Historical simulation in R · brokerage + slippage included · fills only at achievable prices · shown with a ≥3-month lag — education, not advice · simulations / paper
Every failed strategy in our public weekly dataset, broken out per instrument — rebuilt exactly as taught, then run at prices you could actually get. Each line lost money out-of-sample in R (multiples of risk per trade). These carry full week-by-week data; other famous failures live in the case studies. Strategies that survived are deployed privately and never appear here. Sort by any column; search by name.
Historical simulation in R · brokerage + slippage included · fills only at achievable prices · shown with a ≥3-month lag — education, not advice · simulations / paper