Research desk

Research, tested in the open.

A public record of a futures research desk: the rules, the method and last year's results after costs. Everything here is research and requires forward testing. Nothing here is a strategy to follow or a promise of results.

14strategies with last year's results

23strategy families written up here

10futures markets, 1-minute data

1idea in forward testing

How to read this. Last year's numbers come from the year the settings were picked on, so they are in-sample. Every strategy here requires forward testing on new data before any real-money use. One idea is in forward testing now.

Method

Two tracks, one gate. How ideas are explored, frozen and judged, and why a 75% win rate is never the goal.

Read the method

Backtested strategies

Last year's results for 14 strategies, plus one page per family: the idea, the markets and what was run.

See the backtests

In forward testing

Noise-area momentum on MNQ, logged on new data with no changes to the rules.

Read the note

Research notes for education only. Not financial advice, not a recommendation and not a signal. No strategy on this site has passed final validation. Futures trading involves substantial risk of loss. Market data comes from a licensed 1-minute futures feed and is not redistributed here; only rules, methods and summary results are published.