16 data-driven articles — backtesting experiments, strategy shootouts, trading psychology, and real trade data. All free.
8 weeks. 2 hours every Saturday. Live win rate jumped from 38% to 56%. Weekend reps work.
No RSI, no MACD, no EMA. Just horizontal lines and price. 61% win rate, 2.31 profit factor.
200 M1/M3 trades on GBPUSD. The spread-to-candle ratio makes profitability near-impossible.
3 SL methods across 200 trades. Structure + wick buffer reduced stops-hit by 40%.
100 AUDCAD trades vs 100 EURUSD trades. Same rules. The boring pair won by 30%.
$1,000 → $1,525 in 6 months. 0.01 lots. The slow math of responsible compounding.
100 trades per strategy. Pullbacks crushed breakouts 2.14 PF vs 0.82.
31% → 58% win rate in 30 days. Mood tracking revealed the pattern I couldn't see.
36 NFP events backtested. EURUSD: stay flat. XAUUSD: 2.48 profit factor. Gold loves payrolls.
4 passes, 6 fails. The "stop after 2 losses" rule was the difference maker.
Naked 61.8% entries: 41% win rate, 0.83 PF. Add S/R confluence: 57%, 1.74 PF. Fib isn't the edge.
3 years of data. London: +1,847 pips. New York: -342 pips. Not even close.
54% win rate, 2.1 PF. Ruled-based level touches won. Chasing momentum lost.
1000-point scoring breakdown. Contest-specific strategies for Daily, Weekly, Monthly, and 6-Month.
Revenge trading, no SL, no journal. Data shows exactly how backtesting fixes each one.
Complete 7-step walkthrough for profitable intraday backtesting on GBPUSD.