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Volatility

1 day

Golden CrossSPY1 day

SMA 50, SMA 200

Enter when SMA 50 crosses above SMA 200; exit on the opposite cross.

No completed trades in the recent backtest window

ROC MomentumQQQ1 day

ROC

Enter when rate of change crosses above zero; exit when it crosses below.

-3.6%·long·4 days

Ichimoku TK CrossSPY1 day

Ichimoku

Enter when Tenkan crosses above Kijun; exit when Tenkan crosses below Kijun.

+1%·long·1 day

Donchian BreakoutQQQ1 day

High 20, Low 10

Enter when close crosses above the 20-bar high; exit when close crosses below the 10-bar low.

No completed trades in the recent backtest window

SMA Mean ReversionQQQ1 day

SMA 20

Enter when close crosses back above the 20 SMA after a dip; exit when it crosses below.

-0.1%·long·2 days

VMA 10/30 CrossIWM1 day

VMA 10, VMA 30

Enter when VMA 10 crosses above VMA 30; exit on the opposite cross.

-1.6%·long·1 day

ADX Confirmed SMA CrossSPY1 day

SMA 20, SMA 50, ADX

Enter when SMA 20 crosses above SMA 50 with ADX above 25; exit on the SMA cross down.

+11.7%·long·107 days

VMA Trend RideQQQ1 day

VMA 14

Enter when close crosses above the adaptive VMA; exit when it crosses below.

-1.3%·long·1 day

Stochastic MidlineSPY1 day

Stoch

Enter when %K crosses above 50; exit when %K crosses below 50.

-1%·long·1 day

VMA PullbackSPY1 day

VMA 20, VMA 50

Enter when close crosses back above VMA 20; exit when it loses VMA 50.

+0.7%·long·7 days

ATR Filtered SMA CrossQQQ1 day

SMA 10, SMA 30, ATR 14, ATR 50

Enter when SMA 10 crosses above SMA 30 while ATR 14 is above ATR 50; exit on the SMA cross down.

+1.4%·long·7 days

ATR Contraction FadeIWM1 day

ATR 7, ATR 20

Enter when ATR 7 crosses below ATR 20 (volatility contracting); exit when expansion returns.

+1.4%·long·26 days

ROC with SMA FilterSPY1 day

ROC, SMA 50

Enter when ROC crosses above zero while price is above SMA 50; exit when ROC crosses below zero.

-1.8%·long·3 days

TRIX Zero CrossQQQ1 day

TRIX

Enter when TRIX crosses above zero; exit when it crosses below.

+9.8%·long·64 days

Stoch RSI MidlineQQQ1 day

Stoch RSI

Enter when Stoch RSI %K crosses above 50; exit when it crosses below 50.

-0.8%·long·1 day

TRIX with Trend FilterSPY1 day

TRIX, SMA 50

Enter when TRIX crosses above zero while price is above SMA 50; exit when TRIX crosses below zero.

+5.5%·long·72 days

Ichimoku Cloud BreakQQQ1 day

Ichimoku

Enter when close crosses above Senkou A; exit when close crosses below Kijun.

-0.1%·long·26 days

Lowest Support HoldIWM1 day

Low 20, Low 10

Enter when close crosses back above the 20-bar low; exit when it makes a new 10-bar low.

No completed trades in the recent backtest window

55-Bar Channel BreakSPY1 day

High 55, High 20

Enter when close crosses above the 55-bar high; exit when close crosses below the 20-bar high.

No completed trades in the recent backtest window

Levered Nasdaq RideTQQQ1 day

Highest 20, Lowest 10, MACD 12/26/9

Close breaking the 20-bar high while MACD is already above zero. Exit if close loses the 10-bar low.

No completed trades in the recent backtest window

Inverse Nasdaq FadeSQQQ1 day

WMA 10, WMA 30, RSI 14

Weighted 10/30 death cross while RSI is still above 50. Cover when WMA 10 crosses back above WMA 30.

+55.1%·short·93 days

Vol Spike FadeVXX1 day

RSI 14, ADX 14

RSI crossing back below 70 while ADX 14 is already above 20. Cover when RSI crosses below 30.

+25%·short·56 days

Ultra VIX Cloud RideUVXY1 day

Ichimoku Cloud 9/26/52/26, ADX 14

Ichimoku Tenkan crossing above Kijun with ADX 14 above 20 on a levered short-term VIX ETF. Exit when Tenkan crosses back below Kijun.

-7.4%·long·39 days

Short VIX CrossSVXY1 day

MACD 12/26/9, SMA 20

MACD line crossing its signal while close is already above SMA 20 on a short VIX ETF. Exit when MACD crosses back below the signal line.

+5.2%·long·24 days

VIX Futures Volume StackVIXY1 day

SMA 10, SMA 20, SMA 50, MFI 14

SMA 10 above SMA 20, SMA 20 above SMA 50, and MFI crossing above 50 on a short-term VIX futures ETF. Exit when MFI crosses below 50.

No completed trades in the recent backtest window

Mid VIX Williams PullbackVIXM1 day

EMA 50, Williams %R 14

Close above EMA 50 plus Williams %R crossing back above -80 after a dip on a mid-term VIX ETF. Exit when Williams %R crosses below -20.

-3.3%·long·28 days

Levered VIX Band BounceUVIX1 day

Bollinger Bands 20/2, Stochastic 14/3

Close reclaiming the Bollinger lower band while Stochastic %K crosses above %D under 20. Exit when %K crosses below 80.

-17.4%·long·24 days

Inverse Vol Money FlowSVIX1 day

SMA 20, SMA 50, Chaikin Money Flow 20

SMA 20 crossing above SMA 50 while Chaikin Money Flow is already positive. Exit when SMA 20 crosses back below SMA 50.

-2.2%·long·40 days

Mid-Term VIX Keltner ThrustVXZ1 day

Keltner Channels 20/10/2, Force Index 13

Close breaking the Keltner upper channel with Force Index already positive. Exit when close loses the Keltner mid line.

+0.2%·long·19 days

Inverse S&P VWAP ReclaimSH1 day

VWAP, Chaikin Money Flow 20

Close reclaiming VWAP while Chaikin Money Flow crosses above zero. Exit when close crosses back below VWAP.

-1.2%·long·1 day

Short QQQ CCI FilterPSQ1 day

CCI 20, SMA 50

CCI crossing above zero while close holds SMA 50. Exit when CCI crosses back below zero.

-1.2%·long·3 days