Honest data. Real systems. 25 years tested.
Most trading services hide their drawdowns.
I publish mine.
Three systematic trading systems, tested across 25+ years and 52,000+ trades — including every month they lost money. The Swing combo: 44.16% annual return, max drawdown 17.30% while the S&P drew down 57% over the same period.
Run by Michael Nauss, CMT (Chartered Market Technician), CAIA (Chartered Alternative Investment Analyst), CDMS (Certificate in Derivative Market Strategy). 18 years inside hedge funds, prop firms, and fintechs.
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The 25-Year Backtest.
A walkthrough of how I test the systems behind Stats Edge Pro across 16,687 trades and every regime since 2000 — including the months they lost money. Reads in 15 minutes. The single best 15 minutes you can spend before paying for any trading service.
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Investing
The monthly, set-and-forget portfolio
A rules-based stock portfolio that rebalances once a month — three complementary engines (Momentum, RS Rotation, RSI Rotation) combined to cut drawdown.
| Annualized Return | 20.67% |
| Max Drawdown | -19.10% |
| Sharpe | 1.43 |
| Profit Factor | 1.68 |
| Win Rate | 54.24% |
| Avg Win / Loss | 7.90% / 5.03% |
| Total Trades | 3,835 |
Swing Trading
Active, but on your schedule
A weekly list of short-term trades — typical hold 1–5 days. Three uncorrelated engines (Momo, MR_Weekly, Pullback) so something is usually working.
| Annualized Return | 44.16% |
| Max Drawdown | -17.30% |
| Sharpe | 2.25 |
| Profit Factor | 1.38 |
| Win Rate | 52.20% |
| Avg Win / Loss | 4.94% / 3.47% |
| Total Trades | 16,687 |
Day Trading
Four systems, one morning email
Pre-market email with the day's triggers from four combined intraday engines. Real-time alerts fire when a setup actually triggers. You're flat by the close.
| Annualized Return | 34.46% |
| Max Drawdown | -15.44% |
| Sharpe | 1.49 |
| Profit Factor | 1.33 |
| Win Rate | 54.05% |
| Avg Win / Loss | 3.26% / 2.69% |
| Total Trades | 32,008 |
How to choose
All three systems share the same DNA — stack uncorrelated edges so no single market regime can hurt you. You're choosing how often you want to touch your account.
I want equity-like returns without babysitting a chart.
Start with Investing. One update per month, a clean buy/sell list, 20.67% annual return with a -19.10% max drawdown — while the S&P drew down 57% over the same period.
I have a day job but I like placing a few trades a week.
Swing. Setups arrive over the weekend, you plan Monday, trades last 1–5 days. 44.16% annual return, 17.30% max drawdown, 16,687 trades tested across 26 years.
I want to be in front of the market all day — but on rails.
Day Trading. Pre-market email with the day's triggers, real-time alerts, no overnight exposure. 32,008 trades in the backtest, 34.46% annual return.
Why should I trust your numbers?
Three reasons. First, every backtest covers 25+ years and includes the months the systems lost money — most "track records" cover one regime and hide the bad stretches. Second, all costs are baked in: Interactive Brokers commissions, slippage, a survivorship-bias-corrected universe. Third, I publish a quarterly drawdown letter when any system is in a real-time drawdown — so you know what's happening before you panic. Most services hide drawdowns. I publish mine.
Why aren't the win rates higher?
Systems in the low 50s with asymmetric payoffs (Avg Win > Avg Loss) compound better than "90% win rate" systems that hide big losers. Investing's 54% win rate at 7.9% vs 5.0% is the whole engine — chasing high win rates almost always means cutting winners short.
Who runs Stats Edge?
Michael Nauss — CMT (Chartered Market Technician), CAIA (Chartered Alternative Investment Analyst), CDMS (Certificate in Derivative Market Strategy). Three of the rarer designations in technical analysis, alternative investments, and derivatives. 18 years inside hedge funds, prop firms, and fintechs. Almost no one in retail trading education holds even one of these designations. Michael holds all three.
What if it's not for me?
Every paid plan comes with a 30-day money-back guarantee. Try Stats Edge Pro for a month. If it's not a fit, hit reply and I'll refund your first month. No questions, no hard feelings. You can also pause your subscription for 1, 3, or 6 months from your account page if life gets busy.