4 min read

Why we trade a handful of instruments and ignore 100+

More markets means more opportunity, right? That intuition costs traders a fortune. Every additional instrument is another spread to pay, another correlation to manage, another set of hours where something can gap — and, most importantly, another chance to trade where you have no measured edge.

We ran the measurement. Over 100 instruments were tested with the same strategy, the same costs, the same portfolio limits, across both a multi-year daily backtest and a live-timeframe one (see how the testing works). Only instruments with positive expectancy after realistic costs made the cut — with the traded (hourly) horizon as the binding test, because an edge on a timeframe the engine doesn't trade is an edge no follower can receive: US equity indices, yen crosses, gold, and Bitcoin.

The list is a measurement, not an identity — it gets re-validated quarterly, and instruments move in or out on data, not opinion. Notice what's absent: EUR/USD, the most-traded pair on earth, didn't clear the bar after costs. Popularity is not edge.

This is also why every figure on our track record covers exactly the traded list (plus the full history of instruments since retired from it — removal never deletes a record): a published record blended across markets the strategy never risks money on would describe nothing anyone could have traded. You can still research any of 150+ instruments on the markets library — analysis is cheap, risk is not.

Educational content, not financial advice. Trading involves substantial risk of loss. Figures referenced from the live track record change as the record grows — that's what makes them worth referencing.

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Educational analysis, not financial advice. Trading involves substantial risk of loss.