Most traders who blow up didn't take one catastrophic bet — they took dozens of normal ones with the wrong math underneath. Here's the formula that tells you exactly how likely you are to survive.
Most traders pick an account size from thin air. Here's the math that works backwards from your strategy's drawdown and risk per trade to the capital you actually need.
Both look like validation. Neither is sufficient alone. Here's exactly what each test can and cannot prove — and why confusing them costs traders real money.
Most stock picking services sell you a backtest disguised as a track record. Here's the buyer's checklist to tell the difference before you hand over a cent.
A 50% drawdown doesn't need a 50% gain to recover — it needs 100%. The math is asymmetric, it compounds against you, and most traders never look at it clearly until it's too late.
Three metrics, three different definitions of risk — and optimizing for the wrong one can make a losing strategy look brilliant. Here's which one actually matters for your strategy.
Most strategy vendors sell you the backtest they want you to see. Here's the systematic checklist that exposes what they're hiding.
Your backtest looks great — until you actually trade it. Slippage is the silent tax that turns winning strategies into losers, and most backtests ignore it almost entirely.
The golden cross is one of the most cited signals in retail trading. We ran the numbers — commission-adjusted, out-of-sample, across four asset classes — so you don't have to take anyone's word for it.
Suspecting your backtest is overfit is not the same as knowing. The PBO score turns that suspicion into a number — here's how it works and what to do with it.
A Sharpe of 2.1 sounds bulletproof. The Deflated Sharpe Ratio shows it's probably not. Here's the math that exposes why.
RSI(2) is one of the most cited mean-reversion setups in retail trading. We ran it through rigorous, multiple-testing-corrected validation to find out whether any real edge survives.