SwarmEvolve · GEN 47 RUNNING · 6 GATES LIVE

Quant desk. Live signals. Every trade public.

SwarmEvolve breeds thousands of strategy candidates. Six validation gates kill ~99.9%. A handful survive as Champions. Every trade — losses included — is public.

signals

win rate

strategies killed

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SWARMEVOLVE · BREED / KILL / PROMOTE

Every candidate is judged.

The breeding pipeline runs continuously. Most candidates die at a gate — the reason and lineage are logged. A rare few survive all six and promote to Champion.

KILL
BREED
PROMOTE
GATE

14:27 UTC 2m ago KILL DONC_Bounce_v1 G3 GATE 3 DSR · deflated Sharpe 0.61 · g42→44
14:17 UTC 12m ago KILL MACD_Snap_v3 G3 GATE 3 DSR · multiple-testing deflation fails · g41→42
14:03 UTC 26m ago KILL DONC_Revert_v6 G1 GATE 1 IS/OOS · OOS win-rate 38% · g45→47
13:54 UTC 35m ago KILL KELT_Cross_v2 G3 GATE 3 DSR · PSR 0.39 · g44→45
13:48 UTC 41m ago KILL KELT_Sweep_v5 G2 GATE 2 MCPT · permutation p=0.42 · g41→43
13:45 UTC 44m ago KILL ATR_Pulse_v6 G1 GATE 1 IS/OOS · OOS PF 0.88 < 1.0 · g44→45
13:33 UTC 56m ago KILL KELT_Drift_v5 G6 GATE 6 ROBUST · parameter jitter collapses · g46→46
13:11 UTC 1h ago KILL MACD_Sweep_v1 G2 GATE 2 MCPT · p=0.19 > 0.05 · g44→44
13:11 UTC 1h ago KILL VWAP_Bounce_v3 G2 GATE 2 MCPT · MCPT p=0.31 · g41→43
13:07 UTC 1h ago GATE DSR G3 DSR: tested 444 → passed 144
12:28 UTC 2h ago KILL EMA_Edge_v3 G1 GATE 1 IS/OOS · OOS PF 0.88 < 1.0 · g43→45
12:17 UTC 2h ago GATE DSR G3 DSR: tested 444 → passed 144
11:48 UTC 2h ago PROMOTE FISHER-M1 G6 survived 6 gates → Champion · ROBUST 8/11 · PF 1.34
11:46 UTC 2h ago KILL VWAP_Snap_v5 G1 GATE 1 IS/OOS · OOS PF 0.88 < 1.0 · g40→40
11:30 UTC 2h ago KILL STOCH_Drift_v5 G6 GATE 6 ROBUST · parameter jitter collapses · g42→43
11:27 UTC 3h ago KILL BOLL_Pulse_v5 G6 GATE 6 ROBUST · slippage sensitivity fails · g45→47
11:07 UTC 3h ago KILL VWAP_Revert_v5 G4 GATE 4 CPCV · CPCV PoL 0.68 · g43→46
11:01 UTC 3h ago KILL VWAP_Sweep_v4 G5 GATE 5 MC-RUIN · MC ruin 4.2% · g40→43
10:55 UTC 3h ago KILL VWAP_Drift_v5 G3 GATE 3 DSR · multiple-testing deflation fails · g45→46
10:28 UTC 4h ago KILL ICHK_Sweep_v5 G2 GATE 2 MCPT · p=0.19 > 0.05 · g43→46
10:13 UTC 4h ago BREED GEN-46 breed run 492 · 10 candidates · crossover + mutation σ=0.045
09:39 UTC 4h ago BREED GEN-46 breed run 445 · 10 candidates · crossover + mutation σ=0.070
09:15 UTC 5h ago BREED GEN-45 breed run 465 · 15 candidates · crossover + mutation σ=0.055
08:46 UTC 5h ago KILL VWAP_Pulse_v7 G1 GATE 1 IS/OOS · IS/OOS split collapses · g43→45
08:40 UTC 5h ago KILL KELT_Bounce_v6 G1 GATE 1 IS/OOS · IS/OOS split collapses · g40→41
08:40 UTC 5h ago KILL RSI_Revert_v2 G5 GATE 5 MC-RUIN · tail equity negative · g43→44
08:11 UTC 6h ago BREED GEN-45 breed run 513 · 13 candidates · crossover + mutation σ=0.026
07:55 UTC 6h ago KILL DONC_Break_v5 G1 GATE 1 IS/OOS · OOS win-rate 38% · g45→47
06:49 UTC 7h ago KILL MACD_Edge_v7 G4 GATE 4 CPCV · combinatorial purge overfit · g44→45
06:46 UTC 7h ago BREED GEN-45 breed run 475 · 11 candidates · crossover + mutation σ=0.046
04:01 UTC 10h ago KILL DONC_Break_v1 G2 GATE 2 MCPT · permutation p=0.42 · g44→47
03:25 UTC 11h ago KILL DONC_Bounce_v6 G2 GATE 2 MCPT · permutation p=0.42 · g43→45
02:50 UTC 11h ago KILL DONC_Snap_v7 G3 GATE 3 DSR · multiple-testing deflation fails · g42→45
01:43 UTC 12h ago KILL MACD_Drift_v1 G5 GATE 5 MC-RUIN · tail equity negative · g45→47
23:40 UTC 14h ago BREED GEN-47 breed run 493 · 15 candidates · crossover + mutation σ=0.020
23:38 UTC 14h ago BREED GEN-47 breed run 456 · 14 candidates · crossover + mutation σ=0.038
19:53 UTC 18h ago KILL BOLL_Cross_v1 G6 GATE 6 ROBUST · slippage sensitivity fails · g45→46
19:46 UTC 18h ago KILL ICHK_Edge_v7 G6 GATE 6 ROBUST · perturbation battery 5/11 · g45→47
19:08 UTC 19h ago KILL STOCH_Revert_v7 G1 GATE 1 IS/OOS · IS/OOS split collapses · g45→47
18:53 UTC 19h ago BREED GEN-46 breed run 509 · 9 candidates · crossover + mutation σ=0.053
18:25 UTC 20h ago KILL DONC_Bounce_v5 G4 GATE 4 CPCV · PBO 0.71 · g41→44
18:13 UTC 20h ago KILL VWAP_Bounce_v5 G5 GATE 5 MC-RUIN · tail equity negative · g46→47
17:59 UTC 20h ago KILL DONC_Edge_v2 G1 GATE 1 IS/OOS · OOS PF 0.88 < 1.0 · g44→47
17:51 UTC 20h ago BREED GEN-46 breed run 516 · 14 candidates · crossover + mutation σ=0.056
16:35 UTC 21h ago KILL DONC_Cross_v4 G3 GATE 3 DSR · DSR 0.42 < 1 · g45→45
16:21 UTC 22h ago KILL MACD_Snap_v7 G1 GATE 1 IS/OOS · OOS PF 0.88 < 1.0 · g44→44
16:06 UTC 22h ago BREED GEN-46 breed run 491 · 9 candidates · crossover + mutation σ=0.057
15:56 UTC 22h ago KILL ICHK_Sweep_v5 G5 GATE 5 MC-RUIN · MC ruin 4.2% · g42→45
15:49 UTC 22h ago KILL DONC_Bounce_v4 G2 GATE 2 MCPT · edge not significant vs shuffle · g41→44
15:37 UTC 22h ago KILL ICHK_Edge_v5 G4 GATE 4 CPCV · CPCV PoL 0.68 · g40→43

SWARMEVOLVE — GEN 47 RUNNING tty/swarm · 120×40


      08:28:17
      gen 47 | breed run 454 | 12 candidates alive
    
      07:30:52
      BREED gen 47 × 12 alive | crossover + mutation σ=0.04
    
      06:33:27
      GATE 1 IS/OOS → 1333/5024 passed
    
      05:36:02
      GATE 2 MCPT p<0.05 → 444/1333 passed
    
      04:38:37
      GATE 3 DSR → 144/444 passed
    
      03:41:12
      GATE 4 CPCV → 58/144 passed
    
      02:43:48
      GATE 5 MC-RUIN p<0.01 → 22/58 passed
    
      01:46:23
      GATE 6 ROBUST → 6/22 passed
    
      00:48:58
      KILL ICHK_Fade_v1 — GATE 6 parameter jitter collapses
    
      23:51:33
      KILL KELT_Pulse_v6 — GATE 2 p=0.19 > 0.05
    
      22:54:08
      PROMOTE SPREAD-TIMING-M1 → Champion (ROBUST 9/11 · gen 44)
    
      21:56:44
      PROMOTE FF_011_OB → Champion (ROBUST 8/11 · gen 41)
    
      20:59:19
      desk | signals today 66 | uptime 984h
    
      20:01:54
      P0 ISOLATION verified · kill-switch ARMED · awaiting breed run 455
    ▋

SIX GATES · 99.9% DO NOT SURVIVE

Every candidate runs a six-gate gauntlet.

