Most trading strategies that look brilliant on paper fail miserably when they meet real market data. I've seen it countless times: flashy indicators, proven systems, and guaranteed approaches that fall apart the moment you backtest them properly.
I'm here to change that.
My Background
I've been around trading my entire life but never really traded. As a kid, I watched my uncle analyze charts and candlestick patterns. While my teenage years were spent elsewhere, the analytical mindset stuck with me.
Fast forward to university: I wrote my bachelor's thesis on backtesting trading strategies, rigorously testing different approaches. Today, I work as an IT analyst designing enterprise systems. This role taught me to question everything and demand proof before believing claims.
What This Blog Is (and Isn't)
I'm not here to sell you the next "holy grail" trading system. There is no such thing. My goal is education through evidence. I want to show you what doesn't work so you can avoid costly mistakes.
Think of this as the trading strategy graveyard: where popular approaches come to be properly examined, and where most of them stay buried.
Why Now?
As a father of three daughters, finding time for side projects isn't easy. I've failed at several attempts because I kept chasing new opportunities and AI hype. But the misinformation surrounding trading, affecting my family and countless others, drove me to commit to this project.
I want to bring clarity to trading once and for all. Can systematic trading strategies actually generate consistent returns? Or is it all smoke and mirrors? I'm documenting my journey to find out.
My Testing Methodology
Every strategy on this site is backtested using QuantConnect's institutional grade platform. Why QuantConnect? Because it provides tick by tick historical data from multiple sources, realistic modeling of slippage and commissions, no survivorship bias in the data, and the ability to test across multiple asset classes and timeframes.
I aim to test each strategy across at least 10 years of data, including multiple market cycles. Every backtest tries to include transaction costs, and I always report the worst drawdowns alongside the returns. This is not cherry picking best results. This is showing you what actually happens when strategy meets reality.
What to Expect
If you're looking for get-rich-quick schemes or miracle trading systems, this isn't the place. I'm going to show you data that might challenge your beliefs about trading. Some strategies you love might not perform as well as you think.
But if you want evidence over emotion, data over dreams, and honest analysis over marketing hype, then welcome to the Arena.