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
- Three models (wick rejection, breakout, break and retest).
- Every setting run on the real walls and on placebo strikes the same distance away.
- Open interest used only as it was known at the time (2 to 5 days old).
Status
Research · requires forward testing
Research note. Results from this study are not published as a strategy. Any version of it requires forward testing before real-money use.
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.