Clara Systems builds automated trading strategies that run on NinjaTrader. Behind every strategy we release, we publish the full trade log, complete statistics, and a deep dive into risk management and how to use the strategy responsibly. Our focus is on transparency. We are invested in the outcome, and in the person on the other side putting real money and real risk on the line.
Clara Systems exists because we spent years being the customer. We paid for the indicators, the signal services, the turnkey systems and strategies that overpromised and underdelivered. Nobody showed the backtest, nobody explained the real risk of loss before the sale, and the accounts paid for it in full.
So we decided to build a strategy for ourselves, engineered to manage drawdown and hold up in a market that is constantly changing. A strategy we could test, understand, and trust with our own money, with nothing hidden. When it was complete, we compared what we had built to what we had previously paid for. There was no comparison.
Clara Core is that strategy. It is our first public release, and you can run it for free.
Clara Core is a fully automated strategy for the Micro E-mini Nasdaq-100 futures (MNQ), delivered as a locked NinjaTrader strategy file. You download it and run it yourself, on a personal PC, a laptop, or a VPS. You enable it, and it trades. Setup, risk sizing, and operation are all documented on this site.
FastPass is a second free tool, for passing prop firm evaluations in a single day using two accounts in opposite directions. It has no market edge and it is high risk: one account passes and the other fails, and in choppy conditions both can fail. It is for evaluation accounts only. The instructions and the honest math are on the downloads page.
We have nothing to sell you right now. No product, no upsell, no hidden tier, no credit card required.
This is not a protest. It is what should have existed in the first place: a standard of transparency that didn't exist in the services we used, so we built it ourselves.
We do not run a support desk, and we do not answer messages. What we do is listen. Every post on our channels is open to comments, and we read them. A company only gets better by listening to the people who use what it makes, and what we want for them is what we want for ourselves: strategies we would run on our own accounts, that hold up over years and survive the bad stretches without taking the account with them.
Most companies in this space are not in the business of making you profitable. They are in the business of selling you something. The playbook is familiar: lead with inflated earning potential, then borrow credibility through industry buzzwords like "institutional-grade strategies," "AI-driven automation," and "hedge-fund-quality algorithms." The word algorithm is misused in this space to imply a system that thinks, adapts, and predicts the market. In reality, most of these products, ours included, are fixed rules that execute trades automatically: no discretion, no emotion, just execution. We call ours what it is: an automated trading strategy.
The real limitations and the risk rarely come up on the sales call, and rarely make the page. And when the strategy fails, companies blame the market. The market was always going to be unpredictable; that is the exact reality you paid them to navigate. Their edge was never in the strategy. It was in the marketing.
A high win rate is the first thing most new traders look for. Winning most of the time feels like proof the strategy works, making it the primary metric companies use to close a sale. But on its own, a win rate tells you nothing about profitability. Profitability is determined by the size of the wins against the size of the losses, and that is the number most companies selling a strategy leave out: the risk-to-reward behind the win rate.
That is why strategies with a negative risk-to-reward carried by a high win rate are the most commonly sold products in this industry. Companies show winning streaks and cherry-picked periods, hide the risk, and close the sale for thousands of dollars. Then the market shifts, the losses land, sometimes all at once, and the buyer learns the reality of the strategy, with real money on the line. Sometimes the account absorbs the loss. Sometimes it blows up and goes to zero. A strategy like this depends on its win rate holding. Markets change, and if the win rate slips, the losses are larger than the wins and the edge evaporates fast. That is the fragility, and it is the part that goes unsaid because it doesn't sell.
Clara Core belongs to that exact category of high-win-rate, negative risk-to-reward strategies, and we state that upfront. Across a sample of 1,513 trades spanning seven years, 2019 through mid-2026, it won 71.45% of its trades. But fragile does not mean broken. The edge itself is real.
The strategy's internal logic produces that edge deliberately through risk filters, session filters, and the way open trades are managed. Once a trade moves far enough, the stop is pulled into profit, locking in gains and turning would-be losses into small wins when the market snaps back. This helps raise the win rate and control drawdown. The trade-off is real: some winning trades get cut short, which is part of why the average win is smaller than the average loss. It is deliberate, and it is part of what produces the results over time.
Regardless of how strong a seven-year backtest looks, it only shows what happened in the past; it cannot promise the win rate holds tomorrow. That is why we would never sell a strategy with that risk profile. So we did the opposite: Clara Core is free, and everything about it is public. Every trade, every statistic, and every weakness is published before you run a single trade.
