We test popular trading strategies on 5+ years of real data, fees included, and post the honest results, including the ones that lose.

We're also building a tool so you can test your own strategy on crypto, forex, gold and more. It opens soon, and members of this channel get early access.

Get one strategy tested for free: write it in the comments under any post, or email it to msbacktestlab@gmail.com (market, timeframe, entry, stop, take-profit). You'll get the honest result back.

Backtests show past results, not future profits. Not financial advice.

We tested 107 strategy combinations.
6 popular strategies x 8 markets (BTC, ETH, SOL, gold, EURUSD, GBPUSD, S&P 500, NASDAQ) x 3 timeframes, 2021-2024, fees included.

Result:
- 97 DON'T WORK
- 7 WATCH (small edge, not proven)
- 3 WORKS

Then we tested those 3 on 2025 data they never saw. Only 2 still made money.

That's why "this strategy works" means nothing without a test on new data.

Which strategy should we test next? Write it in the comments.

This Nasdaq strategy made +86R in 5 years. Then I tested it back to 2014.

The strategy: Opening Range Breakout + 50% Fibonacci pullback.
- Mark the first 15 minutes of the New York session (09:30-09:45)
- Wait for a 5-minute close outside the range
- Don't chase it: enter at the 50% retracement of the breakout
- Stop at the other side of the range, target 1:2

Last 5 years (Nov 2021 - Oct 2026), after futures costs:
1,071 trades · 44% win rate · +85.7R · profit factor 1.16

Looks great. Now the same rules from 2014 to 2021:
1,639 trades · 36.7% win rate · -240.8R

Lost money 7 years in a row. Then made money 6 years in a row. Same rules, nothing changed.

Two more things the test found:
- Chasing the breakout he says not to chase made almost the same: +82R vs +86R. The Fibonacci entry adds nothing.
- Only 1 in 4 trades actually reached the 1:2 target.

Verdict: not an edge. It fits the trending Nasdaq of the last few years and failed for most of the decade before.

A strategy that only works in one market regime isn't an edge. It's timing.

Which strategy should I test next? Drop it in the comments.

Historical test, not financial advice.

Is the Asia session really cleaner?

Lots of traders say so, so we tested it: 3 simple 1h strategies on BTC, ETH and SOL from 2021 to 2026, about 15,000 trades, split by the hour each trade was opened.

Before fees and slippage (R per trade):
- Asia 00-07 UTC: +0.033
- London 07-13 UTC: -0.023
- New York 13-20 UTC: 0.000
- Late 20-24 UTC: +0.047

Asia was the most consistent: positive 5 years out of 6. The London open was the worst window 5 years out of 6.

But fees and slippage cost about 0.09R per trade, almost 3x Asia's whole edge. After costs, every session loses money. And Asia trades about half the volume of New York, so real slippage there is likely worse than in our test.

The lesson: the session matters less than what each trade costs you. Check that your edge is bigger than your fees before anything else.

Which session do you trade?

MS Backtest Lab is now KNDL

New name, same idea: honest backtests for traders.

Most backtests flatter you: no fees, no spread, tested on the same data the strategy was built on. KNDL counts every cost, tests on data the strategy never saw, and checks whether the result beats random entries. Then it tells you plainly: works, watch, or doesn’t work.

What’s coming:
– Launch at the end of November
– The Hall of fails: famous strategies from YouTube and TikTok, tested honestly. Most don’t survive.
– The first one drops here tomorrow: RSI 30/70.

Which strategy should we test next? Reply in the comments.