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Trading strategy case studies: rules, returns and drawdowns
Inspect real strategy experiments, the published ideas behind them, actual trade diagnostics, matched controls and the changes that helped or failed.
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 pageCharlie 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 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 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 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 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 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 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 pageNVDA intraday strategy vs buy and hold: a case study
An NVDA intraday strategy led in a nine-month replay, then lagged buy and hold over five folds. Inspect its rules, walk-forward tests, costs and 212 audited fills.
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 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.
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