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Community strategies

Every strategy shows its rules, the markets it trades, its track record and its risk. Follow a strategy to get its updates in your feed. Subscribing and copy trading are on the roadmap.

6 strategies

How verification works

A strategy cannot be published until Loreli has re-run its backtest and recorded its Sharpe. Verification asks whether the result is reproducible and statistically credible. It never says a strategy will make money, and a high Sharpe on its own is not enough.

  • Reproduced. The same rules, data and cost assumptions are re-run on Loreli's backtester.
  • Sample size. At least 30 trades over at least 90 days of history.
  • Out-of-sample. The last 30% of history is held out. Out-of-sample Sharpe must stay positive and decay by no more than 60%.
  • Costs included. ROI is net of fees and modelled slippage; fills happen on the bar after the signal.
  • Status ladder. Backtested · verified, then Paper-traded after 30+ days forward on live prices, then Live-verified once fills are confirmed against venue records.