The Library · Receipts included

The Library

Every strategy comes with receipts. Real backtests, forkable in one click, deployable to the public forward ledger. The numbers on each card are the actual simulated results — winners and losers alike — and one click drops the full strategy into the playground where you can pick it apart, change any rule, and rerun it yourself.

Mean Reversion

4

Buy the stretch, sell the snap-back.

Bollinger Band Reversion

Mean Reversion

Buy quality stocks when they close below the lower Bollinger Band, sell when they snap back to the middle.

−2σ touch
CAGR
3.1%
2016–2026

Buy the Dip (tested)

Mean Reversion

Everyone says 'buy the dip.' This tests it: buy 3% pullbacks in a bull market, sell +5% or after 10 days.

3% dip in 5d
CAGR
2.3%
2016–2026

RSI-2 Mean Reversion

Mean Reversion

Buy quality stocks on sharp 2-day dips, sell the bounce. A Larry Connors classic.

RSI 2 < 10
CAGR
5.2%
2016–2026

VWAP Reversion (15m)

Mean Reversion15m · Pro

Buy SPY and QQQ on 15-minute dips stretched below the session VWAP, sell the snap back to it.

0.3% under VWAP
Total return
-6.2%
2026-06-19 → 2026-08-03 · 45 days
Read the full test → VWAP reversion intraday: the backtest that lost — published anyway

Backtest results are simulations on historical data with a slippage assumption — not real executions, and not a promise about the future. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.