Hi everyone đź‘‹,
I wanted to share a quick update on something I’ve been working on recently that I think many OmniTrader users will find interesting — especially if you’ve been running legacy strategies for a while.
The 2008 Reversal Strategy has been around for years and, like many classic strategies, it has a solid core idea. The challenge (as most of us know) isn’t the logic itself — it’s dealing with noise, over-trading, and the way behaviour can change once you move from back-testing into forward or live data.
So rather than rewriting the strategy or adding yet another indicator, I took a different approach.
What I’ve done
I’ve taken the original 2008 Reversal Strategy and turned it into a fully mechanical, rule-based NeQsis Strategy inside OmniTrader.
The key idea behind NeQsis is simple:
focus on signal quality and confirmation, not more signals.
The NeQsis framework acts as a non-intrusive filter layer. It doesn’t change the original reversal logic, and it doesn’t try to optimise or curve-fit anything. Instead, it helps the strategy:
- stand aside during low-quality market conditions
- avoid unnecessary trades
- behave more consistently when exposed to forward-tested, unseen data
What the walkthrough covers
In the video, I walk through:
- how the NeQsis filter layer fits into the Strategy Flow Chart
- why filtering trades often matters more than increasing trade count
- how legacy strategies can be extended rather than replaced
- what changes — and what stays the same — when moving from back-test to forward-test
- why fewer, more selective trades can lead to more stable behaviour over time
The strategy has been evaluated across the S&P-100, with the focus firmly on structure, discipline, and robustness — not chasing results or tweaking parameters.
Who this is for
This is really aimed at:
- OmniTrader users
- system developers
- traders who prefer mechanical, rule-based approaches
If you’ve ever looked at a strategy and thought “the logic makes sense, but I wish it would just trade less when conditions aren’t right”, this will probably resonate.
If you have any questions or want to discuss how this kind of filtering might apply to other legacy strategies or plug-ins, feel free to reach out or leave a comment. I’m always happy to talk through the thinking behind it.
Thanks for reading,
SystemsTraders