Don't take our word for it.
Verify it, free.
Download our trade logs, or better yet, run the backtest yourself in NinjaTrader for free. We walk you through how to do it in our setup guide. Export your own report directly from NinjaTrader and compare it to our published numbers. Then run the strategy on a simulation account and watch it trade in real time, at no cost and no financial risk.
The practical path to getting started is simple. Start on a simulation account and let the strategy run for a few weeks. Read the results against the published numbers until you understand what it does and how it trades. If you feel Clara Core is a strategy you like, understand, and want to run real money on, the lower-cost starting point is a prop firm account. Prop firms measure drawdown in one of three ways. Intraday trailing moves the limit up the moment an open trade makes a new high, and it is usually the cheapest account. End of day counts only the closing balance, the way a normal account behaves, and it is the one most firms offer. Static never moves the limit at all: it behaves like a cash account, and few firms offer it. Choose end of day; it is what we suggest, regardless of the strategy you run. The structure page walks through the same day under all three rules.
The lowest-risk way to start is also the simplest: one prop firm evaluation at a time, end of day trailing drawdown, bought at a discount. If it earns payouts, scale from those payouts, one account at a time. And a personal cash account, if you ever open one for this, should hold only money the strategy itself has generated, at $5,000 or more, understood from the first day as money that can be lost.
If you are running another strategy, evaluating a different company, or thinking about running Clara Core, take the metrics you will find here on Clara Systems and hold them as the baseline: the full trade log, the worst historical window, drawdown measured honestly, the weakness stated plainly. If a company cannot provide these metrics or hides them behind a paywall, the marketing is doing the work the strategy and data cannot. Evaluate strategies on complete data, and you stop judging them on marketing and start judging them on statistics and probabilities.
We hold ourselves to that same test, down to publishing the reasons not to run Clara Core. The honest answer is that Clara Core, as it is today, might not be the right strategy for your risk tolerance. That is not a sales tactic; it is the baseline transparency you can expect from us across everything we build.
No demo. No sales call. No gated pricing. Everything you need to make an informed decision is available here and now. No pressure. No deadline.
If you never spend anything with us, but the content or data here helps you look deeper at the next strategy you buy, build, or run, that is what motivated us to build Clara Systems.
That is enough for us.
Everything is published before you decide anything. Every number on this site is open, with nothing to sign up for. Review it at your own pace.
Raw backtest trade log, May 2019 – June 2026: every year, every month, every trade metric
Win distribution: average win, largest win, average P&L per trade
Loss distribution: average loss, largest loss
Drawdown profile: worst day, losing streaks, and recovery time
Maximum drawdown: worst peak-to-low on open equity
Trade patterns: winning and losing sequences
Trade behavior: frequency and detailed execution statistics
Monte Carlo: 10,000 simulations of trade-order variability
Cross-platform check: the same logic run in TradingView, compared against NinjaTrader trade by trade
Start-date study: all 80 monthly entries since 2019 replayed, plus the eight worst possible days to start
Risk at account size: what each drawdown looks like as a share of the account balance
Prop firm accounts: the three drawdown rules, intraday, end of day, and static, and which one we use and suggest
5 risk models, $200 to $800 risk per trade, full data for each, side by side in Compare All
Monthly patterns across all seven years
A risk framework for sizing each model to your account and drawdown limits
Telegram & Discord send trade confirmations on every entry and exit, plus a notice on the days the strategy does not trade, and why
We provide this level of depth so you can evaluate on statistical data, not marketing promises. The good, the bad, and the parts that usually stay hidden. This is not an exception for Clara Core. Transparency is the standard for everything we release.
View Full Performance Data →5 steps to your first automated session.
1. Create a free NinjaTrader account, then sign in once to confirm the account is active. Start here (referral link)
2. From your NinjaTrader account, download NinjaTrader Desktop, install it on your Windows computer or a Windows VPS (we use Hyonix, referral link), and sign in. On a Mac? NinjaTrader Desktop runs on Windows: a VPS is the direct route, and the FAQ covers the free tools
3. Download Clara Core free on the Downloads page. Fill in the short form and the link appears instantly
4. Import it in NinjaTrader: Tools, Import, NinjaScript Add-On. 2 minutes
5. Read the Setup Guide. It covers install and settings, the daily routine, what to do if your connection drops, prop-firm notes, and how to verify our numbers yourself
That is the whole setup.
