Trading Systems & Indicators

This section covers building and testing systematic trading strategies — technical indicators like RSI, MACD, and moving averages, backtesting methodology, and the statistics (Sharpe ratio, drawdown, walk-forward analysis) used to evaluate a system honestly.

Past backtest performance does not predict future results. This section spends as much time on how strategies fail out-of-sample — overfitting, curve-fitting, survivorship bias — as it does on how to build them in the first place.

No strategy or indicator described here is a guaranteed signal. See the Disclaimer for the full risk picture.