Three systematic trading systems, tested across 26 years and 16,687 trades — including the months they lost money. $1 → $15,219, with a 17.30% max drawdown when the S&P drew down 57%. Run by Michael Nauss, CMT, CAIA, CDMS.
| Platform |  | Pricing | Freemium | Publishes | Daily |
|---|---|---|---|---|---|
| Issues | 1060 | Founded | 4 years ago | Last Issue | 6 days ago |
| Active | |||||
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Stats Edge Evening Note - 8/20/26
Grab your coffee and a big list for tomorrow.
The S&P 500 (SPY) edged up +0.21% to close at 769.06 while the Nasdaq 100 (QQQ) slipped -0.20% to 716.08. Health Care (XLV) led all sectors at +3.51%, while Tech (XLK) lagged at -1.07%.
What happens when everyone is already short?
The Nasdaq is down about 5% from its highs. The SPY is down less than 1%. And the equal-weighted S&P, the average large cap stock, just made a new all-time high.
So this is rotation, not collapse. But the positioning is the interesting par...
Stats Edge Evening Note - 8/19/26
A plan to buy the pullback.
The S&P 500 (SPY) fell -0.68% to close at 767.45 while the Nasdaq 100 (QQQ) dropped a steeper -1.69% to 717.51, with the VIX climbing +4.28% to 15.84. Energy (XLE) led all sectors at +1.76%, while Tech (XLK) lag...
The optimal number of blown-up accounts is one.
How many times should you blow up your trading account?
Dave once spoke with a prop firm owner who said he actually wanted to see a blown account on a trader’s resume. The logic? If you’ve never blown up, you’re probably not taking enough...
Stats Edge Evening Note - 8/18/26
Algorithmic Day Trading Ideas
The S&P 500 (SPY) fell -0.47% to close at 772.67 while the Nasdaq 100 (QQQ) held up better at -0.16%, closing at 729.87. Energy (XLE) led all sectors at +1.08%, while Communications (XLC) lagged at -1.89%.
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Authors
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Michael Nauss, CMT, CAIA, CDMS. Founder of Stats Edge Trading. Systematic trader since 2006. Backtested systems through 2000, 2008, and 2020. Nothing here is investment advice
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