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10 Strategies That Beat the Market, by Carl C.G. Eriksson

The book

10 strategies
that beat the market

Ten rule based strategies, every entry and exit written out, backtested on the S&P 500 from 1950 to 2026 and run again on thirty of the largest companies in the index.

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Paperback335 pages10 strategiesS&P 500

By Carl C.G. Eriksson, founder of ProRealAlgos. Systematic trader since 2015.

What is inside

Ten strategies, every rule on the page

No single strategy in this book out-earns buy and hold in raw dollars, and the book says so on its second page. What they do instead is get most of the work done with a fraction of the exposure.

Buying the S&P 500 in 1950 and holding to September 2026 turned a $10,000 position into +$72,064, and cost a worst moment of $7,631 along the way. Strategy 4 made +$22,120 with a worst moment of $1,288, in the market 5.47 per cent of the time. That trade off is what the book is about.

335
pages
8
parts
10
strategies
2
bonus strategies
30
stocks tested
76
years of data

The ten strategies

00Winter only
01The 200-day moving average
02Turn of the month
03Three down days
04The exhaustion strategy
05The ATR band strategy
06Buying the dip in an uptrend
07IBS mean reversion
08The Bollinger squeeze
09Turnaround Tuesday
10The 4% dip
B1Breakout with a regime filter
B2Twelve minus two momentum

Strategy 0 is the worked example that teaches the format, and the two bonus strategies come after the ten. Each one gets a historical trade, its entry and exit rules, its index statistics and its results on thirty individual stocks.

The full table of contents8 parts, 13 strategies, every backtest report

Part 1

The book, and how to read it

  1. The problem
  2. How the book is built
  3. Choose your starting point

Part 2

Stocks, the market and the road into quantitative strategies

  1. Thoughts on returns
  2. What is the S&P 500
  3. What outperformance means
  4. What long and short mean
  5. What is quantitative analysis
  6. What is a backtest
  7. Investing versus trading
  8. Technical, fundamental and quantitative analysis

Part 3

The fundamentals of quantitative trading

  1. Think in probabilities
  2. Positive expectancy
  3. Terminology
  4. Reading a backtest
  5. The parts of a backtest report
  6. What you need to know

Part 4

The ten strategies

  1. What the strategies have in common
  2. How they differ
  3. How to use them
  4. Strategy 0 through Strategy 10
  5. Two bonus strategies

Part 5

Using the strategies effectively

  1. Running all ten together
  2. Psychology as a quantitative trader
  3. A diversified portfolio handles drawdowns
  4. Managing risk
  5. The pitfalls of trading and backtesting
  6. Your trading plan

Part 6

How the strategies were built, and how to improve them

  1. From tens of thousands of ideas to ten
  2. Curve fitting and overfitting
  3. In-sample and out-of-sample
  4. Stops, targets and trailing stops
  5. The metrics in a backtest

Part 7

Your first steps as a quantitative trader

  1. Tips for a quantitative trader
  2. Do not forget the risks
  3. One last thought

Part 8

Backtest reports and code

  1. The code for all thirteen strategies
  2. The S&P 500 backtest report for each one

Before you buy

Is this your book?

Yes, if

  • You already hold index funds and want to know what the alternative actually costs
  • You want rules you can read, test and argue with, not a signal service
  • You are willing to sit out most trading days. Several of these are in the market under 6 per cent of the time
  • You have never run a backtest and want to understand what the numbers in one mean

No, if

  • You want the largest possible dollar return. Buy and hold wins that contest here, and the book says so early
  • You want a daily signal to copy. The rules are printed, the execution is yours
  • You want options, crypto or intraday scalping. This is end of day work on shares and the index

Who wrote it

Carl C.G. Eriksson

  • Running systematic trading algorithms since 2015, and still running every algo he licenses on his own account.
  • Through ProRealAlgos, licenses plug and play ProRealTime algos to clients in more than 30 countries, through IG in Europe and Interactive Brokers elsewhere.
  • Writes the free ProBuilder reference behind docs.prorealalgos.com: 301 instructions, each one with its own common errors.
  • Publishes backtests and live trading on the ProRealAlgos YouTube channel.
Carl C.G. Eriksson

Also by Carl

ProRealTime Coding Made Simple, by Carl C.G. Eriksson

ProRealTime coding made simple

The coding book. Build your own indicators, screeners and robots in ProRealTime, even if you have never written a line of code.

See the book
10 strategier som slår börsen, by Carl C.G. Eriksson

10 strategier som slår börsen

The same ground on the Swedish market, in Swedish, published by Sterners Förlag.

See the book

Free resources

Four things that are already free

The programme

27 lessons, free, no account

Finding an edge, testing it honestly and running it live. The process behind the robots, in video and worked examples.

The reference

301 ProBuilder instructions

Every instruction with its syntax and the common errors that come with it. The book teaches, this one answers.

The strategies

200 strategies, coded

Entry and exit rules written out as ProBuilder, ready to read, run and pull apart. Worked examples for every chapter.

The statistics

What the numbers actually look like

Published results and risk figures for the algos, so you have something real to hold your own backtests against.

Ten strategies. Every rule, every backtest, every line of code.

Paperback, 335 pages.

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