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Strategy Detail

Pattern Rotation

Meta-strategy that rotates between sub-strategies based on current market regime, using breakout logic in expanding volatility and mean-reversion in contracting volatility.

What It Does

Pattern Rotation is a meta-strategy. Instead of committing to a single approach, it evaluates the current market regime and selects the sub-strategy most likely to perform in those conditions.

In expanding volatility, it favors breakout-style entries. In contracting volatility, it shifts to mean-reversion setups. The rotation is rule-based, not discretionary, and relies on measured regime indicators rather than intuition.

Key Characteristics

  • Tracks recurring structure before the crowd notices it
  • Pattern library ready for automation
  • Context tags by sector for regime classification

Best In

  • Markets that alternate between trending and range-bound behavior
  • Multi-contract portfolios where different instruments are in different regimes
  • Environments where a single strategy approach produces inconsistent results

Run Backtest

Ready to test this strategy? Run a backtest to see how it performs across your chosen contracts and timeframes.