Education

Build a Systematic Strategy

How to design, validate, and take a systematic strategy live — the honest way. Start by picking the family of edge you want to build, then run it through the seven-step protocol. The seven steps are the fixed skeleton; the numbers inside each are situational defaults you set with judgment. When a real gate fails, that usually means the idea is wrong — not that the parameters need nudging until it passes.

1 · Choose your edge

Three families of edge — all short-term, mostly uncorrelated to the market, run long and short — validated in the book. Tap one for the concept and what to realistically expect.

2 · The 7-step protocol

Apply this to every setup you build. The seven steps are the skeleton — the order is not optional, and skipping one is how you fool yourself. But what goes inside each step is situational: the thresholds, filters and methods below are recommended defaults, not a single truth. A fast intraday edge and a slow trend edge earn their living differently, so their gates read differently. Use judgment — anchored to the research and to how your edge actually behaves — to set the numbers. Tap a step to open it.

Steps vs. contents. Treat the seven steps as fixed and the numbers inside as a starting point you adjust with reason. A gate you loosen should be loosened because the edge's nature justifies it (e.g. a high-frequency sleeve clears the trade-count floor in days), never because the strategy would otherwise fail — that's moving the goalposts, and the protocol exists to stop exactly that.

3 · Concepts & tools

Every number and every indicator we used — explained so simply an eight-year-old gets it, with the plain-math formula and why it matters. Tap any tile.

The numbers — ratios & metrics

The tools — technical indicators

4 · Reading & references

The research behind every edge in this book — grouped by theme, each with a plain-English note on what it establishes and how we use it. Every source here is free to read — open-access journals, SSRN/NBER/AQR preprints, or free award-winning practitioner papers. The green tag names where the free copy lives; tap a paper to open it.

A method, not a promise. Every number here is an honest expectation range, not a guarantee. Grounded in our own backtests on Databento data and the wider body of technical research. Research and education only — not investment advice.