Strategy templates
30 ready-made research strategies. Fork one into the builder, backtest it, or run it on virtual capital. Not investment advice.
Momentum · 动量
Hold BTC spot while 30-day momentum is positive.
Hold ETH spot while 30-day momentum is positive.
Leveraged directional momentum on BTC perps (5x).
High leverage = high liquidation risk. Backtest includes funding & liquidation.
Short-lookback (7d) momentum on SOL perps, 3x.
High leverage = high liquidation risk. Backtest includes funding & liquidation.
Slow trend filter — long BTC while 90-day momentum is positive.
Mean Reversion · 均值回归
Buy BTC when price is 2σ below its 20-day mean.
Buy ETH when price is 2σ below its 20-day mean.
Leveraged dip-buy on SOL perps when oversold.
High leverage = high liquidation risk. Backtest includes funding & liquidation.
Reversion off the lower Bollinger band (20-period).
Only buy ETH on extreme 2.5σ dislocations.
Funding Arbitrage · 资金费率套利
Short BTC perp when funding z-score is extreme (crowded longs).
Perpetual position with 2x leverage — funding & liquidation are modelled in the backtest.
Short ETH perp when funding z-score is extreme.
Perpetual position with 2x leverage — funding & liquidation are modelled in the backtest.
Short SOL perp when funding z-score is extreme.
Perpetual position with 2x leverage — funding & liquidation are modelled in the backtest.
Fade BTC perp when the 7-day mean funding stays elevated.
Perpetual position with 2x leverage — funding & liquidation are modelled in the backtest.
Market-neutral-style funding capture on BTC perp.
Perpetual position with 2x leverage — funding & liquidation are modelled in the backtest.
Portfolio Optimization · 组合优化
Equal-weight basket of the 5 largest assets.
Hierarchical Risk Parity over the majors.
Black-Litterman allocation across BTC & ETH.
Risk-parity weighting across BTC, ETH, SOL.
Maximum-diversification across six liquid assets.
Event-Driven · 事件驱动
Go long BTC on an upside Bollinger breakout.
Go long ETH on an upside Bollinger breakout.
Leveraged breakout momentum on SOL perps.
High leverage = high liquidation risk. Backtest includes funding & liquidation.
Breakout after a low-volatility squeeze (20-period).
Intraday 4h breakout on ETH.
On-Chain / Forced Selling · 链上 / 强制抛售
Buy BTC after a liquidation-cluster flush (capitulation proxy).
Buy ETH after a liquidation-cluster flush.
Leveraged dip-buy after extreme forced selling on SOL.
High leverage = high liquidation risk. Backtest includes funding & liquidation.
Enter BTC on elevated liquidation intensity.
4h forced-selling bounce on ETH.