SetupAlpha

Get the exact rules, performance metrics, and the copy-paste RealTest code here: setup4alpha.substack.com/p/tested-5-buy…

Quants hate candlestick patterns. So I tested 5 popular "Buy the Dip" setups on SPY (2000-2026) to see if they work. The truth? 4 of them lose to the benchmark. But one weekly timeframe shift generated $551k net profit. Full data + copy-paste RealTest code below 👇

Trend following & Mean Reversion are not opposing religions, they are distinct volatility profiles.

It is tempting to add filters until a backtest has no losing years. In reality, that just fits the code to yesterday's noise. The systems that survive live trading are usually the simplest ones. We look for a basic edge with a logical reason to exist.

What systematic trading or RealTest problem do you most hope AI will solve next? Tell us below — maybe we can help you code the solution. 👇

Discretionary trading requires human emotion parsing charts in real-time. Human emotion is a high-latency, low-fidelity processor. It is a bottleneck. Delete human from the execution loop. Code rules in RealTest. Automate the execution. Your edge is statistical expectancy.

There is a specific kind of 'click' when you move from manual guessing to systematic testing. It’s like finally seeing the matrix. Once you start seeing the markets through the lens of a backtest, the old way of trading just doesn't make sense anymore.

The best part of the systematic world is that the data doesn't care about our opinions. It’s a humbling process of constant refinement. We’re all just trying to build systems that are a little more robust today than they were yesterday.

5 free places to look: setup4alpha.substack.com/p/free-alterna…

New (Substack) article is out! The law forces market-moving information into the open within days. The market takes months to read it.

A whole trading rule can fit in one line a beginner can “read out loud”. Buy = Close > Highest(Close, 200) Own it when it climbs above everywhere it has been all year. Writing the rule was never the hard part. Trusting it enough to follow was.

Systematic trading can feel like a lonely grind, but there’s a real beauty in the process of building something robust together. We’re all just trying to trade a little smarter than we did yesterday. What’s one small win you’ve had with your setups this week?

See what your regime filter actually costs: setup4alpha.substack.com/p/i-tested-12-…

Yesterday, I shared an article/research (Substack) that many of you had been waiting for. If you haven't read it yet, here's your reminder.

Two people buy the same stock on the same morning. 1. One read about it in a group chat an hour ago. 2. One ran the rule on twenty years of data and already knows when he will sell. They look identical today. A hard year will show they were never the same trader.

Check which one you're using: setup4alpha.substack.com/p/i-tested-12-…

The long-awaited article is finally here. > Part 3 of the regime filter series. > 12 "smart money" signals tested, plus the final leaderboard of all 45 filters from the whole series. If you use any rule to decide when to be in the market, it's in here.

A trader watched his strategy take a loss he had seen coming and did nothing to stop it. Tempting to override it, he thought, and let it ride anyway. The loss was already in the plan, and the plan had been tested, so he stayed whole.

Full strategy & RealTest script: setupalpha.com/products/all-t…

While SPY did +17% with an 8.88% drawdown... My AllTimeHigh Mean Reversion strategy did +82.90% with only -6.41% max drawdown (ytd). Sharpe Ratio = 3.29 Full strategy👇

Full strategy & RealTest script: setupalpha.com/products/all-t…