Botty has no fixed strategies — only freely combinable building blocks. Every run = exactly ONE entry + any number of filters + position sizing + any number of exits. This entry explains the four pillars, lists every building block per category (with links to the indicator/concept entries), and shows which entry fits which market regime.

The reading order for every evaluation at Botty: 7 rungs from 'is the effect real?' (significance: CI, t, p_adj) through 'is it big enough?' (bps × frequency ≥ ~5%/year), parameter plateau, time stability (no one-window wonder), selection honesty (PBO < 0.2 + reproduction in 2 sweeps) to Monte Carlo (risk characterization, never validation) and the shuffle test for filters. Rule: stop at the first red rung. Every rung has a documented Botty catch as evidence: divergences died at rung 1, OID at rung 2, the archetypes at rung 4, ema@1d at rung 5. Plus: a uniform verdict vocabulary and the red-flags list.

In a strong trend (ADX > 30): wait for a pullback to the EMA-20, then enter on the first continuation candle. Linda Raschke's classic.

Long when the fast MA crosses above the slow MA (golden cross), short/flat on the inverse cross. Classically 50/200 daily.

Systematic trend system across 50+ futures: 50/100 EMA crossover, ATR position sizing to a vol target, equal weighting across uncorrelated markets.

Go long an asset when it has performed positively over the past 1-12 months; short when negative. Robust across 58 futures markets.

YouTube strategy (S2HaCa0b-bY): MACD decomposed into 3 'systems' — trend (zero-line bias + crossover + distance rule + delay), reversal (divergence + histogram), confirmation (triple timeframe + price action). Tested at Botty and killed as a single-asset TA curve fit.

Combines absolute + relative momentum: long the asset with the highest 12-month return, but only if that return > cash/bonds. Otherwise bonds.

Long the top winners of the last 3-12 months, short the top losers. The largest anomaly in finance research since 1993.

Long on a breakout above the 20/55-day high, short on a breakout below the 20/55-day low. ATR-based position sizing. Richard Dennis' original system.

Intraday setup: the range of the first 15-30 minutes after the open defines breakout levels. Long on a break to the upside, short to the downside.

Long when price closes below the lower band + returns back inside; exit at the middle band (20-SMA). Volatility-scaled.

In an uptrend (price > 200-MA): go long when RSI-2 < 10, exit when the close rises above the 5-day MA. Very high win rate, short trades.

Spot long + perp short of equal size. Collects positive funding payments with zero directional risk. Typically 5-20% APY, seasonally up to 30%+.

Two cointegrated assets: long the undervalued one, short the overvalued one. Profit from mean reversion of the spread. Market-neutral.

Spot long + dated future short with a fixed maturity. Locks in the annualized basis. Typically 5-20% APY on BTC quarterly futures.

Buys A→B→C→A when prices diverge so that the round trip is positive. Or cross-exchange: the same asset cheaper here, more expensive there.

Places buy/sell orders at fixed intervals within a price range. Profits from volatility without a directional view. Ideal in sideways markets.

Quote the bid-ask spread on both sides of the order book. Profit from spread capture; risk from inventory and adverse selection.

Optimal bet size = edge / volatility. Maximizes long-term growth; full Kelly is psychologically unbearable, half Kelly is the standard.

Supervised learning on features -> signal, or a deep-RL agent learns an end-to-end policy. Promising in papers, fragile live.