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 friend asked me what I will do if the market crashes tomorrow.
I said I have no idea.
He looked confused.
But for a systematic trader, not knowing is the plan.
The rules already have the exit coded. I do not need to make decisions in a panic.
10 hours ago | [YT] | 1
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SetupAlpha
What's your trading rules?
3 days ago | [YT] | 4
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SetupAlpha
Mean reversion means you are buying while price falls.
In a crash you catch the knife by design.
Yesterday I posted what keeps that from being the end of the world, with the full RealTest script in it.
Link in the comments (research + .rts script)
5 days ago | [YT] | 6
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SetupAlpha
New Substack research article:
"I'd feel more comfortable if I had a stop-loss in place."
That comfort cost this system 911 stopped trades, and roughly 3 times out of 4 the stop loss triggered it was the wrong call.
So if the stop is not what holds that last number down, what is: setup4alpha.substack.com/p/stop-loss-mean-reversio…
(Full strategy rules + RealTest script included)
6 days ago | [YT] | 5
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SetupAlpha
A strategy can have five consecutive losses and still be perfectly on track.
Systematic trading is about accepting that individual outcomes are random, while the long-term edge is math.
We focus on executing the process, not worrying about the next trade.
1 week ago | [YT] | 2
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SetupAlpha
Admitting I have no idea where the market goes tomorrow was a turning point.
Dropping the need to predict let me focus on executing a simple, tested edge.
It is much easier to follow rules than to pretend we have a crystal ball.
1 week ago | [YT] | 8
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SetupAlpha
A systematic trader cuts out constant news and screen watching.
Less noise, more peace.
The rules run in the background and you get your time back.
1 week ago | [YT] | 4
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SetupAlpha
Cut your losers and let your winners run.
It is the oldest advice in trading, and the rule most people use to follow it does the opposite of both halves.
I ran 56 exit rules over the same 105,708 trades to find out what each one is actually worth.
Full research + RealTest script code: setup4alpha.substack.com/p/trailing-stop-vs-fixed-…
1 week ago | [YT] | 6
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SetupAlpha
Why Automate the Execution Loop?
Why code the rules instead of executing manually? To bypass the amygdala.
Why? The biological brain is hardwired to avoid short-term pain, leading to skipped stop-losses and cut profits.
Why? Evolution optimized humans for immediate survival, not statistical expectancy over a 10,000-trade sample size.
The biological hardware is incompatible with probability theory.
Outsource execution to the silicon layer.
2 weeks ago | [YT] | 2
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SetupAlpha
Why do we delete variables from a trading script?
To increase the degrees of freedom.
Why? Because fewer constraints mean a wider envelope of survival in unpredictable regimes.
Why do regimes change? Because macro variables (interest rates, liquidity) shift dynamically.
The root cause of failure is building a system optimized for a single past regime.
Simplify the code to maximize future adaptability.
2 weeks ago | [YT] | 4
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