Strategy Ensemble
In plain terms
When no single strategy clearly wins, we combine the best three TA strategies with the best three alpha-family strategies — half-and-half — and use that blend as the champion. On stocks where every individual strategy was failing, the blend rescued 2 out of 3 of them.
How it works
Two-lane allocator that combines the Sharpe-weighted the best few from the TA-strategy bench (RSI/MACD/Bollinger/etc., 22 components) with the Sharpe-weighted the best few from the alpha-family bench (91 components, diversity-guarded). Each lane independently produces a blended position series; the allocator combines them with weight w_A (TA) + w_B (alpha) = 1, default 0.50/0.50. Reduces signal-specific failure modes by averaging over heterogeneous information sources at the same execution layer — TA captures price-pattern alpha, alpha-families capture event/fundamental/sentiment alpha, and the ensemble harvests both. Surfaces when neither bench produces a dominant single-strategy champion (grade ≥ 2). On the May 2026 true-struggling cohort (46 tickers, no source grade > 1) the ensemble + per-bench blends lifted grade by an average of +1.43 levels on 65% of (ticker, profile) pairs.
Data dependencies
- User strategies
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- Variance reduction via diversification; +0.21 avg grade lift system-wide
- Tested over
- 2026-05-15 production calibration on 615-ticker universe
Reduces variance vs single-strategy picks; on cohorts where no single strategy dominates, raises grade by +0.2-1.5 levels.
Related families
Instead of trying to optimize weights across sub-signals (which overfits), just equal-weight K canonical price signals. Hard to beat out-of-sample.
Different alpha sleeves win in different regimes — trend in calm markets, reversion in choppy markets, defense in crises. This routes between them.
Take the user's best historical strategy for this ticker, then stack additional regime filters (VIX, sector trend, short flow) on top to clean up its bad bars.
We have dozens of in-house champion strategies per ticker. When they all disagree on direction, that disagreement itself flags regime uncertainty — fade extremes.
Explore Strategy Ensemble on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.