SignalQuarryGitHub

SignalQuarry · an open research portfolio

Trading ideas, explained and tested.

Explore the rules behind each strategy, the backtests that challenged them, and the limits of what those tests can establish.

The research library

Find the idea behind the numbers.

Strategies are grouped by research question. Each page explains the signal, execution assumptions, tested variants, and observed failures.

Intraday signalsResearch strategy

Intraday continuation

Tests whether a strong move after the market opens continues during the session.

SPY and QQQ option proxiesIntraday

No public result yet

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Intraday signalsResearch strategy

VWAP reversion

Tests whether prices stretched away from their volume-weighted average move back toward it.

SPY and QQQ option proxiesIntraday

No public result yet

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Leveraged ETF researchQualified under historical study gates

L11 · Broad-first semiconductor leadership

Defaults to broad leveraged exposure and adds SOXL when its proxy leads.

TQQQ or SPXL, SOXL, and settled cash; QQQ or SPY and SOXX are signal proxiesWeekly
Archived total return333.8%Qualified under historical study gates
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Options wheelResearch strategy

ETF options wheel

Studies cash-secured puts and covered calls across QQQ and SPY wheel variants.

QQQ and SPY options plus cashWeekly

No public result yet

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Unleveraged ETF researchQualified under historical study gates

A01 · Buffered momentum rotation

Rotates between QQQM and SMH using trend and momentum, with a buffer to limit switching.

QQQM, SMH, and settled cashWeekly
Archived total return241.3%Qualified under historical study gates
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Recently added to the library

Research, with its context intact.

Publication dates describe when records were added here. Test periods appear on each result when the source records them.

How to read this work

Strong evidence includes the failures.

The archive includes strategies that lost money, incomplete experiments, and studies with no qualifying winner. Each is kept with its assumptions so another researcher can assess the result.

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