3-Bar Breakout
BreakoutBreakout
Buy break of last 3 bar high
Source: Public
ADX Trend Filter
TrendTrend
Only trade trend signals when ADX above threshold
Source: Wilder
All Weather
MacroAllocation
Balance growth/inflation regimes
Source: Bridgewater
Asian Session Range Breakout
BreakoutBreakout
Trade break of Asian range during European session
Source: FX traders
Bear Calendar Spread
Calendar SpreadBearish
Short front + long back month
Source: CME
Bollinger Band Breakout
TrendBreakout
Buy break above upper band or short break below lower
Source: Bollinger
Bollinger Band Squeeze Reversal
Mean ReversionMean Revert
Mean revert at upper/lower band
Source: Bollinger
Bond Carry
CarryCarry
Hold long bond when carry positive
Source: Banks
Bull Calendar Spread
Calendar SpreadBullish
Long front + short back month
Source: CME
CCI Mean Reversion
Mean ReversionMean Revert
CCI crosses +100/-100 thresholds
Source: Lambert
Camarilla Pivots
BreakoutMean Revert/Breakout
Use H4/H3 levels for reversal or breakout
Source: Camarilla
Carry Risk Premium
MacroRisk Premium
Long high carry short low carry
Source: Banks
Cattle Crush
Commodity ProductLivestock
Long live cattle short feeder + corn
Source: CME
Cattle-Hog Spread
Commodity ProductLivestock
Long cattle short hogs or reverse
Source: CME
Cointegration Pairs (Crude vs Brent)
Mean ReversionStat Arb
WTI-Brent reverts
Source: Quant
Cointegration Pairs (E-mini SP vs E-mini NQ)
Mean ReversionStat Arb
Trade SP-NQ ratio reversion
Source: Quant
Commodity Carry (Roll Yield)
CarryCarry
Trade backwardated curves for positive roll
Source: Banks/Quant
Corn Seasonal
SeasonalitySeasonal
Plant/harvest cycle trades
Source: MRCI
Corn-Wheat Spread
Intermarket SpreadMacro
Spread corn against wheat
Source: CME
Crack Spread (3-2-1)
Commodity ProductRefining margin
3 crude vs 2 gasoline + 1 heating oil
Source: CME
Crack Spread (5-3-2)
Commodity ProductRefining margin
5 crude vs 3 gasoline + 2 heating oil
Source: CME
Crude-Brent Spread (WTI-Brent)
Intermarket SpreadMacro
Trade WTI vs Brent crude
Source: CME
Crush Spread (Soybean)
Commodity ProductSoy crush
Long soybeans short bean oil + soy meal
Source: CME
Cumulative Volume Delta
MicrostructureMicrostructure
Track cumulative buy minus sell volume
Source: Public
DMI Crossover
TrendBullish/Bearish
+DI vs -DI crossover
Source: Wilder
Daily Pivot Breakout
BreakoutBreakout
Trade break of pivot R1/S1/R2/S2
Source: Public
Dark Spread
Commodity ProductPower gen
Power vs coal (coal-fired generation margin)
Source: ICE
Defensive Risk Premium (Low Vol)
MacroRisk Premium
Long low-vol stocks short high-vol
Source: Banks
Dow vs SP500
Intermarket SpreadMacro
Long YM short ES
Source: CME
ETF-Futures Arbitrage
HFTArb
SPY vs ES futures arb
Source: HFT/MMs
Equity Index Carry
CarryCarry
Long equity index futures vs spot for div carry
Source: Banks
Equity Sell in May
SeasonalitySeasonal
Reduce equity exposure May-October
Source: Public
Eurodollar Pack/Bundle
Intermarket SpreadYield curve
Long/short multiple consecutive ED contracts
Source: CME
FX Carry Trade
CarryCarry
Long high-yielding currency vs short low-yielding
Source: FX/Macro
Feeder-Live Cattle
Commodity ProductLivestock
Trade feeder vs live cattle
Source: CME
Floor Trader Pivot
BreakoutBreakout/Mean Revert
Classic pivot system
Source: Floor Traders
Frac Spread
Commodity ProductNGL refining
Crude vs NGL
Source: CME
Global Macro Discretionary
MacroDiscretionary
Discretionary trades on rates/FX/commodities/equities
Source: Macro funds
Gold January Effect
SeasonalitySeasonal
Long gold into January
Source: Public
Gold-Platinum Spread
Intermarket SpreadMacro
Trade gold vs platinum
Source: CME
Gold-Silver Ratio
Intermarket SpreadMacro
Trade ratio between gold and silver futures
Source: CME
Heating Oil Seasonal
SeasonalitySeasonal
Long winter HO
Source: Energy traders
Heating Oil vs Natural Gas
Intermarket SpreadMacro
Spread between heating oil and natgas
Source: CME
Ichimoku Kinko Hyo
TrendBullish/Bearish
Cloud breakout + Kijun confirmation
Source: Hosoda
Index Arbitrage (Cash vs Futures)
HFTArb
Trade futures fair value vs spot index
Source: Banks
Inside Bar Breakout
BreakoutBreakout
Trade break of inside bar high/low
Source: Public
Intramarket Calendar Spread
Calendar SpreadSpread
Long one expiry + short different expiry of same contract
Source: CME
Keltner Channel Breakout
TrendBreakout
Same as Bollinger but using ATR-based bands
Source: Keltner
Latency Arbitrage
HFTHFT
Exploit price lag between venues
Source: HFT
London Open Breakout
BreakoutBreakout
Trade break of pre-London range
Source: FX traders
Long Futures
OutrightBullish
Buy futures contract to profit from rise; full exposure
Source: CME
Market Profile (TPO)
MicrostructureMicrostructure
