cmatthwilkes-debug/trading-strategy-graveyard

This project is a public record of 26 retail trading strategies that were tested with strict rules to see if any of them actually make money once real world costs are included. The author built a testing pipeline and committed to writing pass or fail thresholds down before running each test, then never changing them afterward. Out of 26 strategies, 22 failed and were retired, while a few showed promise before later checks knocked most of them down too. The repo documents strategies like momentum scalping, gap trading, opening range breakouts, mean reversion, trend following, options premium selling, and pairs trading. Each one is scored using a profit factor, a number that shows whether a strategy makes more than it loses. Most strategies looked fine on paper until the author added real world frictions: trading costs, honest order fills instead of perfect ones, and a broad universe of stocks instead of a cherry picked list of winners. Once those frictions were added, almost every strategy fell apart, including a pairs trading strategy that had the strongest raw edge in the whole record but could not survive the cost of crossing the bid ask spread four times per trade. The project includes eight rules the author follows to avoid fooling themselves, such as never trading un adjusted stock price data, always running a holdout test only once, and always checking whether a metric improves suspiciously smoothly as a warning sign of a data artifact rather than a real edge. A companion website hosts charts and a public request system so readers can suggest new strategies to test or new tools to build for the testing kit. No live trading account is used to generate any of these results, so nothing described here risks real money. The README does not name a specific programming language or list a tech stack, so it is unclear what tools are used to run the backtests. This is a research and transparency project rather than a ready to use trading bot, aimed at people curious about whether popular trading ideas hold up under honest scrutiny.