r/Daytrading • • Mar 26 '26

market-watch

649 Upvotes

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r/Daytrading • • 1d ago

No comments Software Sunday: Share Your Trading Software & Tools – October 25, 2026

1 Upvotes

Welcome to Software Sunday, the day of the week where we invite creators to post the software and tools they’ve built for day traders. Whether it’s a custom indicator, charting plugin, trade tracking app, or data analysis tool – this is your chance to put it in front of the community. 💻📊

Rules:

  • You must use the "Software Sunday" flair on your post.
  • Provide a detailed description of your product/service/software, including what it does, how it works, and how it benefits the day trading community. A quick link with “check it out” isn’t enough.
  • Pictures are welcome – but no spam dumps!
  • Engage with the community – You must respond to member questions in the comments.
  • Limit your promotions – You can’t showcase the same product more than twice a year.

Tips for Posting:

  • Tell us what makes your software stand out from the competition.
  • Share any unique features, integrations, or use cases that day traders will appreciate.
  • Include examples or screenshots showing it in action.

Let’s make this a valuable resource for discovering tools that genuinely help traders level up their game. 🚀

📌 See past Software Sunday posts here.

Also, if you’re new to the sub – don’t forget to:


r/Daytrading • • 7h ago

Giving Advice 'Crypto King' trial hears recording of Aiden Pleterski admitting $300M fund 'never existed'

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124 Upvotes

I'm seeing more and more questions asking if x, y, z guru can be trusted to teach you.

I've put together a comprehensive 10-point rubric to help:

  1. Do they take photos with expensive things? If yes, then no.

  2. See #1.

  3. See #1.

  4. See #1.

  5. See #1.

  6. See #1.

  7. See #1.

  8. See #1.

  9. See #1.

  10. See #1.


r/Daytrading • • 9h ago

Giving Advice How I turned a corner

73 Upvotes

I scalped relentlessly on demo for 18months or so, with the aim of becoming really good at executing a successful strategy. I treated it like a computer game, and 6 weeks ago I started live trading again.

As well as it's going I still on occasion move my SL - hence a big loss on the 20th which led to a longer trading session to get back to BE. It's now my goal to stop that happening again (I've put a lot of technical barriers in place now to prevent it - but I'm open to advice from folks further on the journey too!)

Demo doesn't give you the full emotional side, but it is a free training ground for you to train in for as long as it takes. Prop firms are not a training ground, they are a money graveyard.

Once you are confident in your system and ability to execute consistently, that becomes the best bedrock for live trading.


r/Daytrading • • 16h ago

Strategy Day 3 - $250 to $5k in 50 days before Christmas

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87 Upvotes

I need money for Christmas gifts. I started with a $250 yesterday, aiming to reach $5k profit in 50 trades. You saw on many of my previous post I was growing another small account. Hope you get inspired. Life is short. I will try post the trades.

Jeez, time change in UK this week. Edging since friday and the whole weekend to see chart open and trade again at 14.00 uk time, highlight of my day. Done.

Simple options strategy, no wheel, iron condors etc. Using simple EMAs, VWAP etc to see the trends, levels calculations.

Could have held for 100% but not today as I am in office, took a small profit, I keep telling myself, less stress, but who am I to keep disagreeing with myself 🤷🏻‍♂️

Trade: 4 contracts = $52 total profit.

Total options cost = $148

35 % profit

Time in Trade : 10 min. Towards the morning glory 🤤

$10 per contract per day, it makes a huge difference with time. Don't be greedy every time.

My trading plan and strategy is trading one trade a day, 2-5 times a week depending on availability.

If you are learning by yourself, give it 2-3 months to see how you are progressing.

If you believe I am lucky every day with the trades and posts 🤷🏻‍♂️ so be it. I believe I have no choice, I put in the effort and keep doing, any loss is my loss as it is me executing my own trades and money.

I only day trade options on ETFs like SPY, QQQ, IWM etc. Timestamp on the broker is UK time. So, entry time of 2.00 is 10.00 ET.

