https://edgelabtrading.com/ Honest, tested systematic trading strategies — rules, backtests and code. en https://edgelabtrading.com/blog/best-asset-risk-adjusted/ https://edgelabtrading.com/blog/best-asset-risk-adjusted/ Wed, 08 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/200-day-moving-average/ https://edgelabtrading.com/blog/200-day-moving-average/ Wed, 08 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/sell-in-may/ https://edgelabtrading.com/blog/sell-in-may/ Wed, 08 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/strategy-dead-tripwires/ https://edgelabtrading.com/blog/strategy-dead-tripwires/ Mon, 06 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/prop-firm-daily-loss-limit/ https://edgelabtrading.com/blog/prop-firm-daily-loss-limit/ Mon, 06 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/strategy-graveyard/ https://edgelabtrading.com/blog/strategy-graveyard/ Mon, 06 Jul 2026 09:00:00 +0000 One identical out-of-sample, walk-forward, real-cost bar. Few strategies cleared it — but most didn't die, they were edges we already owned or that need institutional scale. The honest breakdown, and why a stack of OK uncorrelated strategies beats the hunt for a perfect one. https://edgelabtrading.com/blog/monte-carlo-drawdown/ https://edgelabtrading.com/blog/monte-carlo-drawdown/ Mon, 06 Jul 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/nr7-breakout/ https://edgelabtrading.com/blog/nr7-breakout/ Sat, 04 Jul 2026 09:00:00 +0000 A 36-year-old pattern run with identical rules on four assets, net of costs. On stocks alone it loses to buy-and-hold — across three uncorrelated markets it becomes a Sharpe-1.45 book with a -12.4% worst drawdown. https://edgelabtrading.com/blog/rsi-strategy-nasdaq/ https://edgelabtrading.com/blog/rsi-strategy-nasdaq/ Fri, 03 Jul 2026 09:00:00 +0000 The strategy from the video, tested honestly: 32 signals since 2003, 28 winners, every trade listed one by one — plus the faster RSI(2) variant and the honest math of what each earns. https://edgelabtrading.com/blog/qqq-dip-buying/ https://edgelabtrading.com/blog/qqq-dip-buying/ Fri, 12 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/how-many-strategies/ https://edgelabtrading.com/blog/how-many-strategies/ Fri, 12 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/ftmo-challenge-systematic-strategy/ https://edgelabtrading.com/blog/ftmo-challenge-systematic-strategy/ Fri, 12 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/darwinex-zero-systematic/ https://edgelabtrading.com/blog/darwinex-zero-systematic/ Fri, 12 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/are-paid-trading-strategies-worth-it/ https://edgelabtrading.com/blog/are-paid-trading-strategies-worth-it/ Fri, 12 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/etf-momentum-rotation/ https://edgelabtrading.com/blog/etf-momentum-rotation/ Thu, 11 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/friday-gold-strategy/ https://edgelabtrading.com/blog/friday-gold-strategy/ Thu, 11 Jun 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/turnaround-tuesday/ https://edgelabtrading.com/blog/turnaround-tuesday/ Tue, 10 Mar 2026 09:00:00 +0000 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. https://edgelabtrading.com/blog/why-backtests-fail/ https://edgelabtrading.com/blog/why-backtests-fail/ Tue, 10 Mar 2026 09:00:00 +0000 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.