Full research record — hypothetical.
Every strategy family × market: the last six 10-session windows and the full two-year walk-forward, including the parts that lose. We publish the dispersion (std, drawdown, losing streaks) next to the means, because a record that only shows the wins is a brochure. Generated 2026-06-05 14:22:03 UTC.
Section 1 · the operator's ask
Last 60 sessions — per family × market
2026-03-11 → 2026-06-03 · 6 non-overlapping 10-session windows · 42 family×market combos · net ticks and simulated $ at 1-lot and 3-lot · SIMULATED
| Family | Mkt | Net ticks | Net $ (1-lot) | Net $ (3-lot) | Win windows | Per-window |
|---|---|---|---|---|---|---|
| ORB anti (flip) | NQ | +3045 | $15,225 | $45,675 | 5/6 | |
| ORB flip (leg1) | NQ | +2098 | $10,490 | $31,470 | 5/6 | |
| Retest:fail | NQ | +1672 | $8,360 | $25,080 | 4/6 | |
| PDC fade | NQ | +887 | $4,435 | $13,305 | 4/6 | |
| ORB anti (flip) | GC | +826 | $8,260 | $24,780 | 3/6 | |
| ORB flip (leg1) | CL | +576 | $5,760 | $17,280 | 5/6 | |
| PDL fade | CL | +558 | $5,580 | $16,740 | 5/6 | |
| PDL fade | YM | +516 | $2,580 | $7,740 | 5/6 | |
| ORB anti (flip) | RTY | +482 | $2,410 | $7,230 | 3/6 | |
| ORB anti (flip) | ES | +419 | $5,238 | $15,712 | 4/6 | |
| PDL fade | NQ | +394 | $1,970 | $5,910 | 4/6 | |
| Retest:fail | RTY | +393 | $1,965 | $5,895 | 4/6 | |
| ORB anti (flip) | CL | +368 | $3,680 | $11,040 | 5/6 | |
| PDL fade | ES | +348 | $4,350 | $13,050 | 5/6 | |
| PDL fade | GC | +342 | $3,420 | $10,260 | 3/6 | |
| Retest:bounce | RTY | +286 | $1,430 | $4,290 | 4/6 | |
| PDH fade | YM | +275 | $1,375 | $4,125 | 4/6 | |
| PDH fade | GC | +263 | $2,630 | $7,890 | 5/6 | |
| Retest:fail | ES | +248 | $3,100 | $9,300 | 3/6 | |
| PDC fade | CL | +236 | $2,360 | $7,080 | 5/6 | |
| Retest:bounce | YM | +235 | $1,175 | $3,525 | 4/6 | |
| PDH fade | RTY | +216 | $1,080 | $3,240 | 4/6 | |
| Retest:bounce | NQ | +145 | $725 | $2,175 | 2/6 | |
| Retest:fail | CL | +136 | $1,360 | $4,080 | 3/6 | |
| PDC fade | ES | +130 | $1,625 | $4,875 | 5/6 | |
| ORB flip (leg1) | ES | +125 | $1,562 | $4,688 | 3/6 | |
| ORB flip (leg1) | RTY | +89 | $445 | $1,335 | 3/6 | |
| Retest:bounce | ES | +13 | $162 | $488 | 4/6 | |
| PDC fade | GC | +11 | $110 | $330 | 3/6 | |
| ORB flip (leg1) | GC | -2 | -$20 | -$60 | 2/6 | |
| PDC fade | YM | -33 | -$165 | -$495 | 2/6 | |
| PDH fade | ES | -47 | -$588 | -$1,762 | 3/6 | |
| ORB flip (leg1) | YM | -52 | -$260 | -$780 | 3/6 | |
| Retest:bounce | CL | -79 | -$790 | -$2,370 | 2/6 | |
| PDL fade | RTY | -155 | -$775 | -$2,325 | 2/6 | |
| Retest:fail | YM | -178 | -$890 | -$2,670 | 3/6 | |
| PDH fade | CL | -212 | -$2,120 | -$6,360 | 2/6 | |
| Retest:fail | GC | -321 | -$3,210 | -$9,630 | 3/6 | |
| PDC fade | RTY | -344 | -$1,720 | -$5,160 | 3/6 | |
| PDH fade | NQ | -399 | -$1,995 | -$5,985 | 3/6 | |
| ORB anti (flip) | YM | -460 | -$2,300 | -$6,900 | 3/6 | |
| Retest:bounce | GC | -830 | -$8,300 | -$24,900 | 3/6 |
Sorted by net ticks over the window. "Win windows" = how many of the six 10-session windows closed net-positive. $ columns translate ticks at each market's tick value (NQ/RTY/YM $5, ES $12.50, GC/CL $10) — simulated, not realized. Full Rule 4.41 disclosure below.
