Why Trades Fail It's not the entry. It's not the exit. It's not the indicator. It's inadequate testing and poor position sizing.

The upcoming MR system I am working on, I really like the simplicity and performance of this system. I might actually add it to my live portfolio in a few months. Keep an eye out for this release on Sunday!

NR7 algo trading strategy by Tony Crabel for low volatility breakout setups Setup: Buy at the close when today’s range is the smallest of the last 7 days. Quiet markets often precede big moves. Exit: Sell when price closes above yesterday’s high. Backtest (S&P 500 ETF): ~7–8% annualized returns since the 1990s, ~25% max drawdown, invested about one-third of the time. Tip: A 200-day moving average filter may reduce drawdowns.

Who knows what will happen, but this is a frequent pattern for IPOs

Going into the weekend red in the trading account. Losing a half month’s salary in day used to ruin my whole weekend. But now I really don’t care. It’s just part of the game. Systematic trading is kinda fun that way. Time to touch some grass.

Going systematic moved my hard work from the chart to the research pipeline. The chart time vanished, the modelling time tripled. I speak to a lot of traders thinking of making the switch and they often think automation buys you freedom. It just changes where you spend your time.

The uncomfortable reality is that markets remain uncertain no matter how sophisticated the participant becomes. The systematic trader accepts this relatively early, while most discretionary traders spend years fighting it. This difference matters more than almost anything else because once uncertainty is accepted as permanent, the entire relationship with trading begins to change. The trader stops asking, “What will happen next?” and instead begins asking, “How do I build something capable of surviving if I am wrong?”