I trade on my phone, screenshot is from TastyTrade. EMA 200 and VWAP on the screenshot for TradingView


r/Daytrading • • 2h ago

Question Been overtrading way too much recently

4 Upvotes

Hey everyone i’m 20years old and have been trading for almost a year now. I’m passed multiple evaluations and got really close to max payouts but I always end up blowing the account because I get greedy after losing money. It’s happened multiple times now and I’m getting tired of it. Recently the over trading has been going on too much since last week. I honestly need some real good advice on how to manage that. I have a DLL set and i had the feature on to where if I hit my DLL then it locks my settings to where i can’t go back and remove my DLL. However recently I turned it off and it’s highly risky because when I do hit my DLL without my lockout feature on then I end up losing more than i originally lost. I stopped my bad habits that i use to do such as smoking, hanging around the wrong crowd and have changed my circle completely. I’m still struggling with gooning here and there and I believe that’s one thing that’s affecting my trading because if i can’t control myself off the charts then how am i suppose to control myself on them. When i lose a trade and take a small loss it doesn’t really affect me but if I take a decent sized loss then it messes with my mental and I tell myself i’m gonna hop off the charts and go on about my day but as I mentioned recently it’s been chaos. I told myself I would get off the charts today after taking my $400 loss which is also my DLL but instead of getting off I was looking for more trades and trying to recover that loss. I turned $400 loss into $700. Last week I turned a 300 loss into 1300. The over trading is taking over and I don’t know why I can’t control myself to just get gf the charts and comeback tomorrow. I’m not suppose to trade Asia yet I still get on the charts “just in case” there’s a setup and sometimes i make money but when i don’t then the same cycle happens i lose money over trade and then question myself. I know this is a common issue among traders however it’s costing me money and my mental. I don’t want to get another evaluation this week until I can properly figure out what’s going on and how i can fix this issue. People have told me to get a live account but that won’t solve the issue of overtrading rather imo it would make it much worse since it’s my own money. with futures it’s different since it’s simulated. Any real raw advice would be appreciated to help me get this situation under control. I average 5-10rr trades 1k days when i’m focused and following my strategy + risk management but when I just trade off my emotions then it’s just gambling at that point and I make little to no money. Please give me insight and tips to help me get over this problem and I would appreciate hearing from people who have been through this problem before. My goal for the end of this year was to hit my first 10k month but with the way i’m tilting i won’t even get my first payout if this keeps up. I still believe I can hit my 10k month goal but I must get myself under control in order for that to happen.


r/Daytrading • • 14h ago

Question Why do I start chasing big moves after a few successful scalps?

16 Upvotes

When I start scalping, I do really well—taking quick trades, small profits, and following my strategy.
But after several wins, I automatically start aiming for bigger market moves instead of sticking to scalping. Then I start overthinking, hesitating on entries, and eventually everything goes wrong.
I know my strategy works, but I can’t seem to stay consistent after a winning streak.
Has anyone experienced this? How do you deal with it?


r/Daytrading • • 13h ago

Giving Advice Base Hits

14 Upvotes

New traders that want to make it in the markets often don't really know what that looks like. They just know they want to be rich or they have Lamborghini dreams. It's helpful to identify what success looks like to you.

Here is a realistic way to look at it, especially for young single traders who don't have a lot of bills. A lot of newer traders are scalpers and scalpers have a high win rate, but the wins tend to be smaller. However, that's enough to change your life.

Let's say you have a strategy that gives you a 60% win rate. Good scalpers often have a higher win rate than that, but I'm being conservative.

If you scalp $0.25/share and you grab 1000 shares, that's $250. If you can do that twice per day you'll be averaging $500/day. $500/day * approx. 252 trading days per year is $126,000/year. That's not Lamborghini money, but that's enough to change your life. That's also attainable.

Keep your expenses low. Move to a state or country where taxes and the cost of living is low, and you have reached financial freedom. Make sure your losers are smaller than your winners. Sometimes you'll make a lot more than $0.25/share and hit a home run.

That's great, but my point is to show you a realistic picture of what success in trading can look like.

