Strategy Library · 23 playbooks · May 2026

Strategy Playbook.
Read first. Then leap.

Visual, opinionated infographic guides for 23 classic quantitative strategies. Every playbook ships with a one-click template. Load it into the Strategy Builder and backtest in C++23 in seconds.

stratcraft / playbook / turtle-trading.md
№ 14 / 23 · TREND-FOLLOWING · OPEN PLAYBOOK

20-day breakout · Donchian channel · long signal

SPY · 1983-01 → 2026-04 · daily
20D HIGH20D LOW2N trailBUY ↑ 20D highPYRAMID +½NPYRAMID +½N
+34%
CAGR (1984–2019)
1.21
Sharpe ratio
-30%
max drawdown
1-click
load into Builder

The library at a glance.

Twenty-three of the most studied quantitative strategies, from 1983 Turtles to modern volatility carry, each illustrated, dissected, and loadable in one click.

Playbooks
23
Every classic worth its salt: trend, momentum, breakout, volatility, mean-reversion, intraday.
Categories
6
Filter the library by regime, structure, or holding period. One taxonomy, six axes.
Indicators
38+
Every indicator referenced is documented with full math, edge cases, and reference code.
Load time
1-click
Every playbook ships a template. Open Strategy Builder, paste, backtest, done.

Anatomy of a playbook.

Each one is built the same way: visual first, mechanical underneath, deployable on demand. No prose-only blog posts.

1 Layer 1 · The infographic

Read the strategy in a single glance.

A purpose-drawn chart shows entry, exit, and stop logic on real price action. Twenty seconds to see how the strategy thinks, not twenty paragraphs.

BUY+1/2N
2 Layer 2 · The mechanics

Rules, math, and edge cases spelled out.

Every entry rule, every exit, every position-sizing line is documented. Indicators link out to their full reference, so you read the playbook, not a Wikipedia rabbit-hole.

rule_01 entry_long := close > donchian_high(20)
rule_02 size := 1% equity / N,  N = ATR(20)
rule_03 stop := entry − 2N (trail)
rule_04 pyramid := every +½N up to 4 units
rule_05 exit := close < donchian_low(10)
3 Layer 3 · The template

One-click load into the Builder.

Every playbook ships a Strategy Builder template: wired indicators, parameter defaults, suggested instruments. Backtest in C++23 the moment you finish reading.

PLAYBOOK.MDLOADStrategy Builderdonchian · atrparams loadedready · click runEQUITY
Open source · MIT

Every template is portable and forkable.

Playbook templates export as plain Python or StratCraft DSL. No vendor lock-in. Fork, remix, ship. The library lives on GitHub; pull requests welcome.

GitHub
.py
Python
DSL
StratCraft

Why playbooks beat tutorials.

Most strategy write-ups are 3,000-word essays you forget by Friday. Playbooks are infographics with executable rules, designed to be read, run, and remembered.

A typical blog tutorialplaybook.compare.colStratcraft
Format3,000 words of prose, one stock chart screenshotA purpose-drawn infographic, read in 60s
RulesHidden in paragraphs; ambiguous edge casesListed as rule_01 … rule_n with explicit math
Indicator math“MACD is bullish when the line crosses…”Full reference page for every indicator, edge cases included
ReproducibilityRe-type the strategy into your platform from scratchOne-click load into Strategy Builder, backtested in seconds
Honest disclosureCurve-fit equity curve, no drawdown chartWalk-forward results and failure modes documented
A good playbook should leave you able to draw the strategy on a napkin and explain why it works, when it breaks, and what to backtest first. That is the only bar we hold ourselves to.

Three steps from page to portfolio.

No setup, no scaffolding, no copying parameters from screenshots. Every playbook is a complete pipeline by itself.

1 Step 1 · Read

Understand it in twelve minutes.

Each playbook opens with the infographic, then walks the entry, sizing, and exit rules in plain language. Indicator math is one click away. Never inline filler.

InfographicRule listMath refsEdge cases
2 Step 2 · Load

One click into the Builder.

Hit "Load template" at the bottom of any playbook. Indicators, parameter defaults, and suggested instruments arrive pre-wired. Tune what you want, leave the rest.

TemplatesPre-wiredDefaults setForkable
3 Step 3 · Backtest

C++23 results in seconds.

Run the strategy across 40 years of YFinance, Dukascopy, or Polygon data. Walk-forward, out-of-sample, Monte-Carlo: all the gates institutional desks use, on your laptop.

Walk-forwardOOSMonte-CarloSharpe / DD

The library, all of it.

Twenty-three playbooks across six categories. Featured below, full grid underneath. Filter, search, or just scroll. They are short on purpose.

MOMENTUM№ 02

RSI + Moving Average

Momentum & Trend Confirmation System

Read →
MOMENTUM№ 03

MACD + RSI Divergence

Momentum Divergence & Reversal Confirmation System

Read →
TREND№ 04

EMA Crossover Strategy

Trend-Following System using Golden and Death Crosses

Read →
MOMENTUM№ 06

Fibonacci Trend Strategy

Buying the Golden Ratios in a Trending Market

Read →
OR HIGHOR LOW
INTRADAY№ 07

VWAP Trading Strategy

Intraday Volume-Weighted Benchmark

Read →
TREND№ 08

Supertrend

Trend Direction & Trailing Stop System

Read →
TREND№ 09

Dual Moving Average + Volume

Trend & Volume Confirmation System

Read →
BREAKOUT№ 10

ATR Volatility Breakout

Volatility Expansion Trading System

Read →
TREND№ 11

Parabolic SAR + EMA

Trend Reversal & Trailing Stop System

Read →
TREND№ 12

ADX + Directional Movement Index

Trend Strength & Direction System

Read →
ATR ×2
VOLATILITY№ 13

Stochastic + Bollinger Bands

Volatility & Momentum Dual System

Read →
OR HIGHOR LOW
INTRADAY№ 15

R-Breaker Strategy

Classic Intraday Breakout & Reversal System

Read →
BREAKOUT№ 16

Dual Thrust Strategy

The Quintessential Range Breakout Framework

Read →
OR HIGHOR LOW
INTRADAY№ 17

Gap Trading Strategy

Mastering Price Voids & Opening Range Gaps

Read →
MOMENTUM№ 18

Oliver Kell EMA Strategy

Momentum Trend System using 10/20 EMA Aggression

Read →
MEAN-REV№ 19

Trend Channel System

Trading Mean Reversion & Breakouts within Corridors

Read →
TREND№ 20

Dolphin Trading Strategy

Multi-Timeframe Trend Synchronization System

Read →
OR HIGHOR LOW
INTRADAY№ 21

Fiary Four Price Strategy

Classic Intraday Breakout & Reversal Framework

Read →
TREND№ 22

Escalator Trading Strategy

Stable EMA-Stack Trend Following System

Read →
size ×2 every lossuntil ruin
EDU ONLY№ 23

Martingale Strategy

High Risk Educational Breakdown: Understanding the Math of Ruin

FOR STUDY
Read →

Go deeper.

Two threads to pull on next: the algorithm primitives, or the indicator math behind the visuals.

Pick a playbook. Backtest it tonight.

The free tier ships with the C++23 engine, the full playbook library, and YFinance + Dukascopy data. No credit card, no cloud account. Download, read, run.

Explore other projects.

StratCraft is one of three engines we build. Same philosophy: open-source where possible, performance-first, no lock-in.

This strategy is provided as an educational example inspired by common public technical-analysis concepts and reference material. It is for research and product demonstration only and does not constitute investment advice.