This is a summary of links recently featured on Quantocracy as of Wednesday, 08/05/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Statistic That Passed Every Test I Had And Still Isn’t an Edge [Jan Heger]It cleared the control test that kills almost everything I try and that I still wont trade. Thats because theres a gap between those two things and it is the most useful thing Ive learned building this system, so let me show you what actually happened. The pattern For this particular example, I am trading the market on the daily gaps. I noticed what looked like a pull toward round
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The Signal Ceiling: Why No Single-Bar OHLCV Edge Beats Costs in MNQ [Aligrithm]Open any retail futures forum and you will find the same fourteen setups traded as gospel: the opening range breakout, the gap fade, the gap continuation, the volume spike, the liquidity grab reversal, the Asia session expansion. Each comes with a chart, a win rate, and a story about why it works. Mathias Mesfin took the whole list, wired it to a bar-close signal and next-bar-open fill on Micro
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Quick 5 ETF Rotational Strategy Returns the Upside of Stocks with Half the Risk [Paper to Profit]The last few posts have been a lot to chew through. So here is a simple ETF rotational strategy that you can do to capture the upside of equities while eliminating half the risk. The inspiration for this strategy comes from the paper Looking for Synergy with Momentum in Main Asset Classes which you can read for yourself here. Not a subscriber? Become one today for more research delivered to your