SetupAlpha
Professional-grade trading strategies from research to your portfolio.
We help traders and funds build robust, trading strategies/portfolios. Our strategies are crafted from academic research, live-tested, and ready to run without wasting years coding and research.
For the past three years, we've fully automated our trading strategies, managing a portfolio of over 20 diverse strategies. Before that, we operated semi-automated systems.
Save thousands of hours ⌛ we do the research, testing, and debugging so you can simply download and run.
Our RealTest trading strategies - setupalpha.com/
We’re not financial advisors and this is not financial advice.
SetupAlpha
A Monte Carlo test is useful for one reason:
> Your future trade sequence will not match your backtest trade sequence.
Risk comes from the paths capital can take, not just the endpoint.
20 hours ago | [YT] | 2
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SetupAlpha
From $10k to $3.96M
As someone who tests RealTest strategies for traders who care about costs, this Dow Award paper is worth studying for one reason: “when leverage earns its place”.
The full checklist, results, and RealTest code are in the article: (link in the comments)
2 days ago | [YT] | 2
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SetupAlpha
I tested Gemini on a RealTest portfolio build.
In this test, it combined 5 strategies, added one Risk Percent control, avoided duplicate symbol exposure, then upgraded weights with rolling 50-day return correlation.
Watch the full Gemini and RealTest portfolio test here:
3 days ago | [YT] | 3
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SetupAlpha
Don’t optimize your strategy for the ideal scenario.
Build a system that still works when you’re emotional and the world does something new.
1 week ago | [YT] | 3
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SetupAlpha
I gave Codex, Gemini, and Claude Code the same RealTest job:
> build SPY strategy
> run base test
> optimize MAs
> run walk-forward
> make charts
All 3 finished.
But there was one catch.
1 week ago | [YT] | 2
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SetupAlpha
The setup looks stupid simple.
> Gaps below yesterday's low.
> Buy.
> Wait for a green day.
> Sell.
The backtest had 953 trades and a 64.01% win rate.
Full strategy + research link down below the comments...
2 weeks ago | [YT] | 2
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SetupAlpha
In theory AI can write a trading strategy in seconds.
I tested OpenAI Codex, Gemini, and Claude Code on the same SPY moving-average strategy.
My goal was to see which one could move through the actual RealTest research workflow with the fewest fixes.
2 weeks ago | [YT] | 1
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SetupAlpha
Bad backtest does not mean backtesting is bad.
It means the test was weak.
2 weeks ago | [YT] | 2
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SetupAlpha
Trend following looks broken before it works.
Mean reversion looks good before it breaks.
One accepts many small failures.
The other wins often, but carries a heavier loss tail.
The 50/50 book cut MaxDD below both standalone systems.
Full article is in the comments.
3 weeks ago | [YT] | 8
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SetupAlpha
Last week, I published the Nasdaq momentum strategy.
Right now is one of the best periods for momentum this year.
Conditions like this usually appear only once or twice a year.
You can download the RealTest script and strategy rules here: link in the comments
3 weeks ago | [YT] | 2
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