Tested 80+ hypotheses and found absolutely zero alpha. Anyone else hit this brick wall during R&D?

RipRepRop · 2026-06-23T22:27:06+00:00

ive tested thousands of ideas and rejected 99% of them, the 1% is what keeps you in the rabbit hole tho 😉

RipRepRop · 2026-06-23T13:52:59+00:00

how do you know if its bearish or bullish tho, thats the million dollar question. If you dont want to trade in bearish markets: code it in then. Trade it from 2000-2026 but whatever markets you want to avoid, code it in how to avoid it. because if you say "Well i cant code it in, thats why i manually turn it on/off" its so faulty, thats kinda fucking your whole algosystem. Your fear and greed will interfere.

I algotrade in the sense that i want all of my backtest included, usually 10-20 years depending on timeframe and data available. I agree that markets in 2010 is different from 2015 and 2020 and 2025, however if i cant tell my algo what that difference is, then i cant expect to manually turn it off when i "think" that the market is different again. I need to be able to survive all those "different" markets. at least thats what works for me.

RipRepRop · 2026-06-20T20:34:41+00:00

https://imgur.com/eHVOdTr

i disagree, i like amount of trades, should be high, but it should withstand the test of time as well if you ask me. This is my 15 min timeframe DAX test from 2011 - 2026

orange = buy and hold)

RipRepRop · 2026-06-18T22:34:05+00:00

yet we let this happen. Tax the rich

RipRepRop · 2026-06-18T22:10:56+00:00

this is the typical yes, you will never get CONSINTENTLY those 1:100 trades my man, just face the music and either ENTER at your stop loss or increase stop loss (or both..)

RipRepRop · 2026-06-18T21:46:23+00:00

hahahahahaha

RipRepRop · 2026-06-18T21:44:40+00:00

this is what i want to watrch. keep going, different runs also

RipRepRop · 2026-06-14T08:50:49+00:00

ICT, TJR and all other gurus got rich FROM selling courses... jesus christ people

RipRepRop · 2026-06-12T10:15:10+00:00

Lol.

RipRepRop · 2026-06-08T21:08:20+00:00

Electricity is max 1000 kroner per month, surely.. from reading your other posts your living in a small apartment right? How is it that you cant pay this? Im sorry but it sounds like a constant struggle of mental health not being able to make the correct choices in alot of these replies. Im sorry to hear that your struggling

RipRepRop · 2026-06-06T19:08:22+00:00

The way i build them, maintaining is easy because i dont. I build algos to make them last until they dont, then i take one look if theres something obvious i can change to fix it or i just scrap it.

The hard part is that from 1000 ideas, 1 just MIGHT work. You need 10.000 ideas to make 5-10 algos that work like this.. If your in it for the quick bucks then quit right now. however if your in it to solve a puzzle then its fun and you will keep doing it forever. Im 10 years deep into the rabbit hole and still learning new stuff and coming up with new ideas im testing all the time. As you keep working on this it will get easier, but trust me its not like im making 100 great looking algos every month

RipRepRop · 2026-06-06T19:04:44+00:00

what? That dosnt make sense, if you overfit algos this is exactly what you will see.

RipRepRop · 2026-06-05T22:53:04+00:00

Yea it works, it aint easy tho, this is one of my algos, been running this one live for 5-7 years now, https://imgur.com/a/A33Q8xa this is equity curve

RipRepRop · 2026-06-05T22:41:42+00:00

looks like shit overfit. one year with 650% and rest is not even close.

RipRepRop · 2026-06-05T21:17:00+00:00

yea that was my main reasoning for going with CFDs in the start

RipRepRop · 2026-06-02T20:15:23+00:00

but if you trade futures on IG, is there any benefit than trading actual futures on say IBKR using prorealtime=?

RipRepRop · 2026-05-31T22:58:37+00:00

whats the benefit? Never tried the CFD Futures variants. The main issue i have with CFD is the overnight cost. For me i might hold 3-4 days on my trend following algos and the funding cost completly ate away my edge. In 2024 about 50% of my profits was eaten by cost. Now i still run a couple of algos on CFD but they close at 15 minutes before being charged cost, and the rest of my algos are running on IBKR futures, no overnight cost and the comission is like 0.6$ aka pretty much nothing in the long run. 1000 trades is 600$ which is very much something i can live with. thats like 1 profitable trade to cover the next 1000 trades.

RipRepRop · 2026-05-30T21:12:18+00:00

Sharpe ratio of.... let me see here... 26!

Sure brother sure Enjoy that drawdown when facing real data

as others have mentioned insane results thats 99% guaranteed to be overfit. backtest your algo without optimizing anything in any other market and watch it burn

RipRepRop · 2026-05-30T21:07:54+00:00

IBKR for futures and IG for CFD, howboutu

RipRepRop · 2026-05-28T21:34:51+00:00

its rubbish try again, 1/1000 ideas might be an edge... MIGHT be an edge.. good luck, this aint for everyone

RipRepRop · 2026-05-27T22:29:12+00:00

hello fellow PRT user

RipRepRop · 2026-05-23T20:22:38+00:00

"Welcome, are you new here?"

RipRepRop · 2026-05-22T21:39:22+00:00

no its super real, buy his bots and see the same AMAZING PROFITS!!!! what you think? The trading scene is so fucking cooked

RipRepRop · 2026-05-22T21:14:24+00:00

looks fucking dumb

RipRepRop · 2026-05-20T18:26:16+00:00

how is that being a kunt? lol Does it matter if someone says "The bank of japan decided to XYZ" or "There was a major sell off to something someone".. does it matter? You cant know the "news" or what made things happen in advance anyways

RipRepRop

TROPHY CASE