Blog
Long-form posts on options, algo trading, and quant analysis. Browse by topic, or read how the backtests are run.
15-Minute Divergence — The 1-Year Refresh on 5,073 Trades
Two months after the first intraday backtest, the same strategy re-run on a 4.5× larger sample: 5,073 trades across 144 symbols. The noise-stop fix worked, the profit factor held at 1.50× — and the data says this is not a day-trading strategy at all.
Read Post →15-Minute Divergence on NASDAQ 100 — What a Full Year of Intraday Data Shows
A 1-year backtest of a multi-indicator divergence strategy on 15-minute IBKR bars across NASDAQ 100 stocks — 1,116 trades, a Sharpe of 2.99, and the one mechanical flaw that nearly buried the edge.
Read Post →Backtesting Divergence on NASDAQ 100 — What 5 Years of Data Shows
A systematic backtest of a multi-indicator divergence strategy across NASDAQ 100 stocks over five years — win rates, profit factors, drawdown, and the structural lessons that change how you think about divergence trading.
Read Post →Bearish Harami — Backtesting a Classic Reversal Pattern
A data-driven look at the Bearish Harami candlestick pattern — win rate, optimal conditions, and what happens when you add RSI and MACD oscillator gates.
Read Post →Bullish Engulfing — The RSI Zone Gate That Actually Works
Most candlestick oscillator gates hurt performance. The Bullish Engulfing RSI gate is an exception — here's the data, the optimal range, and why it works when other gates don't.
Read Post →Bullish Harami — What Backtesting 160+ Trades Reveals
A systematic look at the Bullish Harami pattern across daily bars — win rate reality, optimal contexts, oscillator gate testing, and a critical lesson about config bugs in automated systems.
Read Post →Multi-Indicator Divergence — Why RSI Alone Isn't Enough
Using RSI, Stochastic, and MACD together to filter divergence signals — how requiring all three to agree on the same pivot dramatically reduces noise while keeping the highest-quality setups.
Read Post →Python for Algo Trading — A Practical Starting Point
Setting up your first systematic trading script using Python, yfinance, and TA-Lib — from data fetch to basic signal generation.
Read Post →Bear Call Spread — Collecting Premium in a Bearish or Sideways Market
A step-by-step guide to setting up, managing, and closing a Bear Call Spread with defined risk and consistent premium collection.
Read Post →RSI Divergence — Spotting Reversals Before They Happen
How to use bullish and bearish RSI divergence to find high-probability reversal setups — including what large-scale backtesting reveals about when divergence actually works.
Read Post →The Essential Candlestick Pattern Guide for Traders
From Hammer to Three White Soldiers — how to read, locate, and trade the most reliable candlestick patterns with context.
Read Post →VIX Explained — What the Fear Index Really Tells You
A practical guide to reading VIX, India VIX, and other volatility indexes — and how traders use them.
Read Post →Welcome to Quant Market Lab
What this site is, what to expect, and how I'll publish.
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