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Part 5 of 5 · Turtle trading rules, tested
The original Turtle rules lost 57.7% on 26 markets, 2020–2026. What that does and doesn't prove, why I didn't drop the shorts, and the limits of the test.
Part 4 of 5 · Turtle trading rules, tested
Original Turtle rules on Exness data 2020–2026: −37.9% on 11 markets, −57.7% on 26. Longs made money in every group; shorts lost in every group.
Part 3 of 5 · Turtle trading rules, tested
How I built a portfolio Turtle trading backtest in Python on Exness tick data: minute-by-minute fills, shared risk limits, and three checks against bugs.
Part 2 of 5 · Turtle trading rules, tested
Every rule of the original Turtle system: N, unit sizing, 20 and 55-day breakouts, the S1 filter, pyramiding, 2N stops, exits and risk limits.
Part 1 of 5 · Turtle trading rules, tested
In 1983 Richard Dennis taught 13 people to trade in two weeks. I coded the original Turtle rules and ran them on 26 markets: −57.7% from 2020 to 2026.