@tradingstrategies.workF1 — Bull-market light filter
Does a filter make a rule better, or only quieter? The bull-market light lets a rule trade while the Bitcoin stage is on. Its measured effect in the Edge Library, then our own run: what it blocks.
@hackernoon.comI ported TradingView's SuperTrend strategy to Python and ran it on 6.7 years of real ticks with spread and commission: PF 1.97 on gold H4, 0.81 on NZDUSD. #backtesting
@tradingstrategies.workGolden Cross, Supertrend, RSI(2), Ichimoku, Fear & Greed: the whole catalogue, open.
→ every strategy on every pair: crypto, tokenised stocks, ETFs, gold
→ each result with sample size and benchmark
Free Elite month if you register by end of October.
@tradingstrategies.workMost crypto backtests start in 2017. That is a cycle and a half.
→ Elite runs on price history back to 2010
→ four halvings, every bear market
→ a rule that only worked since 2020 shows up as that
Free for 30 days if you register by end of October.
@tradingstrategies.work10/10
39 markets, 1841–2019, built to escape both biases: a diversified investor is down in real terms after 30 years in 12 % of cases.
Anarkulova, Cederburg & O'Doherty, JFE 2022
tradingstrategies.work/blog/stocks-...
Study the Past — Improve your Future 🥋
#backtesting
@tradingstrategies.work6/6
Before you run a strategy, check which candle it was built for. On another interval it is a new strategy and needs its own test.
tradingstrategies.work/strategies/w...
Study the Past — Improve your Future 🥋
#backtesting
@tradingstrategies.work1/6
Wuguan Master is a trend strategy built for crypto: three trend signals vote on every closed candle.
On Bitcoin daily candles it beat holding. Run on monthly candles, it lost money on 22 of 23 coins.
The candle size is part of the strategy.
@tradingstrategies.workShould a trend strategy take every signal, or only above the 200-day line?
→ the Edge Library measures what each filter added, per strategy
→ with sample size, window and benchmark
Elite for one month, free, if you register by end of October.
@tradingstrategies.workV14 — Grid bot backtest
What if you don't predict direction at all? A grid earns from the swings themselves. It also bleeds in a trend. Replay one on real price history: every fill on the chart, next to what holding would have done.
@tradingstrategies.work8/8
Before you trust any price target, ask what rate it needs from today's price. For OMEGA60 that is 78 % a year, rising.
tradingstrategies.work/blog/omega60...
Study the Past — Improve your Future 🥋 #backtesting
@tradingstrategies.workV12 — Live tracking, out of sample
A backtest is the past. How does the strategy hold up live? Every signal is tracked publicly from the moment it fires, on prices nobody has seen yet. The gap between backtest and reality, both ways.
@tradingstrategies.workV11 — Reading the macro regime
What is the wider market doing while you trade? A composite from public sources, split into its ingredients, each traceable to where it was born. How to read it, and why the phase is a reading, not a certainty.
@tradingstrategies.work7/7
So 74,000 and 75,000 are not price targets. In September and now in October, the strike moved toward the price, not the other way round.
Watch whether it keeps climbing.
tradingstrategies.work/dashboard/bi...
Study the Past — Improve your Future 🥋 #backtesting
@tradingstrategies.workV10 — Strategy by market phase
The same rule earns for two years and bleeds for one, without changing a line. What changed is the market around it. One card splits a strategy's history by phase, and marks which phase we are in now.
@tradingstrategies.workV9 — Measure a filter's effect
Can a filter turn a mediocre rule into a good one? Every filter promises it. The Edge Library measures it: baseline vs. filtered, sample size, verdict, filter by filter. Promises get numbers.
@tradingstrategies.work10/10
Check what such an assistant says about itself against the interface. For market data the reverse holds: the answer is as good as the tool behind it.
tradingstrategies.work/blog/trading...
Study the Past — Improve your Future 🥋 #backtesting
@tradingstrategies.workYour rule works on the daily. Does it work on the 4-hour?
→ Elite opens every interval, not just daily
→ same strategy, same pair, different clock
→ fees included, so the fast one has to earn it
Free for a month if you register by end of October.
@benjamin-cup.bsky.socialYour backtest might be cheating. 👀
Look-ahead bias can make a strategy look profitable by using future data.
I break down the most common mistakes and how to avoid them:
@tradingstrategies.work6/6
Next large book: the 30 Oct monthly, 115,222 contracts, max pain 73,000. That strike sits 14 % below spot, with 70,050 calls above spot.
Watch whether it climbs too.
tradingstrategies.work/dashboard/bi...
Study the Past — Improve your Future 🥋
@tradingstrategies.workV7 — Check parameter robustness
The best setting you found: real skill, or the luckiest number? The robustness field puts your result next to its neighbours: same rule on other pairs, then the settings next door. Plateau beats peak.