Quantitative Trading Research

Professional Analytics of Finance and Trading Strategies

Sort Finance backtests trading ideas the hard way — swept across symbols and timeframes, judged out-of-sample, and measured against buy-and-hold. No cherry-picked charts, only what survives the evidence.

Research Notebooks

Every study, ranked by family and verdict. Profitable counts the 24 symbol × timeframe cells that end in profit; Beats hold counts those that beat buy-and-hold, on the real data and on a resampled history — a real edge should hold on a reordered history it has never seen. Robust flags exactly that.

#	Strategy	Category	Verdict	Profitable	Beats buy-and-hold		Behaviour · market × timeframe	Robust
#	Strategy	Category	Verdict	Profitable	Real	Resampled	Behaviour · market × timeframe	Robust
01	Enter Long When WMA 20 Crosses Above WMA 50, Exit When It Crosses Back Down A trend-following crossover on a single market's close: ride the move while the fast weighted moving average sits above the slow one, and step aside when it falls back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	pursue	24/24	19/24	12/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
02	Enter Long on the Golden Cross of SMA 50 Over SMA 200, Exit on the Death Cross A slow trend-following rule on a single market's close: hold long while the 50-bar simple moving average sits above the 200-bar one — the golden cross — and step aside when it falls back below — the death cross. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	pursue	24/24	17/24	12/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
03	Enter Long When MACD Crosses Above Its Signal Line, Exit When It Crosses Back Down A trend-following rule on a single market's close: ride the move while the MACD line sits above its signal line, and step aside when it falls back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	pursue	19/24	11/24	5/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
04	Enter Long When Price Crosses Above WMA 20, Exit When It Crosses Back Down A trend-following rule on a single market's close: ride the move while the close holds above its 20-bar weighted moving average, and step aside when it slips back below. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	test further	17/24	8/24	4/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
05	Enter Short When WMA 20 Crosses Below WMA 50, Exit When It Crosses Back Up A trend-following crossover on a single market's close, taken from the short side: sell the market while the fast weighted moving average sits below the slow one, and step aside when it climbs back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	test further	20/24	2/24	0/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–
06	Enter Long When RSI 20 Crosses Above Its WMA 20, Exit When It Crosses Back Down A momentum-timing rule on a single market's close: the 20-bar relative strength index is smoothed by a 20-bar weighted moving average of itself, and the position follows which line is on top — long while the oscillator sits above its smoothing line, flat when it falls back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Trend	shelve	15/24	6/24	4/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–
07	Enter Long When Price Breaks the 20-Bar High, Exit When It Breaks the 20-Bar Low A trend-following breakout rule on a single market's close: the Donchian channel marks the highest and lowest closes of the prior 20 bars, a long position opens when price closes above the channel's upper edge, and it exits when price closes below the lower edge. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Breakout	pursue	24/24	16/24	10/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
08	Buy the Keltner Breakout, Exit at the Midline A trend-following rule on a single market's close: a Keltner Channel frames the close with a 20-bar exponential moving average and an envelope set two average true ranges above and below it, a long position opens when price breaks out above the upper band, and it exits when price falls back to the midline. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Breakout	pursue	22/24	12/24	6/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
09	Trade the Turtle Breakout: Enter on the 20-Bar High, Exit on the 10-Bar Low or a Two-ATR Stop A classic trend-following system on a single market's close: a long position opens when price breaks to a fresh 20-bar high, and closes when price breaks the 10-bar low or falls two average true ranges below the entry, whichever comes first — the breakout rules of the Turtle traders, hardened with a volatility stop. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Breakout	pursue	21/24	10/24	5/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
10	Enter Long When the 90-Bar Return Turns Positive, Exit When It Turns Negative A pure momentum rule on a single market's close: the signal is nothing but the return over the last 90 bars, and the position is long whenever that return is positive and flat whenever it is negative. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Momentum	pursue	24/24	15/24	8/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	●
11	Enter Long When RSI 14 Drops Below 30, Exit When It Rises Above 70 A contrarian rule on a single market's close: the 14-bar relative strength index marks the market oversold when it drops below 30 and overbought when it rises above 70, so the position buys into one-sided selling and sells into one-sided buying. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Mean reversion	shelve	10/24	0/24	0/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–
12	Enter Long When Price Pierces the Lower Bollinger Band, Exit at the Upper A mean-reversion rule on a single market's close: Bollinger Bands frame the close with a 20-bar moving average and an envelope two standard deviations wide on each side, a long position opens when price pierces the lower band, and it exits only when price crosses the upper band — riding the full swing from one edge of the envelope to the other. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Mean reversion	shelve	9/24	0/24	0/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–
13	Enter Long When Price Pierces the Lower Bollinger Band, Exit at the Middle A mean-reversion rule on a single market's close: Bollinger Bands frame the close with a 20-bar moving average and an envelope two standard deviations wide on each side, a long position opens when price pierces the lower band, and it exits when price reverts back above the middle of the envelope. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Mean reversion	shelve	7/24	0/24	0/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–
14	Enter Long on a Confirmed Bounce off Support, Exit at Resistance A range-trading rule on a single market's close: support and resistance are the lowest and highest closes of the prior 20 bars, a long position opens when price dips below support and the next close recovers above the broken floor, and it exits when price reaches resistance. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on a resampled history, ending in a verdict.	Mean reversion	shelve	4/24	0/24	0/24	30m 1h 4h 1d BTC ETH SOL BNB DOGE ALL	–