@tradegrub.bsky.socialWalk-forward optimization isn't magic. You train on past data, test on future data, then shift the window forward and repeat. Most traders treat it like gospel. #Backtesting #AlgoTrading #TradingStrategy
@tradingstrategies.work9/9
After Friday 185k contracts roll off. Next:
→ 30 Oct monthly 101,103, max pain 73,000
→ 25 Dec quarterly 118,043, max pain 75,000
Watch whether the strike chases spot.
tradingstrategies.work/dashboard/bi...
Study the Past — Improve your Future 🥋 #backtesting
@tradingstrategies.workSign up before the end of October and the first month is Elite. Free.
→ no card, no subscription
→ every strategy, every pair, every interval
→ price history back to 2010
→ after 30 days the account drops back to Free by itself
@tradingstrategies.workV3 — Measure against buy and hold
A strategy that made money over years sounds like a win. Compared with what? Just holding the coin is the benchmark. How a rule is measured against it, and why the entry date changes the verdict.
@tradingstrategies.work10/10
Same question in a backtest.
An average return doesn't say if it came from 3 trades or 30, or how deep and long the drawdowns ran.
Depth and duration decide what you can hold.
tradingstrategies.work/blog/k-shape...
Study the Past — Improve your Future 🥋 #backtesting
@tradingstrategies.work10/10
Compute f: levels below entry ÷ all. If leverage × f ≤ 1, price can't liquidate you. Then watch the margin drawdown.
tradingstrategies.work/blog/5x-grid...
Not investment advice, not a forecast.
Study the Past — Improve your Future 🥋
#backtesting
@tradingstrategies.work1/10
Your 5× grid bot almost never gets liquidated. That is arithmetic, not safety.
35 windows per asset since 2017, long grid: liquidated once at 5× on BTC. Never at 2× or 3×. Never on ETH.
The leverage went somewhere else.
@tradegrub.bsky.socialYour backtest looks perfect in a spreadsheet. Then live trading melts it. Three culprits: survivorship bias (only testing winners), lookahead bias (peeking at future data by accident), and ignoring slippage and commissions. They're subtle. #AlgoTrading #Backtesting #TradingStrategy
@tradingstrategies.work8/8
Three to watch, no market caps: weekly x402 dollars, Akash lease revenue, subnet revenue vs emissions.
The May map: tradingstrategies.work/blog/ai-cryp...
Not investment advice, not a forecast.
Study the Past — Improve your Future 🥋
#backtesting
@tradegrub.bsky.socialMost people think migrating to Python is just rewriting syntax. Wrong. The real trap: your old backtests lied to you. Slippage, order fills, timezone bugs, floating point math—they're all hiding in your pine scripts. #Python #Backtesting #TradingStrategy
@tradingstrategies.workV2 - Start a backtest
What does a backtest tell you, and what does it not?
Pick a pair, a rule, a span of years, press run.
Every trade the rule would have made shows up at once.
Step by step, under three minutes.
@tradingstrategies.workWhat is Backtesting Arena?
You've seen the post: a chart with arrows, an indicator that "called every top", no word on how often it missed.
This is where you check it: one rule, one pair, real prices, costs included.
First video of the series.
@tradegrub.bsky.socialOur community just shipped an RSI mean-reversion strategy that trades on real data, not assumptions. When price overshoots below 30, it signals a setup. The logic is tight: entry on bounce, exit on mean return. #TradingStrategies #RSI #Backtesting
@tradingstrategies.workFor years our backtests compared Buy & Hold over one period against the strategy
over another, then called the difference a verdict.
On our reference run that gap was 12.55 points. Enough to flip it from −9.1 to +3.4.
Here is what we changed. 🧵
@allthistrading.bsky.socialI tested 120 fictional trades. The session split changed the result: Asia 0R, London +8R, New York -3R. Tag time before trusting the headline. Visit https://join.att-vip.com/ #TradingEducation #Backtesting
@tradingstrategies.work1/9
You subscribe to a trading algorithm and get a number: +27 % a year.
What you do not get is the number that decides whether you are still in it in year three: how far the account fell, and for how long.
Even the good providers leave it out. 🧵
@tradingstrategies.work9/9
Before believing any "after X came Y": ask for the drift, the pairing, the independent count, the locked definition.
Run any state:
tradingstrategies.work/market/bitco...
Not investment advice, not a forecast.
Study the Past — Improve your Future 🥋
#backtesting
@tradingstrategies.work1/9
Bitcoin made a median +31 % in the six months after quiet volatility.
It made +27 % in the same six months without the condition.
The first number gets posted. The second one decides whether the first means anything.
@tradingstrategies.work8/8
Watch: whether the 20-year hold survives the amendments, and the vote by party.
A committee is not the House. A markup is not an outcome. A custody framework is not a purchase.
tradingstrategies.work
Study the Past — Improve your Future 🥋 #backtesting
@tradegrub.bsky.socialYou load five indicators onto your chart. Backtests look perfect. Live trading? Disaster. The indicators fit the past, not the future. Real edge comes from fewer, stronger signals. Stack deliberately. Test on out-of-sample data. #TradingStrategy #Backtesting #AlgoTrading
