A gallery of strategies across four archetypes — every one runs through the swing
backtest harness (the live engine's own decision code on a decade of real bars). The
badge on each card is the current verdict: which have earned the right to arm, and
exactly why the rest haven't. Open any one and change every rule, exit, stop and sizing tier — but
an edited strategy must pass its own backtest before it can be armed, and it runs in the
paper Swing Shadow lane, never with real money.
Your strategies
Save many, arm one. Saving is free — arming needs a passing backtest.
Templates
Strategy
What you're building, and what kind of edge it's chasing.
Universe & Filters
Which names it may trade, and how many at once.
Regime Filter
When the strategy is allowed to trade at all. For long
mean-reversion, "above the 200-SMA" is the filter doing most of the work.
Only trade when…
Entry
ALL of these must be true on the daily close to signal an entry.
The fill happens at the next open.
Position Sizing Tiers
Size by conviction — the first matching tier wins. The last
tier (“everything else”) catches whatever didn't match.
Exit
ANY of these closes the position. Without an exit, a trade
could be held forever — so at least one is required.
Protective Exits
Stop, trailing stop, and profit target.
⚠ These are evaluated on the daily close and fill at the next
open — they are not resting broker orders. This lane decides off daily
bars, so an intraday stop fill would be a price we'd have to invent. Honest,
but looser than a real stop: a gap through your level costs you the gap.
Sizing & Risk
How much capital each 1.0× unit deploys.
Risk-based sizing needs a stop — without one there's no distance to size
against, so “risk per trade” has no defined value.
Costs & Data
Costs are charged on both sides of every paper trade, so the
ledger reflects something you could actually have earned.