The rulebooks
One free case file per episode: the exact rules of the strategy we put on trial, how we tested it, and what we found. Every number comes from the full write-up, tested on real tick data with real costs.
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A claimed +60% in 11 months. The edge is real: 60 of 72 cells profitable in sample after commission and all three frozen candidates profitable out of sample. It pays under 8% a year for a 23% drawdown.
A real daily-equities edge, moved to gold H1: 146 configurations tested, 146 losses. The winners were smaller than the spread.
The guru pattern is real: price drifts back by about 1.21 pips. The trade costs 1.6 pips to place. You lose a third of a pip, every trade.
A documented anomaly that made +$2,171 on four unseen years and survived a cost stress, just under our retention gate. Now forward testing on a demo account.
Weekend gaps really do fill 70-86% of the time. Eight of eleven filled before a retail platform can even trade. A real fill you can't be there for.
The triple carry arrived to the cent, every Wednesday. The strategy still collapsed out of sample: the in-sample profit was a price drift in a costume.
There is a real study behind it: 7,000 stocks, 33% a year. On the single index people actually trade, breakouts don't continue on any of the three, and the only green number is being long a rising market.
Banks were fined for rigging one minute of the day, so in 2015 the window was widened from one minute to five. What is left passed eleven of our twelve checks and pays about 0.74% a year.
We took the rules validated on USD/JPY, changed nothing, and gave a second pair one out-of-sample shot. Profit factor 1.42 over 283 trades, all four years positive, and an effect that is visibly fading.
A framework taught in a dozen places with no sample size anywhere. The quarter said to manufacture the day's high or low holds it 16.6% of the time against 25% from chance, below chance on all seven markets, and trading it loses 0.06R across 2,162 trades.
The strategy that started the project, re-run the hard way. On a frozen four-year window it had never seen: 1,012 trades, +$10,230, and 96% of its edge kept. A 23.7% drawdown against our 20% limit earns a demo account rather than a verdict, and eleven live trades in it is up £205.79 on three winners.
The most widely taught setup in retail trading, and nobody publishes a sample size for it. Across 5,836 setups it is negative on all thirteen markets we own, pooling to 0.25R of loss per trade, and sweeping the target from 1R to 3R changes nothing. The confirmation candle everyone calls discipline costs 0.23 pips a trade.
A new case lands every week on YouTube, Instagram and TikTok. Backtests, not live results. Not financial advice.