STRATEGY GRAVEYARD
Where Strategies Come to Die.
Most trading projects show you the winners. We show you everything — especially the failures. Every strategy below was tested with real data, and killed when the evidence said it didn't work.
"If you can't prove it survives, don't trade it."
4
Strategies Killed
1
Survived Testing
-$14,167
Total Losses (Killed)
500+
Coins Backtested
Momentum Breakout LONG
-$14,115
THE THESIS
When price breaks above the 20-candle high with 2x average volume and an uptrend, ride the momentum. Classic breakout strategy used across all markets.
WHAT HAPPENED
Backtested at +400%. Deployed live. Lost $14,115 in weeks. The strategy was a textbook case of overfitting — it looked perfect on historical data because it was using future information (look-ahead bias) in the backtest.
Once the code was fixed, the true performance was revealed: 37.5% win rate against a breakeven requirement of 71.4%. The strategy was structurally broken.
THE LESSON
A single line of code using the wrong candle index turned a losing strategy into a fantasy winner. After this, we established the rule: backtest code must be 100% identical to live trading code. No exceptions.
AUTOPSY
Look-ahead bias + overfitting
BB Squeeze LONG
-$26
THE THESIS
Mirror of the BB Squeeze SHORT strategy, but in the opposite direction. If squeezes predict short entries, maybe they predict long entries too.
WHAT HAPPENED
Barely lost money, but that's not the point. The win rate was 51% — essentially a coin flip. After fees and slippage, the expected value was negative.
THE LESSON
Symmetry doesn't work in crypto. The market has a structural bias: LONG strategies in crypto altcoins face different dynamics than SHORT. We tested 18 different LONG configurations. All failed.
AUTOPSY
No statistical edge
HV Squeeze (Historical Volatility)
Inconclusive
THE THESIS
Replace Bollinger Bands with Historical Volatility squeeze detection. HV might capture different compression patterns and provide uncorrelated signals.
WHAT HAPPENED
HV Squeeze generated similar signals to BB Squeeze but with no measurable improvement. Running both would increase complexity without adding alpha.
THE LESSON
More indicators doesn't mean more edge. If two systems generate correlated signals, adding the second one just adds maintenance cost without improving returns.
AUTOPSY
Redundant with BB Squeeze
ATR Breakout
Inconclusive
THE THESIS
Use Average True Range to detect volatility expansion. When ATR exceeds its moving average by a threshold, enter in the direction of the breakout.
WHAT HAPPENED
Backtested extensively across 500+ coins. The strategy didn't outperform BB Squeeze on any meaningful metric. Shelved for potential future review if market conditions change.
THE LESSON
Not every strategy needs to die dramatically. Sometimes a strategy just isn't better than what you already have. The discipline is in not deploying it "just because."
AUTOPSY
Didn't outperform existing strategy
THE SURVIVOR
BB Squeeze SHORT
Out of every strategy tested, one survived: Bollinger Band Squeeze SHORT. Not because it's exciting. Because it's the only one with a statistically significant edge across 500+ coins and 2+ years of data.
It has evolved through 16 versions. Parameters have been optimized, filters have been added and removed based on evidence, and it continues to be validated against live performance data.
It's not perfect. It will have losing streaks. But it has one thing the graveyard strategies didn't: a proven edge.
CURRENT STATUS
Positive expected value across all test periods
Why Publish Our Failures?
Because anyone can show you a winning trade. The real test of trust is showing you everything that went wrong.
ACCOUNTABILITY
Publishing losses makes us accountable for every decision.
EDUCATION
Others can learn from our mistakes without paying the price.
TRUST
If we show you the bad, you know the good is real.
DON'T BELIEVE. VERIFY.