Premium discount: 4 Backtests
Data last updated
0 of 4 strategies finished ahead of the benchmark on the raw number, and 0 had an unadjusted p-value under 0.05. None cleared the correction for trying 1,774 tests in total (a q-value below 0.10), so no result here is a confirmed edge. Scored 2026-10-31, using data up to 2025-03-15.
Strategies here tested on crypto, ETFs, US stocks. See the full family index, the full method and every result, or download the raw registry (JSON).
Results
| Rule | Market | Vs benchmark | Sample | p-value | Corrected q | Receipt |
|---|---|---|---|---|---|---|
| Daily premium/discount continuation: HH/HL or LH/LL structure, enter the first rejection of the 50% of the last swing leg (ETF 1d) receipt Source: c1031/tjr | ETFs | −7.8 pts/yr | 1,922 trades | 1.000 | 1.000 | On-site receipt |
| Monthly BOS with weekly retest of equilibrium: enter the first rejection of the 50% of the leg on large caps (US stocks 1d) receipt Source: c1031/tjr | US stocks | −16.6 pts/yr | 187 trades | 1.000 | 1.000 | On-site receipt |
| Weekly equilibrium magnet: a week closing in the top/bottom quarter of its range reverts toward the weekly 50% next week (crypto 1h) receipt Source: c1031/tjr | crypto | −89.1 pts/yr | 1,086 trades | 1.000 | 1.000 | On-site receipt |
| Premium/discount continuation: 4H HH/HL or LH/LL bias, enter the first 1h rejection of the 50% equilibrium of the last 4H leg (crypto 1h) receipt Source: c1031/tjr | crypto | −111.3 pts/yr | 4,810 trades | 1.000 | 1.000 | On-site receipt |
- Daily premium/discount continuation: HH/HL or LH/LL structure, enter the first rejection of the 50% of the last swing leg (ETF 1d)
ETFs · −7.8 pts/yr · 1,922 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Monthly BOS with weekly retest of equilibrium: enter the first rejection of the 50% of the leg on large caps (US stocks 1d)
US stocks · −16.6 pts/yr · 187 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Weekly equilibrium magnet: a week closing in the top/bottom quarter of its range reverts toward the weekly 50% next week (crypto 1h)
crypto · −89.1 pts/yr · 1,086 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Premium/discount continuation: 4H HH/HL or LH/LL bias, enter the first 1h rejection of the 50% equilibrium of the last 4H leg (crypto 1h)
crypto · −111.3 pts/yr · 4,810 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
How to read these results
"Vs benchmark" is the strategy's annualized return minus an equal-weight benchmark, rebalanced daily, on the same assets and days. Strategies are charged trading costs; the benchmark pays none. Ahead is not a confirmed edge: the p-value is the unadjusted chance of a gap this large by luck, and the corrected q allows for how many strategies were tried, because testing hundreds of ideas throws up lucky winners. Every strategy saw only data up to the same cutoff date. The receipt is the frozen result file for that rule.
"Sample" is trades for rules that enter and exit a position, and rebalances for portfolio rules. A rebalance is a scheduled date on which a portfolio rule re-ranks and held at least one position. It is the sample size for portfolio rules. A holdings change is a rebalance where what the portfolio held, or its weights, differed from the previous one. Only these cost money to trade. The two are different counts and are never swapped. Definitions.