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Strategies
· 31Strategy
Anchored VWAP
Trades retests of a VWAP anchored at a configurable intraday event (RTH open, opening drive peak, prior session high or low, or gap fill level).
Strategy
Volume-confirmed Breakout
Breaks of a rolling N-bar range that fire only when the breakout bar's volume exceeds a multiple of the prior bar's volume. The volume gate is the filter.
Strategy
VWAP Mean Reversion
Short-only fade of intraday extensions above the session VWAP. Exits when price returns to VWAP, on a stop, or at the session close.
Strategy
VWAP Pullback Continuation
Buys pullbacks to session VWAP in an up-sloping VWAP regime; shorts pullbacks in a down-sloping regime. Trend-following intraday continuation play.
Strategy
Harmonic Patterns
Trade a named harmonic pattern. Each one is a five-point price structure defined by Fibonacci ratios; the strategy enters at the completion point, targets a retracement, and stops just beyond the structure.
Strategy
Candlestick Patterns
Enter on a named candlestick pattern, hold for a fixed bar count, no stops. Covers the classical patterns most traders learn first, from Hammer to Three Black Crows.
Strategy
CL / HO Crack Spread
Trades the simplified 1:1 crack spread (Heating Oil vs WTI Crude) as a mean-reversion ratio. Long the crack when refined product cheapens relative to crude, short when it richens, exit on z-score return to neutral.
Strategy
CL / NG Energy Pair
Trades the CL/NG (crude oil / natural gas) price ratio as a mean-reversion spread. Long the ratio when it stretches low, short when it stretches high, exit on z-score return to neutral.
Strategy
Copper/Gold Pair Spread
Trades the Copper/Gold price ratio as a mean-reversion spread. Long the ratio when it stretches low, short when it stretches high, exit on z-score return to neutral.
Strategy
ES/NQ Pair Spread
Trades the ES/NQ price ratio as a mean-reversion spread. Long the ratio when it stretches low, short when it stretches high, exit on z-score return to neutral.
Strategy
Time of Day
Enter at one minute-from-RTH-open and exit at another, every session, in a fixed direction. No price logic at all, just a clock-driven test of when the market tends to drift.
Strategy
VIX Spike Fade
Long ES at the close after a VIX spike. Time-based exit, no stops. A direct take on the old "buy when there is blood in the streets" idea.
Strategy
WTI / Brent Spread
Trades the WTI/Brent (CL/BZ) price ratio as a mean-reversion spread. Long the ratio when it stretches low, short when it stretches high, exit on z-score return to neutral.
Strategy
YM/RTY Size Spread
Trades the YM/RTY price ratio as a mean-reversion spread on the large-cap vs small-cap relationship. Long the ratio when it stretches low, short when it stretches high, exit on z-score return to neutral.
Strategy
Bollinger / Keltner Bands
Trades volatility bands four ways. Fade the band touch back to the middle, or trade the break through the band, on either Bollinger or Keltner channels. One strategy, four textbook stances.
Strategy
Day-of-Week Bias
Buys on one weekday's close and sells on another. A direct way to test long-running calendar effects in US equity index futures.
Strategy
Donchian Turtle
Classic Turtle channel breakout. Enter on a close through a longer-period Donchian high or low, exit on a close back through a shorter exit channel. The original trend-following template, parameterized.
Strategy
Gap Trades
Trades the daily session gap. Continuation when an intraday close confirms the gap, fade when the intraday close rejects it. One-bar holds, no stops.
Strategy
NR7 / Inside Day Breakout
Waits for a narrow-range setup bar, then trades the next-bar break of its high or low. A direct way to test whether contraction precedes expansion on daily futures.
Strategy
Opening Range Breakout
Records the high and low of the first N minutes of the regular trading hours session, then takes a directional break of that range until session close. Intraday only, flat overnight.
Strategy
Range Break Failure
Fades failed breakouts of a rolling N-session range on daily bars. When price pierces the range and then closes back inside within a few sessions, the strategy enters in the opposite direction of the original break.
Strategy
RSI Mean Reversion
Buys oversold RSI dips and shorts overbought spikes, exits on a cross back through a neutral threshold. The textbook short-term mean reversion shape, parameterized.
