Strategy library

Whatever you trade, Rubicon respects it.

Rubicon doesn't sell you strategies. It takes the strategies you already trust, translates them, validates them with rigor, and executes them on your accounts.

Trend following

Catch sustained directional moves with momentum filters, ATR-based stops, and trailing exits. Methodology validates regime fit so you don't trade trend in chop.

Mean reversion

Bands, z-scores, and pair spreads. Rubicon's friction stress test is critical here — most mean-reversion edges die when slippage is modeled honestly.

Breakout

Range, volatility expansion, and donchian-style entries. Walk-forward optimization keeps you from curve-fitting the breakout threshold.

Statistical arbitrage

Cointegration, basket trades, and cross-venue spreads. Multi-account execution lets you split legs across accounts cleanly.

Scalping & intraday

Tight stops, high frequency, low average edge. Rubicon's tick-level backtester and per-engine kill switches matter most for these strategies.

Portfolio rotation

Cross-asset allocation, factor tilting, and regime switching. Cohort analysis tells you whether your edge survives across regime buckets.

What Rubicon will never do

Sell you a strategy. Sell signals. Promise returns.

Rubicon is the methodology layer. You bring the edge — we make sure it survives contact with reality before it touches a real account.

Why Rubicon