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Not a Winner. Maybe a Sidekick.
Twelve fixes for four failed strategies. One breakout came back: it trails QQQ alone and helps beside it, on borderline evidence.
Sep 21
•
Antoni Gaudi
The 47-Second Tax
Every backtest fills the instant a bar closes. Real systems cannot. We re-priced three strategies at the speed you can actually trade.
Sep 16
•
Antoni Gaudi
We Broke Our Own Strategy
The Saty Phase Oscillator beats the index in sample and loses out of sample. No threshold fixes it.
Sep 3
•
Antoni Gaudi
The Winner That Doesn't Win
Connors RSI(2) has a real edge and wins 76% of its trades. It still earns 4.32% a year against buy-and-hold's 10.86%.
Sep 2
•
Antoni Gaudi
The Century That Ended in 1990
A 100-year industry trend strategy replicates at 18.2% a year. 63% of the growth came before 1980.
Sep 2
•
Antoni Gaudi
The Missing Ten Weeks
MrMilkTrading's weekly SPX put credit spread really wins 95% of the time. Its backtest starts just after the 2020 crash.
Sep 2
•
Antoni Gaudi
The $25,000 Door
The $25,000 pattern-day-trader minimum is gone. The day-trading strategies it unlocks collapse under realistic slippage.
Sep 2
•
Antoni Gaudi
Five Strategies, One Survivor
Five popular strategies rebuilt from their published rules and tested with costs. One survived. Issue 05 revisits it at the account level.
Sep 1
•
Antoni Gaudi
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