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Empirical backtest reports, quantitative trading strategies, and risk-adjusted portfolio analytics to give you an unfair edge in the markets.
Test momentum indicators, mean-reverting bands, and custom risk-sizing rules in our no-code Strategy Builder with historical market data.
Discover how empirical mean-reversion anomalies generate 70%–78% win rates on SPY and QQQ. We rank 7 battle-tested strategies—including Internal Bar Strength (IBS), Connors RSI(2), and Double 7s—with 30-year backtests, execution latency decay metrics, and slippage reality checks.
A 30-year empirical study of the top 7 mean-reversion indicators on S&P 500 daily bars. Discover how Williams %R, IBS, and ConnorsRSI isolate capitulation bottoms while avoiding the catastrophic 'Commodity Trap'.
We tested the 9 most popular swing trading indicators across 30+ years of daily SPY and QQQ historical data. See why Williams %R and Internal Bar Strength (IBS) crush standard RSI(14) in parameter stability and drawdown resilience.