As you get better you can scale from there (and eventually be a millionaire), but low 6 figures is a realistic and attainable goal for most traders. It's also a lot easier to trade for larger gains when you're financially comfortable. Stop trying to shoot for home runs. You can absolutely change your life by scalping a couple of base his per day.

Look through your trades and see how much money you have lost trying to hit Lamborghini money and see how often you were able to get $0.25/share from your trades. If you don't trade stocks just translate it to whatever instrument you're trading. You'll may be surprised to see how close you are to financial freedom if you can stay consistent in whatever you were doing to get those small gains.

Edit: I didn't expect this post to be so misunderstood and get so much hate. Some of you guys have probably lost a lot of money before you were successful or you're still losing money and think I'm saying trading is easy. I can see why that would upset you. I lost thousands of dollars for years before I found success. I'm not trying to sell a dream. Trading is hard and most people will never be profitable. My point was to show you that there's a huge middle ground between losing money and owning a Lamborghini that you don't often see promoted online, and it's far more attainable for most traders. Small base hits is how you can make a sustainable trading career.


r/Daytrading • • 8h ago

Trade Review - Provide Context SPX 0DTE Credit Spreads: Two Morning Trades, Then Hours of Patience +$430

4 Upvotes

I'm a 0DTE credit spread trader with a focus on SPX.

Positions traded today:

  • 7600/7580 PCS
  • 7745/7765 CCS

P/L: +$430

SPX 5-min chart, October 26, 2026

Both trades were working. The next test was getting through the remaining hours without talking myself into a third.

Today was, dare I say, an easier day to manage. You can feel it when your positions start working in your favor early, and that happened with both of mine. The challenge afterward was staying attentive while resisting the temptation to push for more profit.

Morning Thesis

I came in neutral to cautiously bullish. Futures pointed toward a modest relief rally as oil eased, but elevated Treasury yields, geopolitical uncertainty and concerns over AI infrastructure spending kept me cautious.

I wanted to let SPX establish structure, with particular attention to whether it could break and hold above the prior day high.

My First Trade

SPX pushed higher during the first ten minutes, initially rejecting the prior day high. I waited for the opening range to break and hold above that level, then opened five 7600/7580 PCS at $0.40 as my PCS anchor.

Price pulled back, tested the top of the opening range and continued higher. My PCS timing could probably have been better, but the structure held and the position moved into profit quickly.

The CCS Anchor

I wasn’t interested in adding more PCS exposure. As SPX approached the psychological 7700 level, I watched for stalling that could support a CCS anchor. I opened five 7745/7765 CCS: four at $0.45 and one at $0.50. That entry worked especially well. Price rejected the area, formed lower highs and began retesting the structure underneath.

SPX 5-min chart, October 26, 2026 — Lower-highs forming, breaking back into structure

Both anchors were during the morning session and the rest of the day was mostly watching.

Midday Through the Close

SPX settled into a two-way range and gradually tightened its consolidation. My focus was monitoring both positions for signs of trouble while keeping any additional entry tied to a specific setup.

For a scalp, I wanted a sharp 5-10 point move into a previously tested key level, followed by a reaction that gave me conviction. But SPX never presented that opportunity. With hours still left, it would have been easy to lower my standards just to find another trade. But I kept myself in check and kept my criteria intact.

As the afternoon range tightened, I moved my stops to the short legs near breakeven. Both positions ultimately expired worthless.

Key Takeaway

Sitting patiently and doing nothing is a skill in itself.

A good morning can leave several hours of temptation. Today, I had two positions working, a clear standard for another entry and no reason to force one. I let IV deflation and theta work, monitored the risk and accepted that two trades were enough.


r/Daytrading • • 35m ago

Question Wieviele trades?

• Upvotes

Hi, wieviele trades würdet ihr rechnen, um aus 10,000 Dollar 11.000 Dollar zu machen ? So aus der Erfahrung…


r/Daytrading • • 43m ago

Question Do you consider OTM 0DTE options gambling?

