I Killed 4 Trading Bots So You Don't Have To
I built 6 trading bots. 4 of them are dead. Grid bot, RSI scalper, momentum bot, lead-lag bot — each died for a different reason. Here’s what killed them.
I built 6 trading bots. 4 of them are dead. Grid bot, RSI scalper, momentum bot, lead-lag bot — each died for a different reason. Here’s what killed them.
I gave Claude Code my trading data, my prior failures, and my constraints, and asked it to suggest a strategy from scratch. Here’s how the experiment was set up and what the results actually told me.
After trend-following, I built a completely different bot based on Fair Value Gaps. It passed a full year of out-of-sample testing.
One bot follows trends. The other trades mean reversion. Together, they cover each other’s weaknesses.
When a trade moves +4% in the first 5 minutes, you need special handling. Here’s my surge detection system.