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
- 504 settings with a gross check before costs.
- 1,000-seed random-direction null, walk-forward, untouched 4-month check.
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.