QuantpTrader | Robust Trading Edges

Interesting analysis.

Full robustness write-up — every test, every number — in the companion post on Substack. ProTrade: one validated edge per month. AFL, ELD, Python, full test evidence.

**E-Ratio — 88.9% strong** 500 random entry systems. 10 stop lengths. 9 metrics. 90 total combinations. System beats the P75 random benchmark in 80 of 90. Payoff Ratio beats P75 at every single stop length (10/10). e-Ratio mean 1.291 — 29% more favourable excursion than adverse from entry. Reference value is 1.0. The entry signal has a directional edge. That's what this test is designed to detect.

TLT "Quiet Duration Short" — the robustness battery. Five tests. Each one asks a different question about whether the edge is real. Thread 🧵

Full post at Substack: system logic, complete stats, IS/OOS/FT breakdown, and what the validation pipeline looks like from here. ProTrade — one validated edge per month.

Current window (Jan 2025–Apr 2026): CAR near 0.14% across 10 trades. Setup conditions have produced limited follow-through over this period. That's the actual status.

TLT has returned 0% in price terms since January 2000. Not negative. Flat. Short-only system on the same instrument, same period: +143.98%. Average exposure: 13.27%. Thread on the April 2026 edge. 🧵

Q1 2026 was brutal for US equities. QQQ: -6.0% SPY: -4.6% ProTrade: +9.5% Same market. Same quarter. Very different result.