Strategy
Squeeze Break
Waits for Bollinger Bands to compress inside Keltner Channels, then trades the breakout when the squeeze releases. A direct expression of the volatility-contraction-then-expansion idea.
Strategy
Three-Bar Reversal
Fades a three-bar momentum sequence, holds for a fixed bar count. A direct test of the classic reversal pattern from chart-reading folklore.
Strategy
Time-Series Momentum
Long when the past-year return (excluding the most recent month) is positive, short when it is negative. Rebalance monthly. The AQR-style trend-following rule, parameterized.
Strategy
Gold/Silver Ratio
Shorts the gold/silver ratio when it stretches to an extreme and covers when it compresses back. One-sided, rare, long-hold mean reversion between two metals.
Strategy
Breakout Continuation
Donchian-channel breakout. Goes long on a break above the prior N-bar high, short on a break below the prior N-bar low. Bidirectional, bracket exits.
Strategy
MA Crossover
A classic flip-on-cross trend strategy. Goes long when the fast SMA crosses above the slow SMA, short on the opposite cross, always in the market once the first cross fires.
Strategy
Pattern Rotation
Volatility-filtered Donchian breakout. Trades the channel break only when an ATR ratio classifies the regime as expanding; stays flat when volatility is contracting.
Strategy
Pullback Reversion
Long-only dip buyer. Waits for price to pull back to a short moving average inside an uptrend, then enters on the bounce with a fixed-points bracket.
Strategy
Random
Flip a coin (or an ensemble of coins) at 9:30 ET, bracket the entry with fixed point-based targets, force-flatten at 16:00 ET. Any return comes from the risk/reward shape, not the signal.
Patterns
· 21Pattern
AB=CD
The building block of every harmonic pattern: two equal-length legs around a partial retracement.
Pattern
Bat
A deep 0.886 completion that lands close to the structure's extreme, letting a trade enter near it with a tight stop just beyond.
Pattern
Butterfly
An extension pattern that completes beyond the origin, fading exhaustion as price prints a fresh extreme.
Pattern
Crab
The deepest extension in the family, completing at a 1.618 projection, built for sharp reversals from overshoots.
Pattern
Cypher
A distinct geometry where C pushes past A, then price retraces 0.786 of that whole move to complete at D.
Pattern
Deep Crab
A Crab variant with a deeper 0.886 B point, completing at the same 1.618 extension.
Pattern
Gartley
The original harmonic pattern: a 0.786 retracement completing an XABCD structure, read as an exhausted pullback turning back with the larger trend.
Pattern
Shark
A five-point structure of two strong extensions into a reaction point where the move is expected to stall.
Pattern
Three Drives
Three symmetric pushes to a high or low, each separated by a partial pullback, read as a climax.
Pattern
Day-of-Week Bias
How RTH close-to-close returns differ by weekday and whether any specific day pulls above or below the all-session average.
Pattern
Inside Day
How often a session contained inside the prior session's range produces a directional breakout the next day.
Pattern
NR7
How often the narrowest-range session in seven days resolves into a directional breakout the next day.
Pattern
Opening Drive Failure
How often a strong move in the first 30 minutes of RTH gets fully unwound by the close.
Pattern
Outside Day
How often the close direction of an engulfing session carries through to the next day.
Pattern
Pre-Holiday Effect
Whether the session right before a US market holiday produces different RTH returns than a normal day.
Pattern
Range Breakout Failure
How often a 15-minute close above or below a rolling N-bar range gets unwound within the next two hours.
Pattern
Santa Rally and January Effect
Whether the late-December rally and early-January push produce different RTH returns than the rest of the year.
Pattern
Three-Bar Reversal
How often a fourth-bar reversal after three directional sessions actually carries into the next day.
Pattern
Turn-of-Month Effect
Whether the recurring window around month boundaries produces different RTH returns than the rest of the month.
Pattern
Volatility Squeeze Break
How often a tightly compressed period of price action resolves into a directional break, and how those breaks behave afterward.
Pattern
Gap Fill Rate
How often overnight gaps close back to the prior session's close during the following regular trading hours.