Posts 145件

解説 A +33.8% backtest fell to -3.0% in walk-forward: all three roads to complexity failedRejected methods 解説 A 75.5% win rate that lost 26%: every exit and take-profit fix I tested failedTrend 解説 A PF 1.03 YouTube strategy became my gold sleeve, but its winning filter didn't transplantMethod verification 解説 A trading course coded whole scored PF 1.05, but its horizontal lines alone hit PF 1.63Method verification 解説 An index sleeve broke my 0.47% monthly ceiling, then shorting indices sank to PF 0.13Trend 解説 Changing only when and how much I withdraw cut my first prop payout from 530 to 169 daysRisk management 解説 Chasing 3% a month means a 70% drawdown, and every smart allocation lost to fixed weightsRisk management 解説 Five times I doubted the system that won 10 of 11 years, five times the answer was keep itRisk management 解説 I tested 12 mechanisms to diversify my EA and rejected every one, even at PF 1.81Rejected methods 解説 My AI position sizer lost to a shuffled placebo, and six more smart ideas died with itRisk management 解説 My prop challenge math said +¥71,227, then a zero-edge test and one -6.32% day broke itRisk management 解説 Six famous YouTube trading methods coded as taught: zero edges, one blown-up accountMethod verification 解説 Ten engines that translate chart-reading talk into testable numbersResearch notes 解説 The gold strategy that won on every setting, then dropped 7.2% in a single dayTrend 解説 The long-only trend strategy I had written off came back at +52.6% in forward testingTrend 解説 Why a 0.85% monthly backtest becomes 0.7% in a live account, measured cost by costRisk management 解説 38,439 tests to census the whole market, and only two edges were leftRejected methods 解説 Audit findings get measured before they get fixedResearch notes 解説 Fourteen pre-registered hypotheses, fourteen losses, still the best search methodResearch notes 解説 I tested three roads to bigger returns. The winner was a 70,000-yen reserveRisk management 解説 Making the defense continuous bought 27% more payout at the same riskRisk management 解説 Measuring 'it comes down to discretion' to death: 88 conditions and an AI eyeRejected methods 解説 When should you buy a crashing stock? I tested 21 years of daily data on 613 tickersMean reversion 解説 Making "the final call is discretionary" testableGuides 解説 Running My EA on a Real Prop-Firm Account (Live Forward Log)Guides 解説 I stopped hand-carrying EA updates to my VPS — a git-based auto-deploy for MT5Guides 解説 The Numbers Behind the Current Logic — How Long a Prop Pass Takes, and What Monthly Return Is Possible Without LimitsGuides #219 Three promising runners-up added exactly nothing to the coreRejected methods #218 Pick your risk: how fast it grows, how deep it sinksRisk management #217 Porting the weekend-gap sleeve to the personal-account EARisk management #216 The defenses held in six crises they had never seenRisk management #215 Midnight spreads run up to 10x daytime, so the EA now waitsRisk management #214 The discretionary ceiling exists. Every ladder to it brokeRejected methods #213 The thing delaying my prop pass was my own safety mechanismRisk management 解説 About this site and the testing framework — why I built itGuides #211 The turn-of-month edge was eaten whole by spreadsRejected methods 解説 How the testing works — why can you trust these results?Guides #212 The weekend-gap edge only works in one directionRejected methods 解説 About the test data — where it comes from and how it's cleanedGuides #210 Shipping the +35% configuration to the live EA, fully auditedConfirmed systems 解説 I built a feature to verify trading logic from YouTube videosGuides #209 Searching every sleeve mix ended at +35% monthly returnsConfirmed systems 機能 Feature list — what the framework can doGuides #208 Weekend-gap fades alone added 30% to monthly returnsMean reversion #207 Opening the census: 41 methods, 26 symbols, 4 timeframesMean reversion #206 Twelve discretionary judgments, mechanized and measuredMean reversion #205 A rig that makes it-comes-down-to-discretion measurableMean reversion #204 After 200 attempts, is anything still statistically real?Risk management #202 Order-flow scalping fails before the test: no data exists for itRejected methods #201 That VWAP scalping video re-heats ideas we already testedRejected methods #200 Our PF 4.17 star sleeve was just beta in disguiseMean reversion #199 A small but real defense: de-risking when volatility explodesRejected methods #198 74% of losers were never savable. Take-profits only cut the big winsTrend #197 A 30% chance per year of touching -5%: know your oddsRisk management #196 Tripling the universe doubled the drawdown, not the returnsRisk management #195 Recomputing the path from pass to payout: 32% fasterRisk management #194 The tail risk was not overload. It was a few big reversalsMean reversion #193 Dissecting my worst drawdowns produced the equity-shock guardMean reversion #192 Chasing higher monthly returns with leveraged ETFs: full resultsMean reversion #190 A no-leverage stock strategy tops out near 1.5% a monthMean reversion #189 The stock dip-buyer held up across 21 years and every regimeMean reversion #188 One change to limit orders doubled the profit per tradeMean reversion #187 Same return as buy-and-hold with half the drawdown, no leverageRejected methods #186 In stocks, only buying weakness works. Buying strength loses to randomMean reversion #185 26 stock day-trade ideas, all dead on unseen dataRejected methods #184 Break-even stops helped exactly one sleeve out of sevenRejected methods #182 Rotation does not earn, but as a shield it is realTrend #181 That impressive rotation backtest ran on hindsight tickersTrend #180 Why