No full-dataset profit factor, no narrative override. A strategy only becomes a Champion by surviving all six — held-out samples, permutation tests, deflated Sharpe, purged cross-validation, ruin probability, and an eleven-point robustness battery.

5,024 candidates 6 Champions 99.88% killed

IS/OOS
IS/OOS Split

Last 30% held out. OOS PF must hold.

held-out PF degrades 54%

5,024 tested 1,333 passed
MCPT
Monte Carlo Permutation

p < 0.05 vs shuffled labels.

permutation p=0.42

1,333 tested 444 passed

MCPT distribution p < 0.05 expand

permutation p-value distribution · 400 permutations · threshold p = 0.05 · at/over threshold = killed · below = survives
DSR
Deflated Sharpe

DSR > 1 after multiple-testing deflation.

PSR 0.39

444 tested 144 passed
CPCV
CPCV / PBO

Combinatorial purge. PBO < 0.5.

combinatorial purge overfit

144 tested 58 passed
MC-RUIN
Monte Carlo Ruin

Probability of ruin < 1%.

MC ruin 4.2%

58 tested 22 passed

MC-RUIN distribution p < 0.01 expand

permutation p-value distribution · 400 permutations · threshold p = 0.01 · at/over threshold = killed · below = survives
ROBUST
Robustness Battery

≥ 8 / 11 perturbation tests pass.

perturbation battery 5/11

22 tested 6 passed

6 survivors promoted to Champion · each re-validated every breed generation

CHAMPIONS · THE SURVIVORS

Survivors of the gates.

6 strategies earned Champion status after passing all six validation gates out-of-sample. Each equity curve below is rebuilt from the same closed-trade list that produced its PF, Sharpe, and drawdown figures. Drawdowns are shown in full — losses included.

