Backtesting my own bad ideas

Six strategies I believed in, run against a walk-forward split with realistic costs. Five die on transaction costs alone; the sixth dies more interestingly.

A backtest that has not tried to kill your idea is a marketing document. This is an attempt to be adversarial toward my own hypotheses.

Full post in progress. The scaffold here exists so the home listing, archive, and tag filtering have real entries to render.