The Next
IVtrades
Build Is Here.
A first-of-its-kind trading system combining two of the most powerful and academically validated strategies in quantitative finance — never before built into a single engine for retail traders.
| Date | Symbol | Side | Qty | Entry | Exit | P/L |
|---|---|---|---|---|---|---|
| 3/3 | IWM MAR13 257 PUT | LONG | 7 | $5.50 | $6.98 | +$1,036 |
| 3/6 | SPY MAR13 675 PUT | LONG | 5 | $8.70 | $10.65 | +$975 |
| 3/9 | IWM MAR20 250 PUT | LONG | 2 | $6.40 | $5.05 | -$270 |
| 3/13 | IWM MAR20 249 PUT | LONG | 3 | $4.85 | $6.70 | +$555 |
| 3/13 | IWM MAR20 247 PUT | LONG | 3 | $5.05 | $5.44 | +$117 |
| 3/16 | IWM MAR27 250 PUT | LONG | 2 | $5.30 | $6.10 | +$160 |
| 3/16 | IWM MAR27 250 PUT | LONG | 2 | $4.40 | $5.25 | +$170 |
Short-Term Reversal
Stocks trending strongly over 3–12 months continue upward. The system identifies these leaders, then times exits using short-term reversal signals before they snap back.
Jegadeesh & Titman (1993)"Returns to Buying Winners and Selling Losers"
Imbalance (OFI)
Real-time buy/sell pressure in the order book predicts price movement seconds to minutes before it happens. The system positions ahead of the wave, not behind it.
Cont, Kukanov & Stoikov (2014)"The Price Impact of Order Book Events"
No retail trading system has ever combined these two signals into a single engine. Momentum tells you which stocks to own. Order Flow Imbalance tells you exactly when to enter and exit them. Together, the backtested Sharpe ratio improvement over either strategy alone is significant — and the edge is grounded in 30+ years of peer-reviewed academic research.
I'm Interested —
Tell Me More
Leave your details below and you'll be the first to get the full breakdown, strategy deep-dive, and funding terms. No commitment required.
Your information is private and will never be shared. You'll hear from us within 24 hours.
You're on the list.
We'll be in touch within 24 hours with the full strategy breakdown and funding details.
Thank you for your interest in the next IVtrades build.