Moving Average Cross Over Filter

    This filter looks at two different Moving Averages for considering an instrument as a buy/sell. One Moving Average usually has a shorter duration…

N ATR Above/Below SMA Filter

    This filter will consider an instrument based on how far the last closing-price of that instrument goes above or below the Simple Moving…

Position Duration Filter

    This filter only exists as a Sell Filter. It will automatically exit any Positions that have been held for a certain period. This…

Volatility Range Percentile Filter

    This filter looks at an instrument’s volatility, and if such volatility falls within the specified threshold percentile (in relation to all other instruments…

Volatility Change Filter

    This filter calculates the change of the instrument’s volatility, whether the volatility is increasing or decreasing during the past certain period. For example,…

Beta Index Filter

    This filter looks at an instrument’s Beta, whether it is above or below the threshold Beta value, to consider that instrument as a…

Top N% Threshold Filter

  This filter only exists as a Sell Filter. It will sell Positions that no longer rank in the top N%, based on the Ranking…

Retracement Filter

    This filter utilizes the powerful Retracement Rule that predicts a rally after a recent pullback/correction, and whether or not it’s just a pullback…

Discount Filter

    This filter looks for instruments that are currently experiencing a dip in price, therefore you’ll enter the Position at a discount before the…

Correlation Filter

    This filter selects your instruments based on how correlated they are to an index (during a specified period). In other words, if an…