Lune Vertex

Overview

Lune Vertex is an innovative automated strategy that utilizes a sophisticated classification AI to interpret market dynamics. At its core is a model that categorizes the market into distinct "up," "down," or "neutral" states. The strategy learns online from a dynamic set of up to eight user-defined market features, using an advanced learning algorithm to continuously adapt its predictions without repainting.

This approach allows Lune Vertex to generate clear, high-conviction signals by focusing only on periods where the market shows a strong directional bias.

Key Features

Classification AI Engine: Employs an advanced model that predicts market direction as bullish, bearish, or neutral, generating signals only when there is strong conviction.
Online Learning System: Continuously learns from new market data, allowing it to adapt to changing conditions in real-time without ever repainting historical signals.
Advanced Optimization: Uses a powerful optimization algorithm to efficiently update the AI's parameters, ensuring stable and effective learning.
Customizable Multi-Feature Input: Allows traders to select up to eight distinct market features for the AI to analyze, from trend strength to volatility dynamics.
Volatility-Normalized Thresholds: Defines significant market moves using ATR-based calculations, ensuring that signals are relevant to the current volatility environment.
Full Automation Compatibility: Integrates seamlessly with Lune Auto Trader for immediate and reliable trade 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-vertex-backtests
Verified Deep Backtests: https://discord.com/channels/940718912738328586/1374499015982321786

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.