Before this site existed, we spent a year building and forward-testing automated strategies with paper money — and, unusually, publishing the failures. Every claim below is something we measured, not something we read.
Two of our bots won 85% and 83% of their trades and still lost money in twelve days. A handful of large losses erased dozens of small wins. The number that matters is profit factor — gross wins divided by gross losses — together with the ratio of average win to average loss. Any leaderboard that sorts by win rate is sorting by the wrong column.
We built a 1-minute scalper properly: volatility filter, ATR stops, circuit breakers. Two independent engines put it at roughly −99% over six months. The autopsy: round-trip cost was ~70% of the entire stop distance, and fees alone were 54% of the loss. It was deployed live anyway, against a failing gate, to test one question — whether live fills behave differently from replayed candles. They did not. It was retired at 46 trades.
Our best strategy returned +11% in the bear year it was designed in. Tested in three unseen regimes — a +2,500% bull, a second bear, a recovery — it lost in all three. Nothing about the rules changed; only the weather did. When you see a spectacular 90-day record, the first question is what the market did during those 90 days.
We optimised a strategy over 64 parameter sets on 70% of history, then ran the winner on the unseen 30%: in-sample +19.8% with a 100% win rate became +2.7% with a 50% win rate. A 100% win rate in a backtest is the fingerprint of luck-fitting. Check your own backtest →
Same strategy at 1%, 2% and 3% risk per trade: +6.7%, +5.5%, −10%. Monotonically worse. Risk systems are non-linear — bigger bets trip the protections that were producing the edge in the first place. "Same edge, bigger size" is false.
Across six years of data, buying and holding — and buying on a fixed schedule — beat every strategy we built, by a wide margin. That result is not inspiring and cannot be sold as a course, which is roughly why nobody sells it to you.
We are running a live experiment on copy trading →
Independent analysis of publicly available Binance copy-trading data. Not affiliated with Binance. Not financial advice. All figures come from Binance's public API at crawl time.