Laboratorio de Sistemas de Trading

Three Ideas We Can't Prove Yet, So We're Watching Them

Three ideas looked good in our data, but only because we went looking. So we froze the rules, wrote down in advance what would count as success or failure, and are now watching them on data that did not exist when the rules were written. Why that takes years, and what we will publish either way.

forward testing out-of-sample backtesting FOMC US100 EURGBP mean reversion MT5 EA development

A Map of FX Techniques, and Where Ours Have Been Tested

Every family of FX technique we know of, in one table, with what our own backtests say about each: proven, rejected, or not yet tested. Two patterns stand out, and they decide what we test next.

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Our Daily Signals Are Contrarian. Here Is the Study.

We rebuilt our three D1 signal analyzers over ten years and ten pairs and measured what happened next. The readings are anti-predictive: the stronger the signal, the worse the forward return. What that means for how to read the Signals page.

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