Crypto strategies on US equities
Question: do strategies that find an edge in crypto keep it on US stocks? Most of my library is pure technical analysis, so it's venue-agnostic in code. Markets aren't.
The reality layer you need before results mean anything:
- Regular hours only, and reset every indicator at the open: no rolling windows across the overnight gap.
- Flat at the bell. No overnight positions in the first version.
- Short-sale restrictions. Respect the uptick rule (SSR) on short scouts.
- Equity cost model. Per-share commissions and real spreads, not crypto basis points.
- A universe worth scalping: liquid, volatile names in a sane price range, with tight spreads. In practice the screen keeps surfacing high-beta themes (space, quantum, AI).
- Warm up on history. Bar-based strategies need a couple of hours of 1-minute history at startup, or they sit silent after every restart.
Early read: a lot of crypto-tuned thresholds simply never fire on stocks, and the ones that do need The regime gate even more.
Part of Trading with an agent fleet.