Lune Momento

Overview

Lune Momento is a sophisticated automated strategy that uses advanced statistical analysis to identify high-probability trading signals. It employs a multi-factor system to classify the market into distinct bullish, bearish, or neutral regimes. By analyzing the characteristics of price distribution and trend stability, the strategy generates a risk-adjusted signal score to pinpoint optimal entry points.

This data-driven approach is ideal for traders who prefer a transparent, statistically grounded strategy that adapts to changing market dynamics.

Key Features

Statistical Regime Detection: Classifies the market into distinct states by analyzing price distribution and volatility characteristics.
Risk-Adjusted Signal Scoring: Generates signals based on a statistical score that is adjusted for current market conditions and risk factors.
Trend Persistence Analysis: Measures the stability of market trends to filter for more reliable trading opportunities.
Adaptive Statistical Thresholds: Automatically adjusts signal sensitivity based on changes in market behavior.
Full Automation Compatibility: Built with a robust alert system that integrates directly with Lune Auto Trader for fully automated execution.

Backtested Strategy Settings

Easily find and use the best-performing strategy settings by simply copying and pasting from here:

Regular Backtests: https://www.lunetrading.com/lune-momento-backtests
Verified Deep Backtests: https://discord.com/channels/940718912738328586/1374499015982321786

CRITICAL: Replicating Results

To achieve the exact results shown in our backtests, you must replicate the entire trading environment. Simply copying the strategy inputs is not enough. You must ensure the following match exactly:

Symbol/Instrument: Use the exact ticker and the correct exchange data feed.
Chart Timeframe: The chart interval must match the backtest (e.g., 5-minute vs 15-minute).
Candle Type: Ensure you are using Standard Candles. (Renko or Heikin Ashi will produce different results).
Properties Settings: Inside the strategy settings "Properties" tab, you must match the Initial Capital, Order Size, and Pyramiding settings.
Session: Verify if the chart is set to Regular Trading Hours (RTH) or Electronic Trading Hours (ETH).
Data Range: Our strategies are deeply backtested. If your chart does not load the same historical data range (start and end dates) as the original test, the cumulative results will differ.

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.