RealTest strategies with live results

Fully researched, coded and backtested trading strategies, ready to import and run.

Three SetupAlpha RealTest strategies and SPY buy and hold, equity from 2000 to 2026
RealTest svg logo
Norgate Data svg logo
Yahoo Finance
TradingView
Interactive Brokers

Systematic strategies,
or build your own.

Ready-to-run strategies for RealTest, or a course on building and testing your own with AI.

RealTest equity curve of a Nasdaq mean reversion strategy against SPY

Strategies

Ready-to-run backtests for RealTest

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

RealTest AI Course

Build strategies with Claude

12 strategies, from daily trades to monthly rebalances.

For traders choosing which edge their portfolio is missing.

See all strategies

Candlestick chart of a short term pullback in an uptrend

Mean reversion

Buys stocks that drop hard for a few days while the longer trend is still up.

Candlestick chart of a stock in a strong uptrend

Momentum rotation

Holds the strongest Nasdaq names and swaps them when the ranking changes.

Candlestick chart of a dip after a new all time high

ATH mean reversion

Buys pullbacks in stocks that have just made an all-time high.

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

ETF rotation

Holds a handful of ETFs and rebalances once a month, with no daily work.

Run it fully automatic, or place the orders yourself.

realtest, norgate data, orderclerk, interactive brokers, ibkr and trading workstation tws logos

RealTest uses the Norgate or Yahoo Data, runs the strategy and creates the day's orders. OrderClerk can send those orders automatically to Interactive Brokers. If you would rather not use RealTest at all, the document tells you the rules, so you can screen the setups in TradingView and follow them by hand.

See how RealTest and IBKR connect

"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

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.

Every strategy includes the RealTest script and the rules.

The .rts file holds the complete strategy source. It imports into RealTest, runs the backtest straight away, and every rule in it can be read and edited.

The same logic is written out in plain text, without RealTest syntax, for reading through the strategy before running it or rebuilding it on another platform.

Both files are yours to keep. Parameters, position sizing and the universe can be changed, and the code can be used as the starting point for research of your own.

Research workflow, the seven stage process behind every SetupAlpha strategy
The RealTest .rts script and the plain text strategy rules you get with every strategy

12

Strategies

26

Years tested

13,000+

Stocks tested

7

Test stages

An edge that only shows up in a handful of familiar, popular names might just be noise.

SetupAlpha strategies are tested on 13,000+ stocks and 26 years of data, so a pattern has to hold across sectors and market cycles before it counts.

An equity curve from a RealTest mhptrading strategy on a trading desk monitor

Get a RealTest strategy for free.

Test a strategy

Import the .rts file, run the backtest and read every rule yourself.

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

Research,
and the portfolio tools.

Resources and tools for systematic traders using RealTest.

Substack

Substack articles

Ideas for building better strategies

Four RealTest strategies combined into one portfolio equity curve

Portfolio combiner

Combine strategies into one portfolio

Frequently
asked questions

What is RealTest and do I need it?

RealTest is the backtesting and trading software the strategies are written for. Yes, you need it. The .rts (RealTest) file imports into RealTest, runs the backtest and generates the day's orders, and every rule in it can be read and edited there.

What data do I need to run these strategies?

The stock strategies use Norgate data, which includes companies that were later delisted and keeps the backtest free of survivorship bias. The ETF strategies also run on free Yahoo data, since they follow only a few symbols.

What do I receive when I buy a strategy?

Two files, available immediately after purchase. The .rts file holds the complete strategy source and imports straight into RealTest. The second file writes the same logic in plain English, without RealTest syntax, so the strategy can be read through before it is run. Both files are yours to keep.

Can the strategies be traded automatically?

Yes. RealTest generates the day's orders and OrderClerk can pass them to Interactive Brokers without manual entry. You can also enter the orders yourself at any broker. The strategy produces the same signals either way.

Do I need to know how to code?

No. The strategy arrives coded, and running the backtest takes two clicks in RealTest. Reading the code matters if you want to change how the strategy behaves, and the plain English rules document covers the logic in full.

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

Yes. Parameters, position sizing and the universe can all be changed in the script, and the code can be used as the starting point for research of your own. The rules document describes the logic without RealTest syntax, so the strategy can be rebuilt in Python, TradeStation, Amibroker or another platform.

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