The catalogue
Systems
Mechanical systems we have researched and built: what each one is, how it behaves, and what it asks of the person running it.
The paid systems' rules are not published here: not the filters, not the parameters, not the universe definitions. When a system is released as code, you receive them in full, as readable Python with its assumptions stated. The two free systems show an excerpt of their rules and code on their own pages.
Every system here works on end-of-day data: one price bar per trading day. None uses intraday charts such as 5-minute, 10-minute or hourly bars, and none needs watching while the market is open. Each card shows how often a system needs you: daily, weekly or monthly.
About the figures on this page
Any results shown are hypothetical backtests, not the performance of a live account. Backtested results have inherent limitations: they are computed with hindsight over a chosen period, they cannot fully model costs, slippage or liquidity, and they do not represent actual trading.
Nothing here is a prediction, a promise, or an indication of future results. Trading involves risk, including total loss of capital. This material is informational only. StratoQuant is not a licensed investment adviser, does not provide personalised investment advice, and does not manage money or access client accounts. See the full disclaimer.
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Harrier_SPY
Long/flat time-series trend overlay
- CAGR
- 9.43%
- Max drawdown
- −24.4%
- Tested
- 1993 to 2026
- Action needed
- Monthly
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Owl_SPY
Overnight hold after a weak session
- CAGR
- 8.46%
- Max drawdown
- −29.3%
- Tested
- 2005 to 2026
- Action needed
- Daily
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Crane_ETF
Monthly rotation across a fixed basket of ETFs
- CAGR
- 10.84%
- Max drawdown
- −27.0%
- Tested
- 2005 to 2026
- Action needed
- Monthly
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Stork_NDX
Cross-sectional momentum with a volatility target
- CAGR
- 22.69%
- Max drawdown
- −36.7%
- Tested
- 2005 to 2026
- Action needed
- Monthly
Simulated results. Each system page states its costs, universe and assumptions. More systems are added here as their research is completed.
Using these systems
Firms can license our models and tools, or have us build their own. Individuals can get Harrier_SPY and Owl_SPY as free Python code today; Crane_ETF and Stork_NDX will follow as paid code releases you run on your own data.
Combining systems
What happens when you run them together
Systems that tend to fall at different times can soften each other's worst stretches. Correlation measures how closely two systems moved together month by month: 1 means in step, 0 means no relation at all. The lower it is, the more a mix of the two smooths the ride.
Tick the systems to put in the mix and set each one's weight in the table. Each 1% of weight is $1,000, so weights adding up to 100% start the chart at $100,000 and 70% start it at $70,000, at the beginning of the months the ticked systems share. At the end of every month the account is rebalanced back to those weights: money moves from the systems that did best that month to the ones that did worst, so each system's share returns to the weight you set. The weights start equal.
$100K split Harrier_SPY 25%, Owl_SPY 25%, Crane_ETF 25%, Stork_NDX 25%, Jan 2005 to Sep 2026: ends at $1.4M, CAGR 12.9%, worst month-end fall −16.6%, Sharpe 1.30, Sortino 2.33.
| Correlation | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| System | Weight | CAGR | Max DD | Sharpe | Sortino | Harrier | Owl | Crane | Stork |
| 8.2% | −21.8% | 0.80 | 1.24 | 1.00 | 0.20 | 0.69 | 0.46 | ||
| 8.5% | −27.2% | 1.07 | 1.79 | 0.20 | 1.00 | 0.26 | 0.18 | ||
| 10.8% | −23.5% | 0.87 | 1.45 | 0.69 | 0.26 | 1.00 | 0.47 | ||
| 22.7% | −30.4% | 1.12 | 2.13 | 0.46 | 0.18 | 0.47 | 1.00 | ||
| Mix | 100% | 12.9% | −16.6% | 1.30 | 2.33 | ||||
| SPY | Benchmark | 10.8% | −50.8% | 0.77 | 1.19 | 0.69 | 0.40 | 0.69 | 0.55 |
| Harrier | Owl | Crane | Stork | |
|---|---|---|---|---|
| Harrier | 1.00 | 0.08 | 0.59 | 0.21 |
| Owl | 0.08 | 1.00 | 0.05 | −0.20 |
| Crane | 0.59 | 0.05 | 1.00 | 0.22 |
| Stork | 0.21 | −0.20 | 0.22 | 1.00 |
Correlation of monthly changes over the same months: the deeper the blue, the more closely two systems moved together; a grey tint means they tended to move apart. Rows with greyed text are systems not in the mix.
Arithmetic on the simulated curves above, not a suggested mix: the weights are yours to set, and we do not recommend any combination or weighting. Costs are only those in each system's own test; the monthly rebalancing trades are not charged. Every figure here covers only the months the ticked systems share, and Max DD, Sharpe and Sortino come from month-end values on a zero-rate basis, so they differ from each system page, which covers its full test with daily values.