Lune Momento

Overview

Lune Momento is a unique trading strategy designed to capture complex market patterns by combining long-term trend analysis with short-term momentum. Its signal generation process is inspired by polynomial curve-fitting, allowing it to identify non-linear trends that other models might miss. The strategy first determines the market’s underlying character—whether it is trending or mean-reverting—and then applies a corresponding model to generate high-quality, adaptive signals.

Key Features

Non-Linear Pattern Detection: The algorithm is specifically designed to identify complex market patterns that are not purely linear.
Regime-Adaptive Engine: Automatically detects if the market is trending or mean-reverting and adjusts its signal logic accordingly.
Blended Timeframe Analysis: Combines longer-term trend data with shorter-term momentum, providing a more comprehensive view of the market.
Configurable Model Weighting: Allows users to adjust the influence of trend-following and mean-reversion models to fit their trading style.
Full Automation Compatibility: Built with a robust alert system that integrates directly with Lune Auto Trader for fully automated execution.

Backtested Strategy Configurations

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

https://docs.google.com/spreadsheets/d/e/2PACX-1vSYLskAwyoLgfIc2iWw5xa_M0CgB-9fPFvitvCDw59teUuKhdAx5l0vI3GJ6RAJ4QrG2PR8XwzubVbS/pubhtml

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.