What’s inside

13 pages. No fluff. One real system, fully exposed.

Most “free trading guides” are 40 pages of recycled chart patterns with one paid pitch on the last page. This isn’t that. It’s a walkthrough of one of my actual systems with the receipts attached.

01

Why most backtests are lying to you

Five common ways a backtest misleads, with the smell tests that catch each one. Cherry-picked periods, curve fitting, missing costs, no slippage, survivorship bias.

02

What a real backtest looks like

The five things any real backtest has to do: 25+ years of data, out-of-sample validation, realistic costs, survivorship-corrected universe, walk-forward validation. Most "backtested" services fail three of these.

03

The Swing Combo, fully exposed

One of the three systems behind Stats Edge Pro, walked through end-to-end. Entry rules, exit rules, position sizing, the worst week, the worst year, every cost subtracted.

04

Every drawdown across 25 years

The 2008 drawdown. The 2020 COVID crash. The 2022 inflation drawdown. The 2024 tariff tantrum. How deep, how long, and how it recovered each time. Charts and tables, not vague claims.

05

The honest numbers

44.16% CAGR. Max drawdown 17.30%, while the S&P drew down 57% over the same period. After commissions, slippage, and bid-ask spread. Monte Carlo distribution included.

Years tested
25+
Trades
16,687
CAGR
44.16%
Max DD
−17.30%
FREE · 13 PAGES · 15 MIN READ

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.

The single best 15 minutes you can spend before paying for any trading service. Mine, or anyone else’s.

  • The 5 ways most backtests lie to you — and how to spot them in 30 seconds
  • What a real backtest actually looks like (and why almost nobody publishes one)
  • One of my live systems, fully exposed — every trade, every drawdown, every cost
  • The exact 2008 and 2022 drawdowns the system survived (and how long recovery took)
  • The honest numbers: 44.16% CAGR, max drawdown 17.30%, after costs

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Who wrote this

Run by someone who actually does this for a living.

MN

Michael Nauss

CMT · CAIA · CDMS

Chartered Market Technician. Chartered Alternative Investment Analyst. Certificate in Derivative Market Strategy. Eighteen years inside hedge funds, prop firms, and fintechs.

Stats Edge Trading is the systems I’d run if I had to start with $100K and grow it honestly. Three rhythms — Investing, Swing, Day Trading — same backtest standard. The PDF you’re about to read is the Swing system, fully shown.

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Read it before you pay anyone — including me.

13 pages. 15 minutes. Free. Then decide if you want the systems.

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