SPREAD-TIMING-M1

XAUUSD M1 GEN 44

9/11 ROBUST

$25,065

PF: 2.94
Win Rate: 90.7%
Sharpe: 27.16
Max DD: $5.66
Net P/L: $65.26
Trades: 118

View all 118 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 13:18	SPREAD-TIMING-M1	SELL	4059.27	4058.25	4062.72	4058.25	+0.30R	$1.02
07-14 12:09	SPREAD-TIMING-M1	SELL	4066.29	4065.23	4068.95	4065.23	+0.40R	$1.06
07-14 10:03	SPREAD-TIMING-M1	BUY	4064.09	4064.92	4061.08	4064.92	+0.28R	$0.83
07-14 09:45	SPREAD-TIMING-M1	BUY	4058.76	4059.60	4056.01	4059.60	+0.31R	$0.84
07-14 09:20	SPREAD-TIMING-M1	BUY	4065.44	4066.24	4061.91	4066.24	+0.23R	$0.80
07-14 08:57	SPREAD-TIMING-M1	BUY	4062.52	4063.29	4059.45	4063.29	+0.25R	$0.77
07-14 06:40	SPREAD-TIMING-M1	BUY	4066.00	4067.04	4062.50	4067.04	+0.30R	$1.04
07-13 23:03	SPREAD-TIMING-M1	SELL	4059.15	4058.26	4062.47	4058.26	+0.27R	$0.89
07-13 19:59	SPREAD-TIMING-M1	SELL	4053.45	4052.41	4056.72	4052.41	+0.32R	$1.04
07-13 18:04	SPREAD-TIMING-M1	BUY	4054.35	4055.28	4051.77	4055.28	+0.36R	$0.93
07-13 16:50	SPREAD-TIMING-M1	BUY	4061.30	4062.35	4057.75	4062.35	+0.30R	$1.05
07-13 16:34	SPREAD-TIMING-M1	SELL	4062.70	4061.84	4065.96	4061.84	+0.26R	$0.86
07-13 15:37	SPREAD-TIMING-M1	BUY	4053.59	4054.51	4050.72	4054.51	+0.32R	$0.92
07-13 15:11	SPREAD-TIMING-M1	SELL	4066.54	4065.65	4069.30	4065.65	+0.32R	$0.89
07-13 14:29	SPREAD-TIMING-M1	SELL	4060.34	4059.29	4063.76	4059.29	+0.31R	$1.05
07-13 14:23	SPREAD-TIMING-M1	SELL	4060.62	4059.67	4063.27	4059.67	+0.36R	$0.95
07-13 14:02	SPREAD-TIMING-M1	SELL	4058.67	4057.84	4061.22	4057.84	+0.33R	$0.83
07-13 13:43	SPREAD-TIMING-M1	SELL	4058.05	4057.17	4061.11	4057.17	+0.29R	$0.88
07-13 13:18	SPREAD-TIMING-M1	SELL	4065.44	4064.64	4068.47	4064.64	+0.26R	$0.80
07-13 12:44	SPREAD-TIMING-M1	SELL	4066.58	4065.50	4070.07	4065.50	+0.31R	$1.08
07-13 08:08	SPREAD-TIMING-M1	SELL	4056.72	4055.88	4060.02	4055.88	+0.25R	$0.84
07-13 07:47	SPREAD-TIMING-M1	BUY	4064.05	4065.00	4061.05	4065.00	+0.32R	$0.95
07-13 07:22	SPREAD-TIMING-M1	BUY	4058.78	4059.85	4055.83	4059.85	+0.36R	$1.07
07-13 06:52	SPREAD-TIMING-M1	SELL	4065.34	4064.39	4068.55	4064.39	+0.30R	$0.95
07-13 06:30	SPREAD-TIMING-M1	SELL	4059.11	4058.18	4062.18	4058.18	+0.30R	$0.93
07-13 05:04	SPREAD-TIMING-M1	BUY	4066.08	4066.89	4062.81	4066.89	+0.25R	$0.81
07-13 03:27	SPREAD-TIMING-M1	SELL	4064.95	4064.06	4068.40	4064.06	+0.26R	$0.89
07-10 21:44	SPREAD-TIMING-M1	SELL	4064.65	4063.62	4067.74	4063.62	+0.33R	$1.03
07-10 16:48	SPREAD-TIMING-M1	BUY	4065.23	4066.13	4062.11	4066.13	+0.29R	$0.90
07-10 16:36	SPREAD-TIMING-M1	BUY	4061.04	4057.71	4057.71	4061.96	-1.00R	-$3.33
07-10 16:30	SPREAD-TIMING-M1	BUY	4064.50	4065.33	4060.90	4065.33	+0.23R	$0.83
07-10 16:18	SPREAD-TIMING-M1	BUY	4066.21	4067.18	4063.64	4067.18	+0.38R	$0.97
07-10 15:39	SPREAD-TIMING-M1	SELL	4059.41	4058.44	4061.99	4058.44	+0.38R	$0.97
07-10 15:10	SPREAD-TIMING-M1	BUY	4065.16	4066.20	4061.74	4066.20	+0.30R	$1.04
07-10 14:47	SPREAD-TIMING-M1	SELL	4063.60	4062.52	4066.30	4062.52	+0.40R	$1.08
07-10 14:38	SPREAD-TIMING-M1	SELL	4060.51	4063.62	4063.62	4059.44	-1.00R	-$3.11
07-10 13:46	SPREAD-TIMING-M1	BUY	4063.86	4061.31	4061.31	4064.62	-1.00R	-$2.55
07-10 13:38	SPREAD-TIMING-M1	SELL	4057.37	4056.56	4060.36	4056.56	+0.27R	$0.81
07-10 12:34	SPREAD-TIMING-M1	BUY	4058.54	4059.32	4056.02	4059.32	+0.31R	$0.78
07-10 12:10	SPREAD-TIMING-M1	SELL	4056.46	4055.55	4059.12	4055.55	+0.34R	$0.91
07-10 11:34	SPREAD-TIMING-M1	BUY	4064.91	4065.77	4061.80	4065.77	+0.28R	$0.86
07-10 10:00	SPREAD-TIMING-M1	BUY	4057.44	4058.21	4054.38	4058.21	+0.25R	$0.77
07-10 08:11	SPREAD-TIMING-M1	SELL	4055.35	4054.42	4058.44	4054.42	+0.30R	$0.93
07-10 07:58	SPREAD-TIMING-M1	SELL	4057.88	4056.98	4061.44	4056.98	+0.25R	$0.90
07-10 05:21	SPREAD-TIMING-M1	SELL	4064.42	4063.41	4067.32	4063.41	+0.35R	$1.01
07-09 15:59	SPREAD-TIMING-M1	SELL	4054.84	4053.85	4058.06	4053.85	+0.31R	$0.99
07-09 15:27	SPREAD-TIMING-M1	SELL	4065.05	4063.97	4068.03	4063.97	+0.36R	$1.08
07-09 15:02	SPREAD-TIMING-M1	SELL	4065.85	4064.78	4068.71	4064.78	+0.37R	$1.07
07-09 13:54	SPREAD-TIMING-M1	BUY	4053.77	4054.59	4050.39	4054.59	+0.24R	$0.82
07-09 13:13	SPREAD-TIMING-M1	BUY	4058.52	4055.46	4055.46	4059.30	-1.00R	-$3.06
07-09 12:26	SPREAD-TIMING-M1	BUY	4055.66	4056.59	4052.68	4056.59	+0.31R	$0.93
07-09 10:59	SPREAD-TIMING-M1	SELL	4060.86	4059.80	4064.35	4059.80	+0.30R	$1.06
07-09 07:37	SPREAD-TIMING-M1	SELL	4054.92	4053.89	4058.04	4053.89	+0.33R	$1.03
07-09 00:28	SPREAD-TIMING-M1	SELL	4061.56	4060.57	4064.25	4060.57	+0.37R	$0.99
07-08 21:57	SPREAD-TIMING-M1	SELL	4055.99	4054.94	4058.87	4054.94	+0.36R	$1.05
07-08 21:53	SPREAD-TIMING-M1	BUY	4059.86	4060.65	4056.97	4060.65	+0.27R	$0.79
07-08 18:33	SPREAD-TIMING-M1	SELL	4057.05	4056.29	4060.02	4056.29	+0.26R	$0.76
07-08 17:55	SPREAD-TIMING-M1	SELL	4066.89	4065.87	4069.83	4065.87	+0.35R	$1.02
07-08 17:30	SPREAD-TIMING-M1	BUY	4059.73	4060.77	4056.79	4060.77	+0.35R	$1.04
07-08 16:55	SPREAD-TIMING-M1	SELL	4056.92	4056.07	4059.57	4056.07	+0.32R	$0.85
07-08 16:54	SPREAD-TIMING-M1	BUY	4053.95	4054.76	4051.25	4054.76	+0.30R	$0.81
07-08 15:47	SPREAD-TIMING-M1	SELL	4059.82	4059.06	4062.96	4059.06	+0.24R	$0.76
07-08 15:33	SPREAD-TIMING-M1	BUY	4056.37	4057.13	4053.05	4057.13	+0.23R	$0.76
07-08 15:29	SPREAD-TIMING-M1	SELL	4055.49	4054.64	4058.03	4054.64	+0.33R	$0.85
07-08 15:13	SPREAD-TIMING-M1	SELL	4062.03	4061.05	4065.55	4061.05	+0.28R	$0.98
07-08 14:48	SPREAD-TIMING-M1	BUY	4061.64	4062.70	4058.56	4062.70	+0.34R	$1.06
07-08 14:23	SPREAD-TIMING-M1	BUY	4067.00	4067.87	4063.68	4067.87	+0.26R	$0.87
07-08 13:44	SPREAD-TIMING-M1	SELL	4059.50	4058.59	4062.39	4058.59	+0.31R	$0.91
07-08 13:30	SPREAD-TIMING-M1	SELL	4062.38	4061.37	4064.94	4061.37	+0.39R	$1.01
07-08 12:35	SPREAD-TIMING-M1	BUY	4064.20	4061.23	4061.23	4065.24	-1.00R	-$2.97
07-08 11:50	SPREAD-TIMING-M1	BUY	4057.79	4058.68	4054.59	4058.68	+0.28R	$0.89
07-08 09:58	SPREAD-TIMING-M1	SELL	4063.05	4062.11	4066.02	4062.11	+0.32R	$0.94
07-08 09:51	SPREAD-TIMING-M1	BUY	4061.86	4062.83	4058.98	4062.83	+0.34R	$0.97
07-08 09:27	SPREAD-TIMING-M1	SELL	4058.92	4058.15	4061.50	4058.15	+0.30R	$0.77
07-08 09:05	SPREAD-TIMING-M1	BUY	4058.40	4059.25	4055.11	4059.25	+0.26R	$0.85
07-08 07:48	SPREAD-TIMING-M1	SELL	4055.43	4054.37	4058.85	4054.37	+0.31R	$1.06
07-08 07:23	SPREAD-TIMING-M1	SELL	4061.28	4064.11	4064.11	4060.20	-1.00R	-$2.83
07-08 01:48	SPREAD-TIMING-M1	BUY	4056.88	4057.90	4053.31	4057.90	+0.29R	$1.02
07-07 22:54	SPREAD-TIMING-M1	SELL	4056.71	4060.22	4060.22	4055.83	-1.00R	-$3.51
07-07 20:14	SPREAD-TIMING-M1	SELL	4055.59	4054.62	4058.29	4054.62	+0.36R	$0.97
07-07 18:43	SPREAD-TIMING-M1	BUY	4055.73	4056.59	4052.96	4056.59	+0.31R	$0.86
07-07 15:46	SPREAD-TIMING-M1	SELL	4057.41	4056.34	4060.77	4056.34	+0.32R	$1.07
07-07 15:10	SPREAD-TIMING-M1	BUY	4054.05	4054.92	4050.45	4054.92	+0.24R	$0.87
07-07 14:33	SPREAD-TIMING-M1	BUY	4055.41	4052.48	4052.48	4056.24	-1.00R	-$2.93
07-07 14:10	SPREAD-TIMING-M1	BUY	4065.86	4066.91	4063.18	4066.91	+0.39R	$1.05
07-07 13:39	SPREAD-TIMING-M1	BUY	4058.15	4059.08	4055.39	4059.08	+0.34R	$0.93
07-07 12:50	SPREAD-TIMING-M1	BUY	4060.67	4061.48	4058.14	4061.48	+0.32R	$0.81
07-07 12:46	SPREAD-TIMING-M1	SELL	4056.26	4055.45	4059.03	4055.45	+0.29R	$0.81
07-07 09:59	SPREAD-TIMING-M1	SELL	4066.98	4066.08	4069.65	4066.08	+0.34R	$0.90
07-07 09:50	SPREAD-TIMING-M1	SELL	4061.38	4060.51	4064.80	4060.51	+0.25R	$0.87
07-07 09:26	SPREAD-TIMING-M1	BUY	4063.16	4063.95	4059.76	4063.95	+0.23R	$0.79
07-07 09:00	SPREAD-TIMING-M1	BUY	4063.33	4064.10	4060.38	4064.10	+0.26R	$0.77
07-07 08:23	SPREAD-TIMING-M1	BUY	4063.24	4064.06	4060.39	4064.06	+0.29R	$0.82
07-07 07:23	SPREAD-TIMING-M1	SELL	4054.68	4053.67	4057.48	4053.67	+0.36R	$1.01
07-07 06:10	SPREAD-TIMING-M1	BUY	4061.67	4062.43	4058.40	4062.43	+0.23R	$0.76
07-07 06:03	SPREAD-TIMING-M1	BUY	4063.33	4064.40	4060.40	4064.40	+0.37R	$1.07
07-07 02:58	SPREAD-TIMING-M1	SELL	4053.02	4056.19	4056.19	4051.95	-1.00R	-$3.17
07-07 02:08	SPREAD-TIMING-M1	SELL	4053.25	4052.26	4056.06	4052.26	+0.35R	$0.99
07-07 01:56	SPREAD-TIMING-M1	BUY	4062.58	4063.38	4059.38	4063.38	+0.25R	$0.80
07-06 23:08	SPREAD-TIMING-M1	SELL	4056.02	4055.22	4059.18	4055.22	+0.25R	$0.80
07-06 22:15	SPREAD-TIMING-M1	BUY	4060.24	4061.15	4056.72	4061.15	+0.26R	$0.91
07-06 17:42	SPREAD-TIMING-M1	BUY	4065.47	4066.49	4061.94	4066.49	+0.29R	$1.02
07-06 16:57	SPREAD-TIMING-M1	BUY	4056.02	4056.91	4052.77	4056.91	+0.27R	$0.89
07-06 16:47	SPREAD-TIMING-M1	SELL	4059.60	4058.78	4062.95	4058.78	+0.24R	$0.82
07-06 15:16	SPREAD-TIMING-M1	BUY	4055.77	4056.67	4052.83	4056.67	+0.31R	$0.90
07-06 14:37	SPREAD-TIMING-M1	SELL	4064.24	4066.92	4066.92	4063.49	-1.00R	-$2.68
07-06 14:28	SPREAD-TIMING-M1	BUY	4053.95	4054.87	4051.37	4054.87	+0.36R	$0.92
07-06 14:27	SPREAD-TIMING-M1	BUY	4062.80	4059.29	4059.29	4063.73	-1.00R	-$3.51
07-06 13:38	SPREAD-TIMING-M1	BUY	4060.08	4061.14	4057.00	4061.14	+0.34R	$1.06
07-06 13:33	SPREAD-TIMING-M1	BUY	4065.69	4066.77	4062.99	4066.77	+0.40R	$1.08
07-06 12:24	SPREAD-TIMING-M1	BUY	4057.99	4059.06	4054.87	4059.06	+0.34R	$1.07
07-06 12:11	SPREAD-TIMING-M1	SELL	4054.73	4053.78	4058.09	4053.78	+0.28R	$0.95
07-06 11:09	SPREAD-TIMING-M1	SELL	4062.77	4061.91	4066.10	4061.91	+0.26R	$0.86
07-06 09:28	SPREAD-TIMING-M1	BUY	4061.97	4062.73	4059.21	4062.73	+0.28R	$0.76
07-06 06:23	SPREAD-TIMING-M1	BUY	4064.90	4065.95	4061.70	4065.95	+0.33R	$1.05
07-06 06:12	SPREAD-TIMING-M1	SELL	4062.44	4061.41	4065.70	4061.41	+0.32R	$1.03
07-06 04:26	SPREAD-TIMING-M1	BUY	4066.81	4067.73	4064.22	4067.73	+0.36R	$0.92
07-06 02:39	SPREAD-TIMING-M1	SELL	4066.40	4065.43	4069.62	4065.43	+0.30R	$0.97

