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
- 9,120 settings on the last 12 months.
- Pre-registered frozen test of the best four on 2021 to 2025.
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.