Questions about trading that have an answer in data, answered with the data rather than with an opinion. Every page shows the run behind it, and every run is one you can repeat.
Two sources. Some questions are answered from our own closed trades — every signal we have published, outcomes included, never edited after the fact. The rest are answered by sweeping our backtester across many pairs and strategies at once, holding everything constant except the single thing being tested.
Three rules that make the difference between a result and a story. Entries fill at the next bar’s open, never the bar that produced the signal. The real spread is charged on every trade. And the last 30% of every window is reported separately, because a setting chosen on data it was tested against will always look better than it is.
Built on 1,219,593 bars of real 5-minute data. Where a result is inconvenient for us, it is published anyway — an article that never surprises its author was not worth running.
The signals themselves are published the same way: before the outcome is known, with every loss left on the record.
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