Research
Independent backtests and quantitative analysis of trading services and market hypotheses.
Backtest Feb 2026
ShadowTrader Backtest: 951 Ideas Over 19 Years
Independent backtest of Peter Reznicek's weekly video trading ideas. LLM-extracted tickers, directions, and timeframes matched against historical price data with statistical significance testing.
Key finding: 52.5% win rate across 951 ideas — statistically indistinguishable from random (p=0.77). His shorts are proven losers at 40.4% win rate.
Backtest Feb 2026
Pirate Traders T2 Dip-Buy: Deep Verification
Full backtest of the Pirate Traders Camarilla-derived T2 dip-buy strategy on ES futures. 425 trades over 14 months with walk-forward validation, Monte Carlo simulation, and slippage sensitivity analysis.
Key finding: 47.6% win rate but 2.52 profit factor — positive edge confirmed (p=0.0000). 96.8% of walk-forward windows profitable.
Strategy Feb 2026
WTI Crude Oil: Strategy Analysis
Quantitative analysis of a mean-reversion crude oil strategy using /MCL micro futures. Tests entry near 52-week lows against historical seasonal patterns and price behavior.
Key finding: Historical edge exists for the setup, but the strategy needs a defined initial stop-loss at $54-55 to manage tail risk.