Strategy Lab
A separate page for strategy family evidence. Use this to validate edge before trusting a screener rank.
Best family
Sampling
Strategy evidence appears after Binance 4h samples finish loading.
Candidate families
Proven algorithm stack
The app uses evidence-backed trend rules first, then an execution gate to avoid chasing extended moves.
Time-series momentum + volatility gate
Moskowitz, Ooi, Pedersen-style time-series momentum adapted to Binance 4h spot data.
Formula
ret7d = close / close[42 bars ago] - 1; ret30d = close / close[180 bars ago] - 1; ATR% = ATR14 / close x 100.
Entry
LONG when ret7d > 1%, ret30d > 3%, close > EMA50, EMA20 > EMA50 > EMA200, volumeRatio20 >= 0.75, ATR% <= 10, RSI14 <= 72, and 20-bar return <= 18%.
Exit / cap
EXIT/WAIT when close < EMA50, ret7d < -2%, ret30d < 0%, ATR% > 13, or RSI14 > 80.
EWMA/GARCH volatility forecast
RiskMetrics-style EWMA plus a constrained GARCH(1,1) approximation for volatility clustering.
Formula
r_t = ln(close_t / close_(t-1)); EWMA variance = 0.94 x var_(t-1) + 0.06 x r_t^2; GARCH variance = omega + 0.10 x r_t^2 + 0.85 x var_(t-1).
Entry
Normal forecast volatility supports full ranking. Quiet volatility is acceptable but not strongly rewarded because opportunity may be low.
Exit / cap
Hot/extreme forecast volatility reduces entry quality, caps risk score, and lowers suggested size through riskMultiplier = clamp(100 / annualizedForecastVol, 0.25, 1.5).
Moving-average trend filter
Classic moving-average trading rule family used as a persistent trend confirmation layer.
Formula
EMA_t = close_t x 2/(n+1) + EMA_(t-1) x (1 - 2/(n+1)); trend is valid when close > EMA20 > EMA50.
Entry
LONG while close is above EMA20 and EMA20 is above EMA50.
Exit / cap
WAIT when the stack breaks or price loses EMA50 in the broader signal gate.
Donchian breakout
Trading-range breakout / Turtle-style trend-following rule using prior highs and lows.
Formula
high55 = max(high over previous 55 bars); low20 = min(low over previous 20 bars).
Entry
LONG when close breaks above high55 and close is above EMA50.
Exit / cap
EXIT/WAIT when close breaks below low20.
Entry-quality anti-chase gate
Risk-management overlay: not an alpha source, but prevents late entries after crowded momentum.
Formula
Starts at 100, then subtracts extension penalties from 1D/7D/30D return, RSI, VWAP deviation, z-score, ATR move, distance above planned entry, and weak reward-to-risk.
Entry
Allows bullish classification only when entryQuality >= 62 and the trade plan is not skip.
Exit / cap
Caps score below A/B when entryQuality is stretched; severe stretch caps signal below 50.