What happened when we coded the idea?
These reports start with a specific published idea, make its rules executable, and inspect the resulting trades. Some changes improve a control. Others reduce losses by surrendering too much return. Each study keeps the less favorable periods and explains the execution choices behind the comparison.
The figures show historical simulations, with separate return and drawdown panels where available. Downloads preserve the reviewed measurements and observations. An author's name identifies the source idea; it does not imply participation or endorsement. Native NexusTrade backtests and independently audited local simulations are labeled separately.
Creator ideas and their tested adaptations
Charlie Morris: Bitcoin and gold sizing
A BOLD-inspired Bitcoin/gold backtest returned 150.09% after fees versus 127.40% for monthly 50/50, with less drawdown. Gold alone won the recent comparison.
Open pageCesar Alvarez moving-average exits: SPY and QQQ tests
A trade-led review of three-close moving-average confirmation. A faster exit improved QQQ's broad return and drawdown, but recent returns lagged holding QQQ.
Open pageDividend growth: from a broad basket to five stocks
An audited ten-year dividend-raise experiment increased returns by concentrating into five stocks, with deeper recent drawdown and weaker long-history growth than SPY.
Open pageRandy Harris: Global Rotation after fees
A source-offered Global Rotation configuration returned 290.68% after modeled fees versus SPY's 265.90%, with 18.21% drawdown. See its losing periods and IEF/BIL comparison.
Open pageJan Willem Keuning and Wouter Keller: HAA's trade-off
HAA Simple-SPY returned 630.34% after modeled fees with 20.44% drawdown, versus SPY's 748.29% and 47.18%. See the authored rules, missed rallies and defensive trade-off.
Open pageGary Antonacci GEM: earlier defense, lower drawdown
An audited GEM ETF study and one earlier-defense adaptation: 107.90% broad return, 22.60% drawdown, a weaker 2022 start and every matched control.
Open pageNick Radge: strongest-ten monthly momentum
A historical strongest-ten implementation returned 58.01% versus SPY's 33.44% from January 2025, with a deeper 35.04% drawdown. Inspect the rules and trade evidence.
Open pageJL Collins 75/25 preservation allocation: an ETF case study
A source-specific VTI/BND preservation study: 220.73% net growth and a 26.42% observed drop, with matched equity controls and the weaker 2022 comparison.
Open pageKitces and Pfau rising-equity retirement allocation
A selected 2022 ETF retirement simulation funded $2,190.81 spending with 7.46% market drawdown versus 22.10% for 60/40. Inspect all twelve books and the allocation-only portfolio boundary.
Open pageCorey Hoffstein rebalance timing: a failed SPY adaptation
A monthly SPY trend component reduced drawdown but missed much of the market's return. Actual exits and reentries explain the timing problem and its limits.
Open pageQuantitativo turnaround Tuesdays: QQQ and TQQQ tests
Actual QQQ and TQQQ turnaround tests, source-published Wednesday entries, a losing February trade and the recent return shortfall that stopped this pilot.
Open pageCreate, backtest and deploy trading bots
ETH trading bot: create, backtest and deploy a crypto bot
Build an ETH crypto trading bot with exact rules, fees and audited exits. Compare a 42.43% development result with ETH and inspect its weaker reserved test.
Open pageOptions trading strategies: create, backtest and deploy a bot
Compare six SPY options bot variants, a 52.68% modeled development result, 94 audited fills and a no-trade holdout caused by the fixed premium budget.
Open pageLeveraged ETF trading bot: create, backtest and deploy TQQQ rules
Build a TQQQ bot from a QQQ trend signal. Inspect the 62.91% development return, full-exit and dividend repairs, matched baselines and losing reserved test.
Open pageIntraday selection and a longer test
Use the evidence to define your next test
Start with the rules, cost convention and same-date baseline. Read both the broad and recent results before copying a portfolio. A historical improvement is a reason for another declared test, not a forecast of future returns.