Most trading ideas fail.
You only get the survivors.

We test in public and let most ideas fail. The handful that survive every gate are the only ones you ever see.

Built by an engineer, not a guru

Each research area below is a System — a family of strategies we design, lock down, and test in the open. Different Systems chase edges that don’t move together, so the whole book stays diversified. Here’s what we’re building, in plain language; click into any System to see the record.

Zero-day optionsTHETA
Tracking forward

Same-day options are like weather insurance that expires tonight. We sell that insurance, keep the premium, and cap our loss with a hard fence — so one stormy afternoon can never wipe out a month of small wins.

Idea6
Design & priors6
Forward paper3
Live

No backtest here: minute-by-minute option history doesn't exist to buy, so we prove this one forward, in the open, from day one.

6 strategies · 3 in paper · 2 failedSee inside →
Market-neutral equityZERO-BETA
Tracking forward

Buy the cheap stocks and short the expensive ones in equal amounts. We earn the gap between them and barely care whether the whole market goes up or down — a return that walks to its own beat.

Idea6
Backtest2
Walk-forward2
Paper2
Live
6 strategies · 2 in paper · 2 failedSee inside →
Options premiumCARRY-VOL
Tracking forward

Fear is usually overpriced. We sell options to the people who want protection and pocket the difference between what they pay and what actually happens — patiently, and only when the odds are in our favour.

Idea12
Backtest6
Walk-forward6
Paper4
Live
12 strategies · 4 in paper · 5 failedSee inside →
Trend & momentumDRIFT
In the pipeline

What's moving tends to keep moving. We hold what's already winning, sidestep the losers, and stand aside when the whole market turns stormy.

Idea14
Backtest2
Walk-forward1
Paper1
Live
14 strategies · 1 in paper · 13 failedSee inside →
Event-drivenCATALYST
In the pipeline

Calendars and rules force big money to trade at predictable moments — index reshuffles, tax deadlines, buybacks. We stand where that forced flow lands.

Idea6
Backtest1
Walk-forward1
Paper
Live
6 strategies · 2 failedSee inside →
Commodities carryROLL
Exploring

Commodity futures quietly pay 'rent' as they roll from month to month. We aim to collect that rent — a stream that has almost nothing to do with the stock market.

Idea
Backtest
Walk-forward
Paper
Live
Exploring — no frozen strategy yetSee inside →

The full engineering record

Every setup across every System, at the stage it reached. Most fail — that’s the point.

