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
This free systematic strategy I published a year ago is currently delivering record-breaking returns and reaching new all-time highs.
S&P 500 only.
Simple rules.
Commissions and limit buffer in.
This sideways tape is the regime mean reversion is built for.
Rules + RealTest and Python: setupalpha.com/products/free-realtest-strategy?var…
1 week ago |[YT] | 9
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SetupAlpha
A good validation process should not make a trader overconfident.
It should make the trader better informed.
1 week ago |[YT] | 9
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SetupAlpha
missing the 20 worst days is 4× more valuable than catching the 20 best.
33y SPY: $100k start
> skip worst 20 → $13.7M
> skip best 20 → $828k
> skip both still beats B&H ($3.60M vs $3.19M)
For systematic traders building regime filters, not day-pickers.
2 weeks ago |[YT] | 11
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SetupAlpha
Can math predict the future of financial markets?
Not every price.
But S&P data shows the edge is horizon-dependent:
New Substack article: setup4alpha.substack.com/p/can-math-predict-the-fu…
2 weeks ago |[YT] | 9
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SetupAlpha
Systematic trading is like rolling a snowball uphill.
At first you don't see the process, but over time you find momentum taking over and doing the heavy lifting for you.
All-Weather Low-Drawdown Portfolio: setupalpha.com/products/all-weather-low-drawdown-p…
2 weeks ago |[YT] | 8
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SetupAlpha
I put together a practical RealTest guide to the metrics I use when evaluating a strategy:
Check all the metrics & RealTest scritps here: setup4alpha.substack.com/p/realtest-backtest-metri…
3 weeks ago |[YT] | 10
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SetupAlpha
I do not want an AI tool to tell me that a trading strategy is “promising.”
I want to know:
- What is the measured effect?
- How strong is the evidence?
- Does it survive out-of-sample testing?
- What could explain the result?
- Can I implement it in my own workflow?
This new Substack article explains how I search for those answers: setup4alpha.substack.com/p/ai-research-workflow-fo…
1 month ago |[YT] | 8
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SetupAlpha
Your alpha is more likely in cross-sectional ranking and portfolio construction than in trying to predict whether one candle “means up tomorrow.”
And that’s why RealTest is useful here,it gives us a way to actually rank assets against each other and turn those rankings into a portfolio.
1 month ago |[YT] | 5
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SetupAlpha
In today's (Substack) article I measured which indicator tells you what bitcoin does next month.
I took 17 of them and ran each one over the same 132 months.
Only 5 of the 17 beat holding bitcoin.
Read the full article here + RealTest script + rules:
setup4alpha.substack.com/p/bitcoin-indicators-rank…
1 month ago |[YT] | 2
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SetupAlpha
September has averaged -0.76% for large US stocks over 1926 to 2013, the only month that sits significantly below the other eleven.
1 month ago |[YT] | 4
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