<?xml version="1.0" encoding="UTF-8"?><rss version="2.0"><channel><title>The Quant Scientist</title><description>We test what traders believe. Al Brooks price action and popular trading strategies — coded in Python, backtested on real data, results shared honestly.</description><link>https://thequantscientist.com/</link><item><title>I Coded Al Brooks&apos; Buy Signal Bar in Python and Tested It on 23,000 Bars</title><link>https://thequantscientist.com/blog/buy_signal_bar/</link><guid isPermaLink="true">https://thequantscientist.com/blog/buy_signal_bar/</guid><description>What happens when you translate Al Brooks&apos; most-used bullish entry trigger into a strict mathematical formula and backtest it on real SPY data? The results are more nuanced than you&apos;d expect.</description><pubDate>Sun, 31 May 2026 00:00:00 GMT</pubDate></item><item><title>Coding Al Brooks: The Mathematical Failure of the Always-In Rule in Crypto vs. Equities</title><link>https://thequantscientist.com/blog/coding-al-brooks-the-mathemtical-failure-of-the-always-in-rule-in-crypto-vs-equities/</link><guid isPermaLink="true">https://thequantscientist.com/blog/coding-al-brooks-the-mathemtical-failure-of-the-always-in-rule-in-crypto-vs-equities/</guid><description>What happens when you convert Al Brooks&apos; Always-In Long and Always-In Short framework into a systematic Python engine and benchmark it across Bitcoin and the S&amp;P 500? The data shows where the idea holds up, where it breaks down, and why market structure matters.</description><pubDate>Thu, 11 Jun 2026 00:00:00 GMT</pubDate></item><item><title>I Coded Al Brooks&apos; Trading Range Detection in Python and Ran It Live on Three Markets (Dax, Dow Jones Index, and Nasdaq)</title><link>https://thequantscientist.com/blog/coding-al-brooks-trading-range-detection/</link><guid isPermaLink="true">https://thequantscientist.com/blog/coding-al-brooks-trading-range-detection/</guid><description>What happens when you translate Al Brooks&apos; trading range, barbwire, and breakout rules into Python — and point them at the Nasdaq, Dow, and DAX with the same thresholds? Here&apos;s what actually worked, and what still needs work.</description><pubDate>Sat, 06 Jun 2026 00:00:00 GMT</pubDate></item><item><title>I Backtested the 3 Most Popular RSI Strategies. Here&apos;s the Autopsy.</title><link>https://thequantscientist.com/blog/rsi-strategy-backtest-autopsy/</link><guid isPermaLink="true">https://thequantscientist.com/blog/rsi-strategy-backtest-autopsy/</guid><description>RSI 70/30, RSI divergence, and RSI + 200MA — three strategies taught on thousands of blogs and YouTube channels. I ran all three on 15 years of SPY data. Two lost money. One barely broke even. Here&apos;s exactly what the numbers showed.</description><pubDate>Mon, 01 Jun 2026 00:00:00 GMT</pubDate></item><item><title>ICT vs. Price Action: Is Liquidity Sweep Trading a Data-Backed Edge?</title><link>https://thequantscientist.com/blog/the-marketing-of-liquidity-sweeps-how-data-science-proves-ict-broke-a-100-year-old-edge/</link><guid isPermaLink="true">https://thequantscientist.com/blog/the-marketing-of-liquidity-sweeps-how-data-science-proves-ict-broke-a-100-year-old-edge/</guid><description>A data-driven deep dive into ICT Smart Money Concepts vs. Classic Price Action using Python backtesting on BTC-USD.</description><pubDate>Sat, 13 Jun 2026 00:00:00 GMT</pubDate></item><item><title>Al Brooks&apos; Trend Bars vs Trading Range Bars — Coded in Python</title><link>https://thequantscientist.com/blog/trend-bars-vs-trading-range-bars/</link><guid isPermaLink="true">https://thequantscientist.com/blog/trend-bars-vs-trading-range-bars/</guid><description>Before you can use any Brooks setup, you need to read individual bars correctly. Trend bars and trading range bars are the foundation — here&apos;s how to define them in code and what the data shows.</description><pubDate>Sun, 31 May 2026 00:00:00 GMT</pubDate></item></channel></rss>