Ready-made systems — and the proof behind each one
Every strategy engine is represented, grouped by market regime. Grid and DCA systems show a real 30-day backtest; the rest state their proof honestly — provable in Test Lab, or not backtestable with the reason given. Parameters transfer into the creation form in one click, where the Risk Gate applies exactly as it does to anything else.
All metrics are a backtest on real 30-day candles. Past performance does not guarantee future results — start small and in demo.
Range / Sideways
A symmetric buy-low / sell-high grid inside a defined BTC band. Harvests oscillation while price stays in range.
A two-sided (neutral) range grid on ETH perpetuals — quotes both long and short legs within the band.
An active martingale grid on Solana with hedge protection — more trades from SOL volatility, deeper drawdowns too.
Posts two-sided limit quotes a set distance from mid on spot ETH and earns the round trip when price oscillates back through them.
Two-sided limit quotes on spot BTC with an inventory cap — earns the round trip on oscillation while a skew keeps inventory from piling up on one side.
Trend / Accumulation
A spot Ethereum DCA: a wide averaging reserve and low martingale — accumulates on dips, no liquidation risk.
Recurring passive accumulation: buys a fixed USD amount of BTC on a weekly schedule. The simplest long-horizon system.
Recurring accumulation spread across a BTC / ETH / SOL basket by weight — diversified passive dollar-cost averaging.
A hybrid: part of the deposit works a grid, part is held as a DCA reserve for deeper pullbacks — with hedge protection.
Bear / Defensive
A short grid for a declining market: adds on rallies, takes profit on drops, trailing take-profit and hedge protection.
A leveraged long grid with an automatic counter-hedge that opens on drawdowns — accumulates through volatile, sharp pullbacks while the short hedge caps downside. The hedge is protection, not market-neutrality.
Market-Neutral / Yield
Delta-neutral funding-rate arbitrage on BTC: spot long + perpetual short. Earns funding while price exposure is hedged out.
Market-neutral funding capture on ETH: spot long paired with a perpetual short, exiting automatically on negative funding.
Spatial arbitrage of the same spot asset across two exchanges — buys the cheaper book, sells the richer, within a skew cap.
Holds a BTC / ETH / SOL portfolio at target weights and rebalances when any drifts past a threshold — sells strength, buys weakness.
Event / Momentum
Arms a single instant entry at a price trigger with a fixed take-profit, stop-loss and an expiry window — for listings and breakouts.
A signal-gated grid that only opens new entries when RSI signals an oversold reversal — fewer, higher-conviction entries.
Splits one large spot entry into many timed slices to reduce market impact — a disciplined execution system, not a strategy edge.
Starter / Spot
A gentle first system: spot, no leverage, no liquidation risk. A small grid with frequent small take-profits.
A conservative spot DCA — no leverage, a wide averaging step, low martingale. A calm way to average into a position.
The lowest-friction start: a small weekly BTC buy on autopilot. Set the amount and let it accumulate.