Tested strategies

Most strategies we build never go on sale

The strategies we offer are scored against the same bar as the ones we built and dropped. Here they are side by side: the bar, each result, and why most did not make it.

The list

Every strategy below was backtested the same way and scored against the same five tests. More are being re-tested and will be added. Click a name for its full results.

CFTC Rule 4.41 statement. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

✓ passes✗ failsTests 1 to 5 are explained below.

The bar

Set in October 2026, after we had seen the results of the strategies we offer, and applied unchanged to every strategy, including those. Strategies re-tested for this page were run after the bar was fixed. R is the amount risked on one trade. All figures are after commission and slippage.

  1. Edge after costsAt least +0.10R per trade on average.
  2. Enough tradesAt least 100 trades, so the average means something.
  3. Holds over timeProfitable in both the first and the second half of the test period.
  4. Not one lucky streakStill profitable with its 10 best trades removed.
  5. Fits a prop accountDeepest drawdown 25R or less, so a $2,000 trailing limit holds at up to $80 risk per trade.

Then it has to win

Passing all five is not enough. A strategy is only offered if it also beats what we already offer on the same market, measured by risk-adjusted return (Sharpe ratio of daily results) over the same period. One that passes but loses is shown here as benched. One that passes both but is someone else's product is shown as passed, not offered, with the reasons on its page.

How the tests were run