Dev Tools · 3h ago
13 classic trading strategies all fail rigorous 6-year crypto test
A systematic evaluation of 13 widely-taught trading strategies on 6 years of crypto data found that none passed all five validation gates. The best performer, ADX trend rider, passed 4 of 5 gates but still showed only marginal net gains after costs. High win-rate strategies like Bollinger reversion (49%) actually lost money due to poor reward-to-risk ratios.
Meridian48 take
The study's methodology—out-of-sample testing, realistic fees, and multiple robustness checks—exposes how many backtests in trading education are misleadingly optimistic.
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We graded 13 famous trading strategies on 6 years of data. All 13 failed. →
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