Short-horizon trading isn't about what a business is worth — it's about what the price is about to do next, and whether that edge is real.
Every other module on this platform answers a different question. Long-Term Valuation asks what a company is intrinsically worth and holds a position for years while that gap closes. Factor Strategy tilts a whole universe of names toward a measurable trait, rebalanced monthly. Portfolio & Risk Management decides how much of your money goes into names you've already chosen. Short-Horizon Trading is different: it takes one specific, mechanical rule — a moving-average cross, an RSI dip, a calendar pattern around a known event — and tests it against real historical prices on a single stock or ETF, held for days to months, then turns it into an actual trade you could size and place tomorrow.
Technical, calendar, and volatility-driven rules across stocks and three ETFs (SPY, TLT, VIXY) — every one of them runs through the exact same three-stage pipeline, not a one-off script.
Register tests a rule broadly, Stock drills into exactly how it played out on one name, Execution turns that into a sized, costed trade for right now.
Wilder, J.W. (1978). "New Concepts in Technical Trading Systems." Trend Research.
Introduced the Relative Strength Index (RSI) — this module's RSI Mean Reversion strategy uses the same momentum oscillator, tuned here to a faster 7-day window.
Moskowitz, T.J., Ooi, Y.H., and Pedersen, L.H. (2012). "Time Series Momentum." Journal of Financial Economics, 104(2), 228–250.
The academic case for scaling a position by its own volatility rather than a fixed size. This module's TSMOM strategy — migrated over from Factor Strategy's own Momentum module — follows that same volatility-scaled construction.
Every strategy below is backtested on real historical prices, not illustrative examples — pick one to see its own real numbers.
The process
One pipeline, three stages — every strategy on this platform goes through all three, in the same order, before it's ever sized into a real trade.
1 · Register — does it work, broadly?
Test the rule across a liquid universe of stocks or ETFs, ranked by real backtest performance — not a cherry-picked single example.
2 · Stock — how did it play out on one ticker?
Drill into a single name's actual trade history under the rule — every entry, every exit, every drawdown, laid out in full.
3 · Execution — what do I do right now?
Turn the backtested rule into a sized, costed trade for today: current signal state, position size, estimated slippage and fees.
What we offer
Four brackets, grouped by what they trade — from a broad stock universe down to three purpose-built ETF strategies.
Many Stocks
Technical and momentum rules tested across a broad, liquid stock universe — RSI Mean Reversion, EMA Crossover, and TSMOM today.
3 strategiesSPY
Calendar and regime-aware hedge signals that trade the S&P 500 ETF itself, layering a conditional volatility hedge over a buy-and-hold core.
1 strategyTLT
Calendar signals on the 20+ year Treasury ETF — the modest-but-steady bracket: lower returns than VIXY, but the lowest drawdowns of the three ETF strategies.
3 strategiesVIXY
Short-volatility signals on the VIX short-term futures ETF, harvesting the futures roll and known monthly and seasonal patterns.
3 strategiesEvery strategy above runs through Register → Stock → Execution — free to switch between them any time.