The one-indicator strategy
Supertrend is currently the most heavily marketed single indicator in retail trading video content — usually at exactly its default settings, usually with no other filter, usually sold as the only thing you need. This page is the rule, frozen, before the trades existed.
Signals are logged automatically after each close and graded five sessions later. No verdict language of any kind is computed before 2026-11-02, and none is computed then unless both sample floors below are met. The running count is in the live experiments report, regenerated by the scheduled job — and the verdict will be published here either way.
Why this one
Supertrend is a trailing band built from average true range: when price closes above the band, the trend “flips” up, and that flip is the buy signal. It is mechanically sensible, which is why it demos so well on a hand-picked chart.
We test it exactly as it is sold: default settings (10, 3) and no trend filter. Adding a filter would make it a better-designed experiment and a worse test, because it would be testing our idea, not the claim people are paying for.
It is one of four techniques registered together on 2026-08-06, chosen from a survey of what is currently being taught and sold to retail traders. All four run on the same frozen universe and the same machinery as Experiment 03.
The rule, frozen
- Universe
- The same 40 liquid US large caps as Experiments 02 and 03, fixed at registration. Adding or removing a name voids the test.
- Entry condition (evaluated after the close)
- Supertrend(10, 3), using Wilder’s average true range, flips from down (−1) to up (+1) at the close. No other condition. If more than five names flip on the same day, take the five whose close is furthest above the new Supertrend line.
- Entry price
- The opening price of the next session. Signals are written to an append-only log before that open.
- Exits graded
- The same-day close (the scored horizon) and the fifth session’s close (reported).
- Costs
- 0.10% round trip, applied to every trade, declared up front so it cannot be tuned afterwards.
- Benchmark
- A day-matched control: the equal-weight return of the entire 40-name universe over the identical window, from the same data fetch. The scored quantity is the excess over that control, not the raw return — otherwise the test mostly measures whether the market went up.
- Window
- Only signals dated strictly after 2026-08-06 count. Nothing before the registration date is evidence.
What it has to clear
Frozen at registration on 2026-08-06 and tightened once, on 2026-08-07, before a single outcome had been graded. The bar can only have got harder:
1. At least 30 post-registration graded signals, spread over at least 20 different companies. Thirty trades on four names is not thirty pieces of evidence.
2. The mean and the median day-matched excess positive, net of costs. Both, not either.
3. A 95% confidence interval on that excess that excludes zero, treating each company as the unit of evidence rather than each trade.
4. One look. The verdict is computed once, on the pre-declared date of 2026-11-02 (or at the first run after it where both floors are met), written to an append-only file, and never recomputed. Re-running the numbers later cannot turn a null into a pass.
And one correction for running many tests at once. This is one of eight experiments (02–09) running at the same time, each with roughly a one-in-six prior. About one chance pass is expected across the family. So a single pass is reported as consistent with chance until it survives a Benjamini–Hochberg correction across all eight, and then a fresh forward window. Experiments 06–09 share one universe, so they are correlated tests, not independent replications — how often they fire on the same day is reported alongside the verdicts.
The win rate is reported but is explicitly not a pass criterion.
What we expect to happen
Stating the prediction before the data is part of the method.
Our registered expectation is that the day-matched excess is indistinguishable from zero. On forty of the most liquid stocks in the world, a default-settings indicator that millions of people can see on their charts should already have been arbitraged flat. We put the chance it clears the full bar at roughly one in six.
If the most-promoted indicator on the internet does nothing on the most-traded stocks on earth, that is worth knowing before paying for the course.
And if it does clear the bar, we will say so — and then say how many other things we tested at the same time, because that is the number that tells you how surprised to be.
How you’ll be able to check it
Every signal is written to experiments/EXP06-SUPERTREND-signals.csv before its entry session, and the graded outcomes alongside it — both public and append-only. The frozen rule lives in HYPOTHESES.md as H-EXP06 (registration batch #10), with the constants in experiment_harness.py. The verdict is written once to an append-only verdicts file, recorded in the audit log, and written up on this page.
If we change any constant in that rule, the test is void and we’ll say so. That’s the deal on every experiment here.
What this experiment is not
It is not a recommendation to trade this or anything else, and nothing here is advice. It is not a claim about any author, platform or educator — we test a published technique, never a person. And whichever way it lands, the verdict describes this rule, on these 40 names, over this window. It will not be evidence about the Supertrend flip in general.
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