The strategy does the rest.
NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company endorses, recommends, or approves Clara Systems; full notice in the disclaimer.
Clara Core trades one instrument:
MNQ
Micro E-mini Nasdaq Futures ·
2-minute chart
New York Session · 9:30am – 3:30pm Eastern Time (ET) · Monday through Friday
Entries begin only after the open settles
MNQ tracks the Nasdaq-100, one of the most liquid and most actively traded markets in the world. High participation. Deep liquidity. Supported across all major prop firms and platforms.
The strategy logic is tuned to how the Nasdaq trades around the open, not generalized across markets.
Clara Core uses several entry and exit filters built on the same principles, each tuned to different market conditions and volatility, maintaining a high win rate and controlled drawdown across a large sample of trades. The markets are dynamic; the strategy accounts for that.
We could ship a dozen strategies, the way most companies do. We chose to refine one. Clara Core finished every backtested year positive across seven years of testing, through a bear market, rate shocks, elections, war headlines, and the pandemic itself. Everything it did along the way is published. Whatever we build next may trade a different market. It will be built the same way, and shown the same way. Quality over quantity.
It runs on every account type: simulation, prop-firm evaluation, prop-firm funded, personal cash, and Roth IRA retirement accounts. And there is no account limit: connect as many accounts as you like.
A prop firm (proprietary trading firm) funds trading accounts for a split of the profits. You pay a small fee for an evaluation, a test of whether you can trade within the firm's rules, and if you pass, you trade their capital instead of risking your own. Understand the business model before you use one: the business runs on evaluation and reset fees, because most traders fail, and only a fraction ever collect a payout. The firm makes money when traders fail. We use them anyway, with open eyes: the rules that break most traders are the ones a disciplined system is built for, and the math of the cheap capital is laid out further down this page.
Two checks before you buy a prop account. First, automation: firms differ on it, some allow it, some do not, and the rules change, so confirm your firm's current policy. Second, the drawdown rule: prop firms calculate drawdown three different ways, intraday trailing, end of day, or static with no trailing at all. Same day, same trade, three different distances to failure: $500, $2,000, and $2,500 of room left. Choose end of day. Intraday accounts are usually the cheaper ones, and the discount is not worth it. The structure page walks through the same day under all three rules.
The same trading day,
under each of the three rules
What to do, in order:
Read this site first: the data, the risks, the settings
Download the NinjaTrader strategy file
Install it and set up your accounts, following the setup guide
Start on a simulation or evaluation account
Enable the strategy before 9:30am ET. It handles the rest
Do not risk capital before you understand the type of strategy you are running.
The system enters, manages, and exits every trade automatically.
No decisions during market hours.
No manual input required.
It trades. You don't.
It trades selectively, not every day. It takes no trades in the first twenty minutes after the 9:30am open, avoiding the open's most erratic minutes. If the opening swings are too wide, it skips the day. Protective risk filters can also refuse an individual trade the same way. One of those filters is public: the strategy will not take a trade that risks more than $400 per contract, on any model. The limit is locked in the code; it is not an adjustable setting. Some days it takes nothing. That is by design: we would rather miss a day than take a trade whose risk we cannot justify. A strategy that forces a trade every day can make money too. This one is not built that way.
After initial setup, daily operation takes less than five minutes. That is the point of automation: time away from the charts. A trade can win fast, lose fast, or run all day and finish either way. The truth is you do not know what is going to happen, and watching it live invites anxiety and interference. Clara Core is built to run on its own, and we run ours unattended. One honest note: NinjaTrader advises against running any automated strategy fully unattended. An internet drop, a platform outage, a broker connection issue: some of it is unavoidable, but most of it is preventable. Use a wired connection rather than wifi, or better, a VPS so the strategy never depends on your home internet or your computer staying awake. Connect first and let the platform settle before enabling. And set the platform options covered in the setup guide, which keep your stop resting at the broker even if NinjaTrader stops. Understand the risks and decide your own comfort level.
Everything, from setup and execution to risk models and account structure, is documented on this website. The Setup Guide covers every step in writing. Clara Core is friendly to someone just starting out, but there is a learning curve. Do not skip it. We walk through every step here.
