Strategy Library

Buys when RSI(14) drops below 30 (oversold), exits when RSI recovers above 70. Works best in range-bound, low-volatility markets. Uses 5% stop-loss to cap downside.

• RSI period: 14
• Entry threshold: RSI < 30
• Exit threshold: RSI > 70
• Stop-loss: 5%
• Position size: 50%

Enters long when MACD line crosses above the signal line; exits when MACD crosses back below. Captures medium-term trend continuation after momentum shifts. Default parameters: fast=12, slow=26, signal=9.

• MACD fast EMA: 12
• MACD slow EMA: 26
• Signal period: 9
• Entry: MACD crosses above signal line
• Exit: MACD crosses below signal line
• Stop-loss: 8%

Classic 9/21 EMA crossover. Long when fast (9) EMA crosses above slow (21) EMA; flat when fast crosses below. Simple, robust trend-following suited to trending equities.

• Fast EMA period: 9
• Slow EMA period: 21
• Entry: 9 EMA crosses above 21 EMA
• Exit: 9 EMA crosses below 21 EMA
• No explicit stop — exits on signal
• Position size: 70%

Buys when price closes outside the upper Bollinger Band (2 std, 20-period SMA) indicating a volatility expansion breakout. Exits when price re-enters the band. High win-rate in trending phases; requires volume confirmation.

• BB period: 20
• Standard deviations: 2
• Entry: price breaks above upper band
• Exit: price falls back inside band
• Stop-loss: 6% from entry
• Position size: 40%

Uses ADX(14) to confirm trend strength above 25 before entering. +DI/-DI direction determines long vs flat. Avoids choppy markets where other trend systems lose money.

• ADX period: 14
• Trend strength threshold: ADX > 25
• Entry: ADX > 25 AND +DI > -DI
• Exit: ADX drops below 20 OR -DI crosses above +DI
• Stop-loss: 4%
• Position size: 55%

Commodity Channel Index reversion: enter long when CCI(20) drops below -100 and reverses, exit when CCI rises above +100. Captures oversold bounces across equities and commodities.

• CCI period: 20
• Entry: CCI crosses above -100
• Exit: CCI crosses above +100
• Stop-loss: 6%
• Position size: 45%

Intraday strategy: defines the high/low of the first 30 minutes as the 'opening range'. Goes long on a close above the range high, short on a break below range low. Closes all positions at end of session to avoid overnight risk.

• Opening range: first 30 minutes
• Timeframe: 5m or 15m bars
• Entry: price breaks and closes outside range
• Exit: end-of-day (15:50 ET) OR 1.5× ATR target
• Stop-loss: opposite side of range
• Position size: 30%

Gary Antonacci's Dual Momentum: applies absolute momentum (is the asset trending up?) AND relative momentum (is it outperforming a benchmark?). Monthly rebalancing between equities, international stocks, and bonds.

• Lookback period: 12 months
• Absolute momentum: compare to T-bills return
• Relative momentum: rank assets by return
• Rebalance: monthly
• Allocation: 100% to top-ranked qualifying asset
• Max drawdown target: 15%

Combines carry (positive MACD histogram — instrument earning positive roll) with price momentum (OBV confirming institutional accumulation). Exits when either signal turns negative.

• Carry signal: MACD histogram > 0
• Momentum signal: OBV trending up (above 20-period mean)
• Entry: both signals positive
• Exit: either signal turns negative
• Stop-loss: 5%
• Position size: 50%

Statistical arbitrage between two correlated assets. When the spread (z-score) exceeds 2 standard deviations, short the outperformer and long the underperformer. Close when spread reverts below 0.5 std. Classic long-short market-neutral approach.

• Spread z-score entry: > 2.0 std
• Spread z-score exit: < 0.5 std
• Lookback for spread calc: 60 bars
• Max holding period: 20 bars
• Stop-loss: z-score > 3.5 std
• Equal dollar-weight both legs

Dr. Alexander Elder's three-screen method: Screen 1 — weekly MACD identifies trend direction; Screen 2 — daily stochastic/RSI finds pullback entry in trend direction; Screen 3 — intraday breakout trigger. Combines multiple timeframes for high-precision entries.

• Screen 1: Weekly MACD — defines primary trend
• Screen 2: Daily RSI(14) < 40 for long setup in uptrend
• Screen 3: Enter on intraday breakout above prior bar high
• Stop-loss: below Screen 2 low
• Target: 2× risk (R:R = 1:2)
• Position size: 40% per trade

Based on the famous Richard Dennis/William Eckhardt turtle experiment. System 1: enter on 20-day high breakout, exit on 10-day low. System 2: enter on 55-day high, exit on 20-day low. Uses ATR-based position sizing with pyramid adds on successful trades.

• System 1 entry: 20-day channel breakout
• System 1 exit: 10-day channel low
• System 2 entry: 55-day channel breakout
• System 2 exit: 20-day channel low
• Unit size: 1% account risk per ATR unit
• Maximum 4 pyramid units per market