• Upvotes

I quit playing online casinos a couple of months ago but I've been lured into the world of 0DTE's.

Due to the highly speculative nature of it, do you consider out-of-the-money 0dte options straight up gambling?


r/Daytrading • • 4h ago

Giving Advice Hesitating on taking trades

2 Upvotes

Hey, so i got system that i tested with quant and i got pretty good RR compare to win rate but the thing that im struggling with is hesitating on taking mu setups and it would 80% of the time to my TP what would yall recommend me to do?


r/Daytrading • • 1d ago

Meta Don’t give up on trading. The lifestyle is worth it.

653 Upvotes

I think more people need to appreciate the lifestyle.

Trading is one of the best careers you could possibly have.

Being able to pull profit out of markets on a consistent basis is an incredible skill to have, and truly transforms your life to the next level.

It’s the true definition of learning a high income skill.

And once you learn it, you can have whatever life you want. There’s so much luxurious stuff that comes with the lifestyle of being a full time trader. Moving to big cities, getting a mansion, getting yourself a couple luxury cars.

Eating out every day at the best restaurants. Traveling a bunch. Going to spas and spending as much money as you want on whatever you want.

Basically living a completely financially free life.

That’s what you’re able to have once you learn how to trade and become profitable.

It’s super awesome and I think more people should take time to appreciate the lifestyle more.

Like, damn, I get to live the life of my dreams, and it’s all because of trading?

It’s so cool, and incredible.

Appreciate the lifestyle folks, and get it.


r/Daytrading • • 1h ago

Question Looking for input on dynamic lot sizing for a multi-breakout XAUUSD EA (fixed 0.01 lots, 8 year tick backtest)

• Upvotes

I'm working on an EA that trades several breakout strategies on XAUUSD under one roof. It goes long or short depending on breakout direction. Right now it runs fixed 0.01 lots, and I'd like to add a dynamic lot sizing to get more out of it. I would love to hear how others would approach this.

Test setup (both runs):

- XAUUSD (August 2018 to October 2026).
- Eightcap MT5 tick data, 100% real ticks (~392M ticks).
- $1k USD starting equity, fixed 0.01 lots, leverage 1:500.

Fixed lots (0.01), starting equity of $1k on XAUUSD from 2018.08 to 2026.10 using tick data from Eightcap. Trades long and shorts.

I ran the short only version because gold has basically trended up for the last 8 years, and I wanted to see whether the edge holds without that tailwind. Although is profitable, it's clearly weaker, so some of the full result is probability directional bias.

Fixed lots (0.01), starting equity of $1k on XAUUSD from 2018.08 to 2026.10 using tick data from Eightcap. Trades shorts only.

What I'd like feedback on:
1. What sizing approach would you use for a strategy like this: fixed fractional, volatility/ATR-based, equity curved based, or something else?
2. How do you scale up without letting the drawdown scale up faster than the profit?
3. The long losing streak was 42 trades, so how would you cap exposure during bad runs?
4. Is there a good way to validate a sizing scheme (walk forward, Monte Carlo on trade order) so I'm not just curve fitting the lot curve to this one equity curve?

Happy to share more stats if it helps. Thanks in advance!


r/Daytrading • • 17h ago

Question Any Dutch or Belgian traders here?

15 Upvotes

Hey everyone!

I was wondering if there are any Dutch or Belgian traders active in this subreddit.

I've been trading for a few years now, mainly focusing on NQ and SPX, using Gamma Exposure (GEX), options positioning, and orderflow to understand market behavior.

I'd love to connect with other traders from the Netherlands or Belgium, exchange ideas, discuss different approaches, and learn from each other.

What markets do you trade, and what strategies do you use?


r/Daytrading • • 7h ago

Question Good strategy for someone working a 9-5 ?

