Papers With Backtest

📈 Algo Trading News 🔹 Challenges in Discontinuing a Profitable Trading Strategy A complex algorithmic trading question has been raised about when to stop a profitable strategy given unexpected drawdowns and overnight risks, especially in BTST (buy today, sell tomorrow) trades.…

📈 Algo Trading News 🔹 Challenges in Beating Buy-and-Hold Strategies A Reddit user in the r/algotrading community discussed the difficulty of developing trading algorithms that consistently outperform simple buy-and-hold strategies over long periods, such as five years. Despite…

📊 Weekly Strategy Leaderboard 🏆 Top 3 this week: 1. "Do Momentum and Reversals Coexist?" – +6.4% 2. "Market States and Momentum" – +3.6% 3. "The FED model and expected asset returns" – +2.9% 📉 Worst: "Skewness Preference Across Countries" – -5.7% 🔄 Updated every Friday.…

📈 Algo Trading News 🔹 Algorithmically Identifying Trading Strategy Risk A user in the r/algotrading subreddit expressed concerns about the conservativeness of their algorithmic trading strategy after running a year-long Monte Carlo simulation. Their strategy's evolution showed…

📈 Consistent Performer Strategy with the steadiest returns: "Do Momentum and Reversals Coexist?" ⚖️ 12-week Consistency Score: 0.92 📅 Weekly Return: +6.4% 🗓️ YTD Return: +66.5% 🔗 Explore the backtest: paperswithbacktest.com/strategies/do-…

📈 Algo Trading News 🔹 Challenges and Strategies in Algorithmic Trading Several posts highlight the complexities and iterative processes inherent in developing effective trading algorithms. One central challenge is the need for algorithms to adapt to varying market conditions,…

⚔️ Strategy Showdown This week: "Do Momentum and Reversals Coexist?" vs "Market States and Momentum" 📅 7-day returns: "Do Momentum and Reversals Coexist?" = +6.4%, "Market States and Momentum" = +3.6% 🏆 Winner: "Do Momentum and Reversals Coexist?" 🔗 See the full…

📈 Algo Trading News 🔹 Algorithmic Trading Model Development and Challenges An example of a successful algorithmic trading model was shared by a trader who primarily deals with GBPUSD pairs. This model heavily relies on leveraging bounce detection from support and resistance…

😲 Surprise of the Week The strategy that outperformed expectations: "Do Momentum and Reversals Coexist?" 📊 Weekly return: +6.4% 📉 Historical average: -0.2% 📈 Deviation: +5.6σ 🔗 Backtest it here: paperswithbacktest.com/strategies/do-…

📈 Algo Trading News 🔹 Risks in Algorithmic Trading Platforms A narrative shared among traders highlights the potential for scams and the importance of risk mitigation when dealing with algorithmic trading platforms. One Reddit user recounts a negative experience with a…

🚀 Top Strategy of the Week This week’s best-performing strategy: "The Seasonality of Bitcoin" 📈 Return: +4.3% 📅 Period: Oct 17 – 24, 2025 🔗 Try it here: paperswithbacktest.com/strategies/the…

📈 Algo Trading News 🔹 Public Tool Highlights Congressional Trading Patterns A recent post on /r/algotrading introduced a tool developed as a forensic sandbox to visualize congressional trading patterns using public disclosures, price history, and reconciliation logic. The tool…

📈 Algo Trading News 🔹 Algorithmic Trading Strategy Performance Variability In algorithmic trading, strategies can show significant variability in performance due to changes in market context. As evidenced by a trader's NIFTY intraday 15-min crossover system, September's clean…

📈 Algo Trading News 🔹 Time of Day Impact on Performance Metrics in Trading A key consideration highlighted in the discussed posts is the impact of time of day on metrics like Sharpe and Sortino ratios, particularly in automated trading systems. The selection of when to…

📊 Weekly Strategy Leaderboard 🏆 Top 3 this week: 1. "The Seasonality of Bitcoin" – +4.3% 2. "The FED model and expected asset returns" – +4.2% 3. "Do Fundamentals Drive Cryptocurrency Prices?" – +4.0% 📉 Worst: "When to Own Stocks and When to Own Gold" – -8.9% 🔄 Updated…

📈 Algo Trading News 🔹 Algorithmic Trading Data Sources: Key Considerations A recent discussion in the algorithmic trading community raised important considerations when using real-time financial data for trading in prediction markets like Polymarket. The high costs associated…

📈 Consistent Performer Strategy with the steadiest returns: "Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA)" ⚖️ 12-week Consistency Score: 1.13 📅 Weekly Return: +0.2% 🗓️ YTD Return: +21.3% 🔗 Explore the backtest: paperswithbacktest.com/strategies/gro…

📈 Algo Trading News 🔹 Challenges in Short Selling with Algorithmic Trading Platforms Traders utilizing platforms like TradeStation for algorithmic trading face significant hurdles when attempting to execute short sales during pre- and post-market hours, often encountering…

⚔️ Strategy Showdown This week: "The Seasonality of Bitcoin" vs "The FED model and expected asset returns" 📅 7-day returns: "The Seasonality of Bitcoin" = +4.3%, "The FED model and expected asset returns" = +4.2% 🏆 Winner: "The Seasonality of Bitcoin" 🔗 See the full…

📈 Algo Trading News 🔹 Trading Engine Design for High-Frequency and CLOB Systems Traders seeking to enhance their operations with continuous limit order book (CLOB) exchanges face numerous challenges. When delving into system design, some practitioners suggest focusing on…