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Strategies

Systematic Trading Strategies

Six rule-based strategies, each specified precisely enough to backtest, with the same method applied to every one.

TrendMoving Average CrossoverEnter when a fast average crosses a slow one, exit on the reverse cross.
Mean reversionRSI Mean ReversionEnter on an oversold reading, exit as the indicator normalises.
BreakoutRange BreakoutEnter on a close outside a defined range, stop back inside it.
MomentumMomentumHold the instruments with the strongest recent return, rebalance on a schedule.
TrendTrend FollowingEnter in the direction of a longer-term trend filter, trail the stop.
Mean reversionMean ReversionEnter on a statistically large deviation from a moving average, exit at the mean.

Not yet backtested

These six are specified as rules. None has a published backtest result on this site yet. Individual strategy pages, each with entry, exit, costs, expectancy, drawdown and a verdict, are the next thing to build here.

See how a strategy is tested.