We run a nightly backtest scan with 50+ strategies on 500+ highest marketcap symbols.
Composite score = Sharpe 30% / PF 25% / Max DD 25% / Win Rate 20%.
Strategy Library — 50 Active Strategies
breakout
atr_expansion_breakoutstop 7%entry : atr(14) > sma(atr(14),50)*1.3 and C > ref(H,-1)
exit : C < sma(C,10)
Volatility expansion paired with bullish breakout.
bb_upper_breakoutstop 7%entry : C > bbupper(C,20,2) and V > sma(V,20)*1.5
exit : C < bbmid(C,20)
Close above upper Bollinger with volume confirmation.
channel_50dstop 10%entry : C > ref(highest(H,50),-1)
exit : C < sma(C,20)
Breakout above 50-bar high.
donchian_55stop 10%entry : C > ref(highest(H,55),-1)
exit : C < ref(lowest(L,20),-1)
Turtle-style 55/20 Donchian channel breakout.
high_20dstop 8%entry : H > ref(highest(H,20),-1)
exit : C < sma(C,20)
Breakout above prior 20-day high.
high_20d_volumestop 7%entry : H > ref(highest(H,20),-1) and V > sma(V,20)*1.2
exit : C < sma(C,10)
20-day high breakout confirmed by elevated volume.
high_52wstop 12%entry : C >= highest(C,252)
exit : C < sma(C,50)
New 52-week closing high.
inside_day_breakoutstop 5%entry : C > ref(H,-1) and ref(H,-1) < ref(H,-2) and ref(L,-1) > ref(L,-2)
exit : C < ref(L,-1)
Breakout from inside-day pattern.
obv_breakoutstop 8%entry : obv() > ref(highest(obv(),50),-1) and C > sma(C,20)
exit : C < sma(C,20)
OBV makes new 50-bar high — accumulation breakout.
volume_surge_breakoutstop 5%entry : V > sma(V,20)*2 and C > O and C > ref(H,-1)
exit : C < ref(L,-1)
Volume 2x average + bullish bar above prior high.
mean reversion
bb_lower_bouncestop 5%entry : C < bblower(C,20,2)
exit : C > bbmid(C,20)
Close below lower Bollinger Band, exit at midline.
cci_oversoldstop 5%entry : cci(20) < -100
exit : cci(20) > 0
CCI deep oversold reversal.
connors_proxystop 4%entry : rsi(C,3) < 15 and C > sma(C,200)
exit : rsi(C,3) > 70
Connors-style RSI(3) reversal in uptrend.
rsi2_extremestop 4%entry : rsi(C,2) < 10 and C > sma(C,200)
exit : C > sma(C,5)
Connors-style RSI(2) extreme oversold.
rsi_oversoldstop 5%entry : rsi(C,14) < 30
exit : rsi(C,14) > 50
Standard RSI oversold bounce.
rsi_oversold_uptrendstop 5%entry : rsi(C,14) < 25 and C > sma(C,200)
exit : rsi(C,14) > 50
Deep RSI oversold filtered by long-term uptrend.
stoch_oversold_crossstop 5%entry : stochk(14,3,3) < 20 and crossup(stochk(14,3,3), stochd(14,3,3))
exit : stochk(14,3,3) > 80
Stoch %K crosses %D from oversold.
willr_oversoldstop 5%entry : willr(14) < -90
exit : willr(14) > -50
Williams %R deeply oversold.
zscore_extremestop 5%entry : zscore(C,30) < -2.5
exit : zscore(C,30) > -0.5
Extreme statistical deviation — fast bounce target.
zscore_reversalstop 5%entry : zscore(C,20) < -2
exit : zscore(C,20) > 0
Two-sigma down move, exit at mean.
momentum
adx_trend_strengthstop 10%entry : adx(14) > 25 and C > sma(C,20)
exit : adx(14) < 20
Strong trend (ADX > 25) with price above 20-SMA.
di_trendstop 10%entry : diplus(14) > diminus(14) and adx(14) > 20
exit : diplus(14) < diminus(14)
+DI dominates -DI with confirming ADX.
ema_cross_12_26stop 8%entry : crossup(ema(C,12), ema(C,26))
exit : crossdown(ema(C,12), ema(C,26))
Faster EMA cross — same arithmetic as MACD line zero-cross.
ema_pullbackstop 7%entry : C < ema(C,20) and C > ema(C,50) and rsi(C,14) > 40
exit : C > ema(C,20)
Pullback to 20-EMA in an established uptrend.
golden_cross_50_200stop 15%entry : crossup(sma(C,50), sma(C,200))
exit : crossdown(sma(C,50), sma(C,200))
Golden cross / death cross of 50 and 200 SMA.
macd_signal_crossstop 8%entry : crossup(macd(C,12,26,9), macdsignal(C,12,26,9))
exit : crossdown(macd(C,12,26,9), macdsignal(C,12,26,9))
MACD line crosses above signal line.
