SPRT
support.com, Inc.
stock NASDAQ

My only real win was about 7 years ago. I bought a penny stock SPRT I saw people talking about on Reddit and I held it for two months or so. I had about $2500 in it at about a little over $2 a share. One morning on my way to work my alarms I set went off about 45-1 hour after market open. It shot up to almost $60 and when I saw it going down I sold immediately for a profit of $28,000. Pure luck. Never hit another again.

The honest answer is that a fixed trade count is the wrong unit. How many trades you need isn't a constant — it's a function of how big a win-rate change you're trying to detect.
Win rate is just a proportion, so its noise scales as sqrt(p(1-p)/n). Put real numbers in and it's humbling: separating a 55% backtest from a live 50% with any confidence takes several hundred trades, not 30. That's exactly why people kill strategies in month one — they're reacting to a sample far too small to carry the signal they think it does. The smaller the edge, the more trades decay needs before it's distinguishable from a normal cold streak.
But fixed-n is still suboptimal. The cleaner frame is a sequential test (look up SPRT): set H0 = "edge intact, win rate = backtest" and H1 = "win rate dropped to the level I'd actually act on," update a likelihood ratio after every trade, and act you picked upfront from your tolerance for false-kill vs false-keep. It self-adjusts — in a handful oftrades, a marginal one forces you to wait for real evidence. That's the asymmetry you actually want: slow to kill on noise, fast on a true break.
One caveat that fits the thread: run it on expectancy, not win rate alone.average winnerquietly shrinks, and a proportion test never sees that.

My only real win was about 7 years ago. I bought a penny stock SPRT I saw people talking about on Reddit and I held it for two months or so. I had about $2500 in it at about a little over $2 a share. One morning on my way to work my alarms I set went off about 45-1 hour after market open. It shot up to almost $60 and when I saw it going down I sold immediately for a profit of $28,000. Pure luck. Never hit another again.

The honest answer is that a fixed trade count is the wrong unit. How many trades you need isn't a constant — it's a function of how big a win-rate change you're trying to detect.
Win rate is just a proportion, so its noise scales as sqrt(p(1-p)/n). Put real numbers in and it's humbling: separating a 55% backtest from a live 50% with any confidence takes several hundred trades, not 30. That's exactly why people kill strategies in month one — they're reacting to a sample far too small to carry the signal they think it does. The smaller the edge, the more trades decay needs before it's distinguishable from a normal cold streak.
But fixed-n is still suboptimal. The cleaner frame is a sequential test (look up SPRT): set H0 = "edge intact, win rate = backtest" and H1 = "win rate dropped to the level I'd actually act on," update a likelihood ratio after every trade, and act you picked upfront from your tolerance for false-kill vs false-keep. It self-adjusts — in a handful oftrades, a marginal one forces you to wait for real evidence. That's the asymmetry you actually want: slow to kill on noise, fast on a true break.
One caveat that fits the thread: run it on expectancy, not win rate alone.average winnerquietly shrinks, and a proportion test never sees that.