Home Analyses, backtests and trades straight from the community. Direct, practical, no BS.
On 25 September we met 14 traders in Frankfurt. Five hours of workshop on the strategies we have coming, an evening at the Greek restaurant — and the realisation that we attract exactly the people we want to work with.
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Monthly update June 2026: how our real-money strategy mix performed over the summer, plus the best and worst trades of the month — with proof from the live account.
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A viral tweet claims: 50% XLK + 50% XLE beats the S&P 500. We ran 22 years of data against it — with real transaction costs and three rebalancing variants.
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Do SPY, QQQ, and the DAX really perform worse on the „unlucky day"? We analyzed every Friday the 13th since 2004 — and the superstition doesn't hold up against the data.
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What really happens after index inclusion? We analyze joiners and leavers since 2004 and show why the effect has become more brutal since 2021.
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