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Alpha Algo Trading Research
Futures algos backed by real research & testing.
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Alpha Algo Trading Research
This 2009 Trading Strategy Still Wins 75% of the Time
More than half the track record came after publication. Across ES and NQ, the combined model produced a 3.00 profit factor, 16.14 Return/DD and only 0.25 weekly correlation.
From the Lab: A Simple Day Trading Trend Model for RTY That Held Up Over 3,923 Trades
Apr 8•Alpha Algo Trading Research
Stop Trading Noise. Start Using ATR
Dec 27, 2025•Alpha Algo Trading Research
This Simple Mean Reversion Strategy Has Stood the Test of Time
Mar 4•Alpha Algo Trading Research
Turnaround Tuesday: The One-Day Edge That Still Works
Apr 15•Alpha Algo Trading Research
From the Lab: What Happens When IBS Becomes a Day Trading Strategy?
A simple intraday twist on a proven daily mean reversion edge, producing a 1.73 profit factor across 840 RTY trades with only 1.5% market exposure.
Jun 19•Alpha Algo Trading Research
Your Best Strategy Will Go Quiet. Build a Portfolio Instead
ORB and RSI2 both work, but together they work better. See how two low correlation strategies improved Ret/DD to 18.34 and reduced the pain of…
Jun 12•Alpha Algo Trading Research
From the Lab: What Happens When Turnaround Tuesday Becomes a Day Trade?
The classic daily edge, rebuilt into a simple intraday ES strategy with 1.52 profit factor and 982% return to max drawdown.
Jun 4•Alpha Algo Trading Research
From the Lab: The Simple Day Trading ORB Model That Beat the Original Version by 672%
A popular “holy grail” breakout idea rebuilt, with a daily filter, ATR exits, and a 672% profit improvement over the classic version.
May 28•Alpha Algo Trading Research
The Larry Williams %R Edge That Got Much Better Once We Controlled Volatility
A simple oversold futures strategy, rebuilt with a VIX regime filter, then added to a mixed mean reversion portfolio producing $842,172 with a 37.66…
May 21•Alpha Algo Trading Research
From the Lab: A Simple Robust Gold Volatility Capture Model That Held Up Since 2002
A long-only 15-minute GC strategy with no entry filter, built to capture expansion in the day session, with 877 trades, 1.80 profit factor, and 1,570…
May 15•Alpha Algo Trading Research
The Mean Reversion Portfolio That Had Only One Losing Year since 1998
How an IBS edge from Cesar Alvarez helped build a four strategy portfolio across RSI2, Turnaround Tuesday, IBS, and %B, producing $710,946 net profit…
May 7•Alpha Algo Trading Research
How a 2009 Larry Connors idea helped lift my Turnaround Tuesday portfolio from 16.82 to 20.64 Return/DD, pushed net profit to $334,702, and did it…
Apr 30•Alpha Algo Trading Research
From the Lab: A Counter Trend ES Model That Buys Panic and Sells Euphoria
A 15-minute S&P 500 futures strategy that does the opposite of what most traders do, with 1,482 trades since 1997, a 1.64 profit factor, and 2,335…
Apr 22•Alpha Algo Trading Research