FF_011_OB

XAUUSD M5 GEN 41

8/11 ROBUST

$25,132

PF: 2.08
Win Rate: 61.6%
Sharpe: 18.07
Max DD: $15.48
Net P/L: $131.95
Trades: 86

View all 86 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 14:03	FF_011_OB	BUY	4065.53	4070.46	4062.16	4070.46	+1.46R	$4.93
07-14 13:40	FF_011_OB	SELL	4059.26	4054.87	4062.88	4054.87	+1.21R	$4.39
07-14 13:34	FF_011_OB	SELL	4057.42	4061.77	4061.77	4053.30	-1.00R	-$4.35
07-14 12:32	FF_011_OB	BUY	4059.92	4064.25	4056.29	4064.25	+1.19R	$4.33
07-14 11:20	FF_011_OB	SELL	4058.13	4061.62	4061.62	4053.67	-1.00R	-$3.49
07-14 10:22	FF_011_OB	SELL	4059.20	4054.82	4063.29	4054.82	+1.07R	$4.38
07-13 22:40	FF_011_OB	BUY	4055.43	4060.63	4052.15	4060.63	+1.59R	$5.20
07-13 20:38	FF_011_OB	BUY	4057.91	4062.04	4053.92	4062.04	+1.04R	$4.13
07-13 15:06	FF_011_OB	SELL	4061.98	4065.63	4065.63	4056.59	-1.00R	-$3.65
07-13 14:43	FF_011_OB	SELL	4059.09	4053.55	4062.81	4053.55	+1.49R	$5.54
07-13 13:58	FF_011_OB	SELL	4065.97	4060.62	4070.16	4060.62	+1.28R	$5.35
07-13 13:20	FF_011_OB	SELL	4055.88	4051.20	4059.16	4051.20	+1.43R	$4.68
07-13 11:28	FF_011_OB	SELL	4062.70	4066.21	4066.21	4058.70	-1.00R	-$3.51
07-13 10:37	FF_011_OB	BUY	4066.35	4063.09	4063.09	4070.69	-1.00R	-$3.26
07-13 10:25	FF_011_OB	BUY	4063.11	4058.72	4058.72	4067.78	-1.00R	-$4.39
07-13 10:02	FF_011_OB	BUY	4058.82	4063.83	4054.92	4063.83	+1.28R	$5.01
07-13 06:14	FF_011_OB	SELL	4055.02	4050.15	4058.97	4050.15	+1.23R	$4.87
07-13 02:06	FF_011_OB	SELL	4056.04	4059.59	4059.59	4051.53	-1.00R	-$3.55
07-10 21:58	FF_011_OB	SELL	4066.39	4060.86	4069.46	4060.86	+1.80R	$5.53
07-10 19:16	FF_011_OB	BUY	4055.54	4051.48	4051.48	4059.71	-1.00R	-$4.06
07-10 16:41	FF_011_OB	BUY	4058.18	4062.77	4055.06	4062.77	+1.47R	$4.59
07-10 16:10	FF_011_OB	BUY	4056.32	4061.54	4052.68	4061.54	+1.43R	$5.22
07-10 15:19	FF_011_OB	BUY	4063.65	4068.21	4060.49	4068.21	+1.44R	$4.56
07-10 14:44	FF_011_OB	BUY	4066.54	4063.12	4063.12	4071.85	-1.00R	-$3.42
07-10 13:26	FF_011_OB	BUY	4057.81	4063.29	4053.81	4063.29	+1.37R	$5.48
07-10 13:24	FF_011_OB	BUY	4058.42	4062.47	4054.65	4062.47	+1.07R	$4.05
07-10 12:37	FF_011_OB	BUY	4061.32	4057.87	4057.87	4065.52	-1.00R	-$3.45
07-10 11:16	FF_011_OB	BUY	4058.98	4063.82	4055.61	4063.82	+1.44R	$4.84
07-10 11:05	FF_011_OB	SELL	4063.92	4068.18	4068.18	4059.21	-1.00R	-$4.26
07-10 10:48	FF_011_OB	BUY	4057.26	4061.82	4053.15	4061.82	+1.11R	$4.56
07-10 10:27	FF_011_OB	BUY	4059.88	4056.59	4056.59	4063.87	-1.00R	-$3.29
07-10 10:08	FF_011_OB	BUY	4054.56	4050.67	4050.67	4059.52	-1.00R	-$3.89
07-10 09:05	FF_011_OB	BUY	4057.53	4062.05	4054.05	4062.05	+1.30R	$4.52
07-09 21:22	FF_011_OB	SELL	4064.62	4059.26	4067.98	4059.26	+1.60R	$5.36
07-09 20:33	FF_011_OB	BUY	4061.62	4067.10	4057.41	4067.10	+1.30R	$5.48
07-09 17:34	FF_011_OB	SELL	4065.32	4060.95	4069.10	4060.95	+1.16R	$4.37
07-09 15:48	FF_011_OB	SELL	4062.87	4058.49	4067.27	4058.49	+1.00R	$4.38
07-09 10:19	FF_011_OB	BUY	4059.09	4063.07	4055.51	4063.07	+1.11R	$3.98
07-09 10:00	FF_011_OB	BUY	4053.80	4058.11	4050.25	4058.11	+1.21R	$4.31
07-09 05:45	FF_011_OB	SELL	4062.63	4057.05	4066.32	4057.05	+1.51R	$5.58
07-08 18:40	FF_011_OB	BUY	4058.83	4055.25	4055.25	4062.87	-1.00R	-$3.58
07-08 18:21	FF_011_OB	BUY	4053.34	4050.04	4050.04	4057.61	-1.00R	-$3.30
07-08 16:25	FF_011_OB	BUY	4064.44	4069.15	4060.83	4069.15	+1.30R	$4.71
07-08 15:53	FF_011_OB	BUY	4057.64	4062.91	4054.29	4062.91	+1.57R	$5.27
07-08 15:46	FF_011_OB	SELL	4063.89	4067.33	4067.33	4058.47	-1.00R	-$3.44
07-08 15:17	FF_011_OB	BUY	4054.30	4050.33	4050.33	4058.91	-1.00R	-$3.97
07-08 14:07	FF_011_OB	BUY	4060.04	4064.56	4056.62	4064.56	+1.32R	$4.52
07-08 13:17	FF_011_OB	SELL	4066.07	4069.60	4069.60	4060.72	-1.00R	-$3.53
07-08 11:38	FF_011_OB	SELL	4059.93	4063.45	4063.45	4054.86	-1.00R	-$3.52
07-08 11:35	FF_011_OB	BUY	4060.71	4066.31	4057.07	4066.31	+1.54R	$5.60
07-08 10:45	FF_011_OB	SELL	4061.63	4056.94	4065.40	4056.94	+1.24R	$4.69
07-08 10:16	FF_011_OB	SELL	4060.02	4054.64	4063.29	4054.64	+1.65R	$5.38
07-08 08:39	FF_011_OB	BUY	4065.85	4062.21	4062.21	4070.44	-1.00R	-$3.64
07-08 08:04	FF_011_OB	BUY	4064.56	4060.65	4060.65	4069.33	-1.00R	-$3.91
07-08 07:46	FF_011_OB	BUY	4057.92	4054.08	4054.08	4063.08	-1.00R	-$3.84
07-08 03:09	FF_011_OB	BUY	4064.77	4060.68	4060.68	4068.81	-1.00R	-$4.09
07-07 17:50	FF_011_OB	BUY	4055.56	4060.80	4052.15	4060.80	+1.54R	$5.24
07-07 15:40	FF_011_OB	SELL	4058.28	4053.11	4062.54	4053.11	+1.21R	$5.17
07-07 14:58	FF_011_OB	SELL	4055.18	4049.65	4058.80	4049.65	+1.53R	$5.53
07-07 14:50	FF_011_OB	SELL	4061.81	4056.56	4065.92	4056.56	+1.28R	$5.25
07-07 14:49	FF_011_OB	BUY	4064.99	4069.42	4061.11	4069.42	+1.14R	$4.43
07-07 13:28	FF_011_OB	SELL	4054.75	4050.78	4058.75	4050.78	+0.99R	$3.97
07-07 12:01	FF_011_OB	BUY	4058.07	4062.82	4053.92	4062.82	+1.14R	$4.75
07-07 11:59	FF_011_OB	BUY	4061.59	4066.37	4058.41	4066.37	+1.50R	$4.78
07-07 10:29	FF_011_OB	BUY	4060.05	4064.11	4056.19	4064.11	+1.05R	$4.06
07-07 08:55	FF_011_OB	SELL	4066.43	4069.79	4069.79	4062.29	-1.00R	-$3.36
07-07 08:01	FF_011_OB	SELL	4053.08	4056.40	4056.40	4048.48	-1.00R	-$3.32
07-07 07:13	FF_011_OB	SELL	4056.05	4059.70	4059.70	4051.82	-1.00R	-$3.65
07-07 07:10	FF_011_OB	SELL	4065.98	4070.07	4070.07	4061.97	-1.00R	-$4.09
07-06 20:31	FF_011_OB	SELL	4061.52	4057.45	4064.61	4057.45	+1.32R	$4.07
07-06 18:47	FF_011_OB	BUY	4064.01	4068.66	4060.86	4068.66	+1.48R	$4.65
07-06 18:23	FF_011_OB	BUY	4059.15	4054.84	4054.84	4063.29	-1.00R	-$4.31
07-06 17:26	FF_011_OB	BUY	4053.78	4059.32	4049.81	4059.32	+1.40R	$5.54
07-06 16:49	FF_011_OB	BUY	4063.15	4067.22	4059.46	4067.22	+1.10R	$4.07
07-06 16:19	FF_011_OB	BUY	4053.95	4058.03	4049.85	4058.03	+1.00R	$4.08
07-06 15:35	FF_011_OB	SELL	4065.07	4068.87	4068.87	4060.52	-1.00R	-$3.80
07-06 14:41	FF_011_OB	BUY	4058.22	4054.23	4054.23	4063.06	-1.00R	-$3.99
07-06 14:17	FF_011_OB	BUY	4059.86	4065.09	4056.54	4065.09	+1.58R	$5.23
07-06 14:00	FF_011_OB	SELL	4055.56	4059.00	4059.00	4049.90	-1.00R	-$3.44
07-06 13:36	FF_011_OB	BUY	4062.03	4066.18	4058.71	4066.18	+1.25R	$4.15
07-06 11:54	FF_011_OB	SELL	4057.80	4053.29	4061.53	4053.29	+1.21R	$4.51
07-06 10:03	FF_011_OB	BUY	4056.49	4053.05	4053.05	4061.78	-1.00R	-$3.44
07-06 09:47	FF_011_OB	SELL	4055.42	4050.05	4058.93	4050.05	+1.53R	$5.37
07-06 08:35	FF_011_OB	BUY	4066.01	4070.64	4062.85	4070.64	+1.47R	$4.63
07-06 06:28	FF_011_OB	BUY	4058.04	4054.96	4054.96	4063.25	-1.00R	-$3.08
07-06 05:55	FF_011_OB	BUY	4062.11	4066.66	4058.36	4066.66	+1.21R	$4.55

