From the newsletter, live

The newsletter's strategies.
Re-run on every close.

Every issue of AlgoEdge Insights tests one strategy and ends with what it says that day. Here each one keeps going — with the rules and costs exactly as published, checked against the numbers the issue printed.

  1. Mean reversion · Nov 3, 2026

    The Closing-Range Trade

    Buy the country ETF that closed weakest

    3 long · 3 short

    Reranked at every close: the three weakest closes are bought, the three strongest shorted, for one day.

    0.66Sharpe · 5y
    -30%max drawdown · 5y

  2. Trend following · Oct 29, 2026

    Catching Crypto Trends

    Nine breakout models, one position

    7% Bitcoin

    1 of 9 trend models are long Bitcoin

    0.48Sharpe · 5y
    -16%max drawdown · 5y

  3. Calendar / flows · Oct 21, 2026

    The Rebalancing Trade

    Front-run month-end pension flows

    Waiting

    Stocks lead by 1.2% this month — below the 3.5% threshold

    1.21Sharpe · 5y
    -5%max drawdown · 5y

  4. Momentum · Oct 19, 2026

    Momentum 2.0

    Two fixes for the oldest strategy in quant

    10 long · 10 short · 65%

    Long 10 industries, short 10, at 65% of full size for October 2026

    0.64Sharpe · 5y
    -17%max drawdown · 5y

  5. Factors · Oct 15, 2026

    The Factor Switch

    Trend-following the factor zoo

    13 of 22 factors on

    13 of 22 factors are on for October 2026

    1.13Sharpe · 5y
    -2%max drawdown · 5y

  6. Volatility · Oct 9, 2026

    The 'Do Less' Strategy

    Hold less stock when markets get wild

    100% in SPY

    Hold 100% SPY this month

    0.59Sharpe · 5y
    -16%max drawdown · 5y

  7. Calendar / flows · Sep 25, 2026

    The Turn-of-the-Month Effect

    Six trading days around each month end

    In cash

    In cash — the next window opens Nov 25

    0.63Sharpe · 5y
    -15%max drawdown · 5y

  8. Mean reversion · Sep 17, 2026

    RSI(2) Mean Reversion

    Buy deep dips inside an uptrend

    In cash

    In cash — RSI(2) is 81, the rule needs below 10

    0.81Sharpe · 5y
    -7%max drawdown · 5y

  9. Market structure · Sep 7, 2026

    The Overnight Effect

    Own the close-to-open, skip the day

    Flat tonight

    Stay flat overnight — volatility is in the top quarter of its 2-year range

    0.86Sharpe · 5y
    -14%max drawdown · 5y

  10. Trend following · Sep 5, 2026

    The Turtle Breakout on Bitcoin

    20-day breakout with a trailing ATR stop

    In cash

    In cash, waiting for a 20-day breakout

    0.46Sharpe · 5y
    -43%max drawdown · 5y

Follow a strategy.
Get an email when it moves.

A free account lets you follow any issue. Analyst adds exact positions, the robustness checks and each issue's Colab notebook.

Start free — no card→ See the live board