Overview

Position-Adjusted Modal Strategy: An AI Multi-Model Ensemble Approach to Systematic Trading

Yo-Yo.ai is a systematic trading framework that combines machine learning AI models with a proprietary execution strategy. The system employs Decomposed Long Short-Term Memory (DLSTM) neural networks and a probabilistic forecasting model to generate trading signals and implements a novel position management framework. The trading strategy is designed to execute perpetual futures trades based on 10-second to 3-hour predicted price movements. Backtest results indicate a significant outperformance over the buy-and-hold strategy with minimal time in the market and lower drawdowns.