Quantitative Strategy Catalog (PS & PY)
StratMarket by Elvaris Capital (elvariscapital.in) features 14 verified quantitative strategies: 4 specialized Pine Script mean-reversion engines optimized for spot Gold (XAUUSD), and 10 institutional Python MT5 multi-engine fleets with guaranteed single-digit maximum drawdown (< 10%).
Pine Script Gold Strategies (PS-01 – PS-04)
XAUUSD · M15 TimeframePS-01
Grandmaster
Proprietary volatility exhaustion envelope with dynamic macro regime gating and asymmetric profit payoff.
Return+40.9% (+40.86R)
Max DD2.3% (2.34R)
Profit Factor6.11
Win Rate82.6%
Sharpe7.02
Calmar17.5
PS-02
Apex
High-conviction mean-reversion with strict volatility clearance. Highest win rate (88.5%) and lowest drawdown in catalog.
Return+24.9% (+24.93R)
Max DD1.4% (1.40R)
Profit Factor9.31
Win Rate88.5%
Sharpe10.71
Calmar17.8
PS-03
Strict 1:2 R:R
Fixed 1:2.0 reward-to-risk bracket strategy providing strong mathematical edge over breakeven.
Return+33.0% (+33.00R)
Max DD2.7% (2.71R)
Profit Factor5.71
Win Rate74.1%
Sharpe6.57
Calmar12.2
PS-04
Elite
Multi-layer statistical bands combined with regime trend alignment filters capturing multi-R swings safely.
Return+24.4% (+24.36R)
Max DD1.7% (1.68R)
Profit Factor5.06
Win Rate80.7%
Sharpe5.82
Calmar14.5
Python MT5 Single-Digit Drawdown Ensembles (PY-01 – PY-10)
Hard Max DD < 10% · 5-Year Tick Provenance| ID & Name | Net Profit | Max DD | Profit Factor | Sharpe | Engine Focus |
|---|---|---|---|---|---|
| PY-01Dual-Engine Alpha | +$124,592 | 9.12% | 2.14 | 1.72 | Dual-engine ensemble combining London session breakout with NY mean reversion. |
| PY-02Tri-Core Momentum | +$123,018 | 9.45% | 2.08 | 1.68 | Triple-engine momentum model with volatility-targeted sizing across Gold and US Tech 100. |
| PY-03Quad-Asset Trend | +$122,421 | 9.35% | 1.99 | 1.66 | Rank #3 ensemble with high diversification, trend-regime shield, and 10.48 Calmar ratio. |
| PY-04Inverse-DD Fleet | +$121,693 | 9.77% | 2.02 | 1.69 | Heavy low-drawdown engine concentration designed for rapid recovery from equity dips. |
| PY-05Ultra-Shield | +$117,681 | 9.53% | 2.28 | 1.70 | Rank #5 highest profit factor (2.28) and shortest loss streak with asymmetric stops. |
| PY-06Trend Shield | +$116,331 | 9.74% | 2.16 | 1.74 | Balanced multi-session trend capture combining London/NY windows with Friday risk embargo. |
| PY-07Multi-Regime | +$115,984 | 9.80% | 2.04 | 1.65 | High microstructure regime robustness across hiking cycles, banking turbulence, and trend runs. |
| PY-08High-Sharpe Fleet | +$115,560 | 9.50% | 2.29 | 1.89 | Top annualized Sharpe ratio (1.89) and exceptionally low equity variance across 5 years. |
| PY-09Asian Squeeze | +$115,122 | 9.96% | 2.21 | 1.68 | Asian session order flow compression exploitation with dynamic chandelier trailing defense. |
| PY-10Low-Loss Fleet | +$115,009 | 9.43% | 2.11 | 1.67 | Long-term trend-following engine with low trade frequency and loss clustering mitigation. |