交易系统实验室

28 Studies, One Survivor

Since September we have written up 28 studies, and exactly one mechanism has held up. Here is what failed, why most of it failed the same way, and what we now do with strategies that work for a while but cannot be proven.

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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.

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How EA Sellers Make Money (and Why Most EAs Don't)

Most of the money in Expert Advisors is made from selling them, not from running them. Six business models, what each one needs from the EA, and what our own research looks like when nobody is selling anything: one edge that held, and twenty published rejections.

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Four Techniques Tested, One Survived: the Tokyo Fix

We promised to test four techniques from our map and file the results, pass or fail. Three failed. One, the flow after the 09:55 Tokyo fix, held in every year since 2019, became an engine, and is now running live.

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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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Why Combining Too Many Indicators Makes EAs Worse

Adding more indicators often feels safer, but it usually makes Expert Advisors worse. Learn why indicator overload leads to signal conflict, overfitting, and fragile performance, and how simpler logic creates more robust EAs.

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