Strategy Detail
Pattern Rotation
Meta-strategy that rotates between sub-strategies based on current market regime, using breakout logic in expanding volatility and mean-reversion in contracting volatility.
What It Does
Pattern Rotation is a meta-strategy. Instead of committing to a single approach, it evaluates the current market regime and selects the sub-strategy most likely to perform in those conditions.
In expanding volatility, it favors breakout-style entries. In contracting volatility, it shifts to mean-reversion setups. The rotation is rule-based, not discretionary, and relies on measured regime indicators rather than intuition.
Key Characteristics
- Tracks recurring structure before the crowd notices it
- Pattern library ready for automation
- Context tags by sector for regime classification
Best In
- Markets that alternate between trending and range-bound behavior
- Multi-contract portfolios where different instruments are in different regimes
- Environments where a single strategy approach produces inconsistent results
Run Backtest
Ready to test this strategy? Run a backtest to see how it performs across your chosen contracts and timeframes.