Simple, systematic trading strategies — tested and shown in full.
EdgeLab publishes rules-based strategies with the exact rules, honest backtests and the code — all shown. Every one is tested on data it has never seen before I publish it, so you can check it yourself before you trade it. Most of what I test fails. What's here didn't.
A few minutes a day
The strategies are in cash most of the time and act on one alert after the close. You check it in a few minutes, not all day.
Rules, not gut feel
Every rule is plain English. You always know why a trade opened and when it closes — no black box, no guessing.
Check it yourself first
Each strategy is tested on data it never saw, with every trade shown and the code included. Verify it, then decide.
Latest research
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SPY vs QQQ vs gold vs bitcoin: the best asset, risk-adjusted
Stocks, gold, bonds and bitcoin over 11 years, ranked honestly. Bitcoin won on raw return — with an -83% drawdown and a -74% year. But an equal-weight mix of all five beat every single one on risk-adjusted return. Why chasing the winner is the wrong lesson.
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Does the 200-day moving average work? Tested on five assets
The most-watched line in trading, run as a hold-or-cash filter on stocks, gold, bonds and bitcoin. It roughly halves stock drawdowns and lifts risk-adjusted return — but turns bonds' +3.1% into -0.2%. A drawdown tool, not a return booster, and only where it fits.
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Does "sell in May and go away" work? 33 years of SPY, tested
The summer slump is real — over 33 years, winter beat summer in 5 of 6 five-year blocks. But going to cash each May still returned 6.7% a year versus 10.8% for buy-and-hold, with a worse Sharpe. A real pattern that isn't a tradable edge — and the least-bad version.
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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.
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.
Instant delivery. One PDF, no spam. Unsubscribe anytime.
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 gut feel and chart patterns — steadily, a good month then two bad ones — before systematic trading turned it around. The real change wasn't a better indicator; it was that the markets stopped owning my evenings, and drawdowns became something I'd already met in testing instead of a reason to lie awake. Trading was supposed to buy freedom. Systematic is the version that actually did. EdgeLab is where I publish the research — and I trade these strategies with my own money. More about me and the methodology →