Two weeks ago I wrote that KISS v3.101 was going into review.
This is the result.
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WHAT I DID
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I rebuilt every rule of the system as code and ran it
mechanically over 2015–2026, on roughly 2,000 liquid US
stocks, with trading costs included. No discretion, no
hindsight, no “I would have skipped that one”.
Then I compared the result with my own live trading.
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WHAT I FOUND
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→ v3.101 as I traded it lost a little on every trade:
−0.06R on average, negative in 11 of 12 years.
→ Breakouts above resistance — the heart of the old system —
showed no edge in any of the 72 variants I tested.
→ My live Sprint 2 agreed: 24 trades, 92% of them executed
exactly by the rules, and −3.9R.
That last line matters. The discipline was there. The system
was the problem. Following a rule perfectly does not help if
the rule has no edge.
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WHAT HELD UP
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One pattern kept its edge in every test: the Launchpad.
A stock in an uptrend goes quiet. Its short, medium and
longer moving averages pinch together. Then one day it
launches — on heavy volume, closing strong. We enter at the
close of that day, not before, and only if it hasn’t already
run too far.
Over 2021–2026 it averaged +0.27R per trade after costs.
That is the number I plan on. Over the full test it was
higher, but the recent years are the honest reference.
This is KISS v4.0.
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WHAT STAYS THE SAME
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→ Shares only. Never options.
→ Anti-Chasing: no entry far above the moving averages.
→ Every trade sized in R, every stop decided in advance.
→ The Sunday Regime Report — now with one hard rule:
no new entries when the S&P 500 is below its 200-day line.
→ One decision a day, at 15:45 ET. About 30 minutes a day.
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WHAT CHANGES FOR YOU
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Free readers:
→ The Regime Report continues every Sunday, now with a
“Last Week” section: every signal, every entry, every
result in R. The system in public.
Paid members:
→ A daily candidate list, every trading evening: the stocks
set up to launch tomorrow, with the exact numbers for the
15:45 ET decision and position sizes for $5k/$10k/$20k
→ The KISS LVTD Gate v4.1 indicator for TradingView
→ My own entries, the same evening — as process, not signals
→ A Weekly Review every Sunday
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THE HONEST PART
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A backtest is not a promise. The universe I tested excludes
companies that no longer exist, which flatters results.
Two of the rules were set after looking at the data.
So the real test is live, and it has started. My first v4.0
trade, on 2 November, hit its stop: −1R. That is the most
likely outcome of any single trade in this system — about
six in ten end at the stop. The edge shows over dozens of
trades, not one.
I will judge v4.0 after 30 live trades, in public, in R.
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Trade Tight · Think in R · Focus on Process
— Radu
KISS Trading
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⚠️ Educational only. Not financial advice. Always DYOR.