TPO chart auction theory
Source: Steidlmayer
Moving Average Crossover (50/200)
TrendBullish/Bearish
Long when fast MA > slow MA (golden cross)
Source: Public
Natural Gas Winter Spread
SeasonalitySeasonal
Long winter month + short shoulder month
Source: Energy traders
New York Open Breakout
BreakoutBreakout
Trade break of pre-NY range
Source: FX traders
Opening Range Breakout (ORB)
BreakoutBreakout
Trade break of first 15/30/60-min range
Source: Toby Crabel
Order Book Imbalance
HFTMicrostructure
Trade short-term imbalance signal
Source: HFT
Order Flow / Footprint
MicrostructureMicrostructure
Trade based on bid/ask aggression footprint
Source: Public
Pairs Trading (Statistical Arbitrage)
Mean ReversionStat Arb
Long under-perf + short over-perf cointegrated pair
Source: Banks/Quant
Parabolic SAR Reversal
TrendBullish/Bearish
Reverse on dot flips
Source: Wilder
Pre-FOMC Drift
SeasonalitySeasonal
Long equity 24h before FOMC
Source: Lucca-Moench (NY Fed)
Quality Risk Premium
MacroRisk Premium
Long high quality short low quality
Source: AQR
Quote Stuffing/Spoofing (illegal)
HFTHFT
Note: illegal market manipulation
Source: SEC/CFTC
RSI(14) 30/70 Reversal
Mean ReversionMean Revert
Buy <30 RSI / Sell >70 RSI
Source: Wilder
RSI(2) Connors
Mean ReversionMean Revert
Buy when RSI(2) < 10; sell when > 90
Source: Connors
Range Expansion (NR4/NR7)
BreakoutBreakout
Buy break of narrowest 4 or 7 day range
Source: Toby Crabel
Reverse Crack Spread
Commodity ProductRefining margin
Long products short crude
Source: CME
Reverse Crush Spread
Commodity ProductSoy crush
Short soybeans long bean oil + soy meal
Source: CME
Risk Parity
MacroAllocation
Equal vol allocation across asset classes
Source: Bridgewater
Roll Trade
Calendar SpreadHedger
Roll position from expiring to next contract
Source: CME
Russell 1000 Growth vs Value
Intermarket SpreadMacro
Long growth short value or reverse
Source: CME
SMA 10/20/50 Stack
TrendBullish/Bearish
Trade alignment of 10/20/50 SMAs
Source: Public
SOFR Curve Trade (Flattener)
Intermarket SpreadYield curve
Short short-end + long long-end SOFR
Source: CME
SOFR Curve Trade (Steepener)
Intermarket SpreadYield curve
Long short-end + short long-end SOFR
Source: CME
SP500 vs Nasdaq 100
Intermarket SpreadMacro
Long ES short NQ or vice versa
Source: CME
SP500 vs Russell 2000 (Large vs Small)
Intermarket SpreadMacro
Long ES short RTY or vice versa
Source: CME
Santa Claus Rally
SeasonalitySeasonal
Long equity last week of Dec into early Jan
Source: Public
Short Futures
OutrightBearish
Sell futures contract to profit from fall; full exposure
Source: CME
Soybean Seasonal Pattern
SeasonalitySeasonal
Trade soybeans on historical seasonal patterns
Source: MRCI
Spark Spread
Commodity ProductPower gen
Power vs natural gas (gas-fired generation margin)
Source: ICE/CME
Stochastic Oscillator Crossover
Mean ReversionMean Revert
K vs D crossover at extremes
Source: Lane
Supertrend Strategy
TrendBullish/Bearish
ATR-based supertrend line
Source: Public
Tenkan-Kijun Cross
TrendBullish/Bearish
Conversion vs base line crossover
Source: Hosoda
Treasury FYT Spread
Intermarket SpreadYield curve
Five-year vs ten-year curve trade
Source: CME
Treasury NOB Spread
Intermarket SpreadYield curve
Notes-over-bonds spread
Source: CME
Treasury TUT Spread
Intermarket SpreadYield curve
Two-year vs ten-year curve trade
Source: CME
Trend Following (Donchian Channel)
TrendBullish/Bearish
Buy 20-day high / sell 20-day low (Turtle-style)
Source: Public/Turtle Traders
Trend-Following CTA
MacroTrend
Systematic trend across 50+ markets
Source: CTAs (Winton/Man AHL)
Triple Moving Average
TrendBullish/Bearish
Three MAs aligned signal trend
Source: Public
VWAP Reversion
MicrostructureMicrostructure
Buy below VWAP / sell above
Source: Public
VWAP Trend
MicrostructureMicrostructure
Buy above VWAP / sell below
Source: Public
Value Risk Premium
MacroRisk Premium
Long value short anti-value cross-asset
Source: Banks
Volatility Carry (Short VIX)
CarryCarry
Short VIX futures in contango regimes
Source: Public
Volatility Squeeze (TTM)
BreakoutBreakout
BB inside KC then breakout
Source: Carter
Volume Profile (POC)
MicrostructureMicrostructure
Trade Point of Control levels
Source: Steidlmayer/Dalton
Weekly Pivot Breakout
BreakoutBreakout
Same as daily but on weekly pivots
Source: Public
Wheat Seasonal
SeasonalitySeasonal
Plant/harvest cycle trades
Source: MRCI
Wheat-Soybean Spread
Intermarket SpreadMacro
Spread wheat against soybeans
Source: CME
Williams %R Reversal
Mean ReversionMean Revert
%R<-80 buy / >-20 sell
Source: Williams
Z-Score Reversion
Mean ReversionMean Revert
Trade when price > 2 stdev from mean
Source: Quant
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.