Built-in Strategies¶
StratEvo ships with 10 built-in strategies defined as YAML configurations in strategies/builtin/. Each strategy specifies entry/exit rules, risk parameters, and optional AI agent confirmation.
Strategy Overview¶
| Strategy | Difficulty | Assets | Timeframe | AI Agents |
|---|---|---|---|---|
| Golden Cross Momentum | Beginner | BTC, ETH, SOL | 1d | value, momentum |
| RSI Mean Reversion | Beginner | BTC, ETH | 4h | momentum, sentiment |
| Smart DCA | Beginner | BTC, ETH | 1d | value |
| Bollinger Squeeze | Intermediate | BTC, ETH, SOL | 1d | quant |
| Grid Trading | Intermediate | BTC, ETH | 1h | quant |
| MACD Divergence | Intermediate | BTC, ETH, SOL, AVAX, LINK | 1d | quant |
| Multi-Timeframe Trend | Advanced | BTC, ETH | 1d + 1w | value, quant, macro |
| Volume Profile Breakout | Advanced | BTC, ETH, SOL | 4h | quant, macro |
| AI Sentiment Reversal | Expert | BTC | 1d | value, quant, macro, sentiment |
| Strategy Combiner | Advanced | Any | Any | Configurable |
Golden Cross Momentum¶
Classic SMA50/SMA200 golden cross enhanced with AI confirmation.
Entry: SMA50 crosses above SMA200 + RSI between 30-70 + AI confidence ≥ 0.6
Exit: Take profit 15%, stop loss 5%, trailing stop 3%, max hold 30 days
Parameters:
| Parameter | Value | Description |
|---|---|---|
fast |
50 | Fast SMA period |
slow |
200 | Slow SMA period |
rsi_period |
14 | RSI calculation period |
ai_min_confidence |
0.6 | Minimum AI debate confidence |
max_positions |
3 | Maximum concurrent positions |
max_position_pct |
0.20 | Max 20% capital per position |
RSI Mean Reversion¶
Buy oversold (RSI < 30), sell overbought (RSI > 70). AI sentiment prevents buying into real crashes.
Entry: RSI below 30 + price below lower Bollinger Band + AI confidence ≥ 0.5
Exit: Take profit 8%, stop loss 4%, trailing stop 2%, max hold 14 days
Parameters:
| Parameter | Value |
|---|---|
rsi_period |
14 |
bollinger_period |
20 |
max_position_pct |
0.15 |
max_drawdown_pct |
0.10 |
Smart DCA¶
Enhanced Dollar-Cost Averaging that buys more when price is lower. Uses RSI to dynamically adjust buy size.
Schedule: Weekly (Monday)
Position Sizing Multipliers:
| Condition | Multiplier |
|---|---|
| RSI < 30 (extreme fear) | 2.0x |
| RSI < 40 (fear) | 1.5x |
| RSI > 70 (greed) | 0.5x |
| RSI > 80 (extreme greed) | 0.25x |
| Price < SMA200 | 1.5x |
Base amount: $100/week (configurable)
Bollinger Squeeze¶
Detects low-volatility squeezes and trades the breakout. Buys when price breaks above the upper band after bandwidth contracts.
Entry: Bandwidth below 20-day average (squeeze) + price crosses above upper band + volume > 1.5× average
Exit: Take profit 8%, stop loss 3%, trailing stop 4%, or price crosses below middle band
Grid Trading¶
Automated grid trading for range-bound markets. Places buy/sell orders at fixed price intervals.
Parameters:
| Parameter | Value | Description |
|---|---|---|
grid_levels |
10 | Number of grid levels |
grid_spacing_pct |
0.02 | 2% between levels |
order_size_pct |
0.10 | 10% capital per grid order |
range_type |
arithmetic | arithmetic or geometric |
upper_bound_pct |
0.10 | Grid ceiling (10% above center) |
lower_bound_pct |
-0.10 | Grid floor (10% below center) |
Safety: Emergency stop at -15% total loss. Auto-exits if price breaks outside grid range.
MACD Divergence¶
Detects bullish/bearish divergence between price and MACD histogram — one of the most reliable reversal signals.
Bullish Entry: Price makes lower low + MACD histogram makes higher low + MACD bullish signal cross
Bearish Entry: Price makes higher high + MACD histogram makes lower high
MACD Settings: Fast 12, Slow 26, Signal 9
Multi-Timeframe Trend¶
Professional-grade trend following used by CTAs. Uses weekly EMA for direction, daily EMA crossover for entry timing.
Long Entry: Weekly trend bullish + daily EMA21 crosses above EMA55 + ADX > 25 + RSI 40-70
Short Entry: Weekly trend bearish + daily death cross + ADX > 25
Requires: AI debate confidence ≥ 0.60
Volume Profile Breakout¶
Inspired by TPO/Market Profile. Trades breakouts from high-volume price levels (Value Area).
Entry: Price crosses above VWAP + volume > 2× average + On-Balance Volume trend bullish
Exit: Take profit 10%, stop loss 3%, trailing stop 5%, or price crosses below VWAP
AI Sentiment Reversal¶
Expert-level strategy using AI agents to gauge market sentiment via the Fear & Greed Index. Trades reversals at sentiment extremes.
Agents: value, quant, macro, sentiment (2 debate rounds, min confidence 0.65)
Buy Signal: Fear & Greed < 20 + RSI < 35 + AI consensus = BUY
Sell Signal: Fear & Greed > 80 + RSI > 70 + AI consensus = SELL
Risk: Max 15% position, 3-tranche scaling (add more on 3% and 6% dips)
Strategy Combiner¶
Weighted ensemble that combines signals from multiple strategies with regime detection.
from stratevo.strategies.combiner import StrategyCombiner
combiner = StrategyCombiner(
strategies=["momentum_jt", "mean_reversion", "trend_following"],
weights=[0.4, 0.3, 0.3],
regime_aware=True,
)
signal = combiner.generate_signal(data)
The combiner automatically adjusts weights based on detected market regime (bull/bear/sideways).
CLI Strategy Presets¶
The CLI offers 10 named presets for quick scans (see CLI Reference):
| Preset | Description |
|---|---|
druckenmiller |
Top-3 momentum, max conviction |
soros |
AI narrative + momentum |
lynch |
High growth/volatility ratio |
buffett |
Quality + dip recovery |
dalio |
All-weather risk parity |
momentum |
Top-5 momentum score |
mean_reversion |
Buy-the-dip plays |
aggressive |
Top-5 walk-forward return |
balanced |
Top-10 grade-weighted |
conservative |
Top-15 low-volatility |
Custom Strategies¶
See Plugins → Strategy Plugins for creating your own.