Eight+1 Models. One Edge. No Excuses.

Model 1 is a short-term, systematic trading model that combines two well-documented and robust market mechanisms: the Mean Reversion effect and the seasonal calendar effect known as “Turnaround Tuesday.” This effect describes the statistical tendency for the period from Monday’s close to Tuesday’s close in the US equity market to show above-average positive returns, arising from recurring behavioral patterns such as weekly positioning cycles of institutional investors. Execution is fully rule-based: Entries are implemented exclusively intraday on Monday. Positions are closed either when relative strength emerges or, at the latest, by Thursday evening. The model targets temporary dislocations and exploits a clearly defined statistical edge without relying on market opinions.

The trading statistics show a market exposure of approximately 31.6%. Despite this moderate exposure, the model achieves an Annualized Return (CAGR) of approximately 22.63%. The internal trade structure is based on a Hit Rate of approximately 60.17%. With an average gain of +2.29% and an average loss of -2.75%, the Payoff Ratio stands at 1.08. Crucially, the Profit Factor of 1.62 is supported by a strong statistical foundation of 1,986 completed trades, making the edge stable and reproducible across multiple market regimes.

The equity remains close to its respective highs for large portions of time, with drawdowns predominantly moderate. The Median Drawdown is approximately -3.7%. The largest historical drawdown of -36.7% occurred during the dot-com crisis (2000-2003). However, a key link to its stability is the Recovery Factor of 7.87, indicating the model has recovered its maximum historical drawdown nearly six times over. This structural ability to recover from stress phases explains why even extended underwater periods have historically been overcome.

Model 1 presents itself as a return-oriented yet realistically priced short-term trading model. Its strength lies in the combination of clearly defined trading logic, a statistically robust trade structure (1.986 trades), and proven recovery capability. It does not deliver an idealized curve but rather an honest, long-term sustainable performance profile, making it a robust building block for a multi-strategy portfolio.

Model 2 implements a Mean Reversion approach based on Risk-On / Risk-Off signals. The core idea is to exploit the relative behavior of NASDAQ-100 equities versus U.S. risk-free rate. When equities decline disproportionately relative to risk-free assets, it signals elevated short-term uncertainty. The model targets short-term overextensions during these phases, waiting for acute stress to subside. A maximum of five positions can be held simultaneously, ensuring focused portfolio construction and controlled risk. Holding periods are clearly defined and aligned with the statistically observed duration of the mean-reversion effect.

Market exposure is selective at approximately 12.2%. Despite being invested less than a quarter of the time, the model achieves an Annualized Return (CAGR) of 7.99%. The Hit Rate is 68.76%, meaning nearly two out of three trades are winners. Gains and losses are nearly symmetric (Avg Gain +2.83% vs. Avg Loss -3.00%), resulting in a Payoff Ratio of 0.95. The Profit Factor of 2.08 is based on 1034 completed trades, making it statistically robust and reliable across multiple market cycles.

Model 2 exhibits a calm risk profile. Equity remains close to highs for large portions of time, with drawdowns being shallow and time-limited. The Median Drawdown is a remarkable -0.3%, while the maximum historical drawdown is capped at -17.9%. A Recovery Factor of 10.41 confirms the structural ability of the model to recover from stress phases efficiently. Winning streaks of up to 16 trades highlight the model’s momentum within favorable regimes.

Model 2 presents itself as a controlled and efficiently operating short-term trading model. Its strength lies in the combination of a high hit rate, a statistically robust trade structure, and limited capital exposure. It delivers stable performance while maintaining a predominantly shallow underwater curve, representing a high-quality risk-return profile.

Model 3 is a short-term Mean Reversion model on individual stocks. It trades equities that are in a stable medium-term uptrend while showing strong risk-adjusted performance. The entry trigger is a clearly identifiable short-term weakness phase. The logic: in structurally strong stocks, short-term downward overreactions are often temporary. The exit occurs as soon as the stock shows relative strength compared to the previous day, allowing the model to focus on short, efficient trades (Avg 4.94 bars) rather than extended holding periods.

Market exposure stands at 26.88%, yielding an Annualized Return (CAGR) of 11.61%. The model achieves a very high Hit Rate of 69.05% over 2,249 trades. While the average loss (-3.57%) is larger than the average win (+2.56%), the Payoff Ratio of 0.75 is compensated by the sheer frequency of wins. The Profit Factor is 1.68, reflecting a durable and reproducible trading edge that is far less susceptible to randomness or isolated outliers.

The drawdown profile is calm and well-controlled. The Median Drawdown is only -1.3%, meaning the model operates near its equity peak half of the time. The worst historical drawdown is approximately -17.0%. A standout stability metric is the Recovery Factor of 10.19, indicating exceptional recovery capability. Stress phases are not only recovered, but long-term profits stand in a very favorable relationship to historical setbacks.

