Research
Research
Every study behind a number on this site, newest first, each stamped with its date and topic. Each entry is one paragraph and a link to the full report; the reports themselves carry every table, every rejected idea and every caveat.
2026-09-09Entry rule · Nasdaq-100 anchored line · adopted
The Load Day: Buying the Watchlist When QQQ Returns to Its Anchored Line
The study behind the figures published on this site since 9 September 2026. 100 simulated runs; five audits.
The operator asked whether the strategy should buy when the Nasdaq-100 index fund sits on its anchored volume-weighted average price line or one standard deviation above or below it. Both ideas as first specified were rejected: restricting entries to those days cut growth sharply, and buying only on those days left the account in cash through the rallies. A variation was adopted instead: keep everything the strategy already did, and additionally, on the first day of a cluster on which the index closes within a narrow band of one of the three lines, buy the Nasdaq-listed watchlist names in rank order regardless of the market regime, with those positions exempt from the broad-market exits. On the five-year history the adopted configuration gives 35.9% growth per year and a worst fall of −18.10%; in 19 paired tests against the previous configuration it grew faster in all 19 and had the shallower worst fall in 18, with a deepest fall of −20.51% in any of them. The report is candid about the costs: the rule buys while the market is falling, so it fell further in the two fast crashes of the ten-year check, it gave up most of 2026's gain, and it was chosen from more than sixty configurations on the history it is judged on.
2026-09-04Position sizing · the summer-2026 lossfigures superseded 2026-09-09
The Summer 2026 Loss and the Rule That Replaced It
The study behind the sizing rule adopted on 5 September 2026, which the current configuration keeps unchanged. Its performance figures describe the previous configuration and are no longer the site's published numbers.
The operator's live account lost about a quarter of its value over the summer of 2026, and a replay of the strategy's rules over the same weeks lost a similar amount, which pointed at the sizing rules rather than the software. Positions had been sized as a percentage of the account rather than from the money at risk if the stop-loss was hit, so unusually distant stop-losses made each losing trade cost far more than before. The rule adopted on 5 September scales each position down in proportion to how far its stop-loss sits below the entry price and caps the money at risk at 0.4% of the account on any trade whose stop sits more than 3% below entry. That rule is part of the configuration adopted on 9 September; the entry rule above was added on top of it.
Backtested results are simulated. They do not represent actual trading and do not account for all market conditions or costs. Past performance, real or simulated, is not indicative of future results.
The strategy uses margin (up to 1.5× gross leverage) and can lose more than the amount invested in a single position; the simulated worst fall was about −18% (2021–2026), about −20% if every stop-loss had filled at the next open, the longest stretch below a prior equity peak lasted about 18 months, and future falls can be deeper and longer.
About 4 out of 5 trades lose a small amount; returns depend on a small number of large winners. Extended periods of flat or negative performance are normal.