Pick a strategy the internet sells you — RSI, MACD, order blocks, fair-value gaps — and test it on 90 days of real 5-minute data across the 20 most-liquid crypto perps, with real fees applied. Then the part every other backtester hides: we run the same trade at random moments and show you both. If your edge can't beat random, it was never an edge.
What $1,000 would have done trading every signal in the window.
Net % per trade across one swept setting. Mostly red = the "win" is cherry-picked.
Every popular strategy, run at its textbook defaults on the same universe of perpetuals · real round-trip fees · against a random-entry control with an identical stop, target and hold. Running the numbers…
Identical 2% stop / 4% target / 8-hour max hold for every row — the entry rule is the only variable. A strategy "beats random" only if it clears a positive net edge and t ≥ 2 (not luck). Tap any row to load it in the tester above and see its parameter landscape.
Most "top strategies" sold in $500–$2,000 courses lose to a random control after fees — we documented every one, with the math and the verdicts. And the handful that survive turn out to be the same old momentum effect wearing a new name.