Retired Blog
Retired Blog
Notes on calm software, building Retired Today, and using simple tools to live a simpler life.
How to tell a normal drawdown from a broken edge — the math of why bad months are mandatory, and four diagnostic questions you can run before changing a thing about your strategy.
What a market order does to the order book, why slippage exists, and a scroll-through animation showing a market buy eating through asks one level at a time.
Drop the annual-return claim. Run 1,000 Monte-Carlo paths through a 60-trade run at 80% wins, 2% risk. Watch the equity curves spread.
High win rates aren't free. The math of what a strategy mathematically must trade away to win 4 out of 5 trades, and why a single tail event can erase months of small gains.
Every strategy report shows three performance numbers. Only one of them tells you whether you'll make money. The math of what each measures and which two can lie.
Mean reversion and trend following can have the same long-run expectancy with completely different win rates. The structural reason and what each style costs in the wrong market.
What every part of a candlestick tells you — open, high, low, close, body, upper wick, lower wick — plus the four base shapes and a live BTC candle to read.
Stop placement decides your win rate before any analysis does. The math of why tight stops and wide stops are the same trade in opposite costumes.
A win rate from 20 trades isn't a number — it's a guess with a wide error bar. The math of how many trades you actually need before the percentage means anything.
How much edge a trading strategy actually needs to clear costs. Real Phemex fees, realistic slippage, and the math that decides which strategies survive the round trip.