analyst@ea-lab:~$ summary --all
FX Backtest Diary
A research blog that actually tests automated FX trading (EAs) and shares what works and what doesn't.
Articles 145·Confirmed systems 5·Rejected methods 44·Categories 8_
Latest research
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A +33.8% backtest fell to -3.0% in walk-forward: all three roads to complexity failedRejected methods
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A 75.5% win rate that lost 26%: every exit and take-profit fix I tested failedTrend
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A PF 1.03 YouTube strategy became my gold sleeve, but its winning filter didn't transplantMethod verification
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A trading course coded whole scored PF 1.05, but its horizontal lines alone hit PF 1.63Method verification
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An index sleeve broke my 0.47% monthly ceiling, then shorting indices sank to PF 0.13Trend
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Changing only when and how much I withdraw cut my first prop payout from 530 to 169 daysRisk management
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Chasing 3% a month means a 70% drawdown, and every smart allocation lost to fixed weightsRisk management
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Five times I doubted the system that won 10 of 11 years, five times the answer was keep itRisk management
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I tested 12 mechanisms to diversify my EA and rejected every one, even at PF 1.81Rejected methods
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My AI position sizer lost to a shuffled placebo, and six more smart ideas died with itRisk management
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My prop challenge math said +¥71,227, then a zero-edge test and one -6.32% day broke itRisk management
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Six famous YouTube trading methods coded as taught: zero edges, one blown-up accountMethod verification
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Ten engines that translate chart-reading talk into testable numbersResearch notes
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The gold strategy that won on every setting, then dropped 7.2% in a single dayTrend
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The long-only trend strategy I had written off came back at +52.6% in forward testingTrend
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Why a 0.85% monthly backtest becomes 0.7% in a live account, measured cost by costRisk management
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38,439 tests to census the whole market, and only two edges were leftRejected methods
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Audit findings get measured before they get fixedResearch notes
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Fourteen pre-registered hypotheses, fourteen losses, still the best search methodResearch notes
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I tested three roads to bigger returns. The winner was a 70,000-yen reserveRisk management
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Making the defense continuous bought 27% more payout at the same riskRisk management
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Measuring 'it comes down to discretion' to death: 88 conditions and an AI eyeRejected methods
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When should you buy a crashing stock? I tested 21 years of daily data on 613 tickersMean reversion
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Making "the final call is discretionary" testableGuides
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