QuantifiedStrategies
Strategy blog/membership site (quantifiedstrategies.com), principal author Oddmund Groette. Publishes free articles with rule descriptions + backtest equity curves; code and “formal” trading-rule blocks are membership-only.
Relevance as a source
- Middle ground between honest research and returnstream-style teaser marketing: the free article body usually does state the operative signal (as in gold-spx-rs-ratio-rotation), but execution details (data adjustments, costs, exact rebalance mechanics) are often left vague.
- House style quirks to account for when replicating: price-index SPX data from
Yahoo (
^GSPC, dividends excluded), no costs stated, monthly bars, backtests that often end well before the article’s publish date. - Site is behind a bot-verification wall for plain HTTP scrapes (ingest via browser).
Source-quality notes
- qs-rotation-beats-both-buyhold, qs-rotation-gfc-divergence, qs-rotation-asset-contributions-equal are all from the author’s own backtests — reproducible but unverified until we run gold-spx-ratio-rotation-replication.
- Author self-flags the dividend omission in the article body — more transparent than most vendor sites.