Research

The Overfit archive

Every issue of Overfit points here. Research notes and long-form breakdowns: backtesting, portfolio construction, market structure, and the mechanics behind systematic trading.

#124

How the IBS Strategy Made $45K in 2024 — Even in a Down Market!

Apr 11, 2025 · 4 min read

Discover how a simple IBS strategy made $45K trading Nasdaq futures—even in 2025’s volatile market. No curve fitting, just results.

#123

Ultimate C%: A Smarter Mean Reversion Indicator for Beginner Traders

Apr 5, 2025 · 3 min read

Discover Ultimate C%, a powerful RSI alternative for beginner traders. Enhance your mean reversion strategy and diversify your trading approach today.

#122

Robustness Testing: Why Most Traders Fail, and What 36,252 Backtests Say Actually Works

Mar 28, 2025 · 16 min read

Robustness testing is the step between a good backtest and a strategy worth funding. I measured which checks actually predict what happens next, then retested the whole thing on 53 markets — where the stack still works, several individual checks turn out to have been overstated threefold, and two of them stop working entirely.

#121

Z-Score Mean Reversion Strategy: 2,400 Backtests on Futures and SPY, and the 74% Win Rate Is a Trap

Mar 21, 2025 · 7 min read

The z-score mean reversion strategy tested 2,400 ways on S&P futures and SPY: the famous 74% win rate reproduces on both markets, yet 0 of 1,008 reliable SPY variants beat buy-and-hold, a single leveraged futures contract's buy-and-hold draws down 114% of the account, and the only tradable edge is a stable region at the 10-day lookback.

#120

AI Trading Strategy Development: The Exact Prompts, Step by Step

Mar 13, 2025 · 4 min read

The workflow, not the verdict. Four prompts that get a specific, testable strategy out of an AI instead of a paragraph of hedging — and the one step afterwards that decides whether any of it was real.

#119

Tactical Asset Allocation (TAA): A Smarter Way to Invest Without Market Predictions

Mar 9, 2025 · 2 min read

Stop guessing market trends! Learn how Tactical Asset Allocation (TAA) shifts into top-performing assets using momentum investing—no predictions, just data-driven results.

#118

Mastering Market Regimes: When to Trade and When to Stay Out

Mar 7, 2025 · 5 min read

Discover how market regimes define trends & volatility, impact trading strategies and how traders can use them to optimize their strategies.

#117

Natural Talent vs. Skill in Trading: Why Anyone Can Learn to Trade Profitably

Feb 28, 2025 · 3 min read

Is trading a natural talent or a skill anyone can learn? Discover how discipline, strategy, and practice lead to profitable trading.

#116

Water Fasting for Traders: How to Boost Focus & Clear Brain Fog

Feb 25, 2025 · 3 min read

Boost trading focus with water fasting! Discover how fasting clears brain fog, improves decision-making, and enhances energy for traders.

#115

RSI Deep Dive: How to Trade the S&P 500 Like a Pro with Mean Reversion

Feb 7, 2025 · 3 min read

Deep dive into RSI strategies for S&P 500 mean reversion trading. Unlock higher profits with filters and proven optimizations

#114

CaseyC% Oscillator: A Smarter Mean Reversion Strategy for SP500 Traders

Jan 31, 2025 · 2 min read

Discover how CaseyC% oscillator can diversify your mean reversion strategies and improve portfolio performance in SP500 trading.

#113

Market Edge: Why Markets Are Not Random (With Data to Prove It!

Jan 26, 2025 · 3 min read

Discover why financial markets are not random with data-driven insights into SP500, Natural Gas, & USD/CAD. Learn how to uncover your Market Edge and build profitable trading strategies for beginners.

#112

Cyclic RSI: The Indicator That Redefines Market Timing

Jan 17, 2025 · 3 min read

Discover how Cyclic RSI transforms trading strategies, offering dynamic market insights and superior portfolio diversification.

#111

OBV MACD vs. Traditional MACD – Which One Wins?

Jan 10, 2025 · 3 min read

Learn how OBV MACD improves your trading accuracy. Discover why combining OBV with MACD enhances performance.

#110

Boost Your RSI2 Strategy for SP500 by 48% with This Volume Filter

Jan 3, 2025 · 4 min read

Learn how to optimize your RSI2 trading strategy for SP500 with a volume filter. Discover ways to reduce false RSI signals with volume and improve trading performance.