Strategy Marketplace

The Lucrum Strategy Marketplace is an open quantitative strategy ecosystem that connects strategy developers and traders.

70%Author revenue share

6Built-in strategy packs

2+ yearsBacktest data required

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For strategy users

Browse, evaluate, deploy in one click

Browse and filter

In the Strategy Marketplace, you can filter strategies across multiple dimensions:

Filter	Description
Market	A-shares (Shanghai and Shenzhen exchanges); HK stocks, US stocks, and crypto are planned
Strategy type	Trend following, mean reversion, arbitrage, multi-factor
Risk level	Conservative, balanced, aggressive
Minimum capital	The minimum capital required by the strategy
Sort	Return, Sharpe ratio, max drawdown, subscriber count

Strategy evaluation metrics

Every listed strategy displays verified quantitative metrics:

Metric	Good threshold	Description
Annualized return	> 15%	Annualized compound return rate
Max drawdown	< 20%	Largest historical loss (peak-to-trough)
Sharpe ratio	> 1.5	Excess return per unit of risk
Calmar ratio	> 1.0	Annualized return / max drawdown
Win rate	> 50%	Share of profitable trades
Profit/loss ratio	> 1.5	Average profit / average loss
Days running	> 90 days	How long the strategy has run live

How to pick a strategy?

Don’t just look at returns. A strategy with a Sharpe ratio of 2.0 and a max drawdown of 10% is usually a better fit for most people than one returning 50% annually with a 40% drawdown.

Subscribe and deploy

1. Pick a strategy → detail page (includes a complete backtest report).

2. Click "Subscribe" and confirm the fee.

3. In "My Strategies", choose a trading account and set the capital allocation.

4. Click "Start" to execute automatically.

Fees: some strategies are free, others charge a monthly subscription; subscription fees are deducted from your Lubei Wallet; trading commissions are charged by the brokerage and are unrelated to Lucrum.

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For strategy developers

Develop, get reviewed, earn passive income

Listing process

1. Develop locally the strategy logic.

2. Validate with backtesting (at least 2 years of historical data).

3. Submit for review (description / risk level / target market).

4. Platform review for compliance and risk control (typically 1-3 business days).

5. Go live, visible to all users.

6. Earn income, settled to your wallet in Lubei.

Review criteria

Item	Requirement
Backtest data volume	Must cover at least 2 years of historical data
Max drawdown	No more than 50% (exceeding this requires an explicit risk note)
Risk control measures	Must include stop-loss logic
Code quality	No memory leaks, no risk of infinite loops
Strategy description	Full explanation of the strategy logic, target market, and risk warnings

Revenue share

Subscription revenue generated by a strategy is split as follows:

Role	Revenue share
Strategy author	70%
Platform	30%

Income is settled to your wallet in Lubei and can be withdrawn to a bank card.

Built-in strategy packs

Lucrum ships with 6 major strategy packs plus support for custom extensions:

VALUE_BLUECHIP

Value blue chips (low valuation, large-cap stability).

GROWTH_MOMENTUM

Growth momentum (high growth + momentum screening).

SECTOR_LEADER

Sector leaders (industry-leading names).

LOW_VOL_STABLE

Low volatility, stable (low-volatility defensive).

MEAN_REVERSION

Mean reversion (oversold rebound).

EVENT_DRIVEN

Event-driven (catalysts such as announcements and earnings).

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Strategy types

The principles and use cases of four common strategies

Type	Principle	Typical signals/factors	Suited for
Trend following	Go with the flow: enter when a trend forms, exit when it ends	Moving-average crossovers, channel breakouts, momentum indicators	One-directional markets (bull/bear); not suited to choppy markets
Mean reversion	Price reverts after deviating from the mean: buy oversold, sell overbought	RSI, Bollinger Bands, Z-Score	Choppy markets; not suited to one-directional trends
Multi-factor stock selection	Score stocks across multiple factors and buy the high scorers	PE/PB (valuation), ROE (profitability), 12-month momentum, volatility	Medium-to-long-term holding with low turnover
Pair trading	When the spread between two highly correlated stocks deviates from the mean, short the outperformer and long the underperformer	—	A low-drawdown, market-neutral, steady strategy

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Investing carries risk

• Past backtest performance does not represent future returns
• Quantitative strategies may fail under certain market conditions
• Allocate capital sensibly based on your own risk tolerance
• Lucrum does not provide any investment advice or return guarantees

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Next Steps

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