Three Strategies.
One Consistent
Signal.

A fully automated Python signal system covering trend-following, intraday ORB breakout, and market-neutral pairs trading across high-liquidity U.S. equities. The 2–5 day swing hold is the sweet spot for active traders.

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Trend Tracker ORB Breakout Pairs Arbitrage VIX Dynamic Sizing News Sentiment Override 2% Per-Trade Risk Rule Max Drawdown −8.3% Discord Signal Delivery Trend Tracker ORB Breakout Pairs Arbitrage VIX Dynamic Sizing News Sentiment Override 2% Per-Trade Risk Rule Max Drawdown −8.3% Discord Signal Delivery

Two guardrails no strategy can override.

📊
VIX Dynamic Capital Sizing

The system continuously calibrates position sizing based on the VIX volatility matrix. When market tail-risk spikes, the system dynamically scales down exposure or halts new entries entirely — preserving capital during chaos to enable faster compounding during normalcy.

📰
News Sentiment Override

Real-time news sentiment scoring monitors macro events, Fed announcements, and earnings volatility. If sentiment crosses a negative threshold on a held ticker, the position is flagged for immediate review or exit — protecting against headline-driven gaps.

🛡
2% Per-Trade Risk Rule

Position sizing is computed automatically so that the maximum loss on any single trade never exceeds 2% of total portfolio capital. This rule applies uniformly across all three strategies with no exceptions — keeping drawdowns controlled.

Not One Strategy. A System of Three.

Each strategy captures a different alpha source. They don't amplify the same bet — they balance each other across every market condition.

// STRATEGY / 01 ↗
Trend Tracker
Hold: 1–5 Trading Days · Overnight Allowed

Uses EMA crossover, RSI momentum confirmation, and MACD signal-line divergence to identify stocks entering sustained multi-day momentum runs. All three indicators must align before an entry fires.

Exits are fully automated via bracket orders. Signal reversal or 5-day forced rotation if the ticker drops off the watchlist.

🎯  Alpha source: Multi-day momentum in trending markets. Best performance during sustained directional moves.
Signal Indicators
  • EMA Crossover (fast × slow)
  • RSI Momentum Confirmation
  • MACD Signal-Line Divergence
  • All 3 must align before entry
  • Bracket order exit automation
  • 5-day forced rotation rule
// STRATEGY / 02 ⊡
ORB Breakout
Hold: Intraday Only · Flat by 15:50 ET

Opening Range Breakout captures the directional move that forms in the first 15–30 minutes of the U.S. session. The system defines the high/low range, then enters on a volume-confirmed breakout above or below it.

Hard close at 15:50 ET — no exceptions, no overnight exposure. Pure intraday, zero gap risk.

🎯  Alpha source: Opening momentum and institutional order flow. Protects against overnight gap risk entirely.
Key Rules
  • 15–30 min opening range defined
  • Volume-confirmed breakout trigger
  • Long above high / Short below low
  • Hard close at 15:50 ET always
  • Zero overnight exposure
  • Zero gap risk by design
// STRATEGY / 03 ⇌
Pairs Arbitrage
Hold: 1–3 Days · Flat by 16:00 ET

Identifies statistically correlated equity pairs (e.g. NVDA/AMD, JPM/BAC) that have temporarily diverged beyond their historical Z-score band. Goes long the underperformer, short the outperformer.

Exits when Z-score reverts to within 0.5. Market-neutral by design — the pair hedges gross market direction entirely.

🎯  Alpha source: Statistical mean-reversion. Market-neutral — delivers returns regardless of market direction.
Pair Examples
  • NVDA / AMD (Semiconductors)
  • JPM / BAC (Financials)
  • Historical Z-score band trigger
  • Long underperformer, short leader
  • Exit at Z-score ≤ 0.5 reversion
  • Market-neutral — no direction risk

Portfolio-Level
Risk Overlay

Beyond each strategy's own stop-loss, a portfolio-level risk overlay fires independently — protecting total capital when markets behave abnormally.

Preserving capital during chaos is what enables faster compounding during normalcy. This is the core reason max drawdown stays within −8.3% despite volatile market conditions.

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−8.3%
Maximum DrawdownDespite volatile market conditions
2%
Per-Trade Risk CapHard rule, no exceptions across all strategies
Strategy DiversificationThree uncorrelated alpha sources running simultaneously
VIX
Dynamic Position ScalingContinuous volatility-adjusted exposure management
1
Subscribe Instantly

Click the subscribe button and complete payment through Stripe's secure checkout at quantkernel.io. Supports global credit cards and Apple Pay — fully encrypted end to end.

2
Auto-Join Discord

Stripe triggers a Zapier automation that delivers your VIP invite link within 5 seconds and grants you the VIP Subscriber role in our private Discord server. No manual steps needed.

3
Receive Signal · Execute

When any Python module fires, a precise alert pushes to Discord instantly. Place the order in IBKR or Alpaca — you remain fully in control of every decision. No automation required.

Questions About
the Signal System?

We love our customers. Feel free to reach out with any questions about the AI-Quant trading strategies or the subscription service at QuantKernel.io.

Email
info@delungcapital.com
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