Q3 Systems Report: What Worked—And What I’m Fixing
StatsEdgeTrading
One quiet superpower of systematic trading is accountability. Instead of comparing to a broad index, I benchmark my results to the exact systems we run at StatsEdge Pro. At quarter end I ask three questions: what carried, what dragged, and what changes would have improved the process without curve fitting.
Investing sleeve. The rotation models did their job, delivering roughly sixteen and a half percent across the quarter. RS Rotate and RSI Rotation held strong names and let winners work. The momentum sleeve often held cash by design. That is not a bug. When the data do not support deployment, cash is a position. It lowers correlation to the rest of the book and leaves room to act when real momentum returns.
Swing sleeve. About ten percent for the quarter with most of the lift from pullback and momentum entries; mean reversion stayed flat. That is why we diversify styles. Mean reversion can feel sleepy in persistent trends, then become the star when markets snap back. The job is not to predict which style wins next. The job is to size and combine them so the portfolio behaves well across regimes.
Day trading sleeve. A big print, roughly thirty eight percent, skewed by one outsized move. Past does not equal future, so I treat that as a case study, not a crutch. The takeaway is practical: you need rules that can capture occasional large moves without emotionally micro-managing exits. You also need to accept that if you miss an outlier, your path will differ. That is normal.
Correlation and risk. When sleeves are only weakly correlated, the portfolio does not rely on one idea. Momentum and pullback often offset each other. Shorts can drag in strong tapes yet matter when the wind shifts. We evaluate at the sleeve level because that is where drawdown and recovery really live.
What I am improving next. On the swing side I am testing tighter mean reversion filters and timing rules that avoid obvious steamrollers while keeping the edge. In day trading I am reviewing the short baskets to confirm they still earn their keep. In investing I will continue to let momentum hold cash until signals appear, and I am exploring index dip logic as a separate, rules-based sleeve. None of this is guesswork. It is research, validation, and only then deployment.
If you want to run this way—rules first, transparent reporting, and a repeatable workflow—this is exactly what we do at StatsEdgeTrading / StatsEdge Pro. Members get the systems, the backtests, the stats, and timely lists so you always know what the plan is for the day, the week, and the month. Quant beats vibes when decisions are consistent.
See the full breakdowns, the stats, and the free courses at www.statsedgetrading.com.