You
Find me untapped momentum edges in US small-caps. I want at least 3
deployable strategies by end of day.
S
Claude
I'll run a broad research sweep. Spawning 48 agents — each will
independently hypothesize a momentum edge, build it as a strategy,
and backtest it against the full small-cap universe.
Research Agents — 48 hypotheses
38 complete 7 running 3 discarded
RSI Divergence + Vol
52-Week Breakout
Earnings Momentum
Sector Rotation
Gap Continuation
Dual Timeframe Mom
Bollinger Squeeze
ADX Trend Filter
Mean Rev Crossover
Overnight Gap
Price Acceleration
Relative Strength
Micro-Cap Accel
Momentum + Value
Channel Breakout
Volatility-Adj Mom
MACD Cross Cluster
Faber Momentum
Pullback Entry
Liquidity Filter
Trend Persistence
Volume Profile Brk
Multi-Factor Rank
Dispersion Trade
Pairs Momentum
Breadth Thrust
Swing Failure
Accumulation Detect
Momentum Regime
Factor Tilt
Cross-Asset Signal
Seasonality Overlay
Order Flow Imbal
Contrarian Reversal
Smart Money Flow
Catalyst Screening
Intraday Range Brk
EMA Ribbon Mom
Donchian Channel
Composite Mom
Risk Parity Mom
Sector Relative Str
Low Vol Anomaly
Post-Earnings Drift
Small-Cap Quality
VWAP Deviation
Trend + Mean Rev
Momentum Decay
▼ Used Stratifyre MCP
strategy_create ×38 Result
backtest_start ×38 Result
Initial screen complete. 38 strategies backtested — filtering to
Sharpe > 1.5 and max drawdown < 15%. 11 passed. Running deeper analysis.
▼ Used Stratifyre MCP
backtest_monte_carlo ×11 Result
walkforward_start ×11 Result
6 strategies survived walk-forward validation. Ranking by
out-of-sample Sharpe:
Dual Timeframe Mom Deploy
Sharpe 2.34
DD -9.1%
Win 67%
WFA 0.91
RSI Div + Earnings Deploy
Sharpe 2.11
DD -11.8%
Win 63%
WFA 0.84
52w Breakout + Vol
Sharpe 1.92
DD -13.2%
Win 61%
WFA 0.78
+3 more strategies passed validation
Found 6 deployable strategies from 48 hypotheses. All
passed Monte Carlo stress testing and walk-forward validation. Want me
to deploy these to paper trading?
