Real tick data · Real costs · Losers published

We backtest the strategies
the internet sells you

Real tick data, real costs, out-of-sample validation — and every verdict published, including the failures. Father, developer, algo trading obsessive.

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Honest backtests, in public

Every strategy we test — winners and losers — with real tick data, costs included, and out-of-sample discipline. The failures get published too.

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2026-11-05

Day Trading Statistics: What the Original Studies and Regulators Actually Found

Day trading statistics taken from the original studies and regulators, not from other blogs. How many day traders lose money, how many last, what costs do to them, and which popular numbers we could not trace.

2026-11-03

Buying Gold's Sharp Dips Paid All of 2025. Then 2026 Lost Money.

Two buy-the-dip rules for gold made money on 167 trades in 2025. We froze them and ran them once on January to June 2026. They averaged -0.1544 per ounce per trade before costs, and two trades were carrying the rest.

2026-11-01

Timing Gold With the 50-Day Average Made Money. Just Holding Made More.

A long-or-flat rule on gold's 50-day moving average should keep the bull run and dodge the drops. On 2024 to 2025 data with full costs it made +1,197.25 per ounce. Buy-and-hold made +1,732.81, with the same worst drawdown.

The 9:30 Opening Range Breakout — I Tested 2,125 Breakouts. The Money Isn’t the Breakout

Mark the first 15 minutes after 9:30, wait for a close outside the box, ride the move. I tested every breakout on the Nasdaq, S&P 500 and Dow from 2019 to 2021. The breakout didn’t keep going on any of them. The money people see comes from buying a market that was rising. Watch the full breakdown.

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THE BACKTEST FILES

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The exact rules of every strategy we've put on trial, how we tested each one, and what the data showed. 27 case files so far, free with your email.