FISHER-M1

XAUUSD M1 GEN 39

8/11 ROBUST

$25,062

PF: 1.34
Win Rate: 54.9%
Sharpe: 9.28
Max DD: $23.02
Net P/L: $61.52
Trades: 142

View all 142 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 14:08	FISHER-M1	BUY	4058.06	4055.61	4055.61	4060.75	-1.00R	-$2.45
07-14 13:53	FISHER-M1	SELL	4056.22	4052.82	4059.35	4052.82	+1.09R	$3.40
07-14 13:43	FISHER-M1	BUY	4061.91	4065.49	4059.60	4065.49	+1.55R	$3.58
07-14 13:31	FISHER-M1	BUY	4062.47	4065.11	4060.05	4065.11	+1.09R	$2.64
07-14 13:24	FISHER-M1	SELL	4060.48	4056.87	4062.84	4056.87	+1.53R	$3.61
07-14 13:21	FISHER-M1	SELL	4059.32	4055.89	4061.62	4055.89	+1.49R	$3.43
07-14 13:11	FISHER-M1	BUY	4059.38	4062.88	4056.18	4062.88	+1.09R	$3.50
07-14 13:00	FISHER-M1	SELL	4063.92	4061.35	4066.70	4061.35	+0.92R	$2.57
07-14 12:40	FISHER-M1	SELL	4055.14	4057.78	4057.78	4052.18	-1.00R	-$2.64
07-14 12:30	FISHER-M1	SELL	4055.64	4052.69	4058.13	4052.69	+1.18R	$2.95
07-14 11:09	FISHER-M1	BUY	4064.07	4066.93	4061.50	4066.93	+1.11R	$2.86
07-14 10:35	FISHER-M1	BUY	4066.60	4063.39	4063.39	4069.45	-1.00R	-$3.21
07-14 10:03	FISHER-M1	SELL	4061.05	4063.38	4063.38	4058.37	-1.00R	-$2.33
07-14 09:35	FISHER-M1	BUY	4058.44	4061.77	4055.73	4061.77	+1.23R	$3.33
07-14 08:24	FISHER-M1	BUY	4053.01	4056.25	4050.43	4056.25	+1.26R	$3.24
07-14 07:37	FISHER-M1	BUY	4065.67	4062.47	4062.47	4068.94	-1.00R	-$3.20
07-14 01:04	FISHER-M1	BUY	4055.32	4058.76	4052.51	4058.76	+1.22R	$3.44
07-13 19:26	FISHER-M1	SELL	4055.15	4057.94	4057.94	4051.88	-1.00R	-$2.79
07-13 18:39	FISHER-M1	BUY	4062.79	4065.42	4059.99	4065.42	+0.94R	$2.63
07-13 18:19	FISHER-M1	BUY	4066.82	4069.75	4063.91	4069.75	+1.01R	$2.93
07-13 16:59	FISHER-M1	BUY	4057.65	4054.62	4054.62	4060.21	-1.00R	-$3.03
07-13 16:11	FISHER-M1	BUY	4066.41	4063.23	4063.23	4069.63	-1.00R	-$3.18
07-13 15:43	FISHER-M1	BUY	4062.48	4065.28	4059.47	4065.28	+0.93R	$2.80
07-13 15:29	FISHER-M1	BUY	4059.62	4056.66	4056.66	4063.09	-1.00R	-$2.96
07-13 15:24	FISHER-M1	BUY	4058.11	4054.89	4054.89	4061.51	-1.00R	-$3.22
07-13 14:31	FISHER-M1	BUY	4054.50	4051.58	4051.58	4057.90	-1.00R	-$2.92
07-13 14:02	FISHER-M1	BUY	4062.79	4065.92	4059.61	4065.92	+0.98R	$3.13
07-13 13:53	FISHER-M1	BUY	4054.08	4051.25	4051.25	4056.73	-1.00R	-$2.83
07-13 13:42	FISHER-M1	BUY	4063.41	4066.10	4060.56	4066.10	+0.94R	$2.69
07-13 12:41	FISHER-M1	BUY	4054.38	4057.28	4052.09	4057.28	+1.27R	$2.90
07-13 12:19	FISHER-M1	BUY	4064.32	4061.51	4061.51	4067.20	-1.00R	-$2.81
07-13 11:43	FISHER-M1	SELL	4055.58	4052.74	4058.03	4052.74	+1.16R	$2.84
07-13 10:55	FISHER-M1	BUY	4061.33	4064.64	4058.61	4064.64	+1.22R	$3.31
07-13 10:39	FISHER-M1	BUY	4054.76	4057.69	4052.35	4057.69	+1.22R	$2.93
07-13 09:42	FISHER-M1	SELL	4053.82	4056.21	4056.21	4050.36	-1.00R	-$2.39
07-13 09:37	FISHER-M1	SELL	4064.32	4067.41	4067.41	4060.84	-1.00R	-$3.09
07-13 09:18	FISHER-M1	BUY	4061.12	4064.39	4057.99	4064.39	+1.04R	$3.27
07-13 09:00	FISHER-M1	BUY	4063.61	4066.29	4060.55	4066.29	+0.88R	$2.68
07-13 08:39	FISHER-M1	BUY	4059.34	4062.24	4056.90	4062.24	+1.19R	$2.90
07-13 07:37	FISHER-M1	BUY	4062.09	4064.72	4059.67	4064.72	+1.09R	$2.63
07-13 07:26	FISHER-M1	BUY	4055.90	4052.90	4052.90	4058.98	-1.00R	-$3.00
07-13 07:03	FISHER-M1	BUY	4059.86	4063.35	4057.04	4063.35	+1.24R	$3.49
07-13 03:04	FISHER-M1	BUY	4063.74	4060.90	4060.90	4067.00	-1.00R	-$2.84
07-13 00:42	FISHER-M1	BUY	4056.85	4054.08	4054.08	4059.67	-1.00R	-$2.77
07-10 23:35	FISHER-M1	SELL	4063.76	4060.24	4066.11	4060.24	+1.50R	$3.52
07-10 22:09	FISHER-M1	BUY	4063.22	4066.12	4060.65	4066.12	+1.13R	$2.90
07-10 19:27	FISHER-M1	BUY	4066.93	4070.00	4064.31	4070.00	+1.17R	$3.07
07-10 18:59	FISHER-M1	BUY	4059.10	4062.35	4056.39	4062.35	+1.20R	$3.25
07-10 18:31	FISHER-M1	BUY	4063.00	4066.65	4059.98	4066.65	+1.21R	$3.65
07-10 17:43	FISHER-M1	SELL	4065.44	4068.52	4068.52	4061.88	-1.00R	-$3.08
07-10 15:58	FISHER-M1	SELL	4054.42	4051.10	4057.14	4051.10	+1.22R	$3.32
07-10 15:30	FISHER-M1	BUY	4061.23	4058.71	4058.71	4064.71	-1.00R	-$2.52
07-10 15:20	FISHER-M1	SELL	4064.87	4067.33	4067.33	4061.32	-1.00R	-$2.46
07-10 14:57	FISHER-M1	BUY	4061.80	4065.16	4059.32	4065.16	+1.35R	$3.36
07-10 14:27	FISHER-M1	BUY	4059.93	4057.46	4057.46	4062.63	-1.00R	-$2.47
07-10 13:37	FISHER-M1	BUY	4058.14	4055.54	4055.54	4060.97	-1.00R	-$2.60
07-10 13:18	FISHER-M1	BUY	4056.46	4059.27	4053.48	4059.27	+0.94R	$2.81
07-10 12:31	FISHER-M1	BUY	4063.42	4061.05	4061.05	4066.56	-1.00R	-$2.37
07-10 10:16	FISHER-M1	BUY	4065.40	4068.90	4062.66	4068.90	+1.28R	$3.50
07-10 10:12	FISHER-M1	SELL	4053.04	4049.86	4056.04	4049.86	+1.06R	$3.18
07-10 10:11	FISHER-M1	BUY	4061.20	4064.04	4058.65	4064.04	+1.11R	$2.84
07-10 10:05	FISHER-M1	BUY	4063.02	4066.62	4059.84	4066.62	+1.13R	$3.60
07-10 07:37	FISHER-M1	BUY	4062.17	4059.50	4059.50	4065.59	-1.00R	-$2.67
07-10 07:30	FISHER-M1	BUY	4061.58	4065.18	4059.29	4065.18	+1.57R	$3.60
07-10 07:08	FISHER-M1	BUY	4063.93	4066.97	4061.52	4066.97	+1.26R	$3.04
07-10 05:17	FISHER-M1	BUY	4063.62	4060.52	4060.52	4067.26	-1.00R	-$3.10
07-10 02:03	FISHER-M1	BUY	4059.91	4063.29	4056.90	4063.29	+1.12R	$3.38
07-10 01:30	FISHER-M1	BUY	4059.54	4057.26	4057.26	4062.65	-1.00R	-$2.28
07-10 00:46	FISHER-M1	BUY	4054.16	4051.10	4051.10	4057.33	-1.00R	-$3.06
07-10 00:27	FISHER-M1	SELL	4058.54	4055.60	4061.45	4055.60	+1.01R	$2.94
