Quant Strategy
Checkout leading quant strategies which are can be backtested and deployed for live trading.
All Algo Strategies
ETF Rotation
Monthly asset rotation between Stocks (SPY), Gold (GLD) and Bonds (TLT)
- 3 ETFs (Stocks / Gold / Bonds)
- MA short/long trend filter per asset
- Automatic switching when trend flips
- Optional wait period when no assets qualify
RSI ETF
Mean reversion based on smoothed RSI threshold crosses
- RSI(14) with smoothing
- Buy below threshold, sell above threshold
- Optional Friday-only entries
- Built for ETFs/index proxies
Turn of Month
Seasonality strategy: buy Nth-last trading day, exit after N calendar days
- Monthly cycle entries/exits
- Configurable entry offset and holding period
- Works on indices like SPX proxies
- Simple rule-based backtest
MFI Strategy
Mean reversion using Money Flow Index: buy when smoothed MFI is oversold, exit on momentum or time stop.
- MFI(14) with smoothing
- Oversold entry threshold
- Exit on close > prior high
- Time stop protection
Rubberband
ATR band strategy: buy when price drops below band
- Band = High_N - ATR_Mult×ATR
- Oversold entry on band break
- Exit at month turn
- Designed for indices like SPX proxies
RusReb
Monthly cycle: buy after chosen date, sell next month open
- Entry on day-of-month threshold
- Exit on next month open
- Simple calendar-based strategy
- Works on daily bars