Model 3 is a workhorse model focused on high-quality stocks. It deliberately uses temporary weakness as an entry point and exits once strength re-emerges. Its strength lies in the consistent, rule-based execution across thousands of short-term trades, supported by a very strong recovery factor and shallow median drawdowns.

Model 4 is a highly selective Mean Reversion model. Compared to Model 3, its criteria are more restrictive: it targets equities in long-term uptrends that have experienced a pronounced short-term weakness. It assumes that in high-quality stocks, disproportionately strong downward moves are often temporary mispricings. Entries occur after confirmed weakness; exits occur as soon as initial relative strength emerges. It is designed to capture the high-velocity rebound following sharp sell-offs.

With a market exposure of only 16.05%, this model is highly selective. It achieves an Annualized Return (CAGR) of 13.54%. The Hit Rate is an exceptionally high 72.62%, based on 1,366 trades. While the average loss (-4.29%) exceeds the average win (+3.36%), the Profit Factor of 2.38 strongly indicates a durable and reproducible trading edge. This efficiency is further highlighted by winning streaks of up to 29 consecutive trades.

Model 4 operates virtually at its equity high over 50% of the time, with a Median Drawdown of only -0.6%. The worst historical drawdown is -16.7%. The Recovery Factor of 11.88 is outstanding, showing that the model recovers its most severe drawdowns multiple times over. The underwater curve is structurally defined by many very short and shallow pullbacks.

Model 4 is a masterpiece of selection. It systematically trades sharp sell-offs in strong stocks, combining a 72%+ hit rate with a profit factor over 2. It is built for investors who demand high-quality execution and exceptional recovery capability. It exploits rare but high-quality market inefficiencies with surgical precision.

Model 5 exploits short-term relative weakness in structurally strong equities using Mean Reversion logic. It targets stocks in intact uptrends with elevated short-term volatility. Uniquely, entries are not at the close but via intraday limit orders triggered only if additional weakness occurs. This improves the entry price and reduces sideways risk. Exits are managed through take-profit levels explicitly designed for fast, efficient rebounds rather than prolonged holding periods.

Market exposure is 28.96%. Despite this moderate allocation, Model 5 delivers a high Annualized Return (CAGR) of 21.66% in the backtest. The statistical foundation is massive, with 3,057 trades evaluated. The Hit Rate is 62.71%, and while average losses (-4.79%) slightly outweigh gains (+4.26%), the Profit Factor of 1.52 remains robust. The Payoff Ratio is 0.90, making it a high-frequency consistency model rather than a „home-run“ system.

Model 5 maintains a stable profile with a Median Drawdown of -2.1%. The worst-case drawdown is -18.6%. A key metric is the Recovery Factor of 10.72, which relates cumulative profit to MaxDD, showing that historical stress phases were recovered nearly 11 times over. Winning streaks of up to 31 trades highlight the strategy’s power in favorable regimes.

Model 5 systematically exploits volatility in strong stocks. Its strength lies in its intraday limit entry logic, allowing for fast, efficient rebounds. With 3,000+ trades and a recovery factor over 10, it offers a reproducible and durable edge. It doesn’t rely on spectacular individual trades but on the relentless execution of a statistical edge.

Model 6 is a highly selective Mean Reversion model active specifically during periods of elevated volatility. It assumes volatility is the raw material of mean reversion—the sharper the move, the higher the rebound probability. It only enters when three conditions align: elevated volatility, short-term weakness, and a structurally intact long-term trend. Exits occur as soon as the counter-movement materializes. It deliberately avoids continuous exposure to minimize capital lock-up.

This model has an extremely low market exposure of 3.90%. Despite being in cash 96% of the time, it achieves an Annualized Return (CAGR) of 11.35%. The Hit Rate is an outstanding 74.86% over 915 trades. Gains and losses are nearly symmetric, resulting in a positive Payoff Ratio of 1.19. The Profit Factor is a world-class 3.53, indicating that for every unit of loss, 3.53 units of profit are generated.

Model 6 has the calmest risk profile in the set. The Median Drawdown is effectively 0%, meaning it operates at its equity high half of the time. The MaxDD is -16.0%. Its standout metric is the Recovery Factor of 20.06, meaning it earns its MaxDD back 20 times over. Stress phases are isolated exceptions rather than a dominant state, resulting in extreme stability.

Model 6 is about trade quality over frequency. By combining a 74.8%+ hit rate with a profit factor above 3.5, it provides a highly robust performance profile with almost no market exposure. It is the ultimate predator, striking only when high-quality market inefficiencies are present.