07-09 18:42	FISHER-M1	SELL	4059.81	4057.13	4062.98	4057.13	+0.85R	$2.68
07-09 17:29	FISHER-M1	BUY	4054.39	4057.37	4051.79	4057.37	+1.15R	$2.98
07-09 17:01	FISHER-M1	BUY	4062.87	4065.45	4059.70	4065.45	+0.81R	$2.58
07-09 15:43	FISHER-M1	BUY	4059.51	4056.38	4056.38	4062.47	-1.00R	-$3.13
07-09 15:41	FISHER-M1	SELL	4059.88	4062.19	4062.19	4056.36	-1.00R	-$2.31
07-09 15:22	FISHER-M1	BUY	4055.70	4052.69	4052.69	4058.89	-1.00R	-$3.01
07-09 15:00	FISHER-M1	BUY	4055.14	4052.76	4052.76	4058.03	-1.00R	-$2.38
07-09 14:18	FISHER-M1	BUY	4058.73	4055.94	4055.94	4061.89	-1.00R	-$2.79
07-09 13:59	FISHER-M1	BUY	4054.10	4057.47	4051.08	4057.47	+1.12R	$3.37
07-09 13:45	FISHER-M1	SELL	4066.17	4068.91	4068.91	4062.67	-1.00R	-$2.74
07-09 13:45	FISHER-M1	SELL	4062.59	4059.05	4065.13	4059.05	+1.39R	$3.54
07-09 13:29	FISHER-M1	BUY	4066.74	4069.49	4064.24	4069.49	+1.10R	$2.75
07-09 12:33	FISHER-M1	BUY	4060.67	4058.22	4058.22	4063.82	-1.00R	-$2.45
07-09 11:52	FISHER-M1	BUY	4053.16	4056.32	4050.68	4056.32	+1.27R	$3.16
07-09 11:26	FISHER-M1	BUY	4064.76	4062.27	4062.27	4067.62	-1.00R	-$2.49
07-09 09:44	FISHER-M1	BUY	4055.76	4059.04	4053.16	4059.04	+1.26R	$3.28
07-09 09:30	FISHER-M1	BUY	4065.79	4063.03	4063.03	4069.02	-1.00R	-$2.76
07-09 07:36	FISHER-M1	BUY	4062.02	4058.86	4058.86	4065.00	-1.00R	-$3.16
07-09 07:36	FISHER-M1	BUY	4062.97	4059.91	4059.91	4066.29	-1.00R	-$3.06
07-09 07:13	FISHER-M1	SELL	4063.09	4060.38	4065.41	4060.38	+1.17R	$2.71
07-08 17:30	FISHER-M1	BUY	4055.53	4058.19	4052.77	4058.19	+0.96R	$2.66
07-08 17:09	FISHER-M1	SELL	4066.49	4069.28	4069.28	4063.09	-1.00R	-$2.79
07-08 16:58	FISHER-M1	BUY	4063.15	4060.86	4060.86	4066.32	-1.00R	-$2.29
07-08 15:24	FISHER-M1	SELL	4056.53	4059.53	4059.53	4053.11	-1.00R	-$3.00
07-08 14:28	FISHER-M1	BUY	4065.72	4062.46	4062.46	4069.20	-1.00R	-$3.26
07-08 14:04	FISHER-M1	BUY	4064.46	4067.55	4061.22	4067.55	+0.95R	$3.09
07-08 13:46	FISHER-M1	BUY	4058.29	4055.46	4055.46	4060.87	-1.00R	-$2.83
07-08 12:26	FISHER-M1	SELL	4062.80	4065.93	4065.93	4059.45	-1.00R	-$3.13
07-08 11:21	FISHER-M1	BUY	4054.22	4057.51	4051.33	4057.51	+1.14R	$3.29
07-08 10:02	FISHER-M1	BUY	4065.53	4068.19	4062.74	4068.19	+0.95R	$2.66
07-08 09:44	FISHER-M1	BUY	4064.88	4068.49	4062.32	4068.49	+1.41R	$3.61
07-08 09:33	FISHER-M1	SELL	4059.67	4056.60	4062.80	4056.60	+0.98R	$3.07
07-08 09:14	FISHER-M1	BUY	4057.68	4055.27	4055.27	4060.87	-1.00R	-$2.41
07-08 08:52	FISHER-M1	BUY	4063.15	4060.21	4060.21	4065.77	-1.00R	-$2.94
07-08 07:58	FISHER-M1	SELL	4066.73	4069.67	4069.67	4064.05	-1.00R	-$2.94
07-08 07:07	FISHER-M1	BUY	4059.46	4063.11	4056.79	4063.11	+1.37R	$3.65
07-08 00:00	FISHER-M1	BUY	4065.51	4063.06	4063.06	4068.27	-1.00R	-$2.45
07-07 23:53	FISHER-M1	BUY	4054.49	4057.67	4051.61	4057.67	+1.10R	$3.18
07-07 20:32	FISHER-M1	BUY	4065.81	4062.91	4062.91	4069.10	-1.00R	-$2.90
07-07 19:16	FISHER-M1	SELL	4059.40	4056.16	4062.50	4056.16	+1.05R	$3.24
07-07 16:23	FISHER-M1	SELL	4058.45	4061.15	4061.15	4054.88	-1.00R	-$2.70
07-07 16:17	FISHER-M1	BUY	4065.08	4062.35	4062.35	4068.61	-1.00R	-$2.73
07-07 13:19	FISHER-M1	BUY	4061.28	4064.11	4058.48	4064.11	+1.01R	$2.83
07-07 13:12	FISHER-M1	BUY	4061.89	4064.54	4058.83	4064.54	+0.87R	$2.65
07-07 12:30	FISHER-M1	BUY	4061.13	4063.86	4058.43	4063.86	+1.01R	$2.73
07-07 12:29	FISHER-M1	BUY	4059.63	4063.09	4056.84	4063.09	+1.24R	$3.46
07-07 12:21	FISHER-M1	BUY	4060.95	4058.32	4058.32	4063.74	-1.00R	-$2.63
07-07 10:49	FISHER-M1	BUY	4065.37	4068.48	4062.70	4068.48	+1.16R	$3.11
07-07 10:47	FISHER-M1	BUY	4058.63	4061.63	4055.74	4061.63	+1.04R	$3.00
07-07 10:26	FISHER-M1	BUY	4065.68	4062.42	4062.42	4068.92	-1.00R	-$3.26
07-07 09:58	FISHER-M1	BUY	4056.10	4059.10	4053.56	4059.10	+1.18R	$3.00
07-07 09:14	FISHER-M1	BUY	4058.55	4061.21	4055.93	4061.21	+1.02R	$2.66
07-07 08:37	FISHER-M1	SELL	4053.82	4056.90	4056.90	4050.84	-1.00R	-$3.08
07-07 08:31	FISHER-M1	BUY	4060.83	4058.04	4058.04	4063.79	-1.00R	-$2.79
07-07 08:26	FISHER-M1	BUY	4054.88	4052.18	4052.18	4058.18	-1.00R	-$2.70
07-07 07:14	FISHER-M1	SELL	4062.04	4064.36	4064.36	4058.44	-1.00R	-$2.32
07-07 06:03	FISHER-M1	BUY	4064.01	4066.79	4060.80	4066.79	+0.87R	$2.78
07-07 05:25	FISHER-M1	BUY	4053.89	4050.86	4050.86	4056.74	-1.00R	-$3.03
07-07 05:16	FISHER-M1	SELL	4055.88	4053.11	4058.75	4053.11	+0.97R	$2.77
07-06 21:21	FISHER-M1	BUY	4059.24	4062.44	4055.98	4062.44	+0.98R	$3.20
07-06 18:59	FISHER-M1	BUY	4056.85	4059.54	4053.84	4059.54	+0.89R	$2.69
07-06 16:00	FISHER-M1	BUY	4064.77	4067.51	4062.10	4067.51	+1.03R	$2.74
07-06 14:25	FISHER-M1	BUY	4058.61	4055.69	4055.69	4062.07	-1.00R	-$2.92
07-06 14:25	FISHER-M1	SELL	4061.29	4058.61	4064.26	4058.61	+0.90R	$2.68
07-06 13:49	FISHER-M1	SELL	4063.66	4060.40	4066.75	4060.40	+1.06R	$3.26
07-06 13:43	FISHER-M1	BUY	4062.63	4060.07	4060.07	4066.05	-1.00R	-$2.56
07-06 13:30	FISHER-M1	BUY	4059.47	4056.88	4056.88	4063.03	-1.00R	-$2.59
07-06 13:28	FISHER-M1	BUY	4055.42	4058.45	4052.58	4058.45	+1.07R	$3.03
07-06 13:25	FISHER-M1	BUY	4063.21	4065.98	4060.21	4065.98	+0.92R	$2.77
07-06 12:23	FISHER-M1	BUY	4053.08	4056.45	4049.98	4056.45	+1.09R	$3.37
07-06 07:23	FISHER-M1	BUY	4055.55	4052.74	4052.74	4058.41	-1.00R	-$2.81
07-06 07:11	FISHER-M1	BUY	4059.30	4056.56	4056.56	4061.86	-1.00R	-$2.74

