This bundle is built for serious iteration: consistent assumptions, reproducible runs, and portfolio-ready strategy templates. You get an eBook, a strategy library, and a reporting pipeline that turns experiments into evidence.
eBook + strategies + engine + reporting. Designed for repeatable research.
A complete research package: not just strategies, but a disciplined workflow that makes comparisons meaningful.
Clear assumptions, KPI definitions, benchmark comparisons, and how to avoid common backtest traps.
Breakouts, rotation, channels, and trend/volatility logic. Built to be modified without rewriting your pipeline.
Each run generates KPI JSON, CSV exports, equity/drawdown charts, and a report page you can screenshot.
Publish results with context: dates, symbols, costs, parameters, and benchmark logic are stored with each run.
Run new universes, parameter variants, and cost regimes while keeping the evaluation standard consistent.
A portfolio-ready mix that makes for strong case studies and comparisons.
Cross-sectional selection with portfolio rotation mechanics.
Volatility-aware breakouts designed for portfolio evaluation.
Compression-to-expansion logic with standardized reporting.
Distribution-aware channel breakouts with portfolio handling.
Trend filtering using vortex-style signals and risk sensitivity.
Oscillator-driven entries integrated with portfolio logic.
Trend framework paired with normalized volatility controls.
Quant-minded traders, researchers, and developers who want a disciplined workflow that produces shareable outputs, not isolated scripts.
No. Educational content only. The bundle is a research workflow and code templates; performance varies by assumptions and market regime.
Yes. Universes are defined via YAML configs and the engine standardizes evaluation across runs.