Backtest studies, in plain English.
Each study takes a single trading idea, describes it in natural language, and runs the same generated strategy across hundreds of US stocks. We publish the raw numbers, sector breakdowns, and the full strategy spec so you can judge the edge yourself.
- 220 tickers2015–2024
Does the 20 over 50 day moving average crossover still work on US large caps?
Buy when the 20 day moving average crosses above the 50 day and the 14 period RSI is under 70.
Avg return24.6%Win rate34.8%Avg drawdown-34.8% - 220 tickers2015–2024
Do 'three weeks tight' patterns lead to profitable breakouts?
We want to buy breakouts that come out of a tight three week consolidation, the classic William O'Neil "three weeks tight" pattern.
Avg return2.7%Win rate48.7%Avg drawdown-6.5% - 220 tickers2015–2024
Is buying pullbacks to the 20-day moving average profitable?
We want to buy controlled pullbacks to the twenty day moving average inside an established uptrend.
Avg return2.6%Win rate35.6%Avg drawdown-13.5% - 220 tickers2015–2024
Do NR7 volatility contractions predict profitable breakouts?
We want to buy breakouts that come out of volatility contractions, using the classic NR7 (narrowest range of seven days) pattern.
Avg return-0.1%Win rate10.2%Avg drawdown-0.4% - 220 tickers2015–2024
Does the MACD signal line crossover work on US large caps?
We want to enter on classic MACD bullish crossovers, but only when the broader trend is up.
Avg return1.2%Win rate37.0%Avg drawdown-7.8% - 220 tickers2015–2024
Does the 50/200 golden cross still work on US large caps?
We want to ride established uptrends in US large caps using the classic 50 over 200 day moving average crossover, often called the golden cross.
Avg return9.0%Win rate19.6%Avg drawdown-9.3% - 220 tickers2015–2024
Can you profitably fade 2% gap-downs in uptrends?
We want to fade panic gap-downs that happen inside an established uptrend, on the bet that they overreact and bounce within a few days.
Avg return0.2%Win rate45.4%Avg drawdown-4.3% - 220 tickers2015–2024
Does 12-1 month momentum work on US large caps?
We want to ride medium term momentum while avoiding short term reversals, using the classic "12 minus 1" momentum score from academic momentum research.
Avg return0.4%Win rate45.7%Avg drawdown-2.8% - 220 tickers2015–2024
Do 20-day breakouts beat buy-and-hold on US large caps?
We want to ride momentum by buying breakouts above the prior twenty day high, the same idea behind the original Turtle traders.
Avg return12.9%Win rate38.3%Avg drawdown-15.4% - 220 tickers2015–2024
Do Bollinger Band squeezes predict profitable breakouts?
We want to catch breakouts that come out of low volatility consolidations, the so called Bollinger Band squeeze.
Avg return0.2%Win rate38.0%Avg drawdown-4.4% - 220 tickers2015–2024
Does buying 52-week highs beat the S&P 500?
We want to ride strength by buying when stocks make a fresh 52 week closing high.
Avg return94.3%Win rate89.5%Avg drawdown-16.4% - 220 tickers2015–2024
Does a simple RSI mean reversion strategy work on US large caps?
We want to buy oversold pullbacks inside established uptrends and get out quickly if the trend breaks.
Avg return0.5%Win rate41.3%Avg drawdown-2.7%