Daily regime-switching ETF rotation using QQQ trend plus drawdown, volatility, RSI, and relative-momentum filters to hold one of LABU/LABD/UVXY/TMF/TMV at 100%.

Rebalances monthly into a long-only basket of target stocks selected by value/growth/liquidity filters and weighted by static leader-linkage scores with risk caps and cash remainder.

Rotates into the single strongest strategic-minerals stock by 120-day excess return vs SPY when above EMA100 and low ATR%, exiting on trend break, vol spike, or 14% trailing drawdown.

Rebalances daily into six AI-infra stocks when NVDA/SMCI/SOXX are above SMA150, otherwise shifts fully to BIL/SGOV, with each sub-sleeve using EMA20/EMA50 trend confirmation.

Rebalances daily at the close into the lowest-RSI(10) ETF from each pool with 50/50 (or 100%) allocation, long-only and unlevered.

Rebalances daily between BIL and GDX using GDX RSI(10) and cumulative-return regime filters on QQQ/TLT/GDX, defaulting to BIL during warmup.

Allocates across QQQ, XLP, TMF, and XME with a conditional VIXY hedge and a QQQ ATR-based risk-off gate, otherwise holding residual in cash.

Rebalances monthly into top 4 Mega Cap Tech and top 4 Mega Cap Non-Cyclical stocks by trailing returns, equal-weighting both sleeves unless an SPY safety gate triggers 100% SGOV.

Annually on the first trading day of March, ranks 30 stocks by EBIT/EV and EBIT/(NWC+Net PPE) using point-in-time fundamentals and holds the top 3 long-only until the next rebalance, liquidating at the end date.

Trades up to 3 US stocks from the daily top-30 by adjusted dollar volume when a negative high-vs-volume-rank correlation signal is strong and price is above SMA20, exiting on SMA20 break, ±7/5% stops, or 8 days.

Scans a fixed 14-asset crypto spot universe daily at the close using the Open-Volume Inverse Correlation Factor (−1 × corr(open, quote volume, 10)). When an asset’s factor is above its own 90th percentile over the prior 252 trading days, it is treated as an unusually strong open–volume anti-correlation regime and is bought at the close. Capital is allocated equally across all signals that day using 100% cash; if no assets trigger, the portfolio stays 100% in USDT. Each entry is held for exactly 5 natural days and sold at the close on the exit day, with no early exit even if the signal disappears, and no forced liquidation at the backtest end for positions still in their holding window.

Trades ETH/USDT on 6h bars using an RSI+Bollinger mean-reversion entry and a breakout-to-trailing-stop exit with stop-loss and post-stop freeze.

It captures explosive momentum shifts by detecting when markets overextend and timing entries at optimal inflection points. With built-in risk controls and systematic exit logic, the strategy transforms temporary dislocations into consistent alpha—turning market fear into your edge.

Maintains a fully invested equal-weight portfolio of the Magnificent 7 stocks and rebalances monthly

A strategy for people who gave up timing the market.

A long-only, full-allocation strategy for ETHUSDT on daily data starting 2025-01-01 (UTC). Enter 100% long when the daily close breaks above the 40-day high or reclaims SMA30 after a pullback into the SMA30–SMA70 zone. Fully exit if the daily close falls below SMA70 or if the drawdown from the all-time high reaches 22%. The strategy allows no pyramiding, no shorting, and maintains a single position at a time.

Buys NVDA at the close when QQQ gains >2% close-to-close, then exits at the close once NVDA is up at least 10% from entry.

Buys up to two mega-cap stocks showing capitulation volume and recent downside near 20-day lows, then exits on +12% profit, −6% stop, or 10-day time stop.

Buys TSM at the close on days when NVDA’s close-to-close gain exceeds 3%, then exits on a 10% take-profit or 5% stop-loss.

Maintains a market-neutral 50% long PEPE spot and 50% short BTC perpetual portfolio, rebalanced monthly.

Trades XYZ, PYPL, COIN, HOOD, and AFRM on 35-day close breakouts confirmed by volume and EMA50 trend, exiting on EMA50 loss or a 7.5% trailing stop.