Strategy library

Strategies under research

Filter the library by style. Metrics are illustrative research figures, not investment advice.

Showing 6 strategies

Breakout

Enter when price exceeds today's open plus k times yesterday's range; exit at the next open.

Win rate 48%Max DD -18%

Breakout

Buy a 20-day high, sell a 10-day low. A classic trend-following baseline used for comparison.

Win rate 39%Max DD -24%

Mean reversion

Fade closes outside two standard deviations, only when the longer trend filter is flat.

Win rate 61%Max DD -12%

Mean reversion

Buy short-term oversold pullbacks inside a long-term uptrend, exit on a close above the 5-day mean.

Win rate 66%Max DD -15%

Momentum

Hold the asset with the best 12-month return if it beats cash; otherwise hold short-term bonds.

Win rate 58%Max DD -21%

Momentum

Long when the 50-day average is above the 200-day average. Slow, simple, and easy to audit.

Win rate 35%Max DD -27%