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ETHWe publish every trade signal before we know how it ends.
Simple trading rules, tested on ten years of real prices and graded in the open — failures included. Research, not investment advice.
2,388 rules failed our filter — published anyway. Check the ledger →
The Deltalyn engine's flagship strategy buys 55-day breakouts.
One rule, written down: buy when price closes above its highest point of the last 55 trading days, risk a fixed amount, let the trend run. We replayed it on ten years of daily prices across 542 assets — 41 earned an A on their . Every new signal is published before the outcome is known.
- Best survivorsTradesHit rate
- AERIE11560.9%+0.483R
- ADASH8361.5%+0.472R
- AAPP7360.3%+0.445R
- AIREN5158.8%+0.355R
- AGE15057.3%+0.351R
Backtest on daily bars, graded on the pessimistic end of a 95% interval. Past results do not predict future ones — research, not investment advice.
- 3,252
- Rules tested
- 864
- Survived our filter
- 2,388
- Failed — published anyway
Simple, written-down trading rules replayed on ten years of daily prices.
Still show an edge when we grade them on their cautious, worst-case number.
No provable edge. They stay on the board so you can check our work.
The lab: every other strategy under test
Donchian earned the front page; the engine's other strategies keep earning their grades in public. All 3252 rule-and-asset combinations live on the coverage board.
- Donchian 20 breakout
Buys when price closes above its highest point of the last 20 trading days — a short-term breakout.
- Trend Join Long (daily filters)
The daily part of our stock scanner: a breakout above the prior high, with the daily and weekly trend up and above-average volume.
- Trend pullback
Waits for a stock that is already trending up to dip back toward its recent average, then buys the bounce.
- RSI 60 momentum cross
Buys when the RSI momentum gauge climbs back above 60 — the move is gaining strength, not just drifting.
- Stat-arb pairs
Early research — its own backtest is still negative, and we publish it that way on the evidence page.
Momentum 12-1 · equity curve
- +60.1%
- benchmark +40.3%
- 1.14
- benchmark 1.13
- −52.6%
- benchmark −50.0%
- Months ahead
- 53.7%
- benchmark of 108 months
- 12-1 momentum, top quartile
- Equal-weight, same universe
Backtest 2017-09 → 2026-08, log scale, month-end drawdown. No costs, no slippage, hindsight-selected universe. Beating the benchmark per unit of risk is the honest test — and the Sharpe gap is small. Not a forecast.
Read all 8 limitations →- Real-time alerts: Donchian, Rotation, Stat-Arb, ETH-DCA
- Risk Gate report on every signal
- Full access to the public ledger
Cancel anytime · Secure checkout by Stripe · Not investment advice · Research only — no engine places orders.