Section 2 · we publish our variance
Two years, by year — with the dispersion
Per-family by-year mean ticks/event (· n) for 2024 / 2025 / 2026, then the full-sample per-event mean ± std, max drawdown (3-lot $), and longest losing streak — SIMULATED.
| Family | Mkt | 2024 t/ev | 2025 t/ev | 2026 t/ev | Per-event ±σ | Max DD | Streak |
|---|---|---|---|---|---|---|---|
| ORB flip (leg1) | CL | +0.1·148 | +0.2·253 | +3.7·106 | +1.0±16 | -414t -$12,420 | 11 |
| PDL fade | CL | -0.5·66 | -0.1·124 | -3.2·47 | -0.1±40 | -682t -$20,460 | 6 |
| ORB anti (flip) | CL | +1.4·148 | +0.8·253 | +4.0·106 | +1.6±25 | -212t -$6,360 | 8 |
| PDC fade | CL | +0.0·105 | +0.4·184 | -0.7·67 | +0.1±22 | -526t -$15,780 | 6 |
| Retest:fail | CL | +3.1·65 | -0.8·113 | +2.9·49 | +1.0±26 | -408t -$12,240 | 8 |
| Retest:bounce | CL | -1.6·83 | +1.9·140 | -2.5·57 | -0.0±27 | -563t -$16,890 | 6 |
| PDH fade | CL | -0.7·82 | +2.4·125 | -8.9·62 | +1.2±22 | -483t -$14,490 | 8 |
| ORB anti (flip) | ES | +0.8·149 | -1.3·255 | +4.2·108 | +0.5±34 | -811t -$30,412 | 8 |
| PDL fade | ES | +3.9·58 | -7.2·102 | +4.4·49 | -0.6±42 | -690t -$25,875 | 6 |
| Retest:fail | ES | +3.9·67 | -3.5·111 | +9.3·48 | +1.4±40 | -696t -$26,100 | 8 |
| PDC fade | ES | +0.2·110 | -3.7·196 | +0.6·80 | -1.6±33 | -938t -$35,175 | 8 |
| ORB flip (leg1) | ES | -1.8·149 | +1.1·255 | +0.7·108 | +0.2±17 | -332t -$12,450 | 8 |
| Retest:bounce | ES | +1.5·80 | +6.0·143 | +3.6·60 | +4.2±36 | -322t -$12,075 | 6 |
| PDH fade | ES | -2.8·83 | -1.8·153 | -2.3·60 | -2.0±28 | -779t -$29,212 | 8 |
| ORB anti (flip) | GC | -0.3·148 | +2.4·255 | +3.3·107 | +1.5±74 | -1342t -$40,260 | 6 |
| PDL fade | GC | -4.2·56 | +1.3·100 | +2.1·50 | +6.4±106 | -1108t -$33,240 | 7 |
| PDH fade | GC | -2.4·80 | -4.9·152 | -15.0·54 | -4.1±68 | -1334t -$40,020 | 10 |
| PDC fade | GC | -3.0·97 | -1.4·159 | +2.3·72 | -0.6±72 | -1000t -$30,000 | 6 |
| ORB flip (leg1) | GC | -1.8·148 | +2.6·255 | +2.7·107 | +1.4±34 | -613t -$18,390 | 7 |
| Retest:fail | GC | +2.6·65 | +4.0·98 | -12.3·52 | -1.2±82 | -1144t -$34,320 | 5 |
| Retest:bounce | GC | -7.0·82 | -2.4·155 | +4.3·54 | -2.5±87 | -1461t -$43,830 | 9 |
| ORB anti (flip) | NQ | -7.0·151 | -1.6·253 | +24.3·108 | +2.6±173 | -5399t -$80,985 | 10 |
| ORB flip (leg1) | NQ | -2.4·151 | -6.7·253 | +12.0·108 | -1.8±93 | -3155t -$47,325 | 8 |
| Retest:fail | NQ | -9.0·65 | +26.5·104 | +36.2·45 | +19.2±187 | -1409t -$21,135 | 5 |
| PDC fade | NQ | -1.6·109 | -22.7·191 | +11.2·79 | -9.3±186 | -7004t -$105,060 | 9 |
| PDL fade | NQ | +1.8·54 | -29.4·108 | -45.5·45 | -9.0±230 | -3853t -$57,795 | 5 |
| Retest:bounce | NQ | +0.6·85 | +23.2·146 | -8.5·60 | +10.1±210 | -2189t -$32,835 | 5 |
| PDH fade | NQ | -9.8·83 | +13.5·143 | -4.3·69 | +10.7±191 | -2026t -$30,390 | 6 |
| ORB anti (flip) | RTY | +1.2·149 | -5.7·251 | +4.9·106 | — | —t | — |
