Counting Ticks
Proven strategies

Strategies you can actually measure

Every setup is documented the same way — clear entry and exit rules, the market context where it works, and back-tested statistics over hundreds of trades. No vague hunches, no cherry-picked screenshots.

Browse the libraryHow we validate

The library is being written

Each strategy is documented and back-tested before it appears here, and we publish the failures alongside the edges. Subscribe below and you'll get them as they land.

See how we validate
Our method

How a strategy earns the word "proven"

Anyone can post a winning screenshot. Before a strategy joins the library, it runs the same gauntlet — so the stats you read are the stats you can trust.

  • Rules written down precisely enough that two traders would take the same trade.
  • Back-tested on clean, lookahead-free historic data over a full market cycle.
  • Reported with sample size, drawdown and worst-case streaks — not just the win rate.
  • Forward-tested live before publication to catch overfitting and execution gremlins.
Validation checklist
4 / 4
  • Defined, repeatable rules
  • Clean historic back-test
  • Full risk statistics
  • Live forward-test
Good to know

Strategy questions, answered

Do I have to trade these exactly as written?

No — they're a documented starting point, not a rigid mandate. The rules give you a tested baseline; most traders adapt position sizing, filters and targets to their own account, market and schedule. The discipline is in changing one variable at a time and re-testing.

Which markets do these work on?

Each strategy lists the markets it was validated on — typically major FX pairs, index futures, liquid crypto and indices. Edges rarely transfer cleanly across instruments, so we never claim a setup "works everywhere." Check the tags on each card.

What timeframe and capital do I need?

Timeframes range from 5-minute intraday models to weekly swing setups, and each card notes the cadence. Capital depends on the instrument and your risk per trade — we always frame risk in R (multiples of your stop) so the strategy scales to any account size.

Are the back-test numbers guaranteed?

Absolutely not. Back-tested statistics describe the past on clean data; live trading adds spread, slippage and your own execution. Treat the numbers as a measure of whether an edge has historically existed — not a promise of future profit.