1.SP5 Canary rules in English
Begin with the point-in-time S&P 500 membership.

For every stock, calculate:

126-day return + 0.5 × 252-day return

Keep the 80 stocks with the highest combined score.

Among those 80, rank by:

30-day moving average ÷ 180-day moving average

Keep the strongest 50.

Among those 50, keep the five with the highest 200-day average dollar volume:

average of price × volume over 200 trading days

Hold those five equally weighted and update monthly, executing at the next trading day’s open.

SP5’s risk control is its special “canary” rule—not SPY>SMA325:

Among the five selected stocks, identify the one with the highest trailing 126-day beta to SPY.
Calculate that beta and all canary conditions using information ending six trading days before the signal.
Go to cash for the next month if that canary stock either:
had a one-day gain of at least 9% during trading days −25 through −6; or
had a 60-day return ending on day −6 of −10% or worse.
Otherwise, hold the five stocks.

Its current test result is approximately 30.87% CAGR, −24.15% MDD, 1.313 Sharpe.

Can SP5 be tested in GTR?

The stock-selection portion probably can:

S&P 500 universe
126-day and 252-day returns
combined momentum score
SMA30/SMA180
average dollar volume
five holdings
monthly rebalancing

The complete canary timing rule probably cannot be reproduced in an ordinary GTR screen. It requires GTR to:

select five stocks;
identify the highest-beta stock specifically among those five;
examine that one stock at a six-day lag;
search its preceding 20-day window for a ≥9% daily gain;
use that result to put the entire portfolio in cash.

Unless GTR supports portfolio-level formulas based on a dynamically selected holding, GTR can test the stock picker but not the exact canary overlay.

2.AD63 rules in English
Begin with the point-in-time S&P 500 membership.
For each trading day and stock, calculate money-flow volume:
$$ \text{Money-flow volume} = \frac{(Close-Low)-(High-Close)}{High-Low} \times Volume $$

This is equivalent to:

$$ \frac{2Close-High-Low}{High-Low}\times Volume $$
Add the daily money-flow-volume values over the most recent 63 trading days.
Rank S&P 500 stocks from highest to lowest AD63.
Select the top five.
Hold them equally weighted.
Invest only when SPY’s month-end adjusted close is above its 325-trading-day moving average; otherwise hold cash.

The designated monthly schedule is:

Calculate AD63 and SPY timing using the third-to-last trading day’s close.
Buy the selected stocks at the second-to-last trading day’s close.
Hold until the corresponding close the following month.
Five stocks, equal weighted.
No information from the purchase day enters the ranking.
AD63 Top5 CAGR MDD Sharpe
Untimed 31.49% −59.44% 1.187
SPY>SMA325 31.27% −29.02% 1.299