SetupAlpha

Don’t optimize your strategy for the ideal scenario. Build a system that still works when you’re emotional and the world does something new.

Full breakdown, including the exact prompts and charts: setup4alpha.substack.com/p/codex-vs-gem…

I gave Codex, Gemini, and Claude Code the same RealTest job: build SPY strategy run base test optimize MAs run walk-forward make charts All 3 finished. But there was one catch.

Copy this strategy here: setup4alpha.substack.com/p/the-simplest…

This trading strategy a very simple. > Gaps below yesterday's low. > Buy. > Wait for a green day. > Sell. The backtest had 953 trades and a 64.01% win rate.

Enjoy the full video here: youtube.com/watch?v=iMHpqp…

In theory AI can write a trading strategy in seconds. I tested OpenAI Codex, Gemini, and Claude Code on the same SPY moving-average strategy. My goal was to see which one could move through the actual RealTest research workflow with the fewest fixes.

Bad backtest does not mean backtesting is bad. It means the test was weak.

The full test is here, including the RealTest scritp + rules: setup4alpha.substack.com/p/trend-mean-r…

The useful test is not trend following vs mean reversion. It is whether they fail differently. In this RealTest run, the 50/50 book had lower MaxDD than either standalone system and the best MAR. The best standalone strategy was not the best portfolio ingredient.

You can download the RealTest script and strategy rules here: setupalpha.com/products/nasda…

Last week, I published the Nasdaq momentum strategy. Right now is one of the best periods for momentum this year. Conditions like this usually appear only once or twice a year. You can download the RealTest script and strategy rules here: YTD Results.

Full breakdown, including the RealTest code and the rules I removed: setup4alpha.substack.com/p/every-rule-y…

I added 8 filters to a mean-reversion strategy. In-sample: 4 rules: 7.18% CAGR 12 rules: 8.62% CAGR Out-of-sample: 4 rules: 11.78% CAGR 12 rules: 4.51% CAGR The cleaner backtest was the worse strategy.

Here are this trading strategy rules + RealTest script. setupalpha.com/products/nasda…

New strategy up. NASDAQ 100 momentum monthly rotation. - Backtested from January 2000 -Norgate survivorship-free data -IBKR commissions -Includes slippage -WFO tested

Enjoy the full article here on Substack: setup4alpha.substack.com/p/equity-curve…

Does equity curve trading actually make your strategy better? Is it just overfitting with extra steps, or something real that professional funds use every day? I had all these questions…. So I ran 25 years of backtest data. Todays article is what I found.

Watch video here: youtube.com/watch?v=I9vRcg…

Standard backtesting often limits you to the history of a specific ETF, which can leave huge gaps in your research. I've put together a guide on how to build your own custom indexes in RealTest so you can test any sector or strategy through any market cycle. Free code included