#systematic-trading
3 items tagged systematic-trading. ← all topics
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Blog · 2026-07-27
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.
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Blog · 2026-05-24
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.
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Blog · 2026-05-23
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.
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