Time-Series Momentum
sign of the 12-month own returnEach instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 1–10 of 23 matching strategies
Each instrument's own past twelve-month return predicts its future return. A positive sign means long, negative means short, with the position sized by inverse volatility.
ADX measures the strength of a trend, not its direction. Direction comes from the crossover of +DI and −DI.
NR7 means today's daily range is smaller than every one of the previous six. An objective, binary marker of maximum compression.
The edge comes from daily momentum, which has the strongest evidence behind it in FX. The M15 chart is execution only — a way to get a better price inside a permission that has already been granted.
The simplest possible measurement: price now divided by price N bars ago. If it is above a threshold, the instrument is in an uptrend; below, a downtrend. No smoothing, no crossings, no lag beyond the lookback itself.
Mark the previous session's high and low. Stop orders rest just above and just below those two levels.
When two or three highs form at almost the same price, a visible pool of liquidity builds above them — the stop of everyone who sold there, plus every breakout buy order.
Price breaks a level, everyone who was waiting for the break is in, and then it closes back inside. Those positions are now wrong, their stops sit just beyond the level, and the move away from it is fed by them being taken out.
Price approaches a level and, instead of bouncing away, each pullback from it becomes shallower. The lows step up, the level holds flat, and the space between them runs out.
A break of structure is a candle that closes above the previous swing high, in an uptrend. It is a mechanical definition of 'the trend continued' — no more and no less than that.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.