The download asks for your name and an email. The link appears instantly on the confirmation screen; the email is where the annual strategy update arrives, and where you will hear first when something new releases. That is the whole list. No weekly emails. No promotions. No spam. The download comes with a direct link to the full setup guide.
We release an updated Clara Core every year. Versions are named for their year, so the current one is Clara Core 26. It takes its last trade on December 31, and from December 1 a notice appears on your chart reminding you to update. Clara Core 27 releases free in late November.
Full Setup Guide →The three main pages:
Start with Performance. Read the data first.
Everything else follows from there.
Most traders approach the market asking:
how much can I make?
Experienced traders ask a different question:
what does my edge allow, and how much can I risk with the capital I have?
Your return potential is not determined by ambition. It is determined by the edge you are running, available capital, and the discipline to execute consistently within defined risk. An edge, in a trading strategy, means a distinct advantage that gives you a higher probability of winning or profiting over the long run.
You don't need to know what will happen on any individual trade. You need to execute consistently, and let the edge express itself over time through a large sample of trades.
This is how professional traders think.
This is how this system is built.
Trading is not for everyone, and that is not a slogan. Anyone can handle winning. Losing is the skill. Every strategy, this one included, loses regularly, and taking those losses without flinching is part of trading.
The issue is not the loss. Nobody likes losing money. The question is what you do after one. Clara Core answers that with fixed rules: win the first trade and it stops for the day. Lose the first trade and it can take one more. Two trades per day, maximum. Across seven years, that second trade won 81.0% of the time. The structure keeps you grounded at the precise moment the mind wants to revenge trade. It is also why we say turn it on and leave it alone. The daily result is noise, win or lose. Judge the system over months and years. That is where the edge shows.
The first book on our reading list shaped this thinking more than any other. It is about the part no system can automate, and it applies whether or not you ever run Clara Core.
The Human Edge →A backtest shows what happened in the past. Monte Carlo takes the same trades and shuffles them 10,000 different ways, simulating how results shift when the order of wins and losses varies.
It helps answer: if the order of my trades were different, or if I hit a concentrated streak of losses, would I still be profitable, and would the account survive it?
The actual drawdown is one run of history. The median sits above it, and planning around the higher number leaves a buffer for a future that will not replay the past exactly: the order of trades can differ, and so can their size.
Actual backtest → what happened. Monte Carlo → what can happen.
Results include a $1.90 round-turn commission per contract, NinjaTrader's free-account rate;
most traders pay less.
Median is the 50th percentile:
half of the 10,000 runs drew down less, half drew down more.
Worst case is the 5th percentile:
5% of runs drew down deeper.
It is a planning figure, not the worst that can happen;
the true worst case is unknowable.
Monte Carlo is a tool for risk awareness,
not prediction.
The statistics on this site come from NinjaTrader, the same free platform you run the strategy on. It exports the complete trade log as a CSV, which is what every statistic here is built from, and we publish those files. It also loads history back to the contract's launch in May 2019, so the window we publish is the window you can reproduce yourself, free, in a few short steps, typically under five minutes.
That is the whole idea. The number we report and the number you get come from the same place, on a platform you already have. We run the same logic in TradingView as an independent cross-check, and show both on the performance page.
The published window starts on MNQ's first trading day, May 6, 2019, so the pandemic crash and the contract's thin early years sit inside the record rather than outside it. Those are the weakest years in the sample: 2019 returned $821 and 2020 returned $3,371 on the $300 model, against roughly $7,300 to $10,600 a year in the mature years. Both finished green, and so has every year since. Your own backtest over a shorter, more recent window will look better than what we publish. That is the point. We show the harder test, because a backtest that only shows its best window is not a backtest. It is an ad.
The most common failure has nothing to do with the strategy: skipping the performance data. If you don't read it and understand what you are running, normal behavior will surprise you, and surprise is what makes people quit at the worst moment.
See both platforms side by side →On the $300 risk model, across 1,513 trades: the average winning trade made about $127. The average losing trade cost about $197. The largest loss was $381. The largest win was $1,461. The average trade, wins and losses together, came out to about $34. Past results do not promise future ones. The performance page has a compare view with these numbers for every risk model side by side, so you can judge the right fit for your account size.
Losses run larger than wins, so the win rate does the carrying. Two built-in mechanics make that possible. The first: once a trade moves far enough, the stop is pulled into profit, not just to breakeven, locking in part of the gain. How much depends on conditions, and the strategy handles it. The second: when the market trends instead of chops, the trailing exit lets a winner run, sometimes all day. The runners are where the largest wins come from.
