Systematic trading researchFive stages. One record.
Every project gets a code and moves through the same stages. Projects that stop stay in the record.
From idea to hand-over
Our work ends when a model is handed over. Stopped projects stay in the record.Each card is one project. Hover or tap a card to see its question or finding, then open it. Published studies are listed under Notes and case studies.
Loading the board…
Research record
Stage and dates only. Never the rules of a model.| Loading the record… | ||||||
Studies behind the models
Each one ends in published notes.Grid baskets: turn back or run on?
A live gold grid model watched basket by basket, with tests set in advance and a report every 5 minutes. Follow study 26.07.ALW.
Extreme moves
How large can a move in gold get, how often does it happen, and how much margin of safety does a model need?
Behaviour under drawdown
Why people abandon systematic methods during losing periods, and how to set realistic expectations in advance.
Backtest versus live evidence
Why a good backtest is not enough, and how out-of-sample and live evidence close the gap. Read case study 01.
Weekend gaps
How often gold opens on Monday far from Friday's close, and what that means for risk models.
Intraday timing
Which hours of the Asia, London and New York sessions carry the largest moves.
Time to recover
After a deep drawdown, how long does recovery take, and how does that compare with what people expect?
Equity markets
Applying the same methods to stock markets.
Notes and case studies
- 23 Oct 2026How deep can a gold grid basket go? Eight years of baskets, and the live record (26.10.ATL)Backtest versus live evidence
- 23 Oct 2026Follow from size: how often does a gold grid basket close soon after it grows? (26.09.AFL)Backtest versus live evidence
- 23 Oct 2026Calm before the run? The market when a gold grid basket starts (26.08.ARS)Backtest versus live evidence
- 21 Oct 2026Turn back or run on? A live study of gold grid baskets (26.07.ALW)Backtest versus live evidence
- 18 Oct 2026Do round numbers matter for gold? 20 years of XAUUSD at US$100 and US$50 levelsGold market risk
- 18 Oct 2026Gold up or down days in a row: 20 years of XAUUSD streaksGold market risk
- 18 Oct 2026Best day of the week for gold: 20 years of XAUUSD weekday returnsGold market risk
- 18 Oct 2026Gold seasonality by month: 20 years of XAUUSD returnsGold market risk
- 18 Oct 2026XAUUSD average daily range: 20 years of gold data by year and monthGold market risk
- 18 Oct 2026XAUUSD average range by hour and sessionGold market risk
- 18 Oct 2026Gold crash scenarios for EA stress tests: 20 years of dataExtreme moves
- 18 Oct 2026XAUUSD largest daily moves: 20 years of gold dataGold market risk
- 18 Oct 2026Gold weekend gaps: how often, how bigGold market risk
- 17 Oct 2026LLM trading agents vs buy-and-holdBacktest versus live evidence
- 17 Oct 2026Gold's largest one-day movesExtreme moves
- 17 Oct 2026What the 30 January 2026 gold drop did to EAsBacktest versus live evidence
- 17 Oct 2026How to stress-test a gold EA for crash scenariosBacktest versus live evidence
- 17 Oct 2026Why an EA backtest is profitable but the live account losesBacktest versus live evidence
- 12 Oct 2026Case study 01: Seven months of history was not enoughBacktest versus live evidence
Research notes
Get the research note.
One short note a week on what we test and what we find. Research only. Unsubscribe any time.