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Your Best Strategy Will Go Quiet. Build a Portfolio Instead

ORB and RSI2 both work, but together they work better. See how two low correlation strategies improved Ret/DD to 18.34 and reduced the pain of stagnation.
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From the Lab: What Happens When Turnaround Tuesday Becomes a Day Trade?
The classic daily edge, rebuilt into a simple intraday ES strategy with 1.52 profit factor and 982% return to max drawdown.
 • Alpha Algo Trading Research
From the Lab: The Simple Day Trading ORB Model That Beat the Original Version by 672%
A popular “holy grail” breakout idea rebuilt, with a daily filter, ATR exits, and a 672% profit improvement over the classic version.
 • Alpha Algo Trading Research
The Larry Williams %R Edge That Got Much Better Once We Controlled Volatility
A simple oversold futures strategy, rebuilt with a VIX regime filter, then added to a mixed mean reversion portfolio producing $842,172 with a 37.66…
 • Alpha Algo Trading Research
From the Lab: A Simple Robust Gold Volatility Capture Model That Held Up Since 2002
A long-only 15-minute GC strategy with no entry filter, built to capture expansion in the day session, with 877 trades, 1.80 profit factor, and 1,570…
 • Alpha Algo Trading Research
The Mean Reversion Portfolio That Had Only One Losing Year since 1998
How an IBS edge from Cesar Alvarez helped build a four strategy portfolio across RSI2, Turnaround Tuesday, IBS, and %B, producing $710,946 net profit…
 • Alpha Algo Trading Research
I Added One Long-Only Strategy to My Portfolio — Net Profit Jumped $61,875 Without Increasing Drawdown
How a 2009 Larry Connors idea helped lift my Turnaround Tuesday portfolio from 16.82 to 20.64 Return/DD, pushed net profit to $334,702, and did it…
 • Alpha Algo Trading Research
From the Lab: A Counter Trend ES Model That Buys Panic and Sells Euphoria
A 15-minute S&P 500 futures strategy that does the opposite of what most traders do, with 1,482 trades since 1997, a 1.64 profit factor, and 2,335…
 • Alpha Algo Trading Research
Turnaround Tuesday: The One-Day Edge That Still Works
A 1980s Larry Williams idea, rebuilt into a modern two-market portfolio
 • Alpha Algo Trading Research
From the Lab: A Simple Day Trading Trend Model for RTY That Held Up Over 3,923 Trades
A simple 15-minute Russell system built around Kaufman’s Adaptive Moving Average and ATR, with 1.27 profit factor after costs and nearly 1,938% return…
 • Alpha Algo Trading Research
Alpha Algo Trading Research
Futures algos backed by real research & testing.
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Alpha Algo Trading Research

Futures algos backed by real research & testing.
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