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Trading strategies tested honestly, with code you can run.

Every issue takes one strategy or research paper, rebuilds it in Python, and backtests it on real data. You get the Colab notebook, the results, and what fails too.

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Real backtests

Decades of data, trading costs included, and an honest comparison with buy & hold.

Code you can run

Each strategy comes as a Google Colab notebook. Open it, press run, change the ticker.

What fails too

Most strategies don't survive testing. You'll see which ones, and why, before you risk money.

Most Recent

Nov 4, 2026

•

11 min read

The Closing-Range Trade: Buy the Country ETF That Closed Weakest

Nov 2, 2026

•

12 min read

The Research Desk: Network Momentum. Oxford Taught a Graph Which Assets Move Together. Random Graphs Did Better.

Oct 30, 2026

•

10 min read

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

Oct 25, 2026

•

11 min read

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

Oct 22, 2026

•

10 min read

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Oct 20, 2026

•

11 min read

Momentum 2.0: Two Fixes for the Oldest Strategy in Quant

Oct 16, 2026

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12 min read

The Factor Switch: Trend-Following the Factor Zoo

Oct 13, 2026

•

12 min read

The Research Desk: BlackRock's AI Agents Debate Which Stocks to Buy. I Checked Whether the Debate Helps.

Oct 10, 2026

•

8 min read

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

Oct 8, 2026

•

10 min read

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

Read All

I Built a Doctor for Trading Backtests. Here's What It Found.

Nov 6, 2026

•

6 min read

I Built a Doctor for Trading Backtests. Here's What It Found.

Four strategies, nine checks: a one-line bug that passes 7 of 8 tests, a "great" strategy found on random data, and the new tool I use to catch them.

Don't miss the next backtest

One strategy per issue, with the Colab notebook and honest results. Free.

$1 in SPY During Market Hours Since 2000 Is Worth $1.35 Today. Overnight, It's Worth $6.22.

I Backtested the Classic RSI(2) Mean-Reversion Strategy on 26 Years of SPY. 181 Trades, 82% Win Rate — Here's the Honest Result.

Sep 18, 2026

•

4 min read

I Backtested the Classic RSI(2) Mean-Reversion Strategy on 26 Years of SPY. 181 Trades, 82% Win Rate — Here's the Honest Result.

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

Oct 30, 2026

•

10 min read

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

Read All

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Latest Posts

Visit AlgoEdge Research

Nov 6, 2026

•

6 min read

I Built a Doctor for Trading Backtests. Here's What It Found.

Four strategies, nine checks: a one-line bug that passes 7 of 8 tests, a "great" strategy found on random data, and the new tool I use to catch them.

The Closing-Range Trade: Buy the Country ETF That Closed Weakest

Nov 4, 2026

•

11 min read

The Closing-Range Trade: Buy the Country ETF That Closed Weakest

One number from each daily bar predicted the next day's winners for 25 years. I tested it before and after the paper, fixed its biggest flaw, and found the two things that can kill it.

Research Desk

Nov 2, 2026

•

12 min read

The Research Desk: Network Momentum. Oxford Taught a Graph Which Assets Move Together. Random Graphs Did Better.

A 2023 Oxford-Man paper trades each asset on its neighbours' trend. I rebuilt it on 21 ETFs: it beats classic trend following and trades half as much, but the placebo test tells a surprising story.

Oct 30, 2026

•

10 min read

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

A 2025 paper adapts 40-year-old trend following to crypto. I tested it on Bitcoin and Ether, including the 18 months since, and tried to beat it with machine learning.

Research Desk

Oct 25, 2026

•

11 min read

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

A 2023 Harvey paper fixes trend following's speed problem. I tested it on 100 years of US data and six markets, including the years since publication.

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Oct 22, 2026

•

10 min read

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Trillions of dollars rebalance between stocks and bonds on dates everyone knows. A 2025 NBER paper says it costs investors $16 billion a year. I built the trade, tested it since 2002, and checked whether it still works.

Trading strategies tested honestly, with code you can run.

Real backtests

Code you can run

What fails too

Most Recent

The Closing-Range Trade: Buy the Country ETF That Closed Weakest

The Research Desk: Network Momentum. Oxford Taught a Graph Which Assets Move Together. Random Graphs Did Better.

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Momentum 2.0: Two Fixes for the Oldest Strategy in Quant

The Factor Switch: Trend-Following the Factor Zoo

The Research Desk: BlackRock's AI Agents Debate Which Stocks to Buy. I Checked Whether the Debate Helps.

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

I Built a Doctor for Trading Backtests. Here's What It Found.

Don't miss the next backtest

Trending

$1 in SPY During Market Hours Since 2000 Is Worth $1.35 Today. Overnight, It's Worth $6.22.

I Backtested the Classic RSI(2) Mean-Reversion Strategy on 26 Years of SPY. 181 Trades, 82% Win Rate — Here's the Honest Result.

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

Stop rebuilding backtests. Use the research terminal.

33+ strategies

Live signals

Market dashboards

Tools to trade smarter

Latest Posts

I Built a Doctor for Trading Backtests. Here's What It Found.

The Closing-Range Trade: Buy the Country ETF That Closed Weakest

The Research Desk: Network Momentum. Oxford Taught a Graph Which Assets Move Together. Random Graphs Did Better.

Catching Crypto Trends: The Nine-Model Strategy That Cut Bitcoin's Worst Crash From −83% to −20%

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

AlgoEdge Insights