31 Strategies Tested, 4 Survived
The complete results of testing 31 systematic trading strategies across forex and crypto. What worked, what failed, and the patterns that separate robust strategies from curve-fitted illusions.
research.hero.desc
research.results.sub
research.finding.ohlc.desc
research.finding.distribution.desc
research.finding.decompose.desc
research.finding.transfer.desc
research.ecvt.subPrefix research.ecvt.paperLabel. research.ecvt.subSuffix
The complete results of testing 31 systematic trading strategies across forex and crypto. What worked, what failed, and the patterns that separate robust strategies from curve-fitted illusions.
Using the Hurst exponent to dynamically identify mean-reverting vs. trending regimes in forex markets. Complete theory, Python implementation, and backtest results for a regime-adaptive trading system.
A rigorous statistical analysis of fair value gap magnetism in price action trading. We test the claim that FVGs act as magnets for price, introduce the FVG Wall specification, and present backtest results across forex and crypto markets.
How we use Shannon entropy of price returns to detect volatility regime changes before they happen. Full methodology, Python implementation, and backtest results showing a 1.44 profit factor on EURUSD.