Model 7 is a medium- to long-term Momentum investment model focused on the NASDAQ-100. It exploits the empirical observation that stocks which have performed strongly in the past tend to continue rising. It implement a concentrated portfolio approach to capture persistent trends over months. Unlike the MR models, temporary pullbacks are consciously accepted to fully participate in long-term moves. It is structurally the counterbalance to our short-term systems.

As a trend-following model, it has a high market exposure of 70.8%, achieving an Annualized Return (CAGR) of 20.2%. The Hit Rate is ~50.4%, but performance is driven by a massive Payoff Ratio of 3.20 (Avg Win +14.9% vs. Avg Loss -10.8%). Trend winners compensate for multiple smaller losses. The Profit Factor is 3.25, confirming the potency of the momentum logic across 248 trades.

This model has an honest, momentum-typical risk profile. The worst-case Drawdown is -36.5%, and the Median Drawdown is -11.4%. It spends significant time below highs—a normal condition for trend strategies. However, the Recovery Factor of 3.29 shows that it has recovered its major stress phases multiple times over its history, capturing major trends that MR models miss.

Model 7 is the return-oriented momentum building block of the portfolio. It is not designed for „smoothness“ but for major capital appreciation. It captures the trends that shorter models cannot, making it an essential component for a diversified, systematic investment approach.

Most traders get crushed because they buy at the peak of excitement. Model 8 does the opposite. It’s a trend-filtered mean-reversion system.

We aren’t fighting the market. We only trade stocks in an intact, long-term structural uptrend. But we don’t buy the „strength.“ We wait for a temporary dislocation—a sharp, overextended correction that defies the long-term logic of the stock.

The hypothesis is simple: In a strong trend, vertical sell-offs are usually noise, not a signal of a trend change. Once the selling exhaustion hits, the price snaps back to its mean. We aren’t trend-following; we are exploiting a temporary breakdown in efficiency.

If you think you need to be in the market 100% of the time to make money, you’re wrong. Model 8 proves it.

Don’t let the high hit rate seduce you into laziness. Here is the part most „gurus“ hide:

• Average Gain: +4.83%
• Average Loss: -5.58%
• Payoff Ratio: 0.77

The Truth: Your losers are larger than your winners. That is the nature of mean-reversion. This system doesn’t rely on „home runs“ or 10x bags. It relies on high consistency and relentless repetition. If you can’t handle a negative payoff ratio despite a 72% win rate, you don’t have the temperament for this strategy. The drawdown is typically shallow because of the high win rate, but when a loss hits, it hits harder than a single win.

Model 8 is for the professional who understands that trading is a game of probabilities, not ego. We utilize the Nasdaq100 for a reason: high liquidity and near-zero slippage.

The edge is not a secret indicator; the edge is the Uptrend Filter + Mean Reversion. You are buying what others are panic-selling, but you’re doing it with the wind of a long-term trend at your back.

My challenge to you: Are you professional enough to stay in cash for weeks, just to strike with 72% certainty when the market overreacts? Or is your „action bias“ costing you more than the market ever could?

Model 9 hunts short-term overreactions in stocks that already proved their structural strength. Three conditions must align on the signal day: RSI(2) below 20 (statistically oversold), Close above the 200-day SMA (confirmed long-term uptrend), and active Nasdaq-100 membership. Execution uses a tight limit order at Close − 0.5 × ATR(5) — only entries patient enough for additional intraday weakness get filled. It is the disciplined cousin of Mean Reversion: no contrarian heroics in falling markets, only mechanical reloads inside structurally healthy trends. Where Model 8 waits for the rarest deep dip, Model 9 trades the higher-frequency, lower-variance version of the same thesis.

Market exposure is moderate at 40.6%, with capital rotated rapidly across 5,164 completed trades. The model delivers an Annualized Return (CAGR) of 23.4% at a Hit Rate of 63.1%. Average winner is +3.10% vs. average loser -3.75%, giving a Payoff Ratio of 0.75. The Profit Factor of 1.29 is statistically robust on this high-frequency sample. Average holding period is 3.6 bars (winners exit faster, in 3.03 bars). Streaks of up to 26 consecutive winners have been observed.

Maximum historical Drawdown stands at -21.2%. The Recovery Factor of 7.59 confirms the model has recovered its worst stress phases multiple times over. The Ulcer Index of 6.12 places it in the moderate-pain regime: drawdowns are real, but resolve faster than the equity curve suggests. The sharper losers cluster in regime shifts where the SMA200 filter lags structural breaks — an honest cost paid for the high-turnover edge.

Model 9 is the high-frequency reload engine of the portfolio. It does not pick bottoms in falling stocks — it reloads inside structurally intact uptrends after textbook panic. Tight ATR-limited entries, a 5% target-and-stop frame, and a 2-bar close-based strength exit make it a relentlessly mechanical RSI(2) executor. It does not chase home runs; it compounds an honest statistical edge across thousands of short-cycle trades.