Time-Series Momentum
sign of the 12-month own returnEach instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 1–10 of 13 matching strategies
Each instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
ADX measures the strength of a trend, not its direction. Direction comes from the crossover of +DI and −DI.
NR7 means today's daily range is smaller than every one of the previous six. An objective, binary marker of maximum compression.
The edge comes from daily momentum, which has the strongest evidence behind it in FX. The M15 chart is execution only — a way to get a better price inside a permission that has already been granted.
The simplest possible measurement: price now divided by price N bars ago. If it is above a threshold, the instrument is in an uptrend; below, a downtrend. No smoothing, no crossings, no lag beyond the lookback itself.
Price breaks a level, everyone who was waiting for the break is in, and then it closes back inside. Those positions are now wrong, their stops sit just beyond the level, and the move away from it is fed by them being taken out.
The last down candle before a strong move up is marked as a zone, and a return to it is treated as a place to buy. The reasoning offered is that institutional orders were placed there and that some of them remain unfilled.
Two days of news arrive into a market that cannot trade, and on Monday it all prints at once. The opening gap is a single, forced repricing with no liquidity behind it — which is the textbook condition for an overreaction.
A pair has an average daily range, and most days it does not travel much further than that. When price has already covered its whole average range by mid-session, the rest of the day is more likely to be spent going sideways or giving some back than extending.
A daily level breaks. Most traders are in on the break. This one is not — it waits for price to come back to the level it just broke and hold it.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.