Strategy category
Trend Following strategies
Strategies that buy strength and sell weakness, holding positions while a move persists. 25 strategies, each backtested on up to 10 markets with the same rules. Figures below are for each strategy's main market over the last five years.
Filter in the strategy library| Strategy | Main market | 5Y CAGR | 5Y Sharpe | 5Y Max DD |
|---|---|---|---|---|
| MOM-10 Accelerating MomentumMulti-period momentum with short-term emphasis. | SPY | 7.8% | 0.81 | -14.6% |
| TREND-11 Kaufman Adaptive Moving AverageMoving average that adapts to market efficiency. | SPY | 1.6% | 0.20 | -15.7% |
| ADX-01 ADX Trend FilterTrade only when ADX confirms trend strength. | SPY | 2.5% | 0.43 | -7.1% |
| TREND-16 Aroon IndicatorTrend strength using time since highs/lows. | SPY | 2.9% | 0.35 | -18.6% |
| TREND-17 Chandelier ExitATR-based trailing stop trend system. | SPY | 5.5% | 0.52 | -15.8% |
| TREND-18 Coppock CurveLong-term trend timing with a smoothed momentum curve. | SPY | 6.8% | 0.63 | -18.2% |
| TREND-15 Darvas BoxBreakout trades based on Darvas boxes. | SPY | 5.2% | 0.52 | -18.8% |
| TREND-02 Donchian BreakoutRide multi-month highs and exit on fast lows. | GLD | 9.5% | 0.72 | -14.1% |
| TREND-05 Dual Moving AverageFollow the 50/200 cross and stay aligned with regime. | SPY | 9.3% | 0.71 | -18.8% |
| TREND-19 Elder Triple ScreenMulti-filter trend system using MACD, pullbacks, and breakouts. | SPY | 0.0% | 0.00 | 0.0% |
| MOM-05 Faber TAAHold assets above 10-month moving average, cash otherwise. | FABER-TAA | 9.0% | 0.91 | -11.6% |
| HMA-01 HMA CrossoverFast/slow Hull MA crossover for trend direction. | SPY | 0.3% | 0.06 | -20.9% |
| TREND-10 Ichimoku CloudTrade based on Ichimoku Cloud signals. | SPY | 6.3% | 0.69 | -9.7% |
| KC-01 Keltner Channel BreakoutBreakouts from an ATR-based channel. | SPY | 4.5% | 0.67 | -8.5% |
| TREND-14 Linear Regression ChannelTrade breakouts from a rolling regression channel. | SPY | -3.0% | -0.17 | -32.8% |
| TREND-12 MACD StrategyClassic MACD crossover trend following. | SPY | 2.8% | 0.30 | -17.1% |
| SAR-01 Parabolic SARStop-and-reverse trend system with acceleration. | SPY | 1.2% | 0.15 | -22.7% |
| SUPER-01 SupertrendATR-based trailing trend system. | SPY | 4.0% | 0.44 | -10.9% |
| MOM-01 Time-Series MomentumStay long when 12-month momentum is positive. | EURUSD=X | 0.9% | 0.19 | -6.8% |
| RISK-04 Trailing Stop StrategyATR-based trailing stop locks in profits. | SPY | 4.4% | 0.44 | -14.8% |
| EVENT-01 Trend + Macro FilterTrend following with a macro event blackout. | SPY | 9.7% | 0.89 | -12.6% |
| COMBO-04 Trend + Mean Reversion HybridFollow trend, buy pullbacks. | SPY | 2.0% | 0.38 | -8.8% |
| TREND-13 Triple Moving AverageConfirm trend direction with three moving averages. | SPY | 9.7% | 0.71 | -18.8% |
| TURTLE-01 Turtle TradingClassic breakout system with trailing exit. | SPY | 6.0% | 0.62 | -13.3% |
| TREND-20 Vortex IndicatorTrend signals from vortex indicator crossovers. | SPY | 9.4% | 0.89 | -13.0% |