Quantitative Trading Strategies
Gilito tests millions of strategy combinations daily across 5 families. Each strategy is backtested with walk-forward validation and scored 0-100.
Key Indicators
Best For
Sustained bull/bear markets, strong directional moves
Key Indicators
Best For
Range-bound markets, low-volatility environments
Key Indicators
Best For
Breakouts, earnings surprises, sector rotation
Key Indicators
Best For
Volatile markets, options expiry, macro events
Key Indicators
Best For
High-conviction trades requiring multiple confirmations
Every strategy is evaluated using the Gilito Score (0-100), a composite metric that balances return, risk, and consistency:
- Total & Annualized Return — how much the strategy made
- Sharpe Ratio — return per unit of risk (volatility-adjusted)
- Win Rate — percentage of profitable trades
- Maximum Drawdown — worst peak-to-trough decline
- Deflated Sharpe Ratio — accounts for multiple testing bias (data snooping correction)
Strategies must pass walk-forward validation: they are trained on historical data (in-sample) and validated on unseen data (out-of-sample). Only strategies that perform well in both periods receive top scores.
Find the best strategy for any asset
Get AI-powered strategy rankings, signal alerts, and portfolio analytics. Free tier available.
Start free