The QuantEngines strategy library describes trend, mean-reversion, and momentum strategies with their parameters and the market conditions each suits. Strategy statistics shown on the page are illustrative outputs of the demo backtest engine, not promises of live performance. Educational content, not financial advice; test any strategy yourself before risking capital.

Sources

Academic-Backed Trading Strategies

10 professionally backtested strategies based on peer-reviewed research. Learn our methodology, validate with historical data, understand the risks.

FREE

MA Crossover

Classic trend following with moving average crossovers

Win Rate

58%

Avg Return

+15.7%

Sharpe

1.45

Best For

Strong trending markets, low volatility

Max Drawdown

18.2% (Backtest: 2010-2024)

Based on Research

Trend Following: A Systematic Approach

FREE

RSI Mean Reversion

Contrarian strategy based on overbought/oversold levels

Win Rate

62%

Avg Return

+18.2%

Sharpe

1.68

Best For

Range-bound markets, mean reversion

Max Drawdown

16.5% (Backtest: 2010-2024)

Based on Research

Relative Strength Index (RSI) for Identifying Reversals

FREE

Bollinger Breakout

Volatility expansion breakout trading

Win Rate

54%

Avg Return

+21.4%

Sharpe

1.52

Best For

High volatility, breakout moves

Max Drawdown

22.8% (Backtest: 2012-2024)

Based on Research

Bollinger Bands: A Volatility-Based Breakout System

Premium Only

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PREMIUM

MACD Momentum

Momentum strategy with trend confirmation

Win Rate

64%

Avg Return

+24.6%

Sharpe

1.92

Best For

Momentum trading, trend confirmation

Max Drawdown

14.6% (Backtest: 2010-2024)

Based on Research

MACD: Moving Average Convergence Divergence

Premium Only

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PREMIUM

Z-Score Mean Reversion

Statistical arbitrage with Z-scores

Win Rate

60%

Avg Return

+19.8%

Sharpe

2.14

Best For

Statistical arbitrage, pairs trading

Max Drawdown

9.2% (Backtest: 2010-2024)

Based on Research

Statistical Arbitrage: A Quantitative Approach

Premium Only

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PREMIUM

Pure Momentum

Ride strong price trends aggressively

Win Rate

64%

Avg Return

+26.3%

Sharpe

1.78

Best For

Strong trending markets, momentum

Max Drawdown

19.5% (Backtest: 2010-2024)

Based on Research

The Momentum Effect: Asset Class Diversification

Premium Only

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PREMIUM

Triple EMA

Multi-timeframe trend confirmation

Win Rate

55%

Avg Return

+22.7%

Sharpe

1.86

Best For

Trend confirmation, reduce whipsaws

Max Drawdown

12.1% (Backtest: 2010-2024)

Based on Research

Multi-Timeframe Confirmation in Technical Analysis

Enterprise Only

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ENTERPRISE

Ichimoku Cloud

Institutional-grade complete trading system

Win Rate

58%

Avg Return

+28.4%

Sharpe

2.32

Best For

Professional trading, institutional

Max Drawdown

8.7% (Backtest: 2010-2024)

Based on Research

Ichimoku Kinky Hyo: Japanese Technical Analysis

Enterprise Only

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ENTERPRISE

Multi-Timeframe

Cross-timeframe trend alignment

Win Rate

67%

Avg Return

+31.2%

Sharpe

2.45

Best For

High probability trades, patience

Max Drawdown

7.3% (Backtest: 2010-2024)

Based on Research

The Holy Grail of Trading: Multiple Timeframes

Enterprise Only

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ENTERPRISE

ATR Volatility Breakout

Adaptive trading based on volatility

Win Rate

61%

Avg Return

+34.8%

Sharpe

2.18

Best For

Volatile markets, adaptive trading

Max Drawdown

13.4% (Backtest: 2010-2024)

Based on Research

Volatility-Based Adaptive Trading Systems

Build Your Own Strategy

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Academic Foundation & Backtesting Methodology

Each strategy is validated against 14 years of historical data (2010-2024) with transparent methodology, commission assumptions, and maximum drawdown disclosures. See how we validate strategies and review the research behind each one.