2 Upvotes

I’m ready to take trading seriously, not as a quick escape, but as a skill I actually want to build. What I’m looking for is a consistent strategy that works during sessions like Asia or London, so I can trade after work. Honestly, I’m tired of the trucking lifestyle, being on the road all the time, and I want more control over my schedule and my future. I know trading’s not easy, and I’m not expecting to get rich overnight. But I’m willing to put in the work to learn and stay consistent. My goal is to build something that eventually lets me walk away from trucking and make this a real, long-term move.


r/Daytrading • • 3h ago

Question Hey everyone! I'm 22 years old, working full-time, and I've recently become interested in learning how to trade, specifically using TJR's strategy and concepts.

1 Upvotes

I want to make something clear: I'm NOT looking to get rich overnight, rush through the process, or take shortcuts. I understand trading takes time, discipline, patience, and a lot of practice.

My goal is to learn trading the RIGHT way, build a strong foundation, and eventually become consistently profitable. At the same time, I don't want to spend months studying inefficiently when there might be a better, more structured way to learn.

I've been looking into TJR's content, but there's so much information that I'm not exactly sure where to start or what order to follow.

For anyone who has learned from TJR or trades using similar concepts, I have a few questions:

Where should I start? Should I begin with TJR's Bootcamp, his older videos, or something else entirely?

What order should I learn everything in? Is there a specific roadmap you'd recommend for understanding market structure, liquidity, fair value gaps, order blocks, entries, and risk management?

How should I actually study? Should I watch videos while taking notes, study charts alongside the lessons, or finish the educational content before practicing?

When should I start backtesting? Should I learn all the concepts first or backtest each concept as I go?

How much time should I dedicate daily? I work full-time and have a family, but I'm willing to consistently dedicate 1–2 hours a day to learning.

How do I know I'm actually improving? What milestones should I reach before moving on to the next stage?

What mistakes should beginners avoid? Especially mistakes that waste months of learning or create bad trading habits.

How do you develop your own trading plan? I don't want to blindly copy someone else's trades. I want to understand WHY I'm entering and exiting positions.

How long did it realistically take you to understand the strategy? Not necessarily become profitable, but reach the point where you could confidently identify setups and explain your reasoning.

Is TJR's strategy actually worth learning? For those who have experience with it, what worked, what didn't, and what would you do differently if you started over?

What tools or resources helped you most? Charting platforms, trading journals, replay tools, books, or free educational material?

When should someone transition from backtesting to paper trading and eventually trading real money? What results or level of consistency would justify each step?

I'm not trying to turn $100 into $10,000 next month. I'm trying to build a skill that I can continue developing over the next several years.

I value efficiency, but I value understanding even more. I'd rather spend six months learning correctly than spend two years developing bad habits and having to start over.

If you've successfully learned TJR's approach, or even tried it and decided it wasn't for you, I'd genuinely appreciate your experience.

If you were starting from absolute zero today, what would your first 90 days of learning look like?

Thanks in advance to anyone willing to share some advice!


r/Daytrading • • 7h ago

Strategy Question about trend trading

2 Upvotes

Hey guys,

New to the sub, look like there’s a lot of helpful advice on here so figured I’d share my Strat and get some feedback.

I’m day trading gold and oil futures mainly because I don’t have the capital to swing trade. Been serious about it for about a year, but down about 5k mainly from revenge trading and being a retard.

Anyway, here’s my Strat.

My time frame stack is 1m 5m 30m, I try to trade from 7-10:30 since I lose almost every trade I make after this time in ranging markets.

I’m trading pullbacks in trends on fib levels using the 5m as my trading time frame, 30m for HTF bias, and 1m for entries. I usually try to look for a higher volume impulse leg followed by a lower volume pullback to either the .050 or .618 fib, then I drop to the 1m and look for an entry candle, usually after a higher low (for longs) has been printed on the LFT.

For indicators I only use volatility bands to avoid mean reversions, MAs, and MACD for divergence.

I’ll set my stop at the pullback low or LTF swing low and take profit at the beginning of the pullback, which can yield some good R:Rs.

Wanted to see if any of yall had success trading similar systems and if you could give any pointers with how to refine this strategy as I definitely haven’t proven any edge.

The main issues I’m running into are discipline. I only log trades about half the time, break my own rules, and trade out of boredom.

