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Hedge Strategy Library Requirements - Henry Approved

P3 - Low
Spec Hedge

10 Strategies to Implement

# Strategy Type Timeframe
1 Dual MA Crossover (9/21) Trend Daily
2 RSI(2) Mean Reversion Mean Reversion Daily
3 MACD + RSI Combo Momentum Daily
4 Bollinger Band Reversion Mean Reversion Daily
5 ETF Momentum Rotation Sector Rotation Monthly
6 Opening Range Breakout Intraday 5-min
7 ATR Trailing Stop (Turtle) Trend Daily
8 VIX Risk Overlay Risk Mgmt Daily
9 Gap Fill Intraday Daily
10 200-Day SMA Timing Regime Monthly

Plus HMM Features

  • Regime-adaptive position sizing
  • Per-regime sector rotation
  • VIX-based allocation scaling

Required Features

  1. Strategy Library - Browse, clone, customize strategies
  2. Backtest Engine - Test any strategy on any stock/ETF/fund
  3. AI Signal Scanner:
    • (i) Check if any strategy flags opportunity for a ticker
    • (ii) Run all strategies against watchlist/screener nightly
  4. Ensemble System - Combine multiple strategies, aggregate signals

Henry Goal

Better opportunity detection than majority of hedge funds via quant-style ensemble approach.

Created: Wed, Feb 18, 2026, 12:25 PM by bob

Updated: Wed, Feb 18, 2026, 12:25 PM

Last accessed: Thu, Mar 12, 2026, 1:30 AM

ID: 51845de5-3756-4380-8f44-18a88f6e3dde