Strategy Catalog

The AlphaShield is a production-grade options trading system that executes full cycle Autonomous trades targeting convexity and zero liquidation risk.

B3 Market Data Utility Pod connecting to B3 via MT5 Bridge for equities, futures, option chains, ISIN resolution, and Edge AI microstructural embeddings.

Fuzzy6 category-agnostic adaptive strategy for configured asset markets.

FXArb 1.0 — multi-venue arbitrage strategy for the WDO/FRP0/USDT spread. Explores statistical deviations between USDT/BRL on Binance and the Synthetic Institutional USD on B3 (WDO futures minus FRP0 coupon reference). Features: timestamp-synchronized spread calculation, rolling z-score with configurable window, FRP0 checkpoint capture at 09:55 BRT, dual-leg OMS with leg-in/leg-out coordination, and MFE/MAE telemetry for performance analysis. Operates via Binance (USDT/BRL) and AxiomQuant MT5 Bridge (WDO/FRP0).

PolyAlphaV2 — event-driven Polymarket BTC prediction-market strategy. Computes binary-market edge with a digital Black-Scholes model using Chainlink/RTDS spot prices, dynamically captured strikes, realized volatility, configurable edge thresholds, and Kelly sizing. Trades BTC 5-minute Up/Down contracts through the Polymarket CLOB and uses RTDS, CLOB, Gamma, and oracle-based fallbacks to resolve positions. Exclusively for Polymarket prediction markets.

SentimentSports 1.0 — sentiment-driven prediction market strategy for Polymarket sports contracts. Uses LunarCrush paid API for real-time sports sentiment data (NFL, NBA, Soccer). Fetches sentiment from LC API, calculates sentiment score from types_sentiment_detail, generates BULLISH/NEUTRAL/BEARISH signals, and executes YES/NO trades on Polymarket. Architecture: LC API → fetchLunarSports.ts → DB → /api/v1/sentiment/signals → Strategy.

TimerBasketV2 — advanced event-driven Polymarket prediction-market strategy. Implements 3-stage execution with phased risk acquisition, neutralization buffers, synthetic barbell execution, dynamic time-to-resolution filtering, digital Black-Scholes edge scoring, Kelly sizing, and redundant RTDS, CLOB, and Gamma market-resolution settlement. Exclusively for Polymarket prediction markets.

Tries to spot a specific point where Bollinger Bands cross a Moving Average

Implements "Agulhada do Didi"

FlowerBasket — minimal time-ladder strategy for Polymarket BTC 1h markets. Buys incrementally from market open to expiration, alternating YES/NO to keep exposure balanced. Prefers cheaper entries as time advances via a decaying price ceiling. Built on the new Strategy Framework (BaseStrategy + BaseAlphaModel). Direction derived from market microstructure (cheaper side = favorable). Exclusively for Polymarket prediction markets.

Fuzzy6 fact-first decision engine running Lighter perpetuals through the unified NautilusTrader 2.x runner (`main_fuzzy6.py --exchange lighter`). USDC-settled BTC/ETH/SOL/XRP perpetuals with REST candle warmup, a cache-polled mark/index/funding derivatives feed, and reduce-only closes. Leverage is verify-only (the venue has no Python update_leverage), open interest is an explicitly degraded feature, and order size fails closed against the venue minimum and a 20 USDC pilot cap. Dry-run / testnet first; LIVE submission requires the explicit runner flag and a venue-side leverage preconfiguration step.

Fuzzy6 adaptive multi-signal strategy for B3 futures, B3 equities, indices, FX, CFDs, and arbitrary configured tickers through the AxiomQuant MT5 Bridge. Uses B3 Utility Pod market data with Redis Pub/Sub or direct MT5 quote fallback, real-time OHLCV aggregation, configurable lot normalization, tactical command routing, telemetry, and dry-run-first execution. LIVE orders require explicit runtime authorization.

Our port of SimpleMarketMetrics

Universal Utility Pod for real-time market data acquisition (quotes, L2/L3 orderbook depth, option chains, ISIN metadata), on-demand solicitations, and Edge AI microstructural inference with zero execution risk.

Trend following strategy for commodities

Mean reversion strategy for US equities

Momentum-based forex trading strategy

Implements Japanese Ichimoku system and many indicators from japanese trading system

Mean reversion strategy for spot markets

Our first Meta Strategy featuring many indicators to choose from, implementing a Gates + Quorum system

Reengineered Moni to allow adequate backtesting

Institutional prediction-market strategy for Polymarket. Bayesian Odds Engine combining market probabilities with on-chain liquidity signals. Supports directional, tail/antifragile, and combined trading modes with adaptive vol models. Requires Institutional pod type. Never auto-killed by the risk engine.

Based on AI Sentiment from Social Feeds added to standard indicators computing a score using a weight matrix.

The **Asymmetric Vector Strategy** is a production-grade options trading system that monitors Bitcoin perpetual futures for trend signals and executes trades using BTC options for convexity and zero liquidation risk.

Open Source strategy, using CTI and STOCH

Our reengineered Fuzzy Strategy

With many advanced features and "Out of Market" signals (Open Interest + Funding Rates), ready for Experiments

Fuzzy5 Hybrid — venue-agnostic multi-asset strategy. Combines trend-following and mean-reversion fuzzy signal modules with adaptive regime detection (ER + AC1 + ADX). Executes via crypto exchanges (Nautilus) or traditional brokers (AxiomQuant MT5 Bridge). Supports all standard asset classes: crypto, forex, commodities, equities. Does NOT trade prediction markets or options.

Entry: Momentum burst with direction confirmation (RSI + EMA + BB + MACD) Exit: Early profit grab + fallback stop + fail-fast logic Goal: Small but frequent wins with aggressive leverage

Open Source strategy using many indicators

Added Fuzzy Logic implementation as additional Gate or Optional to existing indicators

TimerBasket 1.0 — time‑aware prediction‑market strategy for BTC 15‑minute and 1‑hour markets. Three‑stage execution: (1) Risk acquisition via tail‑mode entries (< $0.25), (2) Risk neutralization via straddle creation or profitable exit, (3) Basket filling using guaranteed profit buffer. Reuses PolyAlpha components (volatility model, fuzzy signal engine, Kelly sizer) with stage‑based time‑slot logic. Exclusively for Polymarket prediction markets.