The library
Rules-based systems, every signal in the open.
Each system is a complete, rules-based strategy you can read end to end. Study the signals, examine the drawdowns, and follow the live out-of-sample track record.
TB-01
live
12-Month Momentum
Buys assets with the strongest performance over the prior year (skipping the most recent month) and …
4.2%
CUMUL
-0.2%
MAX DD
TB-02
live
Short-Term Mean Reversion
Takes contrarian positions in assets that have moved far from their recent average, expecting prices…
0.4%
CUMUL
-0.3%
MAX DD
TB-03
live
Tranche MA Test (6-period)
Synthetic 3-asset (SPY/TLT/GLD) long top / short bottom using 6-period MA computed exclusively from …
65.4%
CUMUL
-23.9%
MAX DD
TB-04
live
Tranche MA Test (6-period) (21-day Tranched)
Synthetic 3-asset (SPY/TLT/GLD) long top / short bottom using 6-period MA computed exclusively from …
65.4%
CUMUL
-23.9%
MAX DD