One book,
one backtest.
Every month, a new entry for the crate: one rule from an investing classic, turned into a program, and run over a decade of market data. Free to read.
This is educational research. It is not investment advice, and it contains no buy or sell recommendations.
What arrives in your inbox
Four things, all reproducible from what is published.
One backtested rule, every month
A single rule from an investing classic, written as a program and run over a decade of data. Roughly 2,000 words with the full setup, so you can reproduce it.
The original wording, before the translation
What the author actually wrote, quoted, followed by the exact choices we made where the sentence was ambiguous. Translation is the interesting part.
The results, including the failures
Rules that did not work get published too. A library of only-working ideas tells you nothing about which ideas are trustworthy.
The full archive
Every past issue stays available, so you can watch how the same rule behaves across different market regimes.
What you will never get
- No buy, sell, or hold calls — ever.
- No live signals, no rankings to trade on.
- No positions, portfolio weights, or real-money performance.
- No price targets, no timing, no "next hot stock".
- No personalized advice of any kind.
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Educational research only — not investment advice, and not a recommendation to buy or sell any security.
Disclaimer
StratCrate publishes educational research about quantitative methods applied to historical market data. Nothing on this site or in any email constitutes investment advice, a recommendation, an offer, or a solicitation to buy or sell any security or financial instrument. The content does not take into account any individual's objectives, financial situation, or needs, and it is not personalized in any way.
Backtested results describe what a mechanical rule would have produced on historical data. They do not describe actual positions, portfolio construction, or realized performance of any real account. Backtests are subject to biases including survivorship, look-ahead, and overfitting. Past performance and backtested results are not indicative of future performance.
StratCrate is not a registered investment adviser, broker-dealer, or portfolio manager in any jurisdiction, and does not provide any such services. Readers are solely responsible for their own decisions and should consult a licensed professional before making any investment decision.