Experiments
Experiment
Cicada
A set of mechanical trading rules, run on pretend money, measured against the market every day.
Loading the numbers.
What this is
This is paper money. No real money is at risk, and none has been.pretend money
Not investment advice, not a fund, not an offer of anything. Nobody's money is being managed.not advice
The numbers come from the account itself and the day's closing prices, once a day, after the close.once a day
What didn't work
Each study fixed its hypotheses in writing before it looked at any result, and ends with a list of what died. Every line below is drawn as far as its study got.
- Tick-by-tick patternsEverything faster than a minute died. 0 of 720 tests positive on the widest-spread names
- Machine learning on daily barsFound nothing the fixed rules had not already caught
- Relationships between stocksNothing survived both legs' costs
- Free outside dataAlready in the price. The delta was zero
- Prediction markets against stocksBoth directions were zero
- Settlement arithmetic on weather laddersExact, and worth $44 a day at the outside. Nobody on the other side of it
- Energy data against contractsNo-go at the first checkpoint, before the rest was run
- A forecasting model on weather laddersNo-go. Three of its five frozen numbers failed
- Prediction markets495 cells, the best of them breakeven. The forward test was abandoned at one night of thirty
- Weather ladders, replayedPassed its gate, then earned under a dollar a day in rehearsal against a $75 one
- A weather-ladder engineBuilt in shadow, parked before it ever reached its gate
Eight stopped at the bench. Three were watched without money behind them. None reached live trading.
These rulesAlready running when the studies began. Every one of them was measured against these, and none of them beat them.