Alpha Algo Trading Research
Robust futures research for systematic traders: strategies tested across regimes, execution friction and portfolio reality.
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 49 | Founded | a year ago | Last Issue | 11 days ago |
| Active | |||||
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algotr.substack.comLatest Issues
Your Best Backtest May Be the One You Should Trust Least
I recently revisited a 2015 paper titled The Probability of Backtest Overfitting.
The title sounds academic. Its message is brutally practical:
The more strategy variations you test, the easier it becomes to find an exceptional result wit...
From the Lab: Crude Oil Keeps Doing This. We Built a Simple Day Trading Strategy Around It
A 25 year CL model built around oil’s structural tendency to overextend and reverse, producing $114,090 across 1,363 trades with only 2.88% market exposure.
Research and education only. Results are hypothetical and based on backtests and s...
Current Members Keep Their Price
Quick update.
We will be increasing subscription prices soon.
Before anything else, we want to make this clear:
If you are already a paid subscriber, your current price stays the same.
Nothing changes for current paid members.
Your rat...
This Simple 2009 Strategy Still Wins 75% of the Time
The same rules worked on ES and 10 Year Notes. Volatility matched, the two models produced a 2.61 profit factor, negative 0.08 correlation and 23.59 Return/DD.
Simple trading ideas are easy to dismiss.
This 2009 Trading Strategy Still Wins 75% of the Time
More than half the track record came after publication. Across ES and NQ, the combined model produced a 3.00 profit factor, 16.14 Return/DD and only 0.25 weekly correlation.
Some trading ideas look great because they were built using every...
Key Facts
Audience Metrics
Subscribers, engagement, traffic and sponsorship for Alpha Algo Trading Research.
| Subscribers | Engagement | 72 | Monthly Web Visits | ||
|---|---|---|---|---|---|
| Accepts Sponsors | Estimated Cost per Ad | ||||
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Robust futures research for systematic traders. Strategies tested across regimes, execution friction and portfolio reality.
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