Algorithmic trading strategies with live results

Fully researched, coded and stress-tested trading strategies, ready to run in RealTest or Python.

Three SetupAlpha RealTest strategies and SPY buy and hold, equity from 2000 to 2026
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Yahoo Finance
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Interactive Brokers

Trading edges

For traders choosing which edge their portfolio is missing.

See all strategies

Candlestick chart of a short term pullback in an uptrend

Daily mean reversion

Buys short-term pullbacks in uptrending stocks. 2-4 day holds.

Candlestick chart of a stock in a strong uptrend

Momentum rotation

Holds the top-ranked liquid Nasdaq stocks and rotates when leaders shift.

Candlestick chart of a dip after a new all time high

All-time high pullbacks

Enters strong dips in stocks that recently broke out to new all-time highs.

Five ETF equity lines rotating in and out of a monthly portfolio realtest

Monthly ETF rotation

Rotates across major liquid asset class ETFs once a month. No daily work.

Every strategy includes three files

Native RealTest script, a standalone Python code, and written rules for any platform.

What you get

RealTest Code (.rts)

Import it and click run. The full backtest runs immediately with all settings ready.

Strategy Rules (.pdf)

Every rule in plain English. Rebuild the logic on any platform or trade manually.

Python Script (.py)

The complete strategy and backtest in Python, ready to run in VS Code or Jupyter.

The research workflow behind every strategy

A strategy that fails one stage does not continue.

See how each test is run

SetupAlpha backtesting pipeline, seven stages Seven stages 01 Academic research 02 Signal testing 03 In-sample strategy build 04 Out-of-sample validation 05 Walk-forward analysis 06 Monte Carlo stress testing 07 Paper and live trading Dropped, and never listed

What each stage tests

Published research

The starting point is a paper from SSRN, arXiv or ScienceDirect. The raw signal is tested on its own first. Does it predict future returns at all, before any trading rules exist?

Rules, data and costs

Rules are written in RealTest and tested on Norgate data that includes delisted companies. Interactive Brokers commissions and slippage are subtracted from every result.

Out-of-sample and live

What survives out-of-sample, walk-forward and Monte Carlo is traded in a live account at small size. The date it went live is shown on the strategy page.

Randomised equity paths from the Monte Carlo heatmap test of one RealTest strategy

One equity curve is not a test.

Strategies are tested beyond a single equity curve, across market regimes, trading costs, parameter variations and randomized trade sequences.

"I have run it live since 2024 and it is still in my portfolio. It also changed how I test the systems I build myself."

Systematic Traders Quant Traders & Writer
A RealTest backtest open on a laptop next to trading books
TradeQuantiX

I've been using a strategy from SetupAlpha and I'm really impressed with its elegance and stability. The unique approach gives me a fresh perspective and ideas I can apply to other strategies I'm developing. I'm currently working on integrating it into my suite of trading strategies.

TradeQuantiX Multi-Country Systematic Trader
Roman Blackwood

Buying a SetupAlpha strategy didn't save me money, it saved me research time. I estimate it replaced 70–90 hours of development, debugging, and validation. Even if I never trade the strategy exactly as delivered, the research process was worth the investment.

Roman Blackwood Founder of AI In Trading
Daniel

I traded discretionary for over a decade and kept putting off going systematic because I did not know where to start. Having a finished, tested system to take apart was what finally got me moving.

Daniel Crypto Trader

Try a free strategy

A simple setup ready to run and backtest in RealTest or Python.

Equity curve of the free RealTest mhptrading mean reversion strategy against SPY, 2000 to 2026

Multi-strategy portfolios,

or build your own.

Run complete diversified RealTest strategies together, or learn to research and validate your own models.

Multi-strategy portfolios

Run multiple systems together

Claude, the AI used to build strategies in the RealTest course

RealTest AI Course

Build your own with Claude

Research,
and the portfolio tools.

Resources and tools for systematic traders using RealTest.

Substack

Substack articles

Ideas for building better strategies

RealTest equity curve of a Nasdaq mean reversion strategy against SPY

Portfolio combiner

Combine strategies into one portfolio

Frequently
asked questions

What is RealTest and do I need it?

RealTest is the high-performance backtesting and portfolio software the strategies were originally designed for.

No, you don't necessarily need it. Every individual strategy includes a native RealTest script (.rts), a standalone Python script (.py), and a plain-English Strategy Rules document (.pdf). If you don't use RealTest, you can run the strategy in Python (Jupyter / VS Code), recreate the logic in TradingView or another platform, or follow the rules manually.

What data do I need to run these strategies?

The stock strategies use Norgate Data, which includes historical index constituents and delisted stocks to eliminate survivorship bias. The ETF strategies can run on Norgate or free Yahoo Finance data, as they trade a small universe of major liquid ETFs.

What do I receive when I buy a strategy?

You receive three complete files immediately after purchase:

  1. RealTest Script (.rts): Complete strategy code ready to import and run in two clicks.
  2. Python Script (.py): Full standalone backtest and strategy logic ready to run in Python.
  3. Strategy Rules (.pdf): Plain-English rulebook with exact entry, exit, ranking, and sizing logic.

Note: Multi-strategy portfolios (such as All-Weather) are native RealTest portfolio engines and include the .rts files and rules documentation.

Can the strategies be traded automatically?

Yes, but automation is entirely up to you. RealTest can generate daily order lists that tools like OrderClerk can transmit to Interactive Brokers. Python users can integrate the signals into their own broker pipelines. We provide fully researched backtests and source code, you retain complete control over how and where you execute.

Do I need to know how to code?

No. The strategies arrive fully written and ready to run. In RealTest, running the backtest takes two clicks. If you prefer not to code at all, the plain-English PDF rules describe every condition step-by-step so you can follow the setups manually on any charting platform.

Can I edit the rules or rebuild them on another platform?

Yes. You receive 100% open source code. You can modify parameters, universes, and position sizing directly in the RealTest or Python scripts. Because the PDF explains the mathematical logic without proprietary syntax, you can also rebuild the system in Pine Script, TradeStation, AmiBroker, NinjaTrader, MetaTrader MQL, MultiCharts, QuantConnect, FXReplay, or any other tool. 

The full live record is on every strategy page

Three SetupAlpha RealTest strategies and SPY buy and hold, equity from 2000 to 2026
See all strategies