Walk-forward tested per ticker every night (anchored 378/63 windows, costs on). Only survivors — deflated-Sharpe probability ≥ 0.90 with the trial count deflated across every strategy and grid point tried, ≥ 12 OOS trades, stable params — generate trade tickets. This list is generated from the strategy registry.
Enter on a close beyond the N-day channel extreme (high for longs, low for shorts); exit when the close crosses back through mid-channel.
Tight consolidation near the 52-week extreme on drying volume; enter on the break of the base boundary, exit at mid-base.
After an earnings reaction bar moving at least min_move on 1.5x volume, hold in the drift direction from 3 sessions post-reaction for hold sessions, or out on a close through the reaction extreme.
Inside an SMA(200) trend filter, buy 2-period-RSI oversold dips and exit above SMA(5); short stance fades overbought pops in downtrends.
Buy a close below the lower band and exit at the mean; short stance fades closes above the upper band back to the mean.
Orderly pullback to a rising SMA(50) inside an uptrend (RSI 30-50); enter on the SMA(20) recapture, ride while SMA(20) holds, out on trend failure at SMA(200). Short stance mirrors a downtrend rally.
Closed-form ridge regression on lagged returns, volatility, and SMA distances, fit per walk-forward window on train bars only; long while the predicted next-bar return is positive (short stance mirrors).
Long while the fast SMA is above the slow SMA; short stance shorts while it is below. Classic trend-following crossover.
Long while the MACD line is above its signal line; short stance shorts while it is below.
| model | family | tickers | source |
|---|---|---|---|
| Google Trends Contrarian on BTC | alt-data | BTC-USD | models/alt-data/01-google-trends-btc |
| SMA Crossover on SPY | classical | any | models/classical/01-sma-crossover-spy |
| Order Flow Imbalance on BTC | microstructure | BTCUSDT | models/microstructure/01-order-flow-btc |
| XGBoost Next-Day Return on SPY | ml | SPY | models/ml/01-gbm-next-day-return-spy |
| Delta-Hedged Long Option on SPY | options | any | models/options/01-delta-hedged-long-option-spy |
| Earnings Event-Vol Straddle on SPY | options | any | models/options/03-earnings-straddle-spy |