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 a Williams %R oversold reversal signal a good entry?
Buy when the 14 period Williams %R crosses above negative 80 while the close is above the 200 day simple moving average.
Avg return27.2%Win rate69.1%Avg drawdown-31.9% - 220 tickers2015–2024
Do stocks near a 52-week low bounce back, or keep falling?
Buy when the close is within 5 percent of the lowest close of the trailing 252 trading days, and the 14 period RSI closes above 30 after being below 30 within the last 10 bars.
Avg return21.3%Win rate64.7%Avg drawdown-27.2% - 220 tickers2015–2024
Do price breakouts confirmed by a volume surge perform better?
We want to trade price breakouts only when they are backed by unusually heavy volume, since breakouts on light volume tend to fail.
Avg return0.8%Win rate34.4%Avg drawdown-5.8% - 220 tickers2015–2024
Does the classic Turtle 55-day breakout system still work?
We want to catch new long-term uptrends the way the original Turtle traders did, using a long-horizon breakout.
Avg return5.3%Win rate35.0%Avg drawdown-9.8% - 220 tickers2015–2024
Does buying pullbacks inside a stacked moving-average uptrend work?
We want to only buy pullbacks when the trend structure across three timeframes agrees, using stacked moving averages as the trend filter.
Avg return0.9%Win rate34.2%Avg drawdown-10.4% - 220 tickers2015–2024
Does a Stochastic oversold bounce work as a swing trade entry?
We want to catch short-term bounces in stocks that are still in a long-term uptrend, using the Stochastic oscillator to time the entry.
Avg return0.5%Win rate47.3%Avg drawdown-5.5% - 220 tickers2015–2024
Does buying when MACD crosses above zero catch new trends?
We want to catch the start of a new uptrend by watching for momentum to turn positive, using the MACD line crossing its own zero line rather than crossing its signal line.
Avg return6.6%Win rate36.4%Avg drawdown-7.9% - 220 tickers2015–2024
Does a Keltner Channel breakout beat a Bollinger Band breakout?
We want to trade volatility-adjusted breakouts using Keltner Channels, which use average true range instead of standard deviation for the channel width.
Avg return3.0%Win rate38.5%Avg drawdown-7.3% - 220 tickers2015–2024
Does trading the inside bar breakout pattern produce an edge?
We want to trade the classic inside bar pattern, a one-day consolidation that often precedes a continuation move.
Avg return0.0%Win rate36.4%Avg drawdown-14.7% - 220 tickers2015–2024
Does filtering breakouts with ADX trend strength improve results?
We want to trade breakouts only when the market is actually trending, and skip breakouts that happen in a choppy, directionless tape.
Avg return2.1%Win rate37.0%Avg drawdown-8.0% - 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%