Three strategies. Every trade shown.

How this was actually tested

Most alert services show you their winners. Here's the whole thing — the method, the losses, and the limits — because a number you can't check is just a claim.

• The rules were locked before we looked.Ten exit rules were written down first, then tested — so the winner couldn't be chosen after the fact to flatter the result. That count is the n_trials, and it's the difference between a discovery and a coincidence.
• We threw away better-looking strategies.One combination posted a 7.02% headline return — and we binned it, because it fell apart on data it hadn't seen. BLF1's triple shipped instead with a validation gap of +0.79%: it performed out-of-sample almost exactly as it did in. Fitting the past is easy. Surviving new data isn't.
• Graded with the tools quant desks use.The search that found BLF1 ran on a stats layer built around the Deflated Sharpe Ratio (Bailey & López de Prado), out-of-sample splits and Monte Carlo null testing — the same statistical machinery institutional research is held to, aimed at our own work.
• No fantasy fills.We only have daily closes, so every exit fills at a real closing price. We never pretend a stop caught its exact level intraday — which is why BLF2's worst trade lands at −9.93% rather than something tidier. Gaps open straight through stops, and we'd rather show you that than hide it.
• The tested code is the live code. The exit logic that fires your alerts is the same module these numbers were generated from — not a re-implementation that could quietly drift from it.
• Every trade is in here. 458 trades across the three strategies — winners, losers and everything flat in between. Nothing was filtered on how it turned out.

And the parts we can't promise

• One market, one mood. Three years of a mostly-rising tape in high-beta names (3-year daily backtest, 2023-07-16 to 2026-07-13, 50 symbols). These haven't faced a sustained downturn yet, and we won't claim otherwise until they have.
• BLF1's downside protection isn't immediate.It engages once a trade is meaningfully ahead. A position that never gets there runs to its time limit unprotected — that's exactly where the −18.38% came from. It's the trade-off that buys the 95% win rate, and you should know it going in. (Members get the precise levels and the sell alerts that go with them.)
• Gross of fees, slippage and tax. Your real result will be lower than these figures.
• These are stock returns. Every number here is the share price, held long or short. Options behave nothing like this, which is exactly why we never tell you to buy one.
• A short's loss has no ceiling. Shorting needs a margin account and the stock can keep rising. Size accordingly.

Research signals, not financial advice, and not a guarantee. TreyBae doesn't know your circumstances. Nothing here is a recommendation to buy or sell any security.