries its explanation beside it: you do not need to know the theory to change it sensibly. Changes are saved and applied to the next investigation — moving a bar mid-run would make the strategies sealed before and after it not comparable with each other.

🧩 The wall

Minimum number of trades, maximum PBO, AQ WF Score, AQ Survival Score, the quick filter's Profit Factor, the margin over buy-and-hold and on which markets robustness is tested.

🏆 The Confidence

How the score that ranks the Room is weighted between Walk-Forward, Survival and anti-overfitting. They count as proportions: they do not have to add up to anything in particular, and the window shows you the real split in %.

🔍 The search

Maximum number of entry conditions, TP and SL ranges, candidates per round, the Room's cap, the shift [n] and the exit criterion.

🧲 Families and 💰 costs

The three «best one wins» thresholds — the only ones applied instantly, even with the research running — plus the point value and the commission.

⚠️ The maximum number of entry conditions comes set to 2 for a reason: every extra condition multiplies the combinations and makes it far easier to find rules that only describe the past. If you raise it, raise the wall's bars too.
💰 Point value and commission are taken from the symbol's record; leave them at 0 to use it. If you enter your own value, a ✎ appears in the context strip, so an overridden cost is never applied silently.
↶ Factory values, bottom left, puts everything back the way it shipped.

The context strip: never launch blind

Right under the header there is a line summarizing, always in sight, the settings the research will run with: $50/pt · $1.00/trade  |  Exit: TP/SL  |  Shift 0-10/5  |  12 markets. It matters more than it seems: the exit criterion completely changes what Genesis finds — the best entry depends on how you get out — and a run can last hours. A click on the strip opens Settings.

The edge over Buy & Hold — separating timing from drift

In a rising index almost any long «works» by riding the trend. To separate REAL timing from mere drift, Genesis demands that the strategy beat buy-and-hold on return / drawdown (RoMaD), not on gross profit (unbeatable with 1 contract). A strategy that merely rides the trend inherits the index's drawdown → it does not beat it → out. One with real timing (getting out before the scares) has a better RoMaD → it passes. It only applies to longs.

And as demanding as you like. In ⚙️ Settings → The wall, the margin over buy and hold multiplies that bar: at 1.00 a tie is enough; at 1.20 it has to beat it clearly. It is probably the setting that says most about what you are asking of a strategy.

Comparative curve chart

Below the tables, a chart overlays up to 3 equity curves: Buy & Hold (gray, the reference), Best strategy (green) and the Selected one (orange) — click any row (in Winners or Discards) to see its curve; click again to remove it. A $ / % button switches between the real amount and a comparable shape, and checkboxes show/hide B&H and the Best. That way you SEE the edge, you do not just read it.

«Best one wins»: 100 different ideas, not 100 clones

A genetic algorithm converges and rediscovers the same strategies over and over. Genesis de-clones them on two levels: the EXACT clone (the same recipe) is discarded instantly; and the FAMILY near-clone — similar but distinct strategies, with a monthly return correlation ≥ 0.90. When a sealed strategy is a near-clone of a sister already present, it only replaces it if it improves substantially in Confidence (+4) OR in Profit (×1.15); otherwise it is redundant and gets discarded — because among near-clones confidence barely varies, so profit breaks the tie. That way the Room holds 100 different ideas (or however many you set in ⚙️ Settings), each in its best version.

The 3 thresholds live in ⚙️ Settings → Families, and they are the only ones applied instantly, even with the research running:
  • →Min. correlation (0.90): how similar they must be to count as a «family».
  • →Confidence jump (4): how much more confidence is needed to replace.
  • →Profit factor (×1.15): how much more $ is needed to replace.

Nothing is lost: log, viewer and analysis

While researching, Genesis writes to disk EVERY strategy it analyzes (the discarded ones and the clones too), in its own folder C:\AniQuant\Genesis. It is not just the Room: it is the complete logbook of the research, to be mined afterwards.

📊 The Viewer button (in the Genesis header) opens a window with a sortable grid of everything analyzed: net, Max DD, PF, RoMaD, WF, Survival, PBO, Confidence, group…
↕️ When you sort by a numeric column, the viewer brings the top 10,000 of THAT metric over the WHOLE file (it does not merely re-sort what you can see) — e.g. the 10,000 with the genuinely largest drawdown.
⬇ Export to CSV (with a Save as dialog) to analyze in Excel or Python.

From the Room to your trading

Right-click a sealed strategy — in the live Room or in the Viewer — to open the Actions menu, the same one as in the other five windows: Performance, AQ Contrast, Survival Test, Walk-Forward, optimize in the Lab or just the exits, edit the AQ, save to the Library, export to the five languages and add to the Portfolio. It is explained in full here.

In the viewer only the sealed ones are actionable (they keep their full genome in a side file); the mass discards are telemetry only.

Choosing by hand which strategies go to the Portfolio

When a run finished, the menu only offered two extremes: send this one or send the whole Room — and the Room usually holds a hundred. There was no way to keep just the six that interest you.

