Auto-generated · Last updated March 21, 2026 21:39 UTC
How This Works
No jargon. No black boxes. Here's exactly what we do, where our data comes from, and every strategy we've tested — including the ones that failed.
The Big Idea
Most people trade based on gut feeling or tips. Most of them lose money.
We take a different approach: let the computer try hundreds of strategies on real historical data and keep only the ones that actually would have made money. Not in theory — on real prices going back two years.
Think of it like this: instead of guessing which recipe makes the best cookie, you bake 1,000 batches and see which ones people actually eat.
The 3-Step Process
Step 1 — Scout
Find strategies real traders use. We've collected 254 strategies from TradingView's community — strategies that thousands of real people tested and voted on. We don't make stuff up in a vacuum.
Step 2 — Test
Test against real history. We run each strategy against 2 years of actual market data. The key: we split the data 70/30. The strategy only "sees" the first 70%. Then we test on the remaining 30% it has never seen. This prevents the strategy from just memorizing the past.
Step 3 — Score
Keep winners, toss losers. Each strategy gets a Sharpe ratio score. Positive = made money consistently. Negative = lost money. We've tested 10 strategies so far: 4 kept, 6 discarded. No ego, no attachment.
What We Track (6 Assets)
We test across different markets to make sure strategies work broadly, not just on one lucky pick:
₿ Bitcoin (BTC-USD)
The biggest cryptocurrency. Trades 24/7, highly volatile.
Ξ Ethereum (ETH-USD)
Second biggest crypto. Bigger swings than Bitcoin.
◆ S&P 500 ETF (SPY)
Tracks the 500 biggest US companies. The benchmark.
◆ Nasdaq 100 ETF (QQQ)
Heavy on tech — Apple, Microsoft, Nvidia, Meta.
🍎 Apple (AAPL)
World's most valuable company. Relatively stable.
⚡ Tesla (TSLA)
Famously volatile. Good stress test for strategies.
We're adding more over time — gold, oil, sector ETFs, more individual stocks. We want to prove the system works on these first.
Where We Get Our Data (46 Signals)
We pull from 6 different sources, all free and publicly available:
📈 Yahoo Finance
Prices for all stocks, ETFs, and crypto. Plus macro indicators like the VIX, Treasury yields, gold, oil, and the US dollar index.
Free, no account needed
😱 alternative.me
The Crypto Fear & Greed Index — a daily 0-100 score of crypto investor sentiment. 8 years of history.
Free, no account needed
⛓️ Blockchain.info
Bitcoin on-chain data: active addresses, hash rate, mempool, miner revenue, transaction volume.
Free, no account needed
🦎 CoinGecko
Crypto market structure: market caps, Bitcoin dominance, and exchange volume.
Free, no account needed
🏛️ FRED (Federal Reserve)
Official US economic data: inflation (CPI), unemployment, Fed funds rate, money supply, GDP, and yield curve data.
Free with key
📊 TradingView
Community-shared trading strategies. 254 strategies collected from their public library.
Free, public API
That gives us 46 data signals — not just price, but fear levels, inflation, Federal Reserve actions, Bitcoin miner behavior, money flows between sectors, and more.
Key Terms (Plain English)
Sharpe Ratio"Did you make money without scary drops?" Above 0 = profitable. Above 1.0 = good. Below 0 = lost money. Our primary scorecard.
Max DrawdownThe worst peak-to-valley drop. If $10K became $6K before recovering, that's 40% drawdown. Lower is better.
Walk-Forward TestOur anti-cheating method. Train on old data, test on newer data it's never seen. Like studying chapters 1-7 and being tested on 8-10.
EMA / SMAMoving averages that smooth price to show the trend. When a short-term average crosses above a long-term one, that's often a buy signal.
MACDMomentum indicator. When the MACD line crosses above its signal line = bullish momentum. Below = bearish. Our best strategy uses this.
VIXWall Street's fear gauge. Below 15 = calm. 15-25 = normal. Above 25 = nervous. Above 35 = panic. We go cautious during panic.
Fear & GreedCrypto sentiment score (0-100). Below 25 = Extreme Fear (historically good to buy). Above 75 = Extreme Greed (historically good to sell).
Yield CurveDifference between long and short-term bond rates. When it inverts (goes negative), it has preceded every US recession in 50 years.
Every Strategy We've Tested (10 total)
Full transparency. Every strategy, whether it worked or failed. We show our losses too — that's how you know the wins are real.
baseline EMA crossover (9/21/50)
Max drawdown: 69.9% · Train Sharpe: -1.575674 · Test Sharpe: -2.192099
RSI mean reversion + VIX declining filter
Max drawdown: 40.6% · Train Sharpe: -3.498146 · Test Sharpe: -3.701262
trend follow EMA50/200 + MACD + F&G regime + VIX filter
Max drawdown: 55.2% · Train Sharpe: -0.574640 · Test Sharpe: -0.641545
adaptive regime (trending/ranging/vol spike) — overengineered, too many trades
Max drawdown: 70.7% · Train Sharpe: -3.886352 · Test Sharpe: -3.627738
refined trend + macro overlay + persistence. FIRST POSITIVE. SPY beats B&H.
Max drawdown: 57.9% · Train Sharpe: -0.265280 · Test Sharpe: 0.217694
BB squeeze breakout + volume + macro + 48-bar hold limit
Max drawdown: 55.1% · Train Sharpe: -0.445938 · Test Sharpe: -0.397252
#7
+0.349 🟢 Kept — Current Best ⭐
MACD+SMA200 (TV #1, 28K likes) + macro overlay + persistence. NEW BEST.
Max drawdown: 64.1% · Train Sharpe: -0.171101 · Test Sharpe: 0.349030
MACD+SMA200 with crypto bear filter — helped BTC but killed AAPL
Max drawdown: 62.1% · Train Sharpe: -0.118724 · Test Sharpe: -0.370209
MACD+SMA200 + on-chain (hash rate + address filters) — helped BTC, hurt stocks
Max drawdown: 60.7% · Train Sharpe: -0.133445 · Test Sharpe: 0.220644
MACD+SMA200 + DXY filter — dollar filter didnt trigger, identical to exp 7
Max drawdown: 64.1% · Train Sharpe: -0.156110 · Test Sharpe: 0.349030
What We've Learned
Patience beats activity
Holding trades longer instead of flipping constantly was the single biggest improvement. Our best strategy makes 9-14 trades per asset over months, not hundreds.
Community wisdom works
TradingView's most popular strategy (28,000+ likes from real traders) turned out to be our best performer.
Complexity kills
Our most sophisticated strategy had one of the worst scores. Simple strategy + macro awareness + patience beats complex multi-path logic.
Big picture matters
Adding macro signals (VIX, Fear & Greed, yield curve) improved every strategy we applied them to.
Crypto is hard
Even our best strategy loses on Ethereum in a bear market. We're honest about this. The system's strength is knowing when to stay out.
What's Honest
⚠️ Limitations we want you to know:
• Backtesting isn't a crystal ball. Past performance ≠ future results.
• 10 experiments is early. We need hundreds more and we're running them continuously.
• Crypto bear markets are brutal. We haven't cracked them yet.
• 6 assets is a small universe. Growing it is on the roadmap.
• This is not financial advice. We share research openly, but your money is your responsibility.
See the Live Signals →