Archived — below our codifiability bar

Scaling In, Sell the Rip, First Trading Day Effect, Pullbacks, Fabian Timing Model, Meb Faber Momentum, QQQ Mean Reversion Strategies

Explore 7 diverse trading strategies, including momentum, mean reversion, and calendar effects for stocks and commodities. Learn backtested approaches for Daily

Published · Archived · Methodology: Mixed

  • Algo score: 70%
  • Discretionary score: 70%

This strategy was decoded from a public trading video but did not clear Strategy Decoder's codifiability bar: the extraction could not pin the rules down precisely enough to be turned into a reviewable specification. It is kept here as a reference post-mortem rather than as a strategy you can trade or backtest.

Part of: Moving Average Strategies

  • Methodology: Mixed
  • Content type: strategy
  • Timeframes: Daily, Weekly
  • Markets: S&P 500, NASDAQ, Gold, SPY, QQQ, Dow Jones, Utilities sector

Indicators mentioned

  • 200-day moving average

Why this strategy was archived

Systematic trading covers a wide family of approaches — seasonal effects, momentum rotation, trend filters and mean reversion — that share one requirement: rules fixed in advance and tested against data. This entry decodes Quantified Strategies' video "7 Systematic Algo Trading Strategies (Backtests And Rules)", a compilation that runs through seven distinct ideas — scaling in, selling the rip, the first trading day effect, pullbacks, the Fabian Timing Model, Meb Faber momentum and QQQ mean reversion — across daily and weekly data on US equity indices, SPY, QQQ, gold and the utilities sector.

**Why this entry is archived.** Our extraction scored this video below the codifiability bar. The structural signals are there — defined timeframes, named markets, a long-term trend filter built on the 200-day moving average — but the content is a survey of seven separate systems rather than one specification. For any single strategy in the list, the conditions are referenced in passing rather than pinned down to the precision automation requires, and the entry cannot represent seven rule sets at once. What we could extract was scaffolding, not something codeable without guesswork, and a strategy we cannot code faithfully does not belong in the active catalog.

**What it still offers.** The video is a useful map of the systematic landscape: it names the canonical building blocks a quant retail trader is likely to encounter, shows where each one is typically applied, and frames every idea in terms of backtests and rules rather than narrative. Used as a reading list — a way to decide which of the seven is worth researching properly — it earns its place. If you want any of these approaches with fully extracted entry, exit and filter logic, see the momentum, mean-reversion and moving-average concept hubs in the active catalog, where decoded entries specify one strategy at a time.

Source video

Decoded from: 7 Systematic Algo Trading Strategies (Backtests And Rules) by Quantified Strategies — watch the original

Key timestamps:

  • 0:00 - What is Systematic Trading?
  • 1:05 - Strategy 1: The Power of Scaling In
  • 3:15 - Strategy 2: The "Sell the Rip" Exit Rule
  • 4:18 - Strategy 3: The First Trading Day Effect
  • 5:35 - Strategy 4: Classic Pullbacks (with a twist)
  • 6:21 - Strategy 5: The Fabian Timing Model
  • 7:16 - Strategy 6: Meb Faber’s Momentum Strategy
  • 8:26 - Strategy 7: QQQ Mean Reversion

Frequently asked questions

Why is this entry archived?

The source video surveys seven separate systematic strategies rather than specifying one. Our extraction found real structure — daily and weekly timeframes, named markets, a 200-day moving average filter — but no single rule set defined precisely enough to automate without guesswork, so it scored below our codifiability bar.

Is the video still worth watching?

Yes, as an orientation piece. It names the canonical systematic building blocks — momentum rotation, seasonal effects, trend filters, mean reversion — and frames each in terms of rules and backtests, which makes it a solid map of what to research next.

Which strategies does the video cover?

Scaling in, selling the rip, the first trading day effect, pullbacks, the Fabian Timing Model, Meb Faber momentum and QQQ mean reversion, applied across the S&P 500, NASDAQ, Dow Jones, SPY, QQQ, gold and the utilities sector on daily and weekly data.

Where can I find codifiable momentum and mean-reversion strategies?

The momentum, mean-reversion and moving-average concept hubs in the active catalog list decoded video strategies where complete entry, exit and filter rules were successfully extracted.

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