roc_momentumstop 8%entry : roc(C,10) > 5
exit : roc(C,10) < 0
10-bar rate of change > 5% momentum.
sma_cross_10_50stop 10%entry : crossup(sma(C,10), sma(C,50))
exit : crossdown(sma(C,10), sma(C,50))
Classic 10/50 SMA bullish cross; exit on bearish cross.
stacked_smasstop 10%entry : sma(C,5) > sma(C,20) and sma(C,20) > sma(C,50)
exit : sma(C,5) < sma(C,20)
Aligned SMAs (5 > 20 > 50) signaling strong uptrend.
trend_continuationstop 8%entry : crossup(C, ema(C,21)) and C > sma(C,200)
exit : C < ema(C,21)
Reclaim of 21-EMA in long-term uptrend.
trend_rsi_filterstop 10%entry : C > sma(C,50) and rsi(C,14) > 50
exit : C < sma(C,50)
Above 50-SMA with RSI confirming bullish bias.
yearly_high_momentumstop 10%entry : C >= highest(C, 252) and rsi(C,14) < 70
exit : C < sma(C,50)
New 52-week high without overbought condition.
multi factor
bb_mid_reclaimstop 8%entry : crossup(C, bbmid(C,20)) and C > sma(C,200)
exit : C < bblower(C,20,2)
Reclaim Bollinger midline within long-term uptrend.
bb_squeeze_momentumstop 7%entry : (bbupper(C,20,2) - bblower(C,20,2)) < ref((bbupper(C,20,2) - bblower(C,20,2)),-20) and C > bbmid(C,20)
exit : C < bbmid(C,20)
Bollinger band squeeze releasing upward.
dual_trend_confirmedstop 12%entry : C > sma(C,50) and C > sma(C,200) and adx(14) > 25
exit : crossdown(sma(C,10), sma(C,30))
Both medium and long trends up with strong ADX.
longterm_pullbackstop 8%entry : C > sma(C,200) and rsi(C,14) < 40 and macd(C,12,26,9) > 0
exit : rsi(C,14) > 70
Pullback in long-term uptrend with positive MACD.
obv_trend_alignstop 10%entry : obv() > sma(obv(),20) and C > sma(C,20)
exit : obv() < sma(obv(),20)
OBV and price both above their 20-bar averages.
quality_breakoutstop 10%entry : C > sma(C,50) and crossup(macd(C,12,26,9), macdsignal(C,12,26,9)) and adx(14) > 20
exit : C < sma(C,50)
Trend + MACD cross + ADX strength.
rsi_macd_combostop 8%entry : rsi(C,14) > 50 and macdhist(C,12,26,9) > 0 and C > sma(C,50)
exit : macdhist(C,12,26,9) < 0
Bullish RSI + positive MACD histogram + above 50-SMA.
strong_pullback_buystop 7%entry : C > sma(C,200) and rsi(C,14) < 35 and adx(14) > 20
exit : rsi(C,14) > 60
Quality pullback in a confirmed strong trend.
trend_momentum_volumestop 10%entry : sma(C,10) > sma(C,20) and rsi(C,14) > 50 and V > sma(V,20)
exit : sma(C,10) < sma(C,20)
Trend + momentum + volume triple confirmation.
volume_trend_breakstop 8%entry : V > sma(V,50)*1.5 and crossup(C, sma(C,20))
exit : C < sma(C,20)
Above-avg volume on 20-SMA reclaim.
oscillator
cci_zero_crossstop 7%entry : crossup(cci(20), 0) and C > sma(C,50)
exit : crossdown(cci(20), 0)
CCI crosses above zero in established uptrend.
rsi_centerlinestop 8%entry : crossup(rsi(C,14), 50) and C > sma(C,200)
exit : crossdown(rsi(C,14), 50)
RSI crosses above 50 centerline in uptrend.
stoch_oversold_d_crossstop 7%entry : crossup(stochk(14,3,3), stochd(14,3,3)) and stochk(14,3,3) < 30
exit : stochk(14,3,3) > 70
Stoch %K/%D bullish cross from oversold.
willr_breakstop 7%entry : crossup(willr(14), -80)
exit : willr(14) > -20
Williams %R exits oversold band.
volatility
volatility_contractionstop 7%entry : atr(14) < sma(atr(14),50)*0.8 and C > ref(highest(H,20),-1)
exit : C < sma(C,20)
Tight volatility followed by breakout (Minervini-style VCP).
volume
accumulation_patternstop 10%entry : C > sma(C,20) and obv() > ref(obv(),-20) and V > sma(V,50)
exit : C < sma(C,20)
Rising OBV and price with elevated volume.
low_vol_pullbackstop 7%entry : C > sma(C,200) and C < sma(C,20) and V < sma(V,20)*0.7
exit : C > sma(C,20)
Light-volume dip in long-term uptrend.
volume_spike_continuationstop 5%entry : V > sma(V,20)*2 and C > ref(C,-1)*1.02
exit : C < ref(C,-1)
Volume spike with 2%+ daily gain.