We built a small Python backtester to answer one question honestly: does any simple stock-trading rule still make money after fees?
What it does
Pulls 5 years of free public daily price data, plus hourly and 5-minute bars, for 17 US and UK shares and ETFs
Tests about 130 rule variants, charging real round-trip costs (0.36–0.42% on US names for currency conversion plus spread)
Only counts a rule as passing if it has 20+ trades, makes money in both halves of the data, and stays positive without its single best trade or best share
What we found Every intraday rule failed after costs. One survived: buy at the close after a sharp 1–2 day drop (2-day RSI below 5) in a share trading above its 200-day average, then sell on the bounce or after 5 days at most.
On SPY, QQQ, NVDA, TSLA and AMD: 97 trades, 71% winners, +1.31% average per trade after costs. NVDA did best (+2.85%/trade, 22 trades). Worst single trade: −12.3% (AMD).
Caveats ~130 configs tested means some luck is baked in, and 2021–26 was a strong bull run for these names. It's a backtest, not a promise; we're paper-testing it next.
We built a small Python backtester to answer one question honestly: does any simple stock-trading rule still make money after fees?
What it does
What we found
Every intraday rule failed after costs. One survived: buy at the close after a sharp 1–2 day drop (2-day RSI below 5) in a share trading above its 200-day average, then sell on the bounce or after 5 days at most.
On SPY, QQQ, NVDA, TSLA and AMD: 97 trades, 71% winners, +1.31% average per trade after costs. NVDA did best (+2.85%/trade, 22 trades). Worst single trade: −12.3% (AMD).
Caveats
~130 configs tested means some luck is baked in, and 2021–26 was a strong bull run for these names. It's a backtest, not a promise; we're paper-testing it next.
https://m.stacker.news/162231