Lune Aegis

Overview

Lune Aegis is an adaptive trading strategy that generates signals by analyzing the rate of change in market trends. It uses a multi-model framework that evaluates different market characteristics—such as momentum, mean-reversion, and volatility—to identify high-probability trading opportunities. By classifying the current market "regime" and deploying a specialized model best suited for that condition, Lune Aegis remains flexible and responsive in a wide variety of market environments.

Key Features

Adaptive Regime-Based Logic: The core engine identifies the current market state (e.g., trending, ranging, or anomalous) and applies the most effective analytical model for that specific condition.
Multi-Model Analysis: Signals are generated from an ensemble of specialized models, including those focused on momentum, mean reversion, and volatility breakouts.
Highly Configurable Engine: Offers extensive customization options, including lookback periods and sensitivity thresholds for each analytical model.
Advanced Statistical Filtering: Uses a noise reduction filter and other statistical techniques to improve signal quality and reduce false entries.
Full Automation Compatibility: Integrates seamlessly with Lune Auto Trader for immediate and reliable trade execution.

Backtested Strategy Configurations

Easily find and use the best-performing strategy configurations by simply copying and pasting from these spreadsheets.

https://www.lunetrading.com/lune-aegis-backtests

These backtest results showcase optimized settings across a variety of symbols and market conditions. While the spreadsheets highlight specific equities or assets, the configurations themselves are versatile and adaptable to any market, including stocks, crypto, forex, indices, futures, and more.

Each setup is designed to help you quickly implement effective strategies without needing to build them from scratch.