Systematic strategy library
Browse 26 public Alphrex strategy guides across momentum, mean reversion, volatility, factor, and statistical trading frameworks. Free runs 18 core built-ins; Pro unlocks 8 additional advanced strategies. Strategy Studio is the public-safe build surface; raw-code lab work stays internal and result sharing happens from saved results, not code distribution.
| Strategy | Category | Core signal | |
|---|---|---|---|
| Bollinger Band Mean Reversion | Mean Reversion | Buy the dip below the lower band, sell the spike above the upper band. | Read reference → |
| RSI Mean Reversion | Mean Reversion | Long when RSI is oversold, short when overbought. | Read reference → |
| Moving Average Crossover | Momentum | Long when the fast SMA crosses above the slow SMA, short when below. | Read reference → |
| Time Series Momentum (TSMOM) | Momentum | Long if past return is positive, short if negative. Trend-following at its simplest. | Read reference → |
| Donchian Channel Breakout | Volatility | Long on new N-day highs, short on new N-day lows — the original Turtle Trading entry rule. | Read reference → |
| Williams %R Reversion Pro | Mean Reversion | Trade reversals when the close gets pinned near the top or bottom of its recent range. | Read reference → |
52-Week High Momentum
Long when price is within a threshold of the 52-week high — anchoring psychology as edge.
Mean-Variance Position Sizing
Size positions optimally as μ/σ² scaled by risk aversion — Markowitz meets dynamic trading.
Rates Carry Proxy
Uses 10Y yield direction as a duration proxy, not a cross-asset carry engine.
This is a narrow rates-duration proxy that borrows the carry intuition. It should not be read as a general carry implementation across asset classes. The signal is the *change in the 10Y yield level* (a difference, not a percent change — percent change of a yield is unstable near zero and flips sign for negative yields). If the yield series is unavailable or degenerate the strategy raises instead of returning an all-flat backtest.
Bollinger Band Mean Reversion
Buy the dip below the lower band, sell the spike above the upper band.
Ornstein-Uhlenbeck Mean Reversion
Fit an OU process to log prices and trade when deviation exceeds the threshold.
Pairs Trading (Cointegration)
Trade the spread between two cointegrated assets back to equilibrium.
RSI Mean Reversion
Long when RSI is oversold, short when overbought.
Return Z-Score Reversion
Standardizes recent returns into a z-score; cleaner than price bands, but not a full stat-arb convergence engine.
This trades single-asset return shocks, not a richer cross-sectional or market-neutral statistical-arbitrage stack.
Dual Momentum Heuristic
Antonacci-style single-asset proxy using T-bill and SPY filters rather than a full asset-allocation implementation.
This keeps the dual-momentum intuition visible, but it is not a canonical Antonacci switcher across offensive and defensive asset sleeves. The absolute-momentum leg compares the asset's price return against an actual compounded T-bill TOTAL RETURN derived from the ^IRX yield level — not against the change in the yield level, which is a different unit entirely and disables the filter exactly during rate-cut regimes.
MACD Momentum
Trade crossovers of the MACD line and its signal line for trend confirmation.
Moving Average Crossover
Long when the fast SMA crosses above the slow SMA, short when below.
Rate of Change Momentum
Long when N-day price ROC exceeds a threshold, short when below the negative threshold.
Time Series Momentum (TSMOM)
Long if past return is positive, short if negative. Trend-following at its simplest.
Kalman Filter Trend
Use a 1D Kalman filter to estimate the latent price trend; trade in the direction of the filter.
Linear Regression Channel
OLS-fit a trend line over a rolling window; trade when price breaks outside its confidence band.
Donchian Channel Breakout
Long on new N-day highs, short on new N-day lows — the original Turtle Trading entry rule.
Low-Volatility Regime Heuristic
A long-only calm-volatility proxy, not a full volatility relative-value or implied-vs-realised strategy.
This captures a low-volatility regime intuition through realised-vol z-scores. It is not a complete volatility mean-reversion implementation with options, spreads, or explicit short-vol carry.
Volatility Breakout
Enter long when today's range exceeds a multiple of the ATR, signalling a momentum burst.
The breakout OPENS a position that is held for hold_days bars; it is not a one-bar signal. Without that hold the strategy exits on the bar after every entry, producing maximal turnover.
Connors RSI Reversion
Blend short-horizon RSI, streak persistence, and return percentile rank into one short-term reversal score.
Stochastic Reversion
Fade price moves that push the close to the edge of its recent high-low range.
Williams %R Reversion
Trade reversals when the close gets pinned near the top or bottom of its recent range.
ADX Trend Strength
Trade directional moves only when ADX says the trend is strong enough to matter.
Aroon Trend Timing
Use time since the latest high and low to decide whether a fresh trend is still in force.
Volatility-Scaled Momentum
Keep the trend signal, but scale exposure down when realized volatility expands.
Keltner Channel Breakout
Trade moves that push beyond an EMA plus ATR envelope instead of a fixed price band.
Breakout positions PERSIST: a close beyond a band opens (or flips) the position and it is held until the close crosses back through the EMA centre line. Without that the signal would exist only on the breakout bar itself, making this a one-bar-hold system.
Supertrend Filter
Use ATR-based trailing bands to stay with breakouts until volatility says the regime flipped.
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