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Browse publicly shared, backtested trading strategies from the VolatiCloud community. Filter by category, trading mode and timeframe — every listing shows its drawdown and robustness alongside its return.
Short-only momentum that trades only while realised volatility sits inside a productive band. Returned +0.99% over 285 days while the market fell 61.9%.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A short-only, trend-following strategy that shorts when price closes below a declining EMA and covers once the downtrend reverses.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
Short-only Ichimoku system. Sells while price trades under a bearish Kumo with Tenkan below Kijun, and covers when price reclaims the cloud.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
Waits for Bollinger bandwidth to compress, then trades the direction of the release. Returned +0.95% over 285 days while the market fell 61.9%.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A rule-based RSI(14) mean-reversion strategy: buys oversold dips below a 20-period SMA, exits on RSI overbought. Backtested on six USDT pairs.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A mean-reversion strategy using Williams %R: enters when %R drops below -80 (deeply oversold), exits once it climbs above -20.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A mean-reversion strategy using the Commodity Channel Index: enters when CCI drops below -100, exits once CCI climbs above +100.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A mean-reversion strategy using the Stochastic Oscillator: enters when %K falls below 20 (oversold), exits once %K climbs back above 80.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
A rule-based mean-reversion strategy using Bollinger Bands (20): enters when price closes below the lower band, exits at the middle band.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
Short-only Donchian channel breakout on 1h crypto futures: sells new N-bar lows in a confirmed downtrend, covers on the opposing channel.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
Short-only MACD system that reads the histogram as a z-scored momentum gauge, so one threshold means the same thing on every pair it trades.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
Shorts sharp ATR expansion while price trades below a falling trend EMA. Returned +0.80% over 285 days vs a -61.9% market, profit factor 1.41 in both legs.
Simulated backtest results, self-selected by the publisher — not live trading, not a guarantee, and not investment advice.
