Backtested strategies.
Every family the desk has researched, one page each: the idea, the markets and what was run. Last year's numbers are after costs and labelled in-sample. All of it is research and requires forward testing.
Last year's 14 picks
Charts and table show the same in-sample numbers. Every strategy requires forward testing on new data before any real-money use.
| Strategy | Chart | Trades | Win rate | Profit factor | Net | Max DD |
|---|---|---|---|---|---|---|
| MGC ORB Pro MaxMicro Gold | 5m | 323 | 70.6% | 2.20 | +$7,403 | $714 |
| MES ORB Pro MaxMicro S&P 500 | 5m | 76 | 71.1% | 2.34 | +$821 | $180 |
| MYM ORB Break & HoldMicro Dow | 5m | 245 | 70.6% | 1.80 | +$2,660 | $415 |
| MYM ORB Pro MaxMicro Dow | 15m | 122 | 79.5% | 2.99 | +$1,844 | $175 |
| MGC ORB v4Micro Gold | 1m | 152 | 80.3% | 3.13 | +$9,517 | $952 |
| MGC IB Multi-SessionMicro Gold | 1m | 231 | 79.7% | 1.75 | +$5,006 | $845 |
| MNQ ORB v4Micro Nasdaq | 1m | 242 | 84.7% | 2.47 | +$6,844 | $682 |
| MNQ IB Multi-SessionMicro Nasdaq | 1m | 417 | 81.1% | 2.14 | +$8,383 | $633 |
| SIL ORB v4Micro Silver | 1m | 145 | 90.3% | 4.47 | +$21,156 | $883 |
| PL ORB v4Platinum | 1m | 79 | 88.6% | 11.41 | +$13,839 | $584 |
| M2K ORB v4Micro Russell 2000 | 1m | 78 | 94.9% | 8.24 | +$1,082 | $53 |
| MCL ORB v4Micro WTI Crude | 1m | 151 | 83.4% | 4.35 | +$2,645 | $184 |
| MHG IB Multi-SessionMicro Copper | 1m | 375 | 50.7% | 1.59 | +$7,156 | $796 |
| M6E IB Multi-SessionMicro EUR/USD | 1m | 137 | 73.7% | 2.13 | +$1,102 | $168 |
| All 14 together | 2,773 | 75.5% | 2.61 | +$89,458 | $1,549 |
Last year means 1 Nov 2025 to 21 Oct 2026, the 12 months these settings were picked on. That makes every number here in-sample: the best of a very large search, flattered by that search. None of these strategies is validated. Each one requires forward testing before any real-money use.
Opening range and session
Opening range breakout: Pro Max
Mark the high and low of a fixed 30-minute window.
MGC, MES, MYM, MNQ, SIL, PL Research · requires forward testingOpening range: Break and Hold
Five levels inside each opening range (high, 75%, middle, 25%, low).
MGC, MES, MYM, MNQ Research · requires forward testingOpening range: two-window v4
Two independent opening-range windows per day.
MGC, MNQ, SIL, PL, M2K, MCL, MHG, M6E, MYM Research · requires forward testingInitial Balance (multi-session)
The first hour of a session sets the Initial Balance.
MGC, MNQ, MHG, M6E, SIL, MYM, MCL, M2K, MES Research · requires forward testingAsian range breakout (gold)
Mark the range of the Asian session.
MGCPrice action and levels
SMT divergence
When one of two related markets makes a new high or low and the other does not, the move is expected to fail and reverse.
MNQ, MES, MYM, MGC, SIL, PL (8 market pairs) Research · requires forward testingiFVG and breaker blocks
After a liquidity sweep and a market-structure shift, an inverted fair-value gap that overlaps a breaker block marks a zone.
10 markets: MNQ, MES, MYM, M2K, MGC, SIL, PL, MCL, MHG, M6E Research · requires forward testingGIFVG checklist
A higher-timeframe fair-value gap, confirmed by a 1-minute inversion after a liquidity raid with SMT, targeting the range extreme.
MNQ, MES, MYM, MGC, SIL, PL Research · requires forward testingKey-level break and retest
Break of a key level (prior day high/low, session highs/lows, opens and more), then a retest that holds, or a failed break with a wick reclaim.
MNQ, MES, MYM Research · requires forward testingSupport and resistance with pivots
Swing-based support and resistance zones that line up with daily floor pivots or Camarilla levels.
10 markets Research · requires forward testingMonday high and low
Monday's high and low act as weekly reference levels.
MNQ, MES, MYM Research · requires forward testingOptions open-interest walls
The strikes with the largest open interest above and below price act as walls: price rejects them or breaks through and retests.
MES, MNQ Research · requires forward testingConsolidation box breakouts
Detect a tight consolidation box, then trade the breakout or the failed breakout back into the box.
MNQ, MES, MGC Research · requires forward testingVolume profile levels
Trade rejections or acceptance at volume-profile levels built from sessions, consolidation boxes or the previous 4-hour candle.
MNQ, MES, MGC Research · requires forward testing1h and 4h AMD (accumulation, manipulation, distribution)
The first hour or four hours build a range (accumulation), a sweep of one side is the manipulation, and the reclaim starts the real move (distribution).
MNQ, MES, MGCTrend and momentum
Parabolic SAR with 200 EMA
Take Parabolic SAR flips only in the direction of the 200 EMA, with volume above average.
MGC, SIL, PL, MHG, M2K Research · requires forward testingEMA and VWAP momentum
Enter when a fast EMA crosses the session VWAP (or a slower EMA), with a volume filter and a daily trend bias.
MES, MNQ, MYM, MGC Research · requires forward testingDaily trend signals traded intraday
Use a classic daily trend signal (moving-average crossover or 12-month momentum) to choose the direction, then hold only inside the trading day.
10 markets Research · requires forward testingMarket intraday momentum
Published research found that the first half hour of the day predicts the direction of the last half hour.
MES, MNQ, MYM, M2K Research · in forward testingNoise-area momentum
Build a band around the open from the average move at each minute over the last 14 days.
MNQ (lead), MES, MYM, M2K, MGC and 7 more Research · requires forward testingShort-timeframe trend following
Join short intraday trends early with a trailing or time-based exit.
MNQ, MES, MGCReal but untradeable
Portfolio
Also researched
- Round numbers, Donchian channels, floor-pivot crosses and prior-day value area
- Session VWAP stretch fades
- Opening gaps, economic release minutes and fixed-clock session moves
- London gold fix and COMEX settlement, FX fix on Euro FX micros
- Metals late-day reversal and MNQ first-30-minute fade
- Volatility regime filters (GARCH) on existing picks
- AI time-series forecast filters (Kronos, TiRex, Toto) as take-or-skip filters
- Position sizing rules: anti-martingale, equity steps, percent risk, Kelly-style
All dollar figures are hypothetical backtest results for one contract, after exchange and broker fees and one tick of slippage on each side of every market or stop order. They describe the past under stated assumptions and do not predict future results. Research notes for education only. Not financial advice, not a recommendation and not a signal. No strategy on this site has passed final validation. Futures trading involves substantial risk of loss.