Checkboxes in both grids

The Winners' Room and Best discards carry a checkbox at the start of every row; the header one ticks or unticks all the visible ones at once. Next to each grid, a counter of how many you have ticked, so you always know how many you are sending.

A single menu entry

«Send N selected to the Portfolio». If none is ticked, it changes to «Send this one to the Portfolio» and sends the row you right-clicked, as always.

The ticks survive re-sorting by any column and the repainting while the research keeps running; they are cleared when a new one starts. The discards can also be sent — Genesis was already saving their genome, all that was missing was being able to ask for them —, and if something ticked cannot be sent, you are told how many and why, instead of failing silently.

How do I see whether the strategies Genesis found resemble each other?

The Winners' Room sorts them by confidence, but it does not compare them with one another. And that matters: ten excellent strategies that win and lose at the same time are not a portfolio, they are a single strategy repeated ten times. To see it, you have to take them to the Portfolio.

  1. In the Winners' Room table, right-click any row — you do not need to select anything first.
  2. Choose «Send the whole Room to the Portfolio».
  3. Open Strategy Portfolio and press Run.
  4. Go to the Correlation tab.

Red = they move together (redundant). Green = they diversify.

⚠️ The Portfolio's numbers will not match the Room's, and that is not a bug: Genesis shows the training stretch and the reserve separately, whereas the Portfolio runs over the whole history. They are two different things.

Close it and carry on tomorrow: the persistent Room

The Winners' Room saves itself (one snapshot per Symbol + TF + Direction) every time it changes and when you stop. If you switch the PC off or close Genesis, you do not lose what was sealed. When you pick a market you will see a notice — 💾 Room saved: N sealed — and with the Resume Room box ticked, pressing START re-populates the Room and carries on researching from where it was. Each direction (Long / Short / L+S) has its own snapshot.

Every strategy knows where it came from: Origin

Every strategy now carries an Origin label — the tool that created it: Genesis, Lab, AQL or Seasonal — visible as a (sortable) column in the Library and the Portfolio. The ones that get re-packaged (Basket, Multi-TF) inherit the real origin, so you know a strategy inside a basket was born in Genesis, not a generic «Basket».

Explore EVERYTHING, not just moving averages: balance by group

There was a natural bias: because the Price group has many indicators (SMA, EMA, channels…) that combine with each other, the genetic algorithm almost always produced price strategies and the oscillators barely showed up. Genesis now shares out the exploration:

3 out of every 4 rounds · THEMATIC

Each one explores ONE group, rotating (Price, Oscillators, Volatility, Volume…). Every group gets its turn equally.

1 out of every 4 · MIXED

The full pool, to keep generating cross combinations (RSI < 30 AND SMA < channel).

The 🔬 Exploring now KPI in the mission panel tells you live which group is being researched at any moment.

Indicators against their own past: the shift [n]

Genesis can compare an indicator with its value N bars ago, opening up classic trend and momentum signals that would otherwise be impossible:

SMA[0] > SMA[10]

A rising average

Close > Close[5]

Momentum

RSI[0] > RSI[5]

RSI accelerating

It is controlled in ⚙️ Settings → The search, with Shift [n] (From / To / Step). From = To = 0 disables it; a small step generates far more combinations (slower).

Flat out: GPU + speed control

Genesis makes full use of your hardware: the genetic algorithm runs on the GPU (OpenCL) and the Survival test is shared across all the CPU cores — it researches much faster, and whatever enters the Room is still re-validated on CPU (parity intact). The ⏱️ Performance profile panel shows you where the time goes, phase by phase.

You decide the speed / rigor balance on each run:

  • → Robustness markets (in ⚙️ Settings): on how many markets each strategy is re-tested. None = maximum speed; a handful = a balance.
  • → Write the log: if you do not need that run's Viewer/CSV, turn it off to go faster still.
  • → Unticking a rung (e.g. Survival) skips that test entirely.

Why Genesis flies: smart caches

Researching non-stop, Genesis was repeating a lot of identical work over and over. The idea is simple: do it once and reuse it — like a cook who buys the ingredients once for the whole service instead of going to the market for every dish. Three caches gave it a ~3× speed-up:

Market data

Each robustness market is loaded once per run, not once per strategy.

The rule universe

Each group's "alphabet" of conditions is built once, not on every round.

Series on the GPU

The data is uploaded to the card once (the full pool) and the rounds reuse it.

You notice it in two places: the ⏱️ Performance profile breaks down what it spends the time on (uploading to the GPU, computing on the GPU, building the pool and the population, evolving, Survival…) so you can see at a glance where the bottleneck is; and the Last decision panel shows the genetic algorithm's progress live («Generation 15/40 · best fitness…»). None of this changes the results: whatever enters the Room is still re-validated on CPU, identically.

Try it yourself

AniQuant can be tried free for 30 days, with every module and no card.

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