Looks for morning price moves that hold beyond a recent trading range.
Membership coming laterPlanned $300 USD / monthFree waitlist. No charge or trading access at signup.Join the waitlist →
Evidence period
Jan 2, 2025 — Sep 25, 2026
Market
Equity index futures
Coverage
425 known / 432 admitted
Results
Historical backtest · not live
Development backtest, including rules revised after reviewing results—not independent validation or live profits. Dates above apply to this exact version.
Historical backtest · after modeled costs
See how it performed.
Partial profit · missing results
$21,128
Largest drop · daily closes
$4,827
Win rate
25.9%
Profit factor · trades
1.46
Completed trades
193
Days with results / days tested
425 / 432
7 testing days have missing results. This is a partial total, not complete profit. The chart restarts after each gap, and the largest drop is measured only within known periods.
$6.8K$992-$4.8K
2025-01-022026-09-25
Backtest profit over time (USD) · Restarts after missing results; do not add the separate lines.
Jan 2, 2025 — Sep 25, 20267 days with missing results · Historical test, not live trading
What do these numbers mean?
Backtest profit: the historical test result after its modeled costs, not a return you are promised. With missing results, only a partial total is available. Largest drop: the largest fall from a previous daily closing peak, also called drawdown. Losses during a day can be larger. Win rate: wins divided by wins plus losses; break-even trades are excluded. Profit factor: gross winning-trade profit divided by gross losing-trade loss. A high win rate alone does not mean a profitable strategy.
Testing dates & full details
Membership is fixed at this ledger’s cutoff, not chosen by performance. These windows are descriptive, not holdouts or promotion criteria. Unknown outcomes remain null; no-trade sessions are zero only when known. Fewer than the requested sessions are shown if history is shorter.
One NQ contract; USD 20 per point; USD 4 round-turn fee plus modeled stop and time-exit slippage. Independent own-capacity replay; unknown outcomes remain null. Dollar results are not normalized for equal capital or sizing. Drawdown is observed over known daily-close segments, not an intraday risk ceiling. Historical research can overfit and does not establish live performance.
All statistics for this period
Accepted events193
Best-day contribution share14.6%
Best day pnl (USD)$3,092
Best complete-known session2025-12-11
Censored trades0
Complete-known-day P&L$21,128
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$109.47
EV / resolved trade$109.47
Green calendar share10.9%
Green days47
Gross loss (USD)$46,152
Gross profit (USD)$67,280
Known sessions425
Losses143
Known-segment drawdown$4,827
Resolved net P&L$21,128
Trade profit factor1.46
Red calendar share28.9%
Red days125
Resolved trades193
Source events193
Unknown calendar share1.6%
Unknown sessions7
Whole-window net P&LNot availableOne or more admitted sessions have unknown complete economics.
Resolved-trade win rate25.9%
Win-rate support (wins + losses)193
Wins50
Zero calendar share58.6%
Zero days253
Zero pnl trades0
Trade profit factor and daily profit factor are distinct. ∞ means supported positive economics with no losses; unavailable support stays null. Win rate excludes zero-P&L outcomes. Session shares include all admitted sessions, including unknowns. Best-day contribution is a descriptive ratio and can exceed 100% or be negative.
Exact daily outcomes for the selected FULL window, newest first
Session
Outcome
Complete-session net
Resolved subtotal
Resolved trades
2026-09-25
Flat
$0
$0
0
2026-09-24
Flat
$0
$0
0
2026-09-23
Positive
$1,396
$1,396
1
2026-09-22
Flat
$0
$0
0
2026-09-21
Negative
-$409
-$409
1
2026-09-18
Flat
$0
$0
0
2026-09-17
Negative
-$4
-$4
1
2026-09-16
Flat
$0
$0
0
2026-09-15
Positive
$906
$906
1
2026-09-14
Negative
-$4
-$4
1
2026-09-11
Flat
$0
$0
0
2026-09-10
Negative
-$894
-$894
1
2026-09-09
Negative
-$4
-$4
1
2026-09-08
Flat
$0
$0
0
2026-09-04
Flat
$0
$0
0
2026-09-03
Flat
$0
$0
0
2026-09-02
Negative
-$4
-$4
1
2026-09-01
Positive
$1,116
$1,116
1
2026-08-31
Flat
$0
$0
0
2026-08-28
Flat
$0
$0
0
Sessions 1–20 of 432 · Page 1 of 22
Strategy assumptions & limitations
Looks for morning price moves that hold beyond a recent trading range. Previously seen development history, not an untouched holdout. Seven admitted sessions are unknown; whole-history profit remains unavailable. Resolved subtotals are not complete-path profit, and unknown days break the equity and drawdown paths. Historical research only, not live results, independent validation or trading authorization. FULL covers only the stated source calendar, not complete market history. The last 5, 10 and 30 admitted sessions are fixed descriptive windows, not selection signals. Drawdown uses known daily closes, not intraday account risk. Results must not be added to other strategies.
One NQ contract; USD 20 per point; USD 4 round-turn fee plus modeled stop and time-exit slippage. Independent own-capacity replay; unknown outcomes remain null.
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Byte hashes establish consistency with the published snapshot. They are not independent audit opinions, signatures, or certifications of a live algorithm.