a once-a-decade shock hitting everything at once costs -3.2%Trend #179 Of every false-breakout fix, only volume confirmation survivedTrend #178 So is waiting two bars even better? No, it is worseTrend #177 Waiting for the closed bar beats jumping in mid-bar, everywhereRejected methods #175 I got greedy with the profit factor. Walk-forward said noRejected methods #172 The new sleeve passed its final exam: seven winning years out of sevenRisk management #174 Measuring randomness did not predict anythingRejected methods #171 Two filters took the profit factor from 1.80 to 2.46Rejected methods #170 Restricted to gold, the viral method became a real edgeRejected methods #167 The personal account's maximum growth rate, computedRisk management #166 Even profit-funded pyramiding did not make the cutRejected methods #165 Polishing the turn-of-month anomaly went nowhereRejected methods #163 Hunting regime-proof logic: exactly one candidate passedRejected methods #162 How much does the minimum lot size hurt a small account?Mean reversion #160 The math of 3% a month: more accounts, not more leverageRisk management #156 Finding every sleeve's worst day, minute by minuteResearch notes #155 Taking profit at higher-timeframe levels: worse or equal, never betterRejected methods #154 Three defensive layers stacked into 50% more monthly payoutMean reversion #152 The double-efficiency result vanished under robustness checksRisk management #151 Porting the winning logic to USD pairs: what survivedMean reversion #150 An adversarial audit of my own upgrades erased half of themRisk management #149 How fast can a personal account grow if you accept 50% drawdowns?Risk management #148 Attack harder as the profit cushion grows: verifiedRisk management #147 Pinning the safe ceiling of dynamic risk with 1-minute dataRisk management #146 Scaling risk by distance-to-failure genuinely adds returnsRisk management #145 Filtering trends by how information arrives: also noTrend #140 Every when-to-enter idea, tested and exhaustedRejected methods #139 The 80% win-rate method tested out at 48.5%Rejected methods #138 Aligning three timeframes for pullbacks still losesRejected methods #137 A hundred weak signals voting still cannot call directionRejected methods #136 Adapting to the current market is an illusion. ConfirmedMean reversion #130 Overnight drift is real. Costs make it untradeableRejected methods #126 Buy when everything is oversold? Half trueMean reversion #123 Connors RSI2: the first mean reversion that truly added returnsMean reversion #120 A decorrelated trend core is mathematically off the tableRejected methods #119 I audited every losing trade looking for a patternRejected methods #118 A risk-off signal that helped the FX core and nothing elseTrend #116 Scaling out does not add profit. It only defendsRejected methods #115 Every filter you add costs you monthly returnTrend #113 Portfolio-level vol targeting was not robust enoughRejected methods #103 Range bars looked profitable. It was an artifact of the bars themselvesRejected methods #101 Re-blending every system pushed the efficiency frontier outwardMean reversion #97 Three more research axes from autonomous explorationMean reversion #96 Using stock-market signals to de-risk FX: a new axis that workedTrend #94 Every RSI, SMA and Fibonacci tweak lost to the current systemMean reversion #91 What happens when you chase settings that won recentlyMean reversion #90 Fading the golden cross: no edge foundRejected methods #89 Better trade quality, same profits: a textbook non-upgradeRejected methods #88 Volatility-scaled sizing: the first upgrade that was actually realRisk management #87 Global index diversification: the ceiling did not moveRejected methods #86 Filtering breakouts by level importance did not helpMean reversion #85 Cross-checking someone else's H1 breakout on my own rigMethod verification #84 How near is near a key level? I measured the answerRejected methods #82 That popular 4H EMA-cross method? It tested out fakeMethod verification #78 Does volume profile survive walk-forward testing?Mean reversion SAT Satellite-2: the third system, with its numbersConfirmed systems #76 Price action patterns, quantified: still no edgeMethod verification #73 Turning support and resistance importance into a numberMethod verification #69 Did the index sleeve survive the full intraday audit?Rejected methods #67 Stacking three uncorrelated engines in one accountMean reversion #62 Can filters rescue short-timeframe trend trading?Rejected methods #60 The textbook trendline-break setup, quantified and testedRejected methods #58 The first genuinely uncorrelated return stream I foundTrend #55 Ichimoku and Supertrend as EAs: do they actually win?Trend #53 Pyramiding into winners is a hazard in a prop accountRejected methods #52 Every way to raise monthly returns, listed and testedTrend #51 Swapping one entry rule improved every metricTrend #49 I tested a free EA from the internet, and part of it was actually goodMethod verification #48 The regime-switching EA lost to plain long trend followingMean reversion #46 Is there an edge in scalping gold? I went lookingRejected methods SAT The satellite system: a second engine running beside the coreConfirmed systems SYS Core System v1.5.0: the full recipe and the numbers behind itConfirmed systems #31 Hunting exhaustively for a second source of returnsRejected methods #22 Walk-forward testing erased most of my profitsRisk management #21 How far does combining strategies push the prop pass rate?Trend #18 The edge turned out to be dirty data. A painful lessonTrend LOG Taking stock after months of testing: the road to an edge is narrower than I hopedRejected methods