Honest data. Real systems. 26 years tested.
Most trading services hide their drawdowns.
I publish mine.
Eleven systematic systems in one nightly book, tested across 26 years and 5,273 trades — including every month they lost money. The Daily Book: 30.77% annual return, max drawdown 14.92% while the S&P drew down 57% over the same period.
Run by Michael Nauss, CMT (Chartered Market Technician), CAIA (Chartered Alternative Investment Analyst), CDMS (Certificate in Derivative Market Strategy). 18 years inside hedge funds, prop firms, and fintechs.
The whole swing book · 26-year backtest
Eleven systems in one account. Growth of $98,394, Jan 2001 to Aug 2026, log scale.
Backtest, not live results. Commissions and margin interest included. The live ledger starts September 7, 2026 and is never restated.
FREE — FOUR BOOKS — NO EMAIL REQUIRED
StatsEdge Swing Systems: The 26-Year Backtest.
Every one of the eleven swing systems on its own page with its own equity curve, every losing month, the year the whole thing made 8.57%, and the trade that lost 82.6%. Reads in 15 minutes. The single best 15 minutes you can spend before paying for any trading service.
Also free: Day Trading Systems · Investing Systems · How to Use the Evening Note. And one real trade idea every night, free, at letters.statsedgetrading.com.
Investing
The once-a-month portfolio
About twenty positions, rebalanced once a month: half in a global ETF rotation, half in two stock rotations that step into cash when the S&P 500 stops trending. Twenty minutes a month.
Growth of $100K, log scale. Jan 2000 to Jul 2026. Dashed line is the S&P 500 over the same window. Backtest.
| Annualized Return | 11.96% |
| Max Drawdown | -20.03% |
| Sharpe | 0.89 |
| S&P 500 Max Drawdown | -51.1% |
| Profitable Years | 24 of 27 |
| Green Months | 65% |
| Total Trades | 4,685 |
The Daily Book
Eleven systems. One page. Every night.
The whole book, rebuilt nightly: every order with its entry, stop, and size, broker-ready, plus real-time exit alerts. Eleven uncorrelated systems so something is usually working.
Growth of $98,394, log scale. Jan 2001 to Aug 2026, all eleven systems in one account. Backtest.
| Annualized Return | 30.77% |
| Max Drawdown | -14.92% |
| Sharpe | 1.79 |
| Green Months | 74% |
| Profitable Years | 26 of 26 |
| Worst Year | +8.57% |
| Total Trades | 5,273 |
Day Trading
Four systems, flat every night
Four intraday systems on the nightly Evening Note. Orders rest the night before, every position carries a stop, and everything is closed by the bell. Zero overnight risk, as a rule.
Growth of $100K, log scale. Jan 2000 to Aug 2026, four systems, never a position held overnight. Backtest.
| Annualized Return | 28.85% |
| Max Drawdown | -12.83% |
| Sharpe | 2.46 |
| Green Months | 85% |
| Profitable Years | 26 of 27 |
| Overnight Exposure | 0% |
| Total Trades | 43,741 |
How to choose
Everything here shares the same DNA — stack uncorrelated edges so no single market regime can hurt you. You're choosing how often you want to touch your account.
I want equity-like returns without babysitting a chart.
Start with Investing. One decision per month, a clean buy/sell list, about twenty positions. 11.96% annual return with a -20.03% max drawdown on daily marks, while the S&P drew down 51% over the same window. Backtest.
I have a day job and five minutes a night.
The Daily Book. Orders arrive after every close, you place them in about five minutes, and real-time alerts watch your exits. 30.77% annual return, 14.92% max drawdown, 5,273 trades tested across 26 years, backtest.
I want to be in front of the market all day — but on rails.
Day Trading. Four intraday systems on the nightly sheet, real-time alerts, and every position closed by the bell. 43,741 trades in the backtest, 28.85% annual return, 12.83% max drawdown, zero overnight exposure.
Why should I trust your numbers?
Three reasons. First, every backtest covers 26 years and includes the months the systems lost money — most "track records" cover one regime and hide the bad stretches. Second, commissions and margin interest are modeled, on a survivorship-bias-free universe that keeps the dead companies in the data. Third, from September 7 every trade the book takes publishes to a live ledger, wins and losses printed the same size, never restated. You do not have to trust the test. You can watch. I publish mine.
Why aren't the win rates higher?
Systems from about 40% to almost 80%, by design, with asymmetric payoffs (Avg Win > Avg Loss) compound better than "90% win rate" systems that hide big losers. Investing's 54% win rate at 7.9% vs 5.0% is the whole engine — chasing high win rates almost always means cutting winners short.
Who runs Stats Edge?
Michael Nauss — CMT (Chartered Market Technician), CAIA (Chartered Alternative Investment Analyst), CDMS (Certificate in Derivative Market Strategy). Three of the rarer designations in technical analysis, alternative investments, and derivatives. 18 years inside hedge funds, prop firms, and fintechs. Almost no one in retail trading education holds even one of these designations. Michael holds all three.
What if it's not for me?
Every paid plan comes with a 30-day money-back guarantee. Try Stats Edge Pro for a month. If it's not a fit, hit reply and I'll refund your first month. No questions, no hard feelings. You can also pause your subscription for 1, 3, or 6 months from your account page if life gets busy.