Strategies that survived the vetting bar
Tested against the hypothesis, on the app's own engine — full evidence attached, including the ugly parts.
Strip-best-trade
Profitable even without its best trade.
Two windows
Works across independent multi-year regimes.
Cross-asset
Holds on more than one instrument.
Net of fees
Realistic costs, plus a stressed rerun.
Sane drawdown
Survivable drawdowns, roughly ≤ 20%.
Funding Harvest (Cash-and-Carry)
No price prediction at all: long spot + short perp, equal size, and collect the funding payments shorts receive every 8 hours while positioning is crowded long. Exit when the heat fades.
BTC Funding-Squeeze — 1h
Entry #1's short-squeeze fade on 1h at real futures fees — the only sub-daily strategy that survived six research sweeps. BTC only; needs a ≤0.05%/side taker tier.
Return
+13.1%
Profit factor
1.36
Win rate
44%
Double-7s Channel Dip-Buy
Buy an uptrending index ETF below its prior 7-day low, sell above its prior 7-day high — the channel cousin of the RSI(2) dip-buy (same family: don't stack both).
Return
+103.8%
Profit factor
2.22
Win rate
75%
SMA-200 Trend Timing
Own the index while it trends, stand aside while it doesn't — in above the 200-day line, out below it. The crash years are spent in cash.
Return
+136.5%
Profit factor
3.06
Win rate
28%
Index-ETF RSI(2) Dip-Buy
Panic dips in a diversified index overshoot and snap back — buy the dip only while the long-term trend is up, sell the bounce days later.
Return
+36.4%
Profit factor
2.17
Win rate
72%
BTC Funding-Squeeze Long
When funding turns negative, shorts are crowded and paying longs — buy the oversold bounce and ride the short squeeze with a trailing stop.
Return
+28.9%
Profit factor
2.32
Win rate
55%
Few entries by design — one is added when a strategy clears the bar, not on a schedule. See what the bar killed →