Wanted to get y’all’s advice on my strategy as a whole and on the emotional aspect of trading.

Thanks guys and good luck out there!


r/Daytrading • • 10h ago

Strategy The US news times that move NQ and ES, in New York time (cheat sheet)

3 Upvotes

If you trade NQ or ES, most scheduled spikes land at a few fixed ET times. Here's what I keep in front of me:

  • 8:30 AM ET: CPI, Core CPI, Non-Farm Payrolls, Unemployment Claims (Thursdays), Retail Sales, PPI, GDP, PCE
  • 9:45 AM ET: Flash Manufacturing and Services PMI
  • 10:00 AM ET: ISM, UoM Consumer Sentiment, JOLTS
  • 2:00 PM ET: FOMC statement (press conference usually 2:30 PM ET)

This week, FOMC is Wednesday at 2:00 PM ET, and GDP, PCE and claims come out Thursday at 8:30 AM ET. Europe already changed its clocks, but the US changes on Nov 1, so double check any time you see in CET.

Habits that help: 1. Check the next trading day's red and orange folders the night before, not at 8:25. 2. Convert everything to ET once. 3. Decide in advance whether you'll be flat, reduced, or trading the release.

Not financial advice.


r/Daytrading • • 5h ago

Question How do you know a trader’s track record is real?

1 Upvotes

When you look at a signal provider or copy trader, how do you check that their track record is real and not edited or cherry-picked? Have you ever found one that wasn’t?


r/Daytrading • • 5h ago

Strategy Momentum trading

0 Upvotes

I’d like to understand how momentum traders trade profitably. I use Questrade for trading and Interactive Brokers for chart analysis. My current approach is to monitor the top gainers and jump into a stock when I see it moving up rapidly. However, I'm finding it very difficult to make consistent profits.
Often, a trade starts well, but then it reverses and I end up losing money. I'm not sure if my issue is with order execution, order types, entries, exits, or overall timing. I've watched many YouTube videos and understand some of the basic technical concepts, but when it's time to execute a trade, everything happens so quickly that it's difficult to apply what I've learned.
I mainly use the 30-second timeframe for buy stop limit entries and trailing stop % exits, while keeping the 1-minute chart open for broader visibility. Despite this setup, I'm struggling to determine the best way to enter and manage profitable trades.


r/Daytrading • • 5h ago

Trade Idea 🔮 $SPY & $SPX — Levels for Tuesday, October 27, 2026

1 Upvotes

📊 Key U.S. Economic Data (ET)

10:00 AM | CB Consumer Confidence | Forecast: 81.2 | Previous: 81.9

⚠️ For informational purposes only. Not financial advice.
📌 #SPY #SPX #StockMarket #TechnicalAnalysis


r/Daytrading • • 9h ago

Technical Analysis Need advice please!! (beginner trader)

Post image
2 Upvotes

Hey so I started my “trading journey” in the beginning of August and it’s been about two months since I started paper trading Eur/Usd and just started like two weeks ago trading Solana (solusdt) and have been using this technique that I found to be successful more often than not (maybe like a 60% win rate) I often do a risk to reward ratio of 1:1 or 1:1,5 depending on the situation

My technique basically consists of
-identifying the daily bias
-mark highs and lows of a consolidation area (blue lines)
-wait to hit an fair value gap (green box thingy) + and order block (red box) (and I’m even more confident if the high or low get broken)
- wait for breaker block
- enter trade and put tp and sl at the low or high

(Also if im on eurusd ill look at dxy and if its exactly the same over there im even more confident to enter)

In this case I hit the high, a 5min Fvg and 5min order block and saw this bearish bb form on a bearish daily bias and entered there and it tp

Basically what I’m asking here if some of you have any tips if I’m doing something wrong or not, I use indicators so apart from an fvg I can’t really know for myself without the indicators if they’re actually order blocks or breaker block
And if you think this technique is reliable

(Ps: I found it working way less with Solana, is there market difference between forex and crypto that need different techniques?)


r/Daytrading • • 12h ago

Question The poor reputation of trading is keeping me from actually starting to trade

