Lune Zentro

Overview

Lune Zentro is a highly adaptive trading strategy that employs an advanced, probability-based method to generate signals. Inspired by machine learning techniques, its engine constantly adapts to recent market changes by analyzing a wide range of statistical features, including momentum, volatility, and market microstructure data. The strategy dynamically weighs different sub-models—such as breakout and mean reversion—to ensure its logic is always optimized for the current market environment.

Key Features

Probabilistic Signal Generation: Signals are based on a final confidence score generated from an ensemble of advanced statistical models.
Dynamic Sub-Model Weighting: The strategy automatically adjusts the importance of its internal breakout and mean-reversion models based on the detected market regime.
Advanced Feature Analysis: The engine analyzes dozens of statistical features, including volatility, momentum, and market microstructure, to inform its decisions.
Robust Filtering and Resistance: Includes built-in settings for noise filtering and outlier resistance to improve signal quality and avoid entries based on anomalous market behavior.
Full Automation Compatibility: Connects seamlessly with Lune Auto Trader for precise, automated, and high-frequency 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-zentro-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.