Tested, Not Trusted

I backtest investing and trading strategies with real costs and report what survives. Most don't. Plus a monthly check of today's markets against history.

[Tested, Not Trusted @TestedNotTrustd]

I test popular investing and trading strategies the way a real account would trade them: real costs, next-bar fills, and years the author never saw.

Most don't survive. I post what does, and what doesn't.

No signals. No affiliate links. Just the numbers.

[Tested, Not Trusted @TestedNotTrustd]

The full test, and where a 95% win rate really comes from 👇
https://t.co/zO4F8YXSdw

[Tested, Not Trusted @TestedNotTrustd]

"95% win rate" stochastic setup.

I tested 272 versions on 11.7 years of S&P futures, costs included.

Profitable in both test periods: 0 of 272.

Win rate isn't the number that matters. Expectancy is.

#daytrading #backtesting

[Tested, Not Trusted @TestedNotTrustd]

Seatbelt, not engine 👇
https://t.co/pQPUKCVzN7

[Tested, Not Trusted @TestedNotTrustd]

How much of the time is a 200-day rule actually invested?

S&P 500 (SPY): 77%
AMD: 53%

That's the price of the seatbelt. You miss part of every rally to dodge part of every crash.

#investing #stocks

[Tested, Not Trusted @TestedNotTrustd]

73 years of weekdays 👇
https://t.co/eog2kSwT7e

[Tested, Not Trusted @TestedNotTrustd]

Adding to an index fund every week? Don't worry about the day.

S&P 500's best day keeps changing:
1950s-80s: Monday was the WORST
1990s: Monday was the best
Since 2003: Tuesday

Pick whichever day suits you.

#investing #indexfunds

[Tested, Not Trusted @TestedNotTrustd]

The Market Check #3 👇
https://t.co/DZv21FoHAU

[Tested, Not Trusted @TestedNotTrustd]

Only 3 past oil surges were still up 40%+ six months in, like this one.

S&P 500, next 12 months:
2004-06: +11.7%
2008: -26.5%
2021-22: -12.2%

A reason to expect less, not a reason to sell.

#oil #MarketCheck

[Tested, Not Trusted @TestedNotTrustd]

Crash by crash 👇
https://t.co/pQPUKCVzN7

[Tested, Not Trusted @TestedNotTrustd]

The 200-day rule cut each of the last 4 S&P 500 crashes.

But when buy-and-hold got back to its old top, the rule was still behind after Covid (-9.8%) and 2022 (-4.5%).

In fast crashes it buys back late.

#investing #stocks

[Tested, Not Trusted @TestedNotTrustd]

The Monday effect, tested 👇
https://t.co/eog2kSwT7e

[Tested, Not Trusted @TestedNotTrustd]

$10,000 in Nasdaq futures, 2010-2026:

Owned only on Mondays, the best day: $26,449
Held all week: $163,449

Picking the best day still loses to just being in the market.

#trading #investing

[Tested, Not Trusted @TestedNotTrustd]

Oil in 2026, and what past surges did next 👇
https://t.co/DZv21FoHAU

[Tested, Not Trusted @TestedNotTrustd]

Oil has moved 7%+ in a day 14 times this year. In a typical year since 2000: twice.

WTI: $67, $113, $69.50, $104, now around $96.

In July the EIA expected Brent at $65 in 2027. By October: $84.

#oil #commodities

[Tested, Not Trusted @TestedNotTrustd]

Seatbelt, not engine 👇
https://t.co/pQPUKCVzN7

[Tested, Not Trusted @TestedNotTrustd]

Trend rules cost the most on the best stocks.

Microsoft since 1986:
Buy and hold: 23.9% a year
200-day rule: 16.1% a year

Every exit from a steady compounder is a missed rally. And you don't know in advance which kind you own.

#stocks #investing

[Tested, Not Trusted @TestedNotTrustd]

Why the oil price and an oil fund part ways 👇
https://t.co/DZv21FoHAU

[Tested, Not Trusted @TestedNotTrustd]

You can't buy the headline oil price.

Since 2006: WTI +39.8%, the USO fund -70.9%.
2026 so far: WTI +67.3%, USO +128.7%.

A fund has to keep swapping into the next futures contract. Over the long run that has cost a lot. Right now it pays.

#oil #ETFs

[Tested, Not Trusted @TestedNotTrustd]

The full test 👇
https://t.co/eog2kSwT7e

[Tested, Not Trusted @TestedNotTrustd]

3 lessons from the Monday effect:

1. Significant is not the same as profitable
2. Compare a rule with buy and hold, not zero
3. Check the long history: "buy Monday" came from one decade, and the 4 decades before said "avoid Monday"

#trading #investing