plutarc
plutarcby Valeon

Strategy Showcase

Three example strategies that show how composable components combine into complete setups. Each one links to a full walkthrough in the cookbook.

These strategies are illustrative examples showing component composition. Backtest metrics shown are hypothetical and do not represent actual trading results. Past performance does not indicate future results.

Trend Rider

Trend Followingall agree

Catches established trends using dual confirmation from moving average crossovers and MACD momentum. Multi-timeframe trend alignment filters out counter-trend noise. Trailing stop and signal flip exit let profits run while cutting reversals quickly.

Signals

Moving Average CrossoverMACD

Filters

Multi-Timeframe Trend AlignmentATR (Average True Range)

Exit Rules

Trailing StopSignal Flip Exit

Key Parameters

EMA Short Period: 9
EMA Long Period: 21
ATR Period: 14
Trailing Activation: 1.5%

Illustrative Metrics (Hypothetical)

1.4

Sharpe Ratio

1.8x

Profit Factor

-12%

Max Drawdown

45%

Win Rate

Best Analytics Views

  • Signal correlation — do EMA crossover and MACD agree on winning trades?
  • MFE/MAE — is the trailing stop capturing enough of each move?

Volatility Squeeze

Volatility Breakoutall agree

Detects periods of compressed volatility using Bollinger Band and Keltner Channel squeeze, then enters on the breakout with volume confirmation. Chandelier exit trails the move using ATR-based distance from the high-water mark.

Signals

Squeeze DetectorVolume Spike

Filters

Volatility Regime Classifier

Exit Rules

Chandelier Exit

Key Parameters

BB Period: 20
KC Multiplier: 1.5
Volume Spike Threshold: 2.0x
Chandelier ATR Multiplier: 3.0

Illustrative Metrics (Hypothetical)

1.2

Sharpe Ratio

2.1x

Profit Factor

-15%

Max Drawdown

38%

Win Rate

Best Analytics Views

  • Session heatmaps — when do squeezes resolve into tradeable breakouts?
  • Slippage distribution — breakout entries can slip; measure execution quality

Funding Fade

Market Structureall agree

Fades extreme funding rates and open interest divergence — conditions that often precede mean reversion. Entry guards prevent entries when price is already exhausted. Time stop and take profit enforce disciplined exits.

Signals

Funding RateOpen Interest Divergence

Entry Guards

RSI Exhaustion GuardATR Regime Guard

Exit Rules

Time StopTake Profit

Key Parameters

Funding Threshold: 0.03%
OI Lookback: 24h
Time Stop Duration: 4h
Take Profit: 0.8%

Illustrative Metrics (Hypothetical)

1.6

Sharpe Ratio

2.4x

Profit Factor

-8%

Max Drawdown

52%

Win Rate

Best Analytics Views

  • Per-trade diagnostics — did funding and OI agree on the best entries?
  • Equity curves — funding-based strategies can be streaky; track consistency

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