The Pareto Trading Pit

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The Broker’s Secret: Why Your "Turnaround Tuesday" Strategy Is Actually A Charity For Your Broker. And how to fix it with this 1 rule.
Discover the mechanical 'Hump-Day' adjustment that stops the transaction-cost bleed and turns your fragile retail anomaly into a robust trading system.
Apr 26
Monthly Close #1: March Madness & Strategy Returns
Aperol by the beach, April Asset Allocation Reveal and March BTC Drawdowns.
Apr 5
Remember, Remember… To stay flat in September
How a simple "September Exit" doubles historical outperformance and slashes tail risk.
Mar 8
Most Popular
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12-1 Momentum is a Trap!.. Here is how I fixed it.
Mar 24
Outperform 95% of Fund Managers using Only 3 ETFs and a 5-Minute Monthly "Skip-Rule"
Mar 15
The First Hour Edge: Stop Searching For Holy Grails—Start Building A Portfolio Of Verified Edges
Feb 22 • The Pareto Trading Pit
Dead Bombers & Zombie Coins: The Ugly Truth about backtesting Systematic Cryptocurrency Momentum in 2026
Apr 16
My Intuition Was Dead Wrong: The Accidental 1.6 PF Strategy for QQQ U-Turns
Mar 1
The Edge Everyone Sees — But Nobody Trades
May 4

Recent posts

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Monthly Close #3: "Stocks must go down, because there is a bubble."
Momentum, Seasonality, Sentiment.
Jun 3
Most Bond Traders Ignore Treasury Spillovers. That May Be a Mistake.
How a simple Treasury-to-Bund strategy generated 4% annualized returns + collateral income.
May 31 • The Pareto Trading Pit
A 7.6% CAGR Portfolio Sleeve Built on Forced Institutional Buying
Exploiting recurring month-end portfolio adjustments between Stocks and Bonds.
May 14
The Pareto Trading Pit
Portfolio Manager and Nerd for Rule-based Trading Strategies.
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