Does this actually work, or have I just had a decent stretch of luck?

Live trading answers that eventually, one data point a week, in the most expensive classroom ever built. That's why most people don't survive.

There's a faster way: algorithmic backtesting. Running 2-10 years of price data through your rules tells you what live trading teaches one trade at a time into days.

That's not a replacement for forward testing, it's what makes the forward test a validation instead of a guess. The block becomes you.

Before a single bar gets tested, breaking your system into explicit rules surfaces something uncomfortable: most of what you call a system is fragmented ideas borrowed from other people's charts, not something you built or believe.

Run those rules over years of your own data and read what comes back: how many trades, expectancy in R, the worst losing streak it could hand you. It's the lowest-risk training there is. It's just data.

At the end you either have a number you can trust, or you find out the thing you've traded never had an edge. Both beat another six months of wondering.

Most ideas don't survive this, including ones traded for years. That's why finding out tonight is cheaper than finding out in 2027.

The Handbook is free. If you're tired of trading a system you don't trust and want to test it for real, join the Kareet community and get the journal and backtesting app - beta, community, lifetime - $99