Statistics don’t care about opinions.


ADX Strategy

In our opinion, ADX is one of the most underrated indicators. It works very well as a trend filter or regime filter. In this article, we do some backtests to show you how.


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Daily Patterns Trading Strategy (1.57% Per Month)

Some researchers presented an interesting trading idea: they examined the timing and magnitude of stock returns over the past 21 days and developed a long/short strategy that rebalanced monthly. We believe the article can give input to trading ideas!

Since 1936, it has returned 1.57% per month. From 2000 to 2024, it returned 1% monthly.

Martin Luther King Jr. Day Holiday Effect?

MLK Day is not very bullish.

Backtest of the Week

IWM (Russell 2000) has broken up to new all-time-highs.

If we buy when the close ends higher than the 250-day high and hold for 100 days, we get the following equity curve:

📊 Results:

  • 🔢 #trades: 29

  • 📈 Avg gain per trade: 1.2%

  • 📊 CAGR (annual returns): 1.3%

  • Win Rate: 69%

  • ⏱️ Exposure: 46%

  • ⚠️ Max Drawdown: -45%

Good Advice On Backtesting

Market Is Broadening - Historically Bullish

Stocks And Commodities

Construct a Survivorship bias-free Database Using Python