Over seven years, that combination produced a low drawdown relative to profit, and that shape is what a prop-firm account needs. Prop accounts run on a trailing drawdown: a moving loss limit that follows your equity up, usually $2,000 to $2,500 on a $50,000 account. Some firms move that limit on your open equity, tick by tick; others only on your end-of-day balance. The difference matters, and the structure page covers it.
This is the part most companies leave out, because it does not sell. Losses are larger than wins, so the edge depends on the win rate holding, and nobody can promise the order of future wins and losses. A rough sequence early in an account's life can hit the trailing limit even while the strategy behaves normally. That is why accounts are structured around the Monte Carlo median rather than the single historical sequence, why risk is only added behind a worst-case buffer, and why we say scale slowly when adding prop-firm accounts.
The account type changes what a drawdown costs you. A prop evaluation runs about $20 to $100, plus an activation fee to go funded, so the total at risk is usually $85 to $200 for an account with a $2,000 to $2,500 trailing limit. A funded account that has banked profit also puts that balance on the line. Put the same $2,000 to $2,500 in a cash account and a drawdown costs the full amount. One is a $200 loss. The other is a $2,000 loss. Know that difference before you choose where to run it.
That difference is why we lean toward prop-firm accounts. Their rules make payouts challenging, but a defined system, real risk management, and patience are exactly what those rules reward. That is where the edge shines: a $2,000 trailing account costs about $200 of your own capital. Cheap capital, if you treat it professionally.
Account size matters too: the same dollar figure is a different problem on a $2,000 account than on a $50,000 one. We show each drawdown as a percentage across a range of account sizes, on the performance page.
Scaling follows account P&L, not the calendar. Start with one or two accounts. If an account is down 50% or more of its trailing limit, add a fresh one: the first takes time to recover while the new one moves. If it is flat, do nothing. Once an account clears its trailing threshold, build the buffer, take a payout, and let the payout fund the next account, so you scale from profits. Whether you take a modest payout early or build the full buffer first is a risk choice; the performance page lays out both paths. Where you enter the equity curve is random. A winning streak, a drawdown, or a sideways grind are all normal strategy behavior. You just do not know which one you will start in. That is exactly why scaling runs on results, not on a schedule. Scaling this way takes patience and a plan. It protects your capital and, just as important, your discipline. It is built from real experience with the strategy, the market, and prop firms. Use it as a framework, and adjust it to your own risk tolerance.
It would be easy to tell you to open ten accounts. We will not. Some traders have the capital and temperament to scale fast. Most should earn each step. We show the actual results, the risks attached to them, and the future risks no strategy can account for. The decision is yours, made with the full picture in front of you.
Risk, scaling, and account structure →Clara Core is a fully rule-based strategy built on price action.
All entries and exits execute automatically based on predefined rules.
Time-based candlestick charts only.
All actions occur on bar close. No intrabar updates, no repainting. Backtest behavior aligns closely with live execution because the execution model is identical; slippage and fills are the difference, and the backtest does not model them.
Each trade includes predefined protection mechanisms:
Profit lock-in logic
Trailing behavior
Time-based exits
Structure-based exits
Clara Core has dozens of internal inputs, toggles, and parameters that define its logic. The strategy logic itself is locked. What you control is limited to risk sizing and a few operational settings, listed below.
This is intentional. The main decision you make is how much to risk per trade. Everything else runs automatically based on seven years of backtested data. This removes decision fatigue, prevents interference, and keeps execution consistent.
Risk per trade decides position size: higher models take the same trades with more contracts. Worth understanding: position size never goes below one contract, so on the $200 and $300 models a wide trade can cost more than the risk per trade value you are using. Internal risk filters limit the stop size to a maximum of $400 per contract. That is why the largest loss on both models was the same $381. Even so, the smaller models still produce the lowest overall drawdowns. Larger models track their setting more closely.
Which model fits depends on the account you run it on. A fresh prop account with a standard $2,000 to $2,500 trailing limit ran the $300 default well in the backtest. A cash account under $5,000 runs the same default. An account that is already deep in drawdown when you start recovers better on the $200 model, where the losses are smaller. Some traders running several accounts deliberately put one on a higher model and keep the rest conservative: higher reward, higher risk. Choose based on the backtest and the Monte Carlo range, understanding the risk of losing the account. The risk framework on the performance page sizes every model to an account, and the structure page covers mixed-risk setups in detail.
