Trade ideas,
tested with data.
Check chart patterns against five published BTC studies, follow their independent rebuilds, and calculate position risk and net P&L with worked examples.
Measured on 12,120 BTCUSDT 15m FVG events with frozen three-candle rules across 5, 10, 20, 50, and 100-bar horizons.
Latest articles
Backtest Fill Assumptions: A Price Touch Is Not a Fill
A bar touching a buy limit does not reveal your actual fill. Compare touch and one-tick-beyond rules on the same hypothetical OHLC bar, then…
From Planned Return to Net P&L: Fills, Fees, and Funding
Calculate net trading P&L from actual fills, entry and exit fees, and any funding. A hypothetical linear-contract example shows why spread and slippage must…
Market, Limit, and Stop Orders: Trigger Versus Fill
A stop trigger is not a fill. Compare market, limit, stop-market and stop-limit orders using a hypothetical order book, including slippage and unfilled risk.
Backtest Data Leakage: Use Only Information Available at the Time
A backtest can have correct arithmetic and still use future information. Ask a simple question: could this value actually have been known at the…
ICT Displacement: Define More Than a Large Candle
Calling a candle strong after seeing the chart is easy. Detecting the next case consistently requires a reference for strength and a confirmation time.
Liquidation Data: Distinguish Observed Events from the Whole Market
A large liquidation total can tempt readers to call a market top or bottom. What the data directly records is narrower: forced position reduction…