PO3_BOUNCE-REV

XAUUSD M5 GEN 42

8/11 ROBUST

$25,116

PF: 1.92
Win Rate: 58.1%
Sharpe: 14.81
Max DD: $20.31
Net P/L: $115.72
Trades: 74

View all 74 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 11:17	PO3_BOUNCE-REV	BUY	4058.19	4054.04	4054.04	4062.94	-1.00R	-$4.15
07-14 11:15	PO3_BOUNCE-REV	BUY	4056.68	4053.10	4053.10	4061.82	-1.00R	-$3.58
07-14 11:12	PO3_BOUNCE-REV	SELL	4066.77	4061.98	4070.83	4061.98	+1.18R	$4.79
07-14 02:48	PO3_BOUNCE-REV	SELL	4063.15	4058.02	4067.94	4058.02	+1.07R	$5.13
07-13 18:07	PO3_BOUNCE-REV	SELL	4059.05	4062.97	4062.97	4052.81	-1.00R	-$3.92
07-13 14:33	PO3_BOUNCE-REV	SELL	4066.64	4070.64	4070.64	4061.40	-1.00R	-$4.00
07-13 13:55	PO3_BOUNCE-REV	BUY	4063.65	4069.01	4060.19	4069.01	+1.55R	$5.36
07-13 13:27	PO3_BOUNCE-REV	BUY	4058.52	4064.33	4053.84	4064.33	+1.24R	$5.81
07-13 13:15	PO3_BOUNCE-REV	SELL	4062.28	4065.66	4065.66	4057.38	-1.00R	-$3.38
07-13 13:05	PO3_BOUNCE-REV	SELL	4057.43	4061.17	4061.17	4052.42	-1.00R	-$3.74
07-13 12:57	PO3_BOUNCE-REV	SELL	4056.18	4051.48	4060.68	4051.48	+1.04R	$4.70
07-13 12:48	PO3_BOUNCE-REV	SELL	4054.26	4049.43	4058.07	4049.43	+1.27R	$4.83
07-13 10:17	PO3_BOUNCE-REV	SELL	4059.67	4053.35	4063.02	4053.35	+1.89R	$6.32
07-10 19:03	PO3_BOUNCE-REV	SELL	4058.13	4052.01	4062.41	4052.01	+1.43R	$6.12
07-10 18:50	PO3_BOUNCE-REV	BUY	4061.75	4066.73	4057.14	4066.73	+1.08R	$4.98
07-10 16:23	PO3_BOUNCE-REV	SELL	4054.79	4058.18	4058.18	4049.94	-1.00R	-$3.39
07-10 15:56	PO3_BOUNCE-REV	SELL	4059.40	4063.29	4063.29	4053.69	-1.00R	-$3.89
07-10 15:23	PO3_BOUNCE-REV	BUY	4054.71	4060.65	4050.22	4060.65	+1.32R	$5.94
07-10 15:14	PO3_BOUNCE-REV	SELL	4059.50	4063.71	4063.71	4053.40	-1.00R	-$4.21
07-10 13:11	PO3_BOUNCE-REV	SELL	4066.72	4060.20	4070.29	4060.20	+1.83R	$6.52
07-10 12:01	PO3_BOUNCE-REV	SELL	4053.46	4047.13	4057.04	4047.13	+1.77R	$6.33
07-10 10:25	PO3_BOUNCE-REV	SELL	4057.66	4061.82	4061.82	4051.20	-1.00R	-$4.16
07-10 09:45	PO3_BOUNCE-REV	BUY	4057.83	4064.21	4054.44	4064.21	+1.88R	$6.38
07-10 08:25	PO3_BOUNCE-REV	SELL	4058.73	4052.66	4062.63	4052.66	+1.56R	$6.07
07-10 08:22	PO3_BOUNCE-REV	SELL	4057.59	4051.59	4061.05	4051.59	+1.73R	$6.00
07-10 08:07	PO3_BOUNCE-REV	SELL	4063.84	4059.05	4067.61	4059.05	+1.27R	$4.79
07-10 01:01	PO3_BOUNCE-REV	SELL	4065.22	4058.71	4069.77	4058.71	+1.43R	$6.51
07-09 16:35	PO3_BOUNCE-REV	SELL	4066.46	4071.21	4071.21	4060.43	-1.00R	-$4.75
07-09 15:50	PO3_BOUNCE-REV	SELL	4066.21	4070.61	4070.61	4059.62	-1.00R	-$4.40
07-09 15:39	PO3_BOUNCE-REV	BUY	4062.95	4059.48	4059.48	4067.96	-1.00R	-$3.47
07-09 15:35	PO3_BOUNCE-REV	SELL	4062.20	4065.89	4065.89	4055.73	-1.00R	-$3.69
07-09 14:54	PO3_BOUNCE-REV	BUY	4064.96	4060.96	4060.96	4071.19	-1.00R	-$4.00
07-09 13:10	PO3_BOUNCE-REV	BUY	4060.39	4065.93	4056.21	4065.93	+1.33R	$5.54
07-09 10:30	PO3_BOUNCE-REV	BUY	4062.75	4067.42	4059.06	4067.42	+1.27R	$4.67
07-09 09:07	PO3_BOUNCE-REV	SELL	4053.85	4057.86	4057.86	4049.05	-1.00R	-$4.01
07-09 07:12	PO3_BOUNCE-REV	BUY	4065.54	4071.50	4061.71	4071.50	+1.56R	$5.96
07-09 02:59	PO3_BOUNCE-REV	SELL	4061.05	4054.88	4065.57	4054.88	+1.37R	$6.17
07-08 19:01	PO3_BOUNCE-REV	SELL	4055.90	4050.48	4059.91	4050.48	+1.35R	$5.42
07-08 17:14	PO3_BOUNCE-REV	SELL	4066.65	4061.38	4071.36	4061.38	+1.12R	$5.27
07-08 16:37	PO3_BOUNCE-REV	SELL	4061.95	4056.98	4065.57	4056.98	+1.37R	$4.97
07-08 15:51	PO3_BOUNCE-REV	SELL	4059.08	4053.57	4063.05	4053.57	+1.39R	$5.51
07-08 15:42	PO3_BOUNCE-REV	SELL	4059.64	4064.15	4064.15	4053.66	-1.00R	-$4.51
07-08 15:00	PO3_BOUNCE-REV	BUY	4063.32	4059.20	4059.20	4069.51	-1.00R	-$4.12
07-08 14:50	PO3_BOUNCE-REV	SELL	4058.25	4053.11	4062.32	4053.11	+1.26R	$5.14
07-08 14:19	PO3_BOUNCE-REV	BUY	4055.03	4050.70	4050.70	4061.29	-1.00R	-$4.33
07-08 12:51	PO3_BOUNCE-REV	BUY	4061.86	4057.28	4057.28	4067.67	-1.00R	-$4.58
07-08 10:30	PO3_BOUNCE-REV	BUY	4063.10	4068.46	4059.20	4068.46	+1.37R	$5.36
07-08 10:05	PO3_BOUNCE-REV	BUY	4060.79	4057.09	4057.09	4065.54	-1.00R	-$3.70
07-08 08:38	PO3_BOUNCE-REV	SELL	4061.77	4065.53	4065.53	4056.65	-1.00R	-$3.76
07-08 05:43	PO3_BOUNCE-REV	BUY	4055.23	4059.91	4051.13	4059.91	+1.14R	$4.68
07-08 00:15	PO3_BOUNCE-REV	SELL	4061.33	4056.45	4065.62	4056.45	+1.14R	$4.88
07-07 12:44	PO3_BOUNCE-REV	BUY	4056.81	4063.35	4052.34	4063.35	+1.46R	$6.54
07-07 12:36	PO3_BOUNCE-REV	BUY	4054.09	4060.66	4050.58	4060.66	+1.87R	$6.57
07-07 11:16	PO3_BOUNCE-REV	BUY	4065.24	4061.12	4061.12	4071.42	-1.00R	-$4.12
07-07 10:06	PO3_BOUNCE-REV	SELL	4061.29	4055.79	4064.98	4055.79	+1.49R	$5.50
07-07 10:05	PO3_BOUNCE-REV	BUY	4058.02	4062.84	4053.67	4062.84	+1.11R	$4.82
07-07 09:04	PO3_BOUNCE-REV	BUY	4062.84	4058.11	4058.11	4068.20	-1.00R	-$4.73
07-07 08:59	PO3_BOUNCE-REV	BUY	4056.60	4053.22	4053.22	4061.98	-1.00R	-$3.38
07-07 07:31	PO3_BOUNCE-REV	SELL	4058.84	4062.50	4062.50	4054.16	-1.00R	-$3.66
07-07 06:39	PO3_BOUNCE-REV	SELL	4062.20	4057.31	4066.93	4057.31	+1.03R	$4.89
07-07 06:19	PO3_BOUNCE-REV	SELL	4062.26	4057.44	4066.58	4057.44	+1.12R	$4.82
07-06 23:07	PO3_BOUNCE-REV	SELL	4060.91	4054.94	4064.33	4054.94	+1.75R	$5.97
07-06 20:31	PO3_BOUNCE-REV	BUY	4064.14	4059.66	4059.66	4070.59	-1.00R	-$4.48
07-06 16:20	PO3_BOUNCE-REV	SELL	4066.77	4061.16	4071.20	4061.16	+1.27R	$5.61
07-06 15:33	PO3_BOUNCE-REV	SELL	4061.45	4055.56	4065.88	4055.56	+1.33R	$5.89
07-06 14:45	PO3_BOUNCE-REV	SELL	4056.28	4060.24	4060.24	4050.67	-1.00R	-$3.96
07-06 13:52	PO3_BOUNCE-REV	SELL	4062.98	4056.47	4067.08	4056.47	+1.59R	$6.51
07-06 13:31	PO3_BOUNCE-REV	SELL	4065.12	4069.70	4069.70	4059.21	-1.00R	-$4.58
07-06 13:23	PO3_BOUNCE-REV	SELL	4063.44	4067.16	4067.16	4058.79	-1.00R	-$3.72
07-06 11:30	PO3_BOUNCE-REV	BUY	4063.89	4059.13	4059.13	4068.89	-1.00R	-$4.76
07-06 11:27	PO3_BOUNCE-REV	BUY	4061.88	4068.46	4058.17	4068.46	+1.77R	$6.58
07-06 10:41	PO3_BOUNCE-REV	BUY	4066.20	4071.46	4062.00	4071.46	+1.25R	$5.26
07-06 09:11	PO3_BOUNCE-REV	BUY	4060.45	4066.01	4056.24	4066.01	+1.32R	$5.56
07-06 03:39	PO3_BOUNCE-REV	BUY	4058.87	4065.05	4055.07	4065.05	+1.63R	$6.18