Every backtest on this site runs the default configuration, across all five models. Experienced users are welcome to test other risk values in backtest, free in NinjaTrader. You will find risk values that backtest slightly better than the published models, and neighbors that backtest slightly worse. That is rounding and sequence luck, not a better strategy; chasing it is curve-fitting.
User Controlled
Risk per trade: the dollar amount risked on each trade
Time zone offset: for users running NinjaTrader outside of Eastern Time (ET)
Locked, not visible or adjustable:
Entry logic, exits, and all internal strategy parameters
Risk limit: no trade can risk more than $400 per contract
Maximum two trades per day
Stops after the first daily win
These are locked after seven years of testing. This removes the temptation to interfere, second-guess, or over-optimize based on short-term results.
Skip Day Filters:
FOMC decision days
Futures rollover week
Market half-days and the day after
Skip Day Filters are built into the strategy and the data supports every one of them.
All other economic events (CPI, payroll, PMI, and other high-impact news days) are traded normally.
A caution for prop accounts: some firms restrict trading around certain high-impact news events, and those rules change. Know your firm's current policy; a strategy that trades normally through news can conflict with an account that is not allowed to.
No calendar monitoring required. Turn it on and let it run. When a skip day filter is active, a label appears on the chart at 7:00am ET showing which session is being skipped, so you always know exactly where you stand without checking a calendar. The same notices post daily to our Discord and Telegram channels. The filters reduce event risk. They do not remove risk.
The goal is not to trade more.
It is to trade better.
Clara Systems does not run a community chat room. This is intentional.
Community environments introduce noise:
FOMO, emotional reactions to losses, account comparisons
Inaccurate analysis shared without understanding the strategy logic
Alternative settings presented without backtesting
Manual trades mixed into automated execution
None of that belongs in a systematic process.
Everything you need is provided directly:
Full performance data: every metric, every model, every year
Written documentation for every stage of setup and execution
The Setup Guide covers every step in writing
Straight answers to common questions on the FAQ page
You read the documentation. You follow the process. You turn it on, and you leave it alone.
That is the structure.
That is how the edge works.
Trade confirmations are posted to Telegram and Discord, so you can verify the strategy's activity. These are not trade signals. On days the system does not trade, an automatic notice explains why: a calendar skip, the daily conditions, or simply no signal. Every day gets an answer. No setup, just join a channel. Telegram is the easiest to follow on a phone. Results and notes go out on our social channels.
Follow for updates →No paid version, no upsell, nothing held back.
Fully automated NinjaTrader strategy
Locked strategy file that runs on your own PC, laptop, or VPS
Multiple account connections supported
All data, distributions, and Monte Carlo shown in full
Strategy updates, once a year, free
By downloading, you accept the Risk Disclosure. Trading futures involves substantial risk of loss.
This website is long. That is intentional.
Every section, from the drawdown profiles and monthly breakdowns to the Monte Carlo, the risk models, and the scaling guidance, exists so you can execute every trade without hesitation. Not because you are certain of the outcome. Because you understand the probabilities behind it.
The data does not eliminate uncertainty. Nothing does. What it does is replace emotion with context. When a loss hits, you already know what the historical loss distribution looks like. When a drawdown starts, you already know how long recoveries have taken. That knowledge is what keeps the system running when it needs to run.
This is not just relevant to Clara Core. These principles apply to any strategy. We did the work to bring it here: documented, verified, and free to anyone, before you run a single trade.
Some things are not disclosed. Internal logic, filter mechanics, and execution parameters stay closed. What we do not share is code. What we do share is everything that matters for you to make an informed decision and execute with confidence.
The website is the substance.
Read it once. It will change how you think about every trade.
And when you are done with the numbers, read Trading & The Mind. It is the conversation we wish someone had with us before the first trade: losses, expectations, discipline, and what the market does to a person. The strategy is the easy part.
Trading & The Mind →This was built on real experience,
not theory.
If it's right for you, the data will tell you.
If it's not, the data will tell you that too.
Clara Core is free. There is no product to buy and no subscription. If the work, the research, or the strategy itself has brought you value and you would like to support what we are building, you are welcome to contribute. It is never expected, and it changes nothing about what you receive.
Support the work →