Expériences honnêtes
Stratégies quantitatives et backtest honnête : ce que nous avons testé et qui n'a pas marché, avec les chiffres. Publier les résultats null fait partie de la marque.
The truth about Binance grid bots
We backtested the most popular grid bots on real history. They win sideways, sink in the crash, and the 7-day drawdown hides the risk. The numbers, unvarnished.
Lire →Paste any Binance bot and we'll tell you the truth
New free tool: paste any Binance grid bot's URL and we backtest it on the fly over real history, no make-up.
Lire →What we have today (and what we don't): an honest status
No smoke: what's built and working, what's in forward validation, and what doesn't exist yet.
Lire →Why your backtest lies: survivorship bias
If you test your strategy only on the companies still in the index today, you measure a return that never existed.
Lire →We tested news sentiment. It doesn't predict the market.
Catalyst-news sentiment measured live: indistinguishable from zero (and, with cost, negative). The numbers, unvarnished.
Lire →Cost: the wall that knocks down most short-term signals
Many strategies win gross and lose net. Over short horizons, fees and spread eat the edge.
Lire →What an honest verdict is: why a high Sharpe isn't enough
Date-clustered bootstrap, PSR and percentage of positive years. How we decide if a strategy truly beats chance.
Lire →Overfitting: how a thousand variants fool you without noticing
Try enough combinations and one will look like gold by pure chance. Here's how we control overfitting.
Lire →Horizon matters: why the edge lives at a month, not intraday
We tested from 1 minute to several months. The sweet spot with real edge is 1–3 months, not the short term.
Lire →Stock ranking vs. market timing: what really works
Guessing when the market rises or falls came out null again and again. Ranking which stocks to hold did not.
Lire →When long-only beats long/short (and why)
Shorting doesn't always add: it has borrow cost and, in certain regimes, losing on the short leg destroys the result.
Lire →Market regime: sometimes the best trade is to sit out
A regime filter that keeps you in cash at the wrong moment can be worth more than any selection signal.
Lire →Academic backing vs. promises: telling signal from marketing
A credible edge usually has peer-reviewed literature behind it. If it only has a pretty chart, be skeptical.
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