FAILED
Strategy on Trial
Does the TTM Squeeze actually work?
It looked like a +1.36R edge on hand-picked names. On a complete universe — winners, losers, delisted — it vanished. Survivorship bias.
8 min
Market claims · tested in public
We test what the market believes. Then we publish the numbers.
14 strategies tested out-of-sample·5 earned their place·9 didn't·every one shown in full
FAILED
Strategy on Trial
I killed a regime model in 15 minutes — before I built it.
A back-of-envelope ceiling proved a perfect re-entry timer would have earned negative return out-of-sample. So I never wrote it.
7 min
FAILED
Strategy on Trial
I trained an AI to pick my best trades. It picked the worst.
In-sample it added 10–18%. Out-of-sample the ranking inverted — the trades it scored highest returned least.
9 min
FAILED
Risk
“Move your stop to breakeven to be safe.” It cost money.
Expectancy fell from +0.80R to +0.59R. The safe-feeling move amputated the winning tail that pays for everything.
6 min
VALIDATED
Strategy on Trial
I tested a lot of edges. This is the one that survived.
FINRA short-volume data beat a control arm out-of-sample (+0.145R vs −0.02R). The edge that earned its place — and it's live.
10 min
Full write-ups link here as they publish. Findings are drawn from the strategy research — in-sample vs out-of-sample, with the control arms. Nothing here is investment advice.