We tested 1,342 trading rules, then checked for luck
We build Tickfloor, so this is our own test: 39 rules looked good at first, and none survived the luck check.
Test enough rules and some look great by luck: at p < 0.05, a rule with no edge still passes about 1 time in 20.
We coded 1,342 published or popular trading rules and scored each against a benchmark. The rules paid trading costs; the benchmark paid none. 39 beat it at p < 0.05.
Then we corrected for how many we tried, using Benjamini-Hochberg (1995): sort the p-values, multiply each by tests over rank, take a running minimum from the largest down.
def bh_q(p):
m, q, best = len(p), [0] * len(p), 1.0
order = sorted(range(m), key=p.__getitem__)
for rank in range(m, 0, -1):
i = order[rank-1]
best = min(best, p[i] * m / rank)
q[i] = best
return qAcross 1,774 tests (some rules were re-run with new settings), 0 met q < 0.1. The closest miss, a volatility-managed QQQ and bond mix, had p = 0.0006 and q = 0.45 in the public results file. Run the snippet on the file's 1,342 rows alone and the same rule gets q = 0.83. Either way, none passed.
That does not prove no rule works. These results are in-sample backtests on past data, not a promise.
Tickfloor also scores any stock or coin out of 10 from ten chart checks: 3 free scores a day with a free account, no card. Our results, failures included, and a free luck checker for your own backtest, no signup.
About Tickfloor
What is Tickfloor?
Tickfloor is a stock and crypto indicator for beginner and self-directed traders: it scores any stock or coin out of 10 from ten common chart checks, and publishes every backtest behind the method, the failed ones too. So far that is 1,342 strategies tested, and 0 passed the luck check.
Is Tickfloor free?
Yes, to start. You get 3 free scores a day with a free account. No card. The example read, the evidence and results pages, the glossary and the first two course lessons need no account at all. Paid passes unlock the rest and are listed on the pricing page.
How is Tickfloor different from other indicator sites?
Tickfloor shows its own test record next to the score, failures included: 1,342 strategies in 77 families against a benchmark that pays no costs. 265 finished ahead on the raw number and 0 of 1,774 tests were left once luck was allowed for. The score describes what a chart shows today. It is not a tip or a prediction.
General information, not personal advice. Tickfloor does not hold a financial services licence.