Looks for midday rebounds from below recent typical prices.
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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
$30,174
Largest drop · daily closes
$1,883
Win rate
29.3%
Profit factor · trades
2.74
Completed trades
174
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.
$8.4K$3.4K-$1.6K
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 events174
Best-day contribution share5.7%
Best day pnl (USD)$1,726
Best complete-known session2026-05-18
Censored trades0
Complete-known-day P&L$30,174
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$173.41
EV / resolved trade$173.41
Green calendar share11.8%
Green days51
Gross loss (USD)$17,312
Gross profit (USD)$47,486
Known sessions425
Losses123
Known-segment drawdown$1,883
Resolved net P&L$30,174
Trade profit factor2.74
Red calendar share24.3%
Red days105
Resolved trades174
Source events174
Unknown calendar share1.6%
Unknown sessions7
Whole-window net P&LNot availableOne or more admitted sessions have unknown complete economics.
Resolved-trade win rate29.3%
Win-rate support (wins + losses)174
Wins51
Zero calendar share62.3%
Zero days269
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
Negative
-$634
-$634
1
2026-09-24
Flat
$0
$0
0
2026-09-23
Negative
-$4
-$4
1
2026-09-22
Negative
-$4
-$4
1
2026-09-21
Flat
$0
$0
0
2026-09-18
Flat
$0
$0
0
2026-09-17
Flat
$0
$0
0
2026-09-16
Positive
$636
$636
1
2026-09-15
Positive
$816
$816
1
2026-09-14
Positive
$856
$856
1
2026-09-11
Negative
-$388
-$388
2
2026-09-10
Negative
-$4
-$4
1
2026-09-09
Flat
$0
$0
0
2026-09-08
Negative
-$389
-$389
1
2026-09-04
Flat
$0
$0
0
2026-09-03
Flat
$0
$0
0
2026-09-02
Negative
-$4
-$4
1
2026-09-01
Flat
$0
$0
0
2026-08-31
Negative
-$4
-$4
1
2026-08-28
Flat
$0
$0
0
Sessions 1–20 of 432 · Page 1 of 22
Strategy assumptions & limitations
Looks for midday rebounds from below recent typical prices. 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.