Research
Strategies with full rules and out-of-sample backtests, and the methodology behind them. Everything here is reproducible — most articles include the code.
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Buying the dip in QQQ: 23 years of evidence, net of costs
Twenty rule combinations, no cherry-picking: the dip-buying edge is real, robust across settings, and persistent across two decades. It still doesn't do what the meme says it does.
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How many trading strategies do you need? The portfolio math
One formula decides it, and correlation is the variable that matters. Theory said our two-strategy combo should land at Sharpe 1.04 — the market paid 1.02. The full math, plus the trap that ruins most multi-strategy portfolios.
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Can a mechanical strategy pass an FTMO challenge? We ran 5,600 of them
62% pass at honest size — but the median pass took 357 trading days, and sizing up feeds the daily-loss rule. The simulation prop firm content never runs.
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Darwinex Zero for systematic traders: the platform that pays for Sharpe
Not another affiliate review — I trade there. How the VaR engine turns risk-adjusted return into the only metric, the honest breakeven on €45/month, and who should pick a prop firm instead.
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Are paid trading strategies worth it? A buyer's checklist from someone who sells them
Most aren't. A minority are — and the difference is checkable before you pay. Five questions, the red flags that end the conversation, and the chart that explains most bad purchases.
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ETF momentum rotation: rules, 21 years of data — and an honest verdict
One decision a month across stocks, bonds and gold. 10.9% CAGR out-of-sample — but the boring benchmark beat it risk-adjusted, and every "improvement" we tested just snuck the portfolio back toward buy-and-hold.
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The Friday gold effect: a real pattern you probably can't trade
Friday is 12x better than Monday in gold — half of all daily gains on one weekday. Costs eat the naive version. One VIX-filtered variant survives as a satellite trade — I run it myself, and the exact rules are in the article.
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The Turnaround Tuesday strategy — rules and 23 years of backtest data
Two rules, no indicators. 81% win rate out-of-sample and under 20% time in the market. Full rules, equity curves, SPY validation — and the honest caveats.
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Why your backtest passes — and your live account doesn't
We optimized 2,160 parameter combinations to build the perfect backtest, then watched it fall apart on data it had never seen. Out-of-sample testing is the filter that catches it.
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