Stats

Performance per strategy, by window and track. Returns are normalised (index = 100 at track start) — never amounts.

Stats — 30-day paper validation

Data as of 2026-07-26T18:24:18Z

30-day paper validation summary: 98 strategies tracked · 15 positive · 35 flat · 48 weakening · 96 with limited data (under 30 trades).

StrategyReturnWinPFMax DDTrades
Engulfing Reversal — Early Morning-0.1%0%0.0-0.1%1 (too little data)
Volume Surge Breakout — Post-Open-0.3%8%0.3-0.3%13 (limited data)
Mid-Morning Range Breakout-0.1%35%0.9-0.4%20 (limited data)
Calendar Bias — US Session-0.1%25%0.2-0.1%4 (very early)
Opening Range Breakout — London Overlap-0.2%0%0.0-0.2%3 (very early)
Short-Term Reversion — London-NY Overlap-0.1%8%0.1-0.1%12 (limited data)
VWAP Reversion — Midday-0.1%33%0.1-0.1%3 (very early)
False Break Reversal — US Overlap-0.1%0%0.0-0.1%3 (very early)
Engulfing Reversal — Frankfurt Open-0.2%29%0.5-0.3%7 (very early)
Midweek Continuation-0.2%0%0.0-0.2%4 (very early)
Range Fader — Midday0.1%67%5.60.0%3 (very early)
Smash Day Reversal — Close-0.3%21%0.4-0.5%14 (limited data)
Session Flow — US Overlap0.0%40%0.8-0.1%5 (very early)
Trap Reversal0.0%40%0.9-0.2%10 (limited data)
Smoothed Momentum — US Session-0.5%21%0.6-0.6%28 (limited data)
Dynamic Stop Momentum — US Overlap0.0%0%0.00.0%1 (too little data)
Pin Bar Reversal — Afternoon-0.2%14%0.2-0.2%7 (very early)
Event Cluster Momentum — US Overlap-0.1%38%0.8-0.2%16 (limited data)
Dynamic Stop Momentum — London-NY Overlap0.0%33%0.8-0.1%21 (limited data)
Midday Reversion0.0%63%0.5-0.1%8 (very early)
Trend Persistence — Afternoon-0.1%40%0.8-0.2%20 (limited data)
Gap Open Play — Frankfurt Open0.1%44%1.40.0%9 (very early)
Pin Bar Reversal — Frankfurt Open0.2%80%12.70.0%5 (very early)
Engulfing Reversal — Post-Open-0.1%0%0.0-0.1%1 (too little data)
Daily Extremes Proximity — US Session-0.1%0%0.0-0.1%2 (very early)
Engulfing Reversal — Pre-Open-0.2%25%0.4-0.3%8 (very early)
Cycle Timing I0.2%47%2.0-0.1%15 (limited data)
Gap Open Play — Pre-Open0.0%43%1.1-0.2%21 (limited data)
Cycle Timing II0.0%29%0.7-0.1%7 (very early)
Daily Extremes Continuation — Post-Open0.0%13%0.9-0.1%8 (very early)
Smash Day Reversal-0.1%14%0.3-0.1%7 (very early)
Adaptive Volatility — Close II0.0%25%0.7-0.1%4 (very early)
False Break Reversal — US Session-0.1%0%0.0-0.1%4 (very early)
Cycle Timing III-0.3%16%0.3-0.4%19 (limited data)
Pin Bar Reversal — Mid-Morning0.2%46%1.6-0.2%11 (limited data)
Adaptive Volatility — Early Morning-0.1%35%0.9-0.3%17 (limited data)
Range Fader — US Overlap0.1%60%2.4-0.1%5 (very early)
False Break Reversal — Post-Open0.0%0%0.00.0%2 (very early)
Regime Reversion — Afternoon-0.3%25%0.4-0.3%16 (limited data)
Pin Bar Reversal — Post-Open-0.2%22%0.5-0.2%9 (very early)
Trend Scanner — Afternoon-0.8%35%0.4-1.0%55
Pin Bar Reversal — Midday0.0%33%1.2-0.1%6 (very early)
Short-Term Reversion — Power Hour0.0%0%0.0%1 (too little data)
Exhaustion Reversal — US Overlap-0.1%0%0.0-0.1%2 (very early)
Gap Open Play — Post-Open II0.0%25%0.5-0.1%4 (very early)
Trend Scanner — Post-Open0.2%49%1.4-0.4%37
Candle Reversal — Afternoon0.0%0%0.00.0%1 (too little data)
Trend Scanner — Close-0.9%21%0.4-0.9%19 (limited data)
Range Fader — Morning Fix0.0%100%0.0%1 (too little data)
