Strategy Library

15 pre-built strategy archetypes with academic-sourced backtest metrics and live regime-fit scoring. Regime scores update every 5 minutes from the THv2 ensemble. Sort by regime fit to surface today's best-positioned strategies.

strategy-library-2026-06-07-v1
15
Strategies
6
Categories
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Best Sharpe
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Live Regime
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Methodology note: Backtest statistics are illustrative archetypes derived from published academic literature (Fama-French 1993/2015, Jegadeesh-Titman 1993, Carhart 1997, Asness-Moskowitz-Pedersen 2013, Novy-Marx 2013, Frazzini-Pedersen 2014, and others). They are gross of transaction costs and do not reflect live THv2 walk-forward OOS results. Realized execution costs reduce Sharpe materially for high-turnover strategies. Regime-fit scores are computed in real time from the THv2 regime-ensemble endpoint; they reflect current macro regime probabilities and are not a recommendation to trade any strategy.

METHODOLOGY_HASH: strategy-library-2026-06-07-v1