00IdeaPre-registered spec, gates frozen before any test runs.
01Quick-screenFirst gate, historical data. Most ideas end here.
02Walk-forwardOut-of-sample folds across regimes. Most don’t make it.
03Trade simulationLive data, simulated money. Twelve weeks at the final gate.
04LiveReal capital. Zero so far — the gates have teeth.
S055PASSEDPASSEDS0490DTE PILLAR — DIVERSIFICATION / CONSTRUCTION STUDY (SIBLING OF S045)PASSEDPASSEDS045OPTIONS PREMIUM SELLINGPASSEDPASSEDS044OPTIONS PREMIUM SELLINGPASSEDPASSEDS038PASSEDPASSEDS037PASSEDPASSEDS026OPTIONS PREMIUM SELLINGS024OPTIONS PREMIUM SELLINGS023OVERNIGHT / SESSION STRUCTUREPASSEDPASSEDS015OPTIONS PREMIUM SELLINGS012OPTIONS PREMIUM SELLINGPASSED · PER-TRADE EV +1.19% / +0.40%PASSED · OOS CAGR +5.00% / +3%S011OPTIONS PREMIUM SELLINGPASSED · SHARPE 1.67 / 0.5PASSED · OOS CAGR +9.05% / +4%S033OPTIONS PREMIUM SELLINGPASSED · flat-IV excess +5pp CAGR → +1.5pp after a 3-vol-pt skew haircut (skew-sensitive)ONGOINGS032PASSED · SORTINO +0.10 to +0.20 vs the matched naked long / gate > 0ONGOINGS020EVENT-DRIVENPASSEDONGOINGS004MOMENTUM / TREND CONTINUATIONPASSED · EXCESS +3.78% / +2.5%FAILED: ROBUSTNESS — FAILED OOS FOLDSS047OPTIONS PREMIUM SELLINGCUTS046OPTIONS PREMIUM SELLINGCUTS036EQ (LONG/SHORT, NO OPTIONS)CUTS035CUTS034EQ (LONG/SHORT — NO OPTIONS)CUTS031MOMENTUM / TREND CONTINUATIONCUTS030EQCUTS029EQCUTS028EQCUTS027EQCUTS025FACTOR / CROSS-SECTIONALFAILED: MAGNITUDE — EFFECT BELOW GATES017EVENT-DRIVENFAILED: MAGNITUDE — EFFECT BELOW GATES014OPTIONS PREMIUM SELLINGFAILED: MAGNITUDE — EFFECT BELOW GATES013OPTIONS PREMIUM SELLINGFAILED: MAGNITUDE — EFFECT BELOW GATES010OPTIONS PREMIUM SELLINGFAILED: ROBUSTNESS — FAILED OOS FOLDSS009OPTIONS PREMIUM SELLINGFAILED: MAGNITUDE — EFFECT BELOW GATES008OPTIONS PREMIUM SELLINGFAILED: MAGNITUDE — EFFECT BELOW GATES007MOMENTUM / TREND CONTINUATIONFAILED: MAGNITUDE — EFFECT BELOW GATES006MEAN REVERSION / FADEFAILED: MAGNITUDE — EFFECT BELOW GATES005FILTER / ANTI-SIGNAL OVERLAYFAILED: MAGNITUDE — EFFECT BELOW GATES003MOMENTUM / TREND CONTINUATIONFAILED: MAGNITUDE — EFFECT BELOW GATES002FILTER / ANTI-SIGNAL OVERLAYFAILED: MAGNITUDE — EFFECT BELOW GATES001MOMENTUM / TREND CONTINUATIONFAILED: MAGNITUDE — EFFECT BELOW GATES054S053S052STAT-ARB PILLAR — MARKET-NEUTRAL, FEW-POSITION / ALL-LIQUID EXPLORATION (SIBLING OF S-038/D-008).S051BUY-WRITE / WHEEL PILLAR — SHORT-PREMIUM + WHEEL EXPLORATION (SIBLING OF `S032` BUY-WRITE, THES050SWING PILLAR — SHORT-TERM MEAN-REVERSION EXPLORATION (SIBLING OF `S027` RSI-2 REVERSION).S042OPTIONS PREMIUM SELLINGS040EQUITY (MARKET-NEUTRAL STAT-ARB)S039S022EVENT-DRIVENS021MEAN REVERSION / FADES019EVENT-DRIVENS018EVENT-DRIVENS016DROPPED
Active In progress Failed Skipped Not reached

Most trading advice can’t prove itself.

Many newsletters optimize in hindsight and showcase only winners.

We do it differently.

Rules are locked before testing begins.

Survivors only.

Only strategies that clear every gate become live signals.

What lands in your inbox

No Discord. No hype. No chatroom noise.

Why we exist

Two decades in industries where quality failures aren’t tolerated shaped this. Engineering defines acceptance criteria upfront, tests against them, and rejects what fails. Strategy research shouldn’t be any different — that discipline became mechaniq.trade.

Watch the record, free

Every failure and promotion is public — that’s the proof. The exact rules and live signals are for members. Get the fail-record updates in your inbox; no spam, unsubscribe anytime.

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Information, not investment advice. You are responsible for your own trades.

Mechaniq provides information, not investment advice. We do not execute trades. Past results are no guarantee for future performance. You are solely responsible for your trading decisions.

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Educational purposes only • 21 Aug 2026, 08:56