Strategy library
Thirty-three strategies.
Explained, tested, live.
How each systematic strategy works, when it breaks, and what it says after today's close. Every one comes with a documented Python notebook.
Trend following
- SMA Crossover Trend persistence is real. Assets that have been rising for 50 days tend to keep rising for another 20. Cash
- EMA Crossover Speed matters. EMA catches trend changes 3–5 days earlier than SMA, which compounds significantly over many trades. Cash
- Momentum Rotation You're not predicting direction — you're identifying who is already winning and staying with them until they stop… Long
- Dual Momentum Absolute momentum is the crash filter. Relative momentum alone keeps you in the worst asset in a bear market … Watch
- 50-Day WMA Dominance The WMA reacts faster than SMA to recent price breaks — fewer false signals on the exit but faster re-entry when… Cash
- Turtle Trading System The original Turtle traders proved that systematic rules beat gut instinct. The 20-day breakout is a self-fulfilling… Cash
- ADX Trend Filter ADX > 25 means a trend exists. Combining this with a direction signal (like SMA crossover) dramatically improves hit… Cash
- Donchian Breakout A new 20-day high means price has overcome resistance. Institutions chasing performance buy the breakout, creating a… Cash
Mean reversion
- Bollinger Band MR Extreme deviations revert. The lower band is not a prediction — it's an identification of statistical anomaly that the… Cash
- RSI Oscillator MR RSI < 30 in an uptrend is a fear signal, not a reversal. Institutions are selling on emotion — not fundamentals. The… Cash
- Pairs Trading Correlation is not a static number. The trade profits when a temporary divergence in correlated assets reverts — and… Cash
- Intraday Jump MR Large gaps are emotional overreactions. Systematic buyers absorbing panic selling is the mechanism — the strategy…
- Z-Score Mean Reversion The top 2 sectors by 3-month return have a 68% probability of remaining in the top 4 over the following month.… Cash
- Kalman Filter Pairs A z-score below -2.5 on SPY has been followed by a positive 5-day return 71% of the time since 2000. The edge is…
Volatility
- Volatility Cone ORB breakouts with pre-market gaps and volume > 1.5x the 20-day average have a 68% continuation rate. The RF model… Cash
- VIX Mean Reversion The RF model's out-of-bag accuracy is 57% — applied with proper position sizing this edge compounds significantly.… Cash
- GARCH Vol Targeting LightGBM's leaf-wise tree growth captures interaction effects Random Forests miss. SHAP analysis shows VIX level… Watch
- Long Straddle Options The Q-table converges to cash during high-volatility unclear regimes and long/short during confident directional…
- Intraday ORB Strategies 1-10 have correlations ranging from -0.3 to 0.7. The ensemble achieves ~30% lower variance than the average… Cash
Machine learning
- ML-Enhanced RSI Not all RSI signals are equal. The ML layer learns which market conditions produce reliable bounces vs. which RSI dips…
- Random Forest Classifier The MLP achieves 54% directional accuracy out-of-sample. By only trading when confidence > 60%, the effective accuracy… Watch
- MLP Price Prediction Markets spend ~70% of time in Bull, 20% in Transition, 10% in Bear. Transition → Bear shifts are detectable early… Cash
- Gradient Boosting Alpha When H > 0.55, trend-following strategies have historically shown 2x higher Sharpe ratios vs when H < 0.50. The Hurst… Watch
- RL Trading Agent Monte Carlo-based position sizing reduces maximum drawdown by ~25% versus fixed sizing while sacrificing only ~8% of… Long
- Ensemble Voting Classifier Static parameter optimization leads to gradual performance decay. Walk-forward adaptation maintains… Long
Quantitative methods
- HMM Regime Detector Each asset being above its SMA(200) has 62% positive forward 3-month return probability. Running 5 uncorrelated assets… Short
- Rolling Hurst Exponent The VRP averages +4-6 volatility points annually. This persistent premium exists because the demand for portfolio… Short
- Kalman Filter Trend In every bear market since 1980, either gold (GLD) or long bonds (TLT) delivered positive returns. This strategy is… Long
- Hawkes Process Jumps Kalman-smoothed price series has ~40% less noise than a 20-day SMA while maintaining similar trend detection speed.… Long
- Mellin Transform Signal When Hawkes intensity is elevated, the probability of another large move within 24 hours is 3x the baseline rate.…
- Monte Carlo Sizing When low-frequency components dominate (period > 20 days), momentum strategies win. When high-frequency components… Cash
- Kelly Criterion Raw RSI divergence has ~52% accuracy. XGBoost improves this to ~63% by conditioning on contextual features — a…
- Walk-Forward Framework The SPY/QQQ spread has mean-reverted with a half-life of ~8-12 trading days historically. The Ornstein-Uhlenbeck… Short
Every signal, every day.
Free to start.
A free account shows the live signal for the whole book and three full notebooks. Analyst unlocks the rest.