Research
Trading strategies, tested on real prices
Plain-English studies of trading strategies tested on decades of real prices: what we tried, what held up, and what did not.
GPT Falls Short at Predicting Stock Market Prices
We trained GPT models on 10 years of S&P 500 prices, from 1-minute to daily bars. None beat “always up”, and every minute-bar version lost after costs.
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Leveraged ETFs in the Year After a Midterm Election: What 75 Years of Data Say
We tested 3,000+ ways to trade the S&P 500 and Nasdaq-100 with 1×–3× ETFs in the year after US midterms. One simple calendar rule won all 19 years since 1950.
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Leveraged S&P 500 ETF Strategies: What Worked on UPRO, SPXL and SSO, and What Did Not
We tested day trades, daily rules and 1,764 indicator rules on SSO, UPRO and SPXL. None out-earned holding; an RSI(3) dip buy and overnight holds won on risk.
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How to Hold TQQQ With the Least Risk: 72 Rules Tested on 40 Years of Nasdaq-100 Data
We tested 72 ways to hold TQQQ on 40 years of Nasdaq-100 data. Only sizing by volatility held up on unseen years: 23.4% a year since 2016, −32% worst fall.
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Does Averaging Down Work? Buying the Dip on S&P 500 ETFs and Index Futures, Tested
We tested averaging down (buy more each X% lower, sell all at +T%) on S&P 500 ETFs since 1993 and index futures. Cycles close at a profit; holding earns more.
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Do Classic Futures Trading Rules Beat Buy and Hold? 13 Markets, Up to 34 Years
We tested classic futures rules (200-day trend, momentum, RSI(2), IBS, turn of the month) on 13 markets, up to 34 years: no better than holding, smaller falls.
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Does Scalping Futures Work? 66,000 Setups Tested on Real 1-Minute ES and NQ Data
We tested about 66,000 scalping setups on real 1-minute futures bars. One Nasdaq opening-range breakout survived, and it failed on older years. Full results.
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Can a Trading Strategy Pass a Futures Prop-Firm Challenge? Odds From Real Futures Data
We replayed 8 strategies on 59 prop-firm plans with two years of real futures data. A Nasdaq-100 overnight hold passed 81% with no deadline, 49% in 30 days.
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What Works When the Market Is Greedy? Options, Futures and Stocks by Fear & Greed Zone
We split SPY options, index futures and stock strategies by Fear & Greed zone. On greed days, selling options and staying long worked; buying options lost.
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Daily Broken-Wing Butterflies on SPY and XSP: Six Rules, 678 Days and a Test Against Luck
We paper-traded six daily broken-wing butterfly rules on 678 days of SPY option prices and searched 2.2 billion indicator combos. Only one beat luck.
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