Research Templates
Use a structured investment framework as the starting point for your own hypothesis. Each template defines a strategy type, required data, and testable rules. Review the rules before running a backtest.
Available Now
These templates can be tested immediately using price data.
Trend Following
Price momentum with a trailing stop
Buy when price breaks above a 20-day rolling high. Exit when price falls below a 10-day low, or triggers an 8% stop loss. Tests whether sustained price trends produce better risk-adjusted returns than buy-and-hold.
Cross-Sectional Momentum
Rank a universe by return, rotate into top performers
Each month, rank all assets in your universe by 6-month trailing return. Hold the top 2 performers and rotate out of the rest. Tests whether relative strength across assets predicts short-term continuation.
ETF Rotation
Rotate across asset class ETFs by relative momentum
Each month, hold the single ETF with the highest 3-month trailing return across a basket of asset class proxies. Tests whether simple momentum across asset classes adds value over a static allocation.
Commodity Carry
Roll yield proxy using front-month ETF returns
Approximate commodity carry by using short-term ETF returns as a proxy for roll yield. Rotate monthly into the top 2 commodity ETFs by 1-month return. Note: ETF proxy differs from true futures roll yield.
Requires Additional Data
These frameworks require data not yet available in this tool. Shown here so you can plan your research.
Value + Momentum
Combine fundamental value signals with price momentum
Buy stocks that are both cheap (low P/E) and showing positive price momentum. Tests whether combining a value filter with a momentum signal improves returns over either factor alone.