Strategy case files: what Tickfloor tested

Six families Tickfloor actually tested, with the numbers: what looked good, what killed it, and what it teaches. Discovery results, with counts dated to when they were measured.

Module 26 of 26, in the stage "Your plan". 6 lessons.

Lessons

1. Indicators on price bars: 6,428 tests and the ADA trapRead the largest test in the ledger honestly, including the result that looked validated and was not. 18 min.
2. Insider buying clusters: market beta in a costumeSeparate a raw return from the excess return over the market. 16 min.
3. Momentum: +20,310% in discovery, a ruin path in realitySee how a spectacular discovery number fell apart under holdout, robustness and account-path checks. 18 min.
4. Trend following with moving averages: smoother, not betterTell lower drawdown apart from higher return. 16 min.
5. Buy after a drop: the control that became a candidateFollow one idea through every check and see which ones killed it. 16 min.
6. What trading our own signals would have donePut the whole course into dollars with Tickfloor’s own replay. 16 min.

Concepts covered

• Backtest
• Multiple testing
• Momentum
• Risk of ruin
• Out-of-sample testing
• Exponential moving average (EMA)
• Moving average crossover
• Drawdown
• Mean reversion

Keep going

• Previous module: When it goes wrong: real blowups
• All 26 modules and 157 lessons
• Open the first lesson in the course

General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.