P2 — Supertrend portrait
A stop that only ratchets one way: does it fix the sideways problem? The Supertrend holds through trends. Its portrait across the universe, and the quiet markets where the stop flips on nothing.

P2 — Supertrend portrait
A stop that only ratchets one way: does it fix the sideways problem? The Supertrend holds through trends. Its portrait across the universe, and the quiet markets where the stop flips on nothing.
P1 — EMA cross portrait
Two averages: buy on the cross up, sell on the cross down. Where does the EMA cross earn, where does it bleed? One run, then every pair in the universe, the spread, and the sideways markets that eat it.
The offer, plainly:
→ register by end of October
→ 30 days of Elite, no card, no subscription
→ on day 31 the account goes back to Free by itself
A month is enough to learn whether a rule would have saved you money. That answer costs nothing.
A strategy can look brilliant in hindsight. Backtest it for free before letting it meet live markets. https://wemastertrade.com/km/back-test-trading-free/ #Backtesting #Trading
F3 — ATR volatility filter
Calm markets, wild ones, or widening swings: which volatility setting should a rule use? Three settings, one with enough runs for a verdict. Why the sensible choice is a story until measured.
F2 — 200-week line filter
Famous or strong? The 200-week line: trade only above the long-term average. Its measured effect is smaller than the bull-market light's. Where it earns its keep, and where it changes nothing.
Built for day traders, swing traders & prop firm traders learning fundamental and technical analysis on EUR/USD, GBP/USD, USD/JPY & XAU/USD.
Backtest strategies on real historical data in Strategy Lab.
#daytrading #swingtrading #propfirm #EURUSD #XAUUSD #backtesting
F1 — 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.
I 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
Golden 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.
Most 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.
10/10
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
6/6
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
1/6
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.
Should 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.
V14 — 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.
8/8
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
V12 — 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.
V11 — 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.
7/7
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