Out of 131,441 backtest runs spanning 62 strategies and 31 assets, only 65 strategies survived a strict six-filter validation process designed to eliminate overfitting and survivorship bias.
The results revealed that simple, mathematically grounded mean reversion and volume strategies performed the best in out-of-sample walk-forward testing. Conversely, popular retail methods like trend following and candlestick pattern recognition had the lowest survival rates. Ultimately, the data demonstrates that genuine trading edge is rare, yielding modest, realistic returns rather than overnight wealth.