Market data licensing is tiered, and the decisive line runs between derived values and raw prices. What that costs — and why we're switching off four asset classes for now.

Daily backtests compute the signal from the close and fill at that same close — a price you can no longer trade. We recomputed 7,000+ trades twice (close fill vs. next open) to size the distortion. Result: smaller than the myth.

A backtest claiming a 100% win rate and 34 million percent returns is circulating. We're rebuilding it — and setting the rules before we compute.

The copper/gold ratio is sold as a macro and Bitcoin signal. What it actually measures, where it fails, and why a viral "Bitcoin cycle" indicator built on it has look-ahead bias.

ORB is sold as the holy grail of intraday trading. What the strategy really is, why the viral result misleads, and what makes or breaks an honest ORB backtest.

25+ strategies, and the honest question is never "which is best?" It's: which fits what, and when? Four truths that run through the whole library — timeframe decides, "beats B&H" often means losing less, win rate isn't profit, and fit beats breadth.

A filter that rescues one strategy can strangle the next. We ran 189 filter combinations on crypto — and exactly one survives the strictest overfitting test. What that reveals about the 200 WMA, ATR, Altcoin Season and the Bullmarket gauge.