GET BUILD ALPHA + FREE ALPHA COMPASS ACCESS (LIMITED OFFER):
https://easylanguagemastery.com/products/alpha-compass/build-alpha-free-training-offer/
Purchase Build Alpha through the link above and I'll manually add you to my Alpha Compass course free for 20 days — so you can see exactly how I build and validate systems with
the tool.
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Mean reversion is one of the most reliable edges in the S&P. Most traders
code the entry and stop there. In this video I build a complete IBR mean
reversion strategy in Build Alpha — then systematically test hundreds of
regime filters to find the one that cuts drawdown by 67%.
You'll see the full build: IBR entry and exit setup, adding a bull/bear regime
filter, data mining 3,975 indicators to find the best filter, and layering in
ATR stop losses. End result: a 12x net profit/drawdown ratio with drawdown cut from $40K to $13K over 24 years of data.
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GET BUILD ALPHA + FREE ALPHA COMPASS ACCESS (LIMITED OFFER):
https://easylanguagemastery.com/products/alpha-compass/build-alpha-free-training-offer/
Purchase Build Alpha through the link above and I'll manually add you to my Alpha Compass course free for 20 days — so you can see exactly how I build and validate systems with the tool.
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Chapters:
0:00 - Setting up the IBR mean reversion entry and exit
1:44 - First simulation: $211K profit, $40K drawdown
2:37 - Adding a 200 SMA bull/bear regime filter
4:52 - Portfolio comparison: 5.19 vs. 7.78 net profit/drawdown
6:00 - Data mining 3,975 regime filter candidates
7:41 - Sorting results by perfect profit correlation
8:42 - Best filter found: 12x ratio, drawdown cut to $13K
10:08 - Adding ATR stop loss to the system
11:27 - Final portfolio view and what's next
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Questions? Email
jeff@capitalevolutionllc.com
Most traders know the S&P has an upward bias. Almost none of them do anything with it. In this video I turned that single observation into a day trading system — live, in real time, using Build Alpha.
You'll see the full process: from a basic market study showing $138K in raw bias, to a filtered system generating $231K with a 10.2 net profit-to-drawdown ratio. Plus a seasonality breakdown showing exactly which days, weeks, and months edge out.
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Chapters:
0:00 - The S&P upward bias — proving the concept
1:37 - Can a market study become a real system?
3:00 - Configuring Build Alpha for data mining
4:44 - Sorting first results by net profit vs. drawdown
7:42 - Adding a second entry filter
8:27 - The refined $231K equity curve
9:40 - Seasonality breakdown: days, weeks, months, years
11:48 - Wrap up
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Questions? Email
jeff@capitalevolutionllc.com