Location: crypto_signals/strategies.py
| Strategy | Type | Sharpe (BTC) | Status |
|---|---|---|---|
| RSI_Momentum_5 BEST | Momentum | 1.260 | Active, weight 2.0-2.5 |
| Triple_EMA_Stack | Trend Following | 0.635 | Active |
| EMA_Cross_9_21 | Trend Following | 0.422 | Active (all 3 engines) |
| Ichimoku_Cloud | Trend Following | 0.427 | Active |
| Stoch_RSI_Cross | Oscillator | -0.696 | ELIMINATE |
Performance: Best strategy RSI_Momentum_5 achieved +679% total return on BTC with -26.6% max drawdown.
Location: alpha_engine/strategies/
| Strategy | Holding Period | TP/SL | Notes |
|---|---|---|---|
| ShortTermReversal SHORTEST | 1 day (intraday) | 3%/5% | Oversold bounce |
| BollingerMeanReversion SHORT | 5 days | 5%/8% | Hurst filter |
| BreakoutMomentum SHORT | 5 days | - | 52-week high breakout |
| EarningsDrift (PEAD) | 42 days (swing) | 8%/20% | Post-earnings anomaly |
Location: live-monitor/api/live_signals.php
Timeframes: 1h to 24h only - ALL designed for same-day trading
| Algorithm | Type | Timeframe |
|---|---|---|
| RSI(2) Scalp | Mean Reversion | Minutes-hours |
| Momentum Burst | Momentum | 1h (>2% move) |
| Volume Spike (Whale) | Volume/Whale Detection | 1-24h |
| Alpha Predator | Multi-factor (ADX+RSI+AO+Vol) | 1-24h |
| Trend Sniper | 6-indicator confluence | 1-24h |
| Rank | Strategy | Timeframe | Why Promising |
|---|---|---|---|
| 1 | RSI(2) Scalp | Minutes-hours | Ultra-short mean reversion, perfect for scalping |
| 2 | Momentum Burst | 1-4 hours | 1h candle >2% move, immediate signal |
| 3 | RSI_Momentum_5 | Hours-days | Sharpe 1.26 on BTC, best backtested |
| 4 | ShortTermReversal | 1-3 days | 1-day hold, 3%SL/5%TP, oversold bounce |
| 5 | Rapid Signal Generator | Minutes-hours | 5/15min candles, 100+ signals/day, 3 TP levels |
| 6 | Volume Spike (Whale) | 1-24 hours | Z-Score institutional detection |
| 7 | Alpha Predator | 1-24 hours | 4-factor alignment (ADX+RSI+AO+Volume) |
| 8 | Trend Sniper | 1-24 hours | 6-indicator confluence + regime gate |
| 9 | BreakoutMomentum | 3-5 days | 5-day hold, 52-week high + volume confirm |
| 10 | BollingerMeanReversion | 3-5 days | 5-day hold, 5%SL/8%TP, Hurst filter |