| Retest:fail | RTY | -2.8·58 | -5.7·109 | +7.4·47 | — | —t | — |
| Retest:bounce | RTY | -6.3·91 | +1.9·141 | +3.7·59 | — | —t | — |
| PDH fade | RTY | +6.7·68 | -4.3·116 | +9.9·62 | — | —t | — |
| ORB flip (leg1) | RTY | +1.2·149 | +1.6·251 | +0.6·106 | — | —t | — |
| PDL fade | RTY | +1.9·69 | -8.6·120 | -6.9·51 | — | —t | — |
| PDC fade | RTY | +6.1·115 | -5.8·202 | +3.6·83 | — | —t | — |
| PDL fade | YM | -1.6·62 | -6.7·111 | +1.2·53 | -7.1±59 | -2237t -$33,555 | 7 |
| PDH fade | YM | -1.8·76 | -10.5·126 | +6.3·50 | -5.3±66 | -2368t -$35,520 | 7 |
| Retest:bounce | YM | +0.8·87 | +3.1·140 | +1.6·67 | +2.1±65 | -815t -$12,225 | 7 |
| PDC fade | YM | +5.8·117 | -2.7·201 | -8.8·81 | -0.9±66 | -1550t -$23,250 | 7 |
| ORB flip (leg1) | YM | +2.7·143 | +0.5·245 | -0.5·106 | +1.0±31 | -420t -$6,300 | 8 |
| Retest:fail | YM | -2.8·56 | -1.2·104 | +1.7·39 | -1.2±68 | -1326t -$19,890 | 5 |
| ORB anti (flip) | YM | -0.2·143 | -3.1·245 | -4.9·106 | -2.7±57 | -1961t -$29,415 | 8 |
Why show the variance? Because the std and the drawdown are the honest cost of the mean. A losing year (2024 for most fades) is on the page next to the recovery. Max drawdown is the worst peak-to-trough of the cumulative curve at 3 lots. Longest streak = consecutive losing sessions. None of this is gated — the live gate benches cold families, see the Dashboard.
Section 3
Equity curves — top 6 combos (cumulative net ticks, 2y)
Cumulative net ticks across every non-overlapping 10-session window since 2024-06, for the six combos leading the last-60 table. Ungated, full history — SIMULATED.
These are the ungated cumulative curves — the regime gate would have sat out the flat/declining stretches (that is its entire job). Shown raw so the texture, not a cherry-picked slice, is visible. How the gate works →
This is the research record — simulated history, the full unfiltered backtest. For the tamper-evident, emission-time record (every live signal hash-chained the instant it fires, before its outcome is known), see the Track Record →. The two are kept rigorously separate and never blended into one number.
Required Disclosures
CFTC RULE 4.41 — SIMULATED PERFORMANCE
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED 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 PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
Trading futures involves substantial risk of loss and is not suitable for all investors. Past or hypothetical performance is not indicative of future results. This is impersonal, broadcast information, not individualized trading advice.
Read the complete required disclosures — Rule 4.41, full futures & options risk, the impersonal-publisher statement, and data/simulation limitations — on the Disclosures & Risk Disclosure page.