Alpha Algo Trading Research
Robust futures research for systematic traders: strategies tested across regimes, execution friction and portfolio reality.
- Indexed issues, last 90 days
- 13
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- Sep 28, 2026
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- Jul 20, 2026
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From the Lab: A Simple 15 Minute JY Trend Model That Survived 5,000 Monte Carlo Runs (opens the original)
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Research and education only. Results are hypothetical and based on backtests and simulations. Past performance does not predict future results. Futures involve significant risk. Test everything on your own data, costs and execution before trading.💬 Message to readersThis week we are looking at a simple 15 minute Japanese Yen futures model.Here are the headline numbers.Net profit: $40,318.75Trades: 775Profit factor: 1.56Win rate: 54.58%</s
1,633% Net Profit vs. Max Drawdown: The Crude Oil Strategy That Survived 25 Years (opens the original)
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Research and education only. Results are hypothetical and based on backtests and simulations. Past performance does not predict future results. Test independently before risking capital.<img alt="Title: One-con
Buying Fear in NQ: A simple 26-Year Strategy That Returned $261,905 (opens the original)
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Research and education only. Results are hypothetical and based on backtests and simulations. Past performance does not predict future results. Test on your own platform before trading.Larry Williams developed the VIX Fix to solve a simple problem.The real VIX is built from options. His synthetic version measures fear from price alone, which means the idea can be tested on markets that do not have their own volatility index.But does it still work on NQ?<a clas
This Simple 24 Year Treasury Strategy Held Up Across 748 Trades (opens the original)
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Most strategy articles end with a profitable equity curve.That is where this one begins.This strategy trades Five Year United States Treasury Note futures, symbol FV. It looks for a failed move beyond a recent daily extreme, then waits for the intraday market to confirm the reversal.The idea is simple. The evidence is what makes it interesting.Across the supplied 25 year and two month TradeStation test, the strategy produced $18,710.94 from 748 trades. Profit factor was 1.57. The winning percen
EdgeLab Roll Watch: A Simple Tool to Help Make Sure You Never Miss a Futures Roll (opens the original)
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Research and education only. Roll Watch is an operational aid, not a replacement for checking official exchange expiration, First Notice Day or delivery calendars.💬 Message to readersOne of our members recently reached out with a simple question:How do you make sure you roll all of your futures contracts on time?Our answer was not particularly sophisticated.For years, we have used a simple PaintBar in TradeStation.It compares the futures contract we are actually trading with the continuous contr
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