Simple, systematic trading strategies that work
Every strategy on EdgeLab is tested on data it has never seen before it gets published — full rules, honest backtests and the code to run them. The rules are plain English, simple enough to run on any platform or code in any language. Most strategies fail our tests. These didn't.
Latest research
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When is a strategy dead? Three statistical tripwires we use
Telling a normal bad patch from a genuinely broken edge — before it drains the account. Three tripwires you pre-commit and check live: a sustained rolling-Sharpe breach, a drawdown past its Monte Carlo envelope, and a shift in the trade distribution. Worked on a real 23-year record.
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Prop firm math: why the daily loss limit matters more than the profit target
Three strategy types, 23 years, one prop-rule simulator. The profit target is the number everyone watches — the daily loss limit is the one that decides. And the killer isn't even the same across strategies: dip-buyers die fast to the daily rule, trend dies slow to the total rule.
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The Strategy Graveyard: we stress-tested 150+ trading strategies — most didn't survive
One identical out-of-sample, walk-forward, real-cost gauntlet. 17 of 17 classic book setups failed. 44 of 44 trend variants failed. The survivors fit in one short list — and they share one trait almost nobody's book teaches.
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Your worst drawdown is still ahead of you: 10,000 Monte Carlo reshuffles
We shuffled 410 real trades 10,000 times. Same trades, same profit — but history's -11.3% max drawdown turns out to be the lucky draw: 95% of reorderings go deeper, and a new all-time-worst within ten years is more likely than not.
Download the free strategy
A simple RSI-based strategy with a handful of clear rules. Over the past three years it has taken 32 trades — 25 winners (78%) — with a worst drawdown of -8.2%, net of costs. It's in the market about 8% of the time: one alert does the watching, your capital sits safe between signals, and the markets get minutes of your day instead of owning it.
The free report gives you the market, the timeframe and the exact rules — in plain English, they fit on a sticky note — plus every single trade with timestamps, 23 years of long-run evidence for the idea, and the honest caveats. Nothing held back, nothing to buy first.
Download the free strategy
One PDF: the market, the timeframe, the exact rules — plus all 32 trades and what it honestly earns.
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How we test
Every strategy published on EdgeLab has passed the same three filters:
- Out-of-sample validation. The most recent 20–30% of price history is locked away during development and used exactly once. If the strategy fails there, it's rejected.
- Sensitivity analysis. Every parameter is shifted ±20–30%. If the edge only exists at one magic setting, it's curve fitting — rejected.
- Monte Carlo simulation. Trade order is randomized across thousands of runs to stress-test drawdowns beyond what the historical sequence happened to produce.
And every backtest pays its way: we charge 0.05% per side in commission and slippage — roughly two to three times what a liquid ETF actually costs to trade at a decent broker. If an edge can't survive costs it will never pay in real life, so we'd rather understate every number on this site than flatter one.
More than 80% of the strategies we develop are rejected. Here's why that rejection rate is the whole point →
Who's behind this
I'm Robin Eriksson. I spent my first five years in the markets losing money on discretionary trading before switching to systematic strategies — and testing everything. EdgeLab is where I publish the research: what works, what doesn't, and the process for telling the difference. More about me and the methodology →
