Strategy Engine
Rule-based trading strategies with live signal scanning and backtesting
Stock-Level Strategies
Scan individual stocks for entry signals
Mean Reversion
Buys oversold stocks that are still in a long-term uptrend (above 200-SMA). Tiered entry: Strong (RSI<30 + below lower BB + above SMA200), Moderate (RSI<40 + near lower BB), Weak (RSI<45 + below SMA20 + MACD turning). Wyckoff accumulation boosts confidence. ATR-based stop, BB middle target, 15-bar time stop.
Momentum
Rides established uptrends using moving average alignment and MACD confirmation. Strong: MACD crossover + above SMA50 + volume >1.5x avg. Moderate: MACD bullish + SMA50+SMA20 stack. Weak: price above SMA20+SMA50, RSI 50-70. Exit: MACD bearish crossover OR close below SMA50 OR 2x ATR trailing stop.
Multi-Factor Composite
Combines quant_score (6-factor composite) with Piotroski F-Score for conviction-weighted entries. Strong: quant>=70 + F-Score>=7 + BUY signal. Moderate: quant>=60 + F-Score>=6. Weak: quant>=55 + F-Score>=5 + RSI<60. Falls back to computing scores from fundamentals if cache is stale. ATR-based stop.
Value + Quality
Screens for cheap, high-quality companies — value that isn't a trap. Strong: P/E < sector median + F-Score>=7 + safe Altman Z + revenue growing. Moderate: P/E<20 + F-Score>=6 + revenue growing. Weak: P/E<25 + F-Score>=5 + D/E<2. Dividend yield >2% boosts confidence. Wide ATR stop — value realization takes time.
Volatility Contraction Breakout
Detects tightening price ranges (low ATR + narrow BB width + declining volume) that precede explosive breakouts. Strong: ATR at 20-bar low + BB squeeze + breakout above 10-bar high. Moderate: ATR low + BB squeeze + volume declining. Weak: ATR in bottom 30th percentile. Target: 3x normal ATR. Stop: below compression low.
Abu Saleh TASI
Donchian-channel breakout strategy tuned for the Saudi Exchange (Tadawul), using tighter swing parameters, real-participation volume filters, and wider ATR-based stops to absorb gap risk after weekends and Ramadan sessions.
Portfolio-Level Strategies
Select a basket of stocks across the universe — equal-weight rebalancing
Regime-Adaptive Rotation
PortfolioAdapts factor exposure to the macro regime (Bridgewater 4-quadrant model). BULL: momentum + growth, overweight tech + consumer disc. LATE CYCLE: quality + low vol, overweight healthcare + staples. BEAR: dividend + quality, F-Score>=7 only, 50% position sizing. RECOVERY: value + beaten-down, overweight financials + industrials. Monthly rebalance; 10 positions equal-weight.
Sector Momentum
PortfolioRotates into the strongest sectors using relative strength ranking. Top 3 sectors by 1-month average return (>=3 stocks each) → top 3 stocks per sector by quant_score or F-Score with RSI>45. 9 stocks total, equal weight ~11%. Monthly rebalance.