We run the strategies traders swear by on real data and rank them by risk-adjusted return, not the loudest headline number. Then we publish where each one actually lands. Including the ones that lose.
Real paper-trading fills, updating from the running bots. Small samples mean little at first — this is the forward test of the backtests below, in the open.
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Every strategy is normalized to $10,000 per trade on a $100k account, so the lines are comparable (raw backtests used different position sizes). SPY is full-capital buy-and-hold — a fully-invested benchmark, shown for honest context.
Ranked by Sharpe ratio — return earned per unit of risk — because the highest raw return often just means the most leverage.
| # | Strategy | Trades | Win % | Sharpe | Max DD | R:R | Return* |
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*Normalized to $10k/trade. Past backtested performance does not guarantee future results. Not financial advice.
Original methods for timing entries and exits on SPY / MES futures — each one backtested on real data and shown with its honest result, win or lose. New tests added as we build them.