SetupAlpha
We Build Market-Beating Trading Strategies That 99% Of Traders Don't.
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.gumroad.com/
We’re not financial advisors and this is not financial advice.
SetupAlpha
Researchers tested 81 walk-forward window length combinations on an EMA crossover strategy using intraday Bitcoin data across six frequencies.
The 7-day training, 28-day testing combination at 60-minute bars produced 94.83% annualized return and 1.252 Sharpe ratio.
And combining the strategy 50/50 with Buy-and-Hold cut maximum drawdown by approximately 50%.
Paper - arxiv.org/abs/2602.10785
3 days ago (edited) | [YT] | 9
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SetupAlpha
Hi, the S&P 500 is only open 6.5 hours a day (tradable liquidity zone).
Your risk? 24/7.
Bitcoin can predict SPY crashes with extreme accuracy.
This strategy is very simple. Here’s how it works. (Fresh Substack article)
4 days ago | [YT] | 4
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SetupAlpha
Interesting study in finds that overlaying trend-following and tail risk hedging on a global equity portfolio:
1. Raised CAGR from 8.06% to 11.02%.
2. And same time cutting max dd from -34.3% to -19.1%.
paper: www.tandfonline.com/doi/full/10.1080/10293523.2025…
6 days ago | [YT] | 4
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SetupAlpha
Markets only do two things: They trend or they revert.
If your portfolio only handles one, you’re vulnerable to the next regime change.
This article breaks down how to trade both behaviors simultaneously with a manageable drawdown over 25 years.
1 week ago | [YT] | 2
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SetupAlpha
The principles that drive multi-billion-dollar hedge funds are increasingly accessible to retail traders through advanced strategy-combiner tools like RealTest.
For the private retail trader, the "alpha" lies not just in finding a single profitable strategy but in the "smart coordination" of multiple systems.
1 week ago | [YT] | 3
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SetupAlpha
Today's Substack article is about risk that doesn't show up in drawdown numbers, Sharpe ratios, or win rates.
The kind that sits quietly inside one calendar year and holds everything together.
How would you even know if that was happening in your own backtest?
1 week ago | [YT] | 7
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SetupAlpha
Is the most reliable indicator one you’ve never heard of?
Standard SMAs suffer from a structural flaw: Lag. They rely on fixed periods, ignoring that market velocity changes constantly.
Enter the McGinley Dynamic. Designed to solve the lag problem, it automatically adjusts to volatility rather than just averaging price. It’s a hidden edge that avoids the "whipsaws" common in standard strategies.
We built it from scratch in RealTest.
Watch the breakdown + get the code:
1 week ago | [YT] | 0
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SetupAlpha
Robust means: "This will probably work in conditions I haven't seen yet."
Perfect means: "This will only work in conditions I've already tested."
2 weeks ago | [YT] | 1
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SetupAlpha
Had a really interesting talk with a few quants the other day about two conflicting ideas: catching the breakout vs. entering late?
It was such a good conversation that I wanted to share the idea with you, too.
This post dives into whether catching the first green candle actually matters or if there's a different metric that beats it every time.
Article out now in Substack: setup4alpha.substack.com/p/the-late-entry-edge-how…
2 weeks ago | [YT] | 1
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SetupAlpha
“Risk” is critical, because as an active quant trader your enemy is not risk itself, but ignorance about the sources of that risk.
3 weeks ago | [YT] | 2
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