It's the net result of fifty trades executed by one of my bots on Bitcoin. The market had taken only $8.54 from me. The other $118.48 went to the broker, in commissions. My algorithm — well written, tested, supervised — wasn't losing to the market: it was losing to its own cost structure.
I wrote this book for everyone who has been trading for years and, deep down, knows they've never actually lined the numbers up.
The only equation that matters (expectancy), costs as the real enemy, drawdown as the one number that doesn't forgive, and position sizing from Kelly to prop rules. On its own, a survival manual.
Reading the market by structure, building your personal statistics (the backtest of yourself), psychology as constraint engineering, and when automation actually makes sense.
The complete Kimera RTO_SMC case: 590 trades under interrogation, −47% drawdown without touching the entry logic. Overfitting explained from inside, the +641% dismantled in 5 minutes, Bitcoin latency arbitrage and an entire negative-result research project.
The complete working method for developing systems with AI: the 5-rule contract, where it excels and where it systematically fails, the MQL5 mistakes that cost money, and the personal research lab.
You won't find the implicit promise that props up 95% of trading education: "do as I do and you'll earn". The pact is different: I show you how to reason, with my data, including the data that proves me wrong.
Who has a method that "works sometimes" and never understood why other times it doesn't.
Who buys or builds Expert Advisors and wants to stop burning accounts.
Who lives on challenges and funded accounts — and must survive the max drawdown.
Currently available in Italian. Not a book for absolute beginners: it assumes you know what a pip, a lot and a stop loss are.