Lorentzian Classification Strategy

Script from: TradingViewSwingAITrend followingMomentum

The Lorentzian Classification Strategy combines machine learning with technical analysis. By utilizing the Lorentzian Classification model, a 200-period EMA, and Supertrend indicator, this strategy identifies high potential entry points in trending markets. The ATR indicator sets the stop-loss level, implementing a 1:1 risk/reward ratio for initial positions and a 3:1 ratio for remaining stakes. Position size is calculated through percentage-based risk management, allowing for compounded growth. The strategy includes detailed backtesting capabilities and settings for various market conditions.

Audit verdict

Not rankedUpdated Jul 28, 2026

No reliable edge found

Its average result can't be told apart from chance, so it stays out of our rankings. The script itself passed our repainting audit.

2,109backtests3 markets

38robust scoreranked median 52

0.62p-valueranked median 0.24

0/96pass quality gatebacktests >15 trades

Audit details

How we decide whether a strategy enters our rankings. Read the methodology →

Repainting audit

7 of 8 checks passed.

strategy() with calc_on_every_tick=true or recalculate_on_every_tick=true

Found on line 7. Disable calc_on_every_tick/recalculate_on_every_tick for stable backtests unless truly required.

✓

Script availability

Open-source, still published on TradingView.

Statistical edge

Average t-statistic 0.52 (p = 0.62), below the median of 1.98 (p = 0.24) for ranked strategies.

Quality gate

None of the 96 backtests with more than 15 trades passes our quality gate.

Robust score

38/100, below the median of 52 for ranked strategies.

How its evidence compares

The t-statistic measures how far the average result sits from zero relative to its noise. Below about 2, it is within what random entries produce.

0.52

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 2,109 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
Fisker Inc. NYSE:FSR	1D	+66%	3.73	16	10%
JASMY / TetherUS BINANCE:JASMYUSDT	1D	+53%	4.51	29	6%
Chewy, Inc. NYSE:CHWY	1D	+46%	2.37	57	8%
Snap Inc. NYSE:SNAP	1D	+42%	1.74	51	21%
AR / TetherUS BINANCE:ARUSDT	1D	+38%	3.00	28	12%

⚠Selected after the fact: these are the best 5 of 2,109 runs, not what to expect from this strategy. All have fewer than 60 trades, too few to separate skill from luck.

Is Lorentzian Classification Strategy profitable?

Not reliably, based on our tests. Across 2,109 backtests, 0 of 96 with more than 15 trades pass our quality gate. The best result is +66% on Fisker Inc. (1D, 16 trades). On average, its results are statistically indistinguishable from chance (p = 0.62).

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