Tickfloor

Tests 1011: 2 Backtests

1 of 2 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 789 tests in total (a q-value below 0.10), so no result here is a confirmed edge. Scored 2026-10-11, using data up to 2025-03-15.

Strategies here tested on US stocks. See the full family index, the full method and every result, or download the raw registry (JSON).

Results

RuleMarketVs benchmarkSamplep-valueCorrected qReceipt
Control: top 30% by 126-day return alone, equal weight monthly, US stocks wide x171 receipt
Source: dumb control for the Minervini Trend Template (is the template anything beyond momentum?)
US stocks+0.3 pts/yr90 rebalances0.4391.000Result file not published yet
View on-site receipt
Minervini Trend Template: equal-weight monthly qualifiers of all 8 rules, US stocks wide x171 receipt
Source: Mark Minervini, Trade Like a Stock Market Wizard (Trend Template); TradingView 'trend template' screens
US stocks−1.2 pts/yr90 rebalances1.0001.000Result file not published yet
View on-site receipt
  • Control: top 30% by 126-day return alone, equal weight monthly, US stocks wide x171

    US stocks · +0.3 pts/yr · 90 rebalances · corrected q 1.000

    Source, p-value and result file
    Source
    dumb control for the Minervini Trend Template (is the template anything beyond momentum?)
    p-value
    0.439
    Corrected q
    1.000
    Receipt
    Result file not published yet
    View on-site receipt
  • Minervini Trend Template: equal-weight monthly qualifiers of all 8 rules, US stocks wide x171

    US stocks · −1.2 pts/yr · 90 rebalances · corrected q 1.000

    Source, p-value and result file
    Source
    Mark Minervini, Trade Like a Stock Market Wizard (Trend Template); TradingView 'trend template' screens
    p-value
    1.000
    Corrected q
    1.000
    Receipt
    Result file not published yet
    View 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.

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