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
- Hundreds of thousands of setting combinations per market (window start, entry type, stop, target, filters), searched on the most recent 12 months.
- The best setting per market was frozen and replayed unchanged on four earlier years it had never seen.
- One market (MYM) also got a pre-registered frozen test, written down before it was run.
- 15 trader-designed filters (trend, volatility, session, day-of-week and more) were added to the best gold version, each compared against a random placebo filter.
Last year's results
- Profit factor
- 2.20
- Trades
- 323
- Net after costs
- +$7,403
- Max drawdown
- $714
- Profit factor
- 2.34
- Trades
- 76
- Net after costs
- +$821
- Max drawdown
- $180
- Profit factor
- 2.99
- Trades
- 122
- Net after costs
- +$1,844
- Max drawdown
- $175
| 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 Pro MaxMicro Dow | 15m | 122 | 79.5% | 2.99 | +$1,844 | $175 |
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.