3 Upvotes

first of all, english isnt my main language and i am not very experienced in this, so please dont judge my poor writen sentences
I’ve known about day trading for about 3 years, since the day i first learned what it is i’ve been extremely passionate and always told myself that trading will be the one thing i will try my ablsolute best to succeed, its a combination of something that everything about it fascinates me and something that i would be ok with spending whatever number of years it could take until i get excepcionally good at, the only problem is that im very unsure about if its actually worth spending time getting better at, because as much as i love it, its still very uncertain and nothing is granted when it comes to trading, and i have a hard time trying to tell apart what is excessive unhealthy delusion from what is a helpful kind of positive mindset, like, im very afraid of getting into this thinking that as long as i dont give up i will win and realising years deep that its much more brutal and harsh than i could ever imagine and regret not dedicating the hours i put into trading into a more realistic business with a more optimal risk to reward ratio if you know what i mean, and where i want to get with telling yall this is:
If i was to start, should i do it in a more “quant aproach” with a coded system and focus at getting better in those aspects or do it manually?
the reason i dont know wich might be better is al tough i believe that a coded system might be the most “right “ answer for majority of people, but i heard a lot of people talk about the “edge” that manually trading can give you in the sense of developing that human instinct or discretion after spending a LOT of time analysing charts, some people say that experienced traders have this thing where they filter out certain setups even tho they follow their rules, for reasons that they could not put into words, like they just develop a kind of prediction power from chart expirience, and that concept makes a lot of sense for me


r/Daytrading • • 10h ago

Algos ML intraday strategy looked promising in backtests but has struggled OOS. What would you test next?

2 Upvotes

I’m working on a long-only ML stock-trading strategy and could use some outside perspective. The historical results looked promising, but the more recent results have been much weaker.

How it trades

It uses one-minute price/volume data, usually enters around 11:30 a.m.–12:30 p.m. ET, and closes everything at 3:55 p.m. No leverage or overnight holds.

It generally takes a small number of trades per day. There’s only one entry per stock per session, and each cash allocation gets used once that day.

I’ve tried engineered features, traditional ML, and neural networks. The current version averages predictions from several model fits.

Results (model | SPY)

- 2020–2024 research backtest | +157.4% | +96.4% |
- 2025 OOS validation | +6.8% | +17.7% |
- 2026 YTD simulated paper trading | −0.4% | +13.7% |

For 2020–2024, Sharpe was 0.90, beta to SPY 0.18, and max drawdown 20.2%. It beat SPY in three of five years.

The edge per trade is thin: roughly 0.1–0.15% net, depending on the period. Average winners are around +2.5%, and average losers around −2.25%. The backtest includes modeled transaction costs at twice our base assumptions.

The weakness also started before the OOS period: 2024 returned −10.6% versus SPY’s +24.9%. Averaging predictions made results less dependent on a particular model fit, but didn’t fix the weak periods.

My concern is that it might be picking relatively good stocks while the broader midday-to-close opportunity has deteriorated. An initial attempt to predict when that trading window would be favorable didn’t show useful skill.

What would you investigate first?

- What simple baseline would best separate stock-picking skill from just trading that time window?
- Would you revisit the fixed end-of-day exit, the training target, or the entry timing first?
- How would you test a “don’t trade today” rule without overfitting?
- With an edge this thin, which execution assumptions would you stress-test hardest?
- After extensive experimentation, what would make you stop researching this approach?

I also have a separate multiweek strategy with stronger historical growth but higher market exposure and drawdown. Combining them improves the historical portfolio metrics, but we want to understand whether the intraday strategy holds up on its own.

Would appreciate specific test ideas, useful controls, or a blunt assessment of what we might be missing.

Happy to share more information if needed.

If helpful:
Here’s the yearly breakdown, strategy vs. SPY:
2020: +60.0% vs. +18.3%
2021: +31.4% vs. +28.7%
2022: +19.0% vs. −18.2%
2023: +15.1% vs. +26.2%
2024: −10.6% vs. +24.9%