PinnedKryptera·Oct 17The Boring Machine That Buys Fear: Testing a QQQ Mean Reversion Strategy for 27 YearsA 27-year QQQ backtest: 10.3% CAGR, a 19.5% max drawdown instead of 83%, and in the market just one day out of ten.A response icon6A response icon6
PinnedKryptera·Sep 22Riding 6 Markets at Once: A Multi-Asset Trend-Following Rotation, Backtested Since 2007A rules-only rotation across 6 asset classes, backtested honestly — no lookahead, no forecasts, just price.A response icon1A response icon1
PinnedKryptera·Oct 3I Backtested Supertrend on 65 Years of the S&P 500.A trend-following strategy tested against 6 decades of the S&P, and what “underperformance” actually means when you factor in exposure.A response icon4A response icon4
PinnedKryptera·Aug 2We Combined Mean Reversion and Trend Following. Here’s What Actually Happened.A follow-up to “Mean Reversion vs. Trend Following: What 26 Years of SPY Data Actually Says”A response icon6A response icon6
Kryptera·5h agoThe Portfolio That Was Built Not to LoseWhat happens when you build a portfolio around the single goal of never hurting, and then let 15 years of markets judge it?
Kryptera·1d agoThe $1 Million Retirement That Almost Didn’t Make It3 retirees. Same $1 million. Same year. One of them ended with $15,626.A response icon2A response icon2
Kryptera·2d agoEqual Slices, Unequal Crashes: What 22 Years of Backtesting Says About the Golden ButterflyA 22-year backtest of the Golden Butterfly, and what it teaches about what you’re really buying when you diversify.A response icon3A response icon3
Kryptera·3d agoThe Portfolio That Was Built Not to Be Surprised20 years of Ray Dalio’s All Weather idea, tested with real costs. It was a smooth ride for most of the trip, until the one year it wasn’t.A response icon2A response icon2
Kryptera·4d agoI Backtested the Simplest Portfolio I Could Think Of: One-Third SPY, One-Third Gold, One-Third Long…A no-signal portfolio beat SPY on drawdown and Sharpe for 21 years. Then 2022 showed where diversification stops working.A response icon2A response icon2
Kryptera·5d agoThe Cash That Never WorkedOver 33 years and 2,000 alternate histories, spreading out the investment never once beat putting it all in on day one.A response icon2A response icon2
