A Different Way to Go Live
StatsEdgeTrading
Today’s LYOP digs into a pro tactic from SMB Capital: run many models (think 35+) and take new ideas live fast by starting tight, then widening over time. Credit to Dave Made for surfacing this.
3 takeaways
Tight first → widen later. Launch a small, high‑quality subset. Expect some curve‑fit. Track trades just outside your rules to see where edge extends.
Beat analysis paralysis. Backtests don’t pay. Get to live (paper or tiny size) quickly, then iterate with real fills.
Build strategy taste. The more models you test, the better you recognize what scales. Document in GitHub; collaborate with peers who challenge your assumptions.
Action plan • Ship a minimal, high‑signal rule set. • Log missed near‑miss trades daily. • Review weekly; relax/expand rules only where live data confirms. • Keep notes/versioning in GitHub; tag changes to outcomes.
Quant beats vibes. For backtested swing/day/investing systems and process, visit www.statsedgetrading.com (free courses, newsletter, and StatsEdge Pro).