Start with a simple class
Momentum and mean reversion are the best first anchors because you can usually explain why they should work before you see any chart.
Strategy Library
Browse the built-in research set, then move into Strategy Studio and Research Lab when you want a bounded user-authored strategy workflow. Internal raw-code tools stay explicitly separate from normal discovery.
Choose your entry point
Use the library differently depending on whether you need orientation or selection speed.
Use Strategy Studio for bounded user-authored work, then come back here when you want the fastest scan across built-ins and saved studio strategies.
Beginner view
Start with one strategy family you can explain in plain language. The goal here is not to browse everything. It is to learn what kind of market behavior each class is trying to capture before you run a test.
Compare across classes
Pick one momentum idea, one mean-reversion idea, and one volatility idea on the same ticker instead of hunting for a single best-looking card.
Only then run a backtest
Use the library to narrow the question first. The backtest runner is where you learn whether the idea survives costs and holdout data.
Treat the library as a selection surface. Filter by class, pull a shortlist into compare, and look for strategy families whose behavior still makes sense after validation rather than relying on card-level appeal.
Screen by regime logic
Use category and difficulty to decide whether you want trend capture, pullback behavior, volatility expansion, or slower factor exposure.
Build a deliberate comparison set
Shortlist peer strategies that answer the same market question so compare can reveal robustness gaps instead of mixing unrelated ideas.
Use details pages for failure cases
The best use of library detail pages is checking when a class tends to break, not just confirming its sales pitch.
Learning linkup
Open Learning Hub
Choose the class before the chart
The library should narrow the market behavior you want to test, not tempt you into collecting pretty cards.
02
upcoming
Strategy families & selection
Browse the library, shortlist peers, and compare them on one ticker before you trust any one of them.
03
upcoming
Validation & skepticism
Run backtests with realistic costs, then use compare to punish ideas whose story collapses outside sample.
Mean Reversion
Beginner
Bollinger Band Mean Reversion
Buy the dip below the lower band, sell the spike above the upper band.
Best for pullback entries, oversold rebounds, and skepticism about trend persistence.
window
num_std
Factor
Intermediate
Heuristic archetype
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.
Best for slower, structural bets where intuition comes from exposure rather than signals.
window
Volatility
Beginner
Donchian Channel Breakout
Long on new N-day highs, short on new N-day lows — the original Turtle Trading entry rule.
Best for breakout environments and regime shifts where range expansion matters.
window
Momentum
Intermediate
Heuristic archetype
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.
Best for persistent trend regimes and broad index testing.
lookback
Factor
Intermediate
52-Week High Momentum
Long when price is within a threshold of the 52-week high — anchoring psychology as edge.
Best for slower, structural bets where intuition comes from exposure rather than signals.
threshold_pct
Statistical
Advanced
Kalman Filter Trend
Use a 1D Kalman filter to estimate the latent price trend; trade in the direction of the filter.
Best for users who want model-driven behavior and are comfortable validating assumptions more aggressively.
process_noise
obs_noise
Statistical
Intermediate
Linear Regression Channel
OLS-fit a trend line over a rolling window; trade when price breaks outside its confidence band.
Best for users who want model-driven behavior and are comfortable validating assumptions more aggressively.
window
num_std
Momentum
Beginner
Moving Average Crossover
Long when the fast SMA crosses above the slow SMA, short when below.
Best for persistent trend regimes and broad index testing.
fast
slow
Momentum
Beginner
MACD Momentum
Trade crossovers of the MACD line and its signal line for trend confirmation.
Best for persistent trend regimes and broad index testing.
fast
slow
signal_period
Factor
Advanced
Mean-Variance Position Sizing
Size positions optimally as μ/σ² scaled by risk aversion — Markowitz meets dynamic trading.
Best for slower, structural bets where intuition comes from exposure rather than signals.
window
risk_aversion
Mean Reversion
Advanced
Ornstein-Uhlenbeck Mean Reversion
Fit an OU process to log prices and trade when deviation exceeds the threshold.
Best for pullback entries, oversold rebounds, and skepticism about trend persistence.
window
threshold
Mean Reversion
Intermediate
Pairs Trading (Cointegration)
Trade the spread between two cointegrated assets back to equilibrium.
Best for pullback entries, oversold rebounds, and skepticism about trend persistence.
ticker_b
window
entry_z
exit_z
Momentum
Beginner
Rate of Change Momentum
Long when N-day price ROC exceeds a threshold, short when below the negative threshold.
Best for persistent trend regimes and broad index testing.
period
threshold
Mean Reversion
Beginner
RSI Mean Reversion
Long when RSI is oversold, short when overbought.
Best for pullback entries, oversold rebounds, and skepticism about trend persistence.
rsi_period
oversold
overbought
Momentum
Beginner
Time Series Momentum (TSMOM)
Long if past return is positive, short if negative. Trend-following at its simplest.
Best for persistent trend regimes and broad index testing.
lookback_months
Volatility
Intermediate
Volatility Breakout
Enter long when today's range exceeds a multiple of the ATR, signalling a momentum burst.
Best for breakout environments and regime shifts where range expansion matters.
atr_period
k
Volatility
Intermediate
Heuristic archetype
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.
Best for breakout environments and regime shifts where range expansion matters.
short_window
long_window
threshold
Mean Reversion
Beginner
Heuristic archetype
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.
Best for pullback entries, oversold rebounds, and skepticism about trend persistence.
window
threshold