Strategy Overview
7 quantitative strategies — click any card to open screener
01
Volatility Compression
Enter breakouts after unusually tight range periods. Compressed markets release into outsized moves.
02
Z-Score Reversion
Trade statistical extremes between two correlated stocks. Enter when spread hits ±2σ, exit at mean.
03
Overnight Drift
Most IDX equity returns occur close-to-open. Institutions position after hours — follow the drift.
04
Post-Earnings Drift
Stocks gap on surprise news then keep drifting in the same direction for 10–40 days. Ride the wave.
05
Gap Continuation
Large open gaps with high volume reflect real institutional positioning — tend to trend all day.
06
RSI Rotation
Rank universe by 3-month momentum monthly. Top 30% outperform — rotate and let leaders run.
07
Pairs Trading
Scan all pair combinations for divergence. Buy the underpriced stock when z-score hits extremes.
Volatility Compression Breakout
Enter after tight range periods — compressed markets release into big moves
Ticker
Lookback Days
Percentile %
Hold Days
Stop Loss %
Z-Score Reversion
Statistical mean reversion between two correlated stocks
Stock A
Stock B
Roll Window
Z Entry
Z Exit
Min Corr
Overnight Drift
Most IDX returns happen close-to-open — track institutional overnight positioning
Ticker
MA Period
Post-Earnings Drift
Ride the continuation after big gap-up events with volume confirmation
Ticker
Gap Threshold %
Hold Days
Stop Loss %
Vol Ratio Min
Intraday Gap Continuation
Large gaps + high volume = real institutional flow, not noise
Ticker
Min Gap %
Vol Multiplier
RSI Rotation
Monthly rebalancing into top momentum stocks — rotate into leaders
Tickers (comma separated)
Mom Window
Top %
Pairs Trading Divergence
Auto-scan all pair combinations — buy the underpriced stock when z hits extreme
Tickers (comma separated)
Roll Window
Z Entry
Min Corr