GECKO

SYSTEMATIC TRADING RESEARCH

Building Gecko,
one hypothesis at a time

Gecko is my project to explore trading ideas through software, historical market data and systematic experimentation.

This is a record of what I discover along the way — including the ideas that work, the ideas that don't, and the small insights that may not constitute a trading edge at all.

Gecko

STRATEGIES IN USE

The "Fantastic Five" Gecko currently uses to raise tips - each one tested on ten years of data and now being tried on a paper (pretend-money) account before any real money goes near it.

FundamentalIntradayMorning Statement“Ahead of expectations” before the open · same-day trade£2.27won for every £1 lost in its backtestTip generationFundamentalSwingDirector Buying£250k-£5m of their own shares · bought within minutes£1.86won for every £1 lost in its backtestTip generationTechnicalSwingBig Up DayA 15%+ jump in a day · hold 20 days£1.84won for every £1 lost in its backtestTip generationTechnicalSwingSpike LowA panic low on 1.5× volume after a fall · hold 20 days£1.72won for every £1 lost in its backtestTip generationTechnicalSwingVolume SurgeEVS Drift · 5× normal volume, up 3%+ · hold 20 days£1.55won for every £1 lost in its backtestTip generation

LATEST FINDINGS

The headline conclusions — what held up, what didn't, and what's still an open question. Each one links through to the backtests behind it if you want to check the working.

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Tom Hougaard's Advanced School Run: A Real Edge at the Open - That CFD Costs Swallow Whole

Tom Hougaard's Advanced School Run brackets the DAX's 4th five-minute bar with a buy order above and a sell order below. Over 14 years of one-minute… Read the full finding →

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An AI Read 10,000 Company Statements: Too Late for Swing Trades, Just in Time for the Open

Gecko had an AI read ten years of UK results and trading statements sceptically - the hard figures, the legally loaded 'ahead of / in line with /… Read the full finding →

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When Directors Buy Their Own Shares: Gecko's First Edge from Outside the Price Chart

UK directors must announce every dealing in their own company's shares. Gecko read ten years of these notices - 33,000 of them - and found that large… Read the full finding →

Net result: £4,408.68

See every finding → · Browse every finding and backtest → · Curious how this started? Read how Gecko was born.