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@SystematicPeter Avatar @SystematicPeter Peter - Cracking Markets

Peter - Cracking Markets posts on X about nasdaq, breakout, fell, money the most. They currently have XXXXX followers and XXX posts still getting attention that total XXXXXX engagements in the last XX hours.

Engagements: XXXXXX #

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Mentions: XX #

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Followers: XXXXX #

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Social Influence

Social category influence finance exchanges cryptocurrencies

Social topic influence nasdaq, breakout #407, fell, money, matrix, just a, math, bitcoin, core, momentum

Top accounts mentioned or mentioned by @longthebottom69 @eutheniaadv @joachimmo1985 @tonytradingk @lucastsktsk @systematicedge1 @nambypambyrandy @bayqus01 @danwtrades @thenshah @flos85 @ordinaryepsilon @magicmac2000 @stackowl @concretumrs @raphaelrehman @klemenkoselj @joob @norgatedata @crackingmarkets

Top assets mentioned Bitcoin (BTC)

Top Social Posts

Top posts by engagements in the last XX hours

"30 years of data (1994-2025): - 2513 trades - XXXX% annual return (vs XX% buy & hold) - XX% win rate - Profit factor: XXXX But backtests are easy to fake. I published this in January 2025. It returned +30.4% out-of-sample since. The edge is real"
X Link 2025-12-08T15:33Z 4852 followers, 1954 engagements

"How did it handle crashes - 2000 dot-com bubble: +120% - 2008 financial crisis: +27.5% - 2020 COVID crash: +47.8% - 2022 bear market: -XXX% The Nasdaq fell -XXXX% in 2000-2002. This strategy made money. Mean reversion thrives when others panic"
X Link 2025-12-08T15:33Z 4853 followers, 1722 engagements

"5 mediocre strategies. None with a Sharpe above XXX. None I'd trade alone with full capital. Combined Sharpe: XXXX Combined MaxDD: -XXXX% $50000 $226000 in X years. Portfolio construction is the real edge: 🧵"
X Link 2025-12-10T15:29Z 5047 followers, 67.2K engagements

"Look at the correlation matrix. Most strategies: XXXX to XXXX correlation. Breakout Short is even negative to others. When one strategy draws down another often profits. Diversification isn't just a buzzword. It's math"
X Link 2025-12-10T15:29Z 5048 followers, 3447 engagements

"I recently plugged Perplexity into my autotrading workflow and its been surprisingly useful. What Im using it for right now: Scan my open positions and signals daily. Surface near-term catalysts: earnings guidance M&A FDA 8-Ks lockups secondary offerings. Rank by proximity and likely impact so I can prep risk adjustments. It helps most in small caps where moves are event driven and undercovered. My trend-following models catch the move Perplexity helps me navigate the news and plan around volatility. Current state: Semi-automatic - it prepares a short brief per ticker with dates and sources I"
X Link 2025-11-04T15:30Z 4872 followers, 2423 engagements

"Last year I published a deep dive on timing long mean reversion using implied volatility. Ive been trading the strategy live for almost two years. Naturally the question is: how did it perform after I published it What catches most traders off guard is how little capital the model requires. Average overnight usage: 5.41%. Even with minimal exposure it outperformed SPX buy & hold: - CAGR XXXX% - Max DD -XXXX% - WinRate XXXXX% - Expectancy XXXX% - Profit factor XXXX - Sharpe XXXX The principle is extremely simple: - Each day I download implied volatility for stocks from IB - IV reflects what"
X Link 2025-11-17T15:29Z 4977 followers, 15.1K engagements

"@bayqus01 Yes about XX trades per year 2513 over the entire test period"
X Link 2025-12-09T09:12Z 4966 followers, XXX engagements

"Intraday volatility breakout on micro Bitcoin futures just printed a new equity high (commissions included). Same logic. Same parameters. Same model I use in ES/NQ. And yet I still find it slightly puzzling that it works this well on MBT because the core idea relies on an RTH open while Bitcoin never actually closes. The framework is simple: - Wait for the open - Compute daily ATR from prior days - Define breakout levels: daily open +/- xATR - Take the first breakout - Use a tight xATR stop or hold to EOD (RTH of ES/NQ) - Add a trend potential filter to skip low-quality days The surprising"
X Link 2025-12-04T15:26Z 5028 followers, 4073 engagements

"It always surprises me how far you can get in intraday trading without overengineering anything. Take this idea: a simple long/short MA crossover paired with a trailing stop-loss. Thats it. No optimization games no exotic filters and yes - fees fully included in the test. Yet the logic holds up across: - multiple markets - different MA settings - different volatility regimes - long historical windows I have a soft spot for concepts that stay robust even when you try to break them. These are the kinds of ideas I often enhance with a small twist and then slot into a broader portfolio. Early"
X Link 2025-12-05T15:29Z 5048 followers, 19.3K engagements

"In January 2025 I published a mean reversion strategy with a free backtester. XX months later here are the out of sample results: - +30.4% return (vs +24.4% Nasdaq) - -XXXX% max drawdown (vs -XXXX% Nasdaq) - XX% win rate - XX trades Here's the exact system:"
X Link 2025-12-08T15:33Z 5048 followers, 29.9K engagements

"The catch Mean reversion has negative skew. - Average win: +3.7% - Average loss: -XXX% You win often but losers are bigger. This is why the XXX MA filter matters. This is why position sizing matters. This is why time stops exist"
X Link 2025-12-08T15:33Z 5041 followers, 2411 engagements

"Individual strategy Sharpes: NDX Momentum: XXXX Buy the Dip: XXXX Deep Dip: XXXX Breakout Long: XXXX Breakout Short: XXXX Combined portfolio Sharpe: XXXX The portfolio is better than its best component. This is the power of low correlation"
X Link 2025-12-10T15:29Z 5047 followers, 4401 engagements

"@danw_trades Yes I like that one due to the capital usage as well"
X Link 2025-12-11T07:55Z 5039 followers, XX engagements

"@thenshah @danw_trades See for example"
X Link 2025-12-11T07:56Z 5039 followers, XX engagements

"I recently audited a portfolio for a struggling trader and what I found was a masterclass in curve fitting. The level of optimization was unbelievable. He did not just have a strategy - he had a different rule set for every single day of the week: - Monday: Entry Rule A1 - Tuesday: Entry Rule B3 - Wednesday: Entry Rule C2 all engineered to match historical quirks. He wasn't adapting to the market. He was reverse-engineering noise. I personally avoid this level of granularity. I know traders like Larry Williams have successfully used day-of-week biases and there is merit to it in specific"
X Link 2025-12-11T15:26Z 5047 followers, 2450 engagements