Where it stands
- IdeaRule written down
- BacktestedRun after costs
- Last-year pickSettings picked in-sample
- Forward testingLogged on new data, rules frozen
What was tested
- The 14 frozen picks combined, settings never changed.
- Replay on 2021 to 2025, data none of them was chosen on.
- Also: a 'best 5 of 14' subset and a cross-market gap fade held for hours.
Last year's results
| 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.
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.
Status
Research · requires forward testing
Research. The settings were picked on last year's data, so these results are in-sample. This requires forward testing before any real-money use. No result here is a promise.
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. See the method for how every test is run and judged.