Dynamic Stop Momentum — US Afternoon0.1%50%0.0%2 (very early)
Cycle Timing V-0.3%17%0.3-0.4%12 (limited data)
Short-Term Reversion R3 — Mid-Morning0.1%50%2.5-0.1%2 (very early)
Trend Persistence — Frankfurt Open-0.1%29%0.5-0.1%7 (very early)
Trend Ribbon — Post-Open0.1%57%1.8-0.1%7 (very early)
VWAP Reversion — Mid-Morning0.0%75%1.10.0%4 (very early)
Short-Term Reversion — US Afternoon0.0%0%0.0%1 (too little data)
Smoothed Momentum — London-NY Overlap0.0%46%1.80.0%13 (limited data)
Smoothed Momentum — COMEX Open0.0%0%0.00.0%1 (too little data)
Volume Surge Breakout — Mid-Morning0.0%20%0.8-0.1%5 (very early)
Volume Surge Breakout — Pre-Open0.4%43%2.5-0.2%14 (limited data)
Smoothed Momentum — Frankfurt Open-0.1%20%0.5-0.1%5 (very early)
Cycle Timing Close-0.2%0%0.0-0.2%4 (very early)
Dynamic Stop Momentum — Afternoon Fix-0.1%36%0.6-0.1%25 (limited data)
Smash Day Reversal — Frankfurt Open0.0%31%0.9-0.2%13 (limited data)
Short-Term Reversion0.0%50%0.0%2 (very early)
Trend Ribbon — Close0.0%50%1.1-0.1%2 (very early)
Volatility Ratio Signal — US Overlap-0.2%33%0.5-0.2%9 (very early)
Dynamic Stop Momentum — Post-Open0.0%33%1.50.0%3 (very early)
Short-Term Reversion Cumulative — US Open-0.1%20%0.6-0.2%5 (very early)
Trend Rider — Close-0.1%0%0.0-0.1%2 (very early)
Short-Term Reversion — Afternoon Fix-0.1%13%0.2-0.1%8 (very early)
Short-Term Reversion-0.1%0%0.0-0.1%2 (very early)
Pin Bar Reversal — Early Morning0.3%50%1.8-0.2%14 (limited data)
Adaptive Volatility — Close0.0%25%0.6-0.1%4 (very early)
False Break Reversal — Afternoon-0.1%0%0.0-0.1%4 (very early)
W-Bottom Reversion — US Overlap-0.2%0%0.0-0.2%5 (very early)
Regime Filter Momentum — US Overlap0.0%29%0.9-0.1%17 (limited data)
Adaptive Volatility — Frankfurt Open0.2%70%3.20.0%10 (limited data)
Dynamic Stop Momentum — COMEX Open-0.1%21%0.4-0.1%14 (limited data)
Smash Day Reversal — Afternoon Fix0.0%50%1.90.0%2 (very early)
Smash Day Reversal — US Session-0.2%29%0.3-0.2%7 (very early)
Smash Day Reversal — Midday-0.2%25%0.5-0.2%12 (limited data)
Session Flow — Frankfurt Open0.0%60%0.9-0.1%5 (very early)
Seven-Day Reversion — US Open-0.2%22%0.4-0.2%9 (very early)
Gap Open Play — Post-Open0.0%25%0.6-0.1%4 (very early)
Cycle Timing IV-0.4%25%0.4-0.4%16 (limited data)
Smoothed Momentum — US Overlap0.0%27%1.0-0.4%22 (limited data)
Adaptive Volatility — Mid-Morning0.2%56%1.9-0.1%9 (very early)
Volatility Breakout-0.1%20%0.5-0.1%10 (limited data)
Opening Band Reversion0.0%43%1.0-0.1%14 (limited data)
Statistical Forecast — Close-0.1%0%0.0-0.1%2 (very early)
Consecutive Decline Reversion — Post-Open-0.1%0%0.0-0.1%3 (very early)
VWAP Reversion — Post-Open0.0%67%41.00.0%3 (very early)
Short-Term Reversion — Morning Fix0.0%0%0.00.0%1 (too little data)
Exhaustion Reversal — Post-Open0.0%0%0.00.0%1 (too little data)
Dynamic Stop Momentum — Midday0.1%43%1.3-0.1%14 (limited data)
Range Fader — Post-Open-0.1%0%0.0-0.1%2 (very early)
Range Fader — US Afternoon0.0%0%0.00.0%2 (very early)
All figures on the paper track come from simulated execution during validation — clearly marked, and never blended with live results. Returns are normalised (index = 100 at track start). Past performance does not guarantee future results.