AURUM-SWEEP

XAUUSD M1 GEN 46

9/11 ROBUST

$25,234

PF: 2.38
Win Rate: 65.6%
Sharpe: 22.82
Max DD: $24.04
Net P/L: $234.38
Trades: 96

View all 96 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 10:49	AURUM-SWEEP	BUY	4054.81	4061.82	4048.93	4061.82	+1.19R	$7.01
07-14 09:56	AURUM-SWEEP	BUY	4066.91	4072.29	4062.03	4072.29	+1.10R	$5.38
07-14 09:06	AURUM-SWEEP	SELL	4065.69	4058.29	4071.70	4058.29	+1.23R	$7.40
07-14 08:02	AURUM-SWEEP	SELL	4059.32	4052.25	4064.31	4052.25	+1.42R	$7.07
07-14 06:33	AURUM-SWEEP	BUY	4065.23	4071.21	4060.05	4071.21	+1.15R	$5.98
07-14 06:15	AURUM-SWEEP	BUY	4064.65	4071.74	4059.34	4071.74	+1.34R	$7.09
07-13 16:17	AURUM-SWEEP	BUY	4056.34	4063.21	4050.89	4063.21	+1.26R	$6.87
07-13 15:25	AURUM-SWEEP	BUY	4062.35	4056.95	4056.95	4068.16	-1.00R	-$5.40
07-13 14:15	AURUM-SWEEP	SELL	4064.27	4057.87	4068.62	4057.87	+1.47R	$6.40
07-13 14:10	AURUM-SWEEP	BUY	4058.67	4064.59	4052.78	4064.59	+1.01R	$5.92
07-13 14:07	AURUM-SWEEP	BUY	4062.38	4068.11	4057.73	4068.11	+1.23R	$5.73
07-13 13:36	AURUM-SWEEP	BUY	4055.09	4062.23	4050.01	4062.23	+1.41R	$7.14
07-13 13:16	AURUM-SWEEP	SELL	4055.11	4049.75	4060.43	4049.75	+1.01R	$5.36
07-13 13:13	AURUM-SWEEP	SELL	4053.92	4047.17	4059.14	4047.17	+1.29R	$6.75
07-13 12:17	AURUM-SWEEP	BUY	4063.94	4059.19	4059.19	4070.95	-1.00R	-$4.75
07-13 12:15	AURUM-SWEEP	SELL	4064.27	4070.31	4070.31	4058.06	-1.00R	-$6.04
07-13 07:38	AURUM-SWEEP	BUY	4055.11	4062.47	4050.31	4062.47	+1.53R	$7.36
07-13 07:09	AURUM-SWEEP	BUY	4065.67	4071.29	4060.07	4071.29	+1.00R	$5.62
07-10 16:55	AURUM-SWEEP	BUY	4061.84	4067.89	4056.64	4067.89	+1.16R	$6.05
07-10 15:19	AURUM-SWEEP	SELL	4053.53	4046.18	4058.88	4046.18	+1.37R	$7.35
07-10 14:40	AURUM-SWEEP	SELL	4065.03	4070.34	4070.34	4059.08	-1.00R	-$5.31
07-10 13:38	AURUM-SWEEP	SELL	4055.51	4048.36	4061.11	4048.36	+1.28R	$7.15
07-10 13:23	AURUM-SWEEP	SELL	4054.82	4047.41	4060.40	4047.41	+1.33R	$7.41
07-10 13:22	AURUM-SWEEP	BUY	4066.17	4060.82	4060.82	4073.34	-1.00R	-$5.35
07-10 11:58	AURUM-SWEEP	BUY	4060.40	4055.75	4055.75	4066.01	-1.00R	-$4.65
07-10 09:56	AURUM-SWEEP	SELL	4062.73	4068.48	4068.48	4057.01	-1.00R	-$5.75
07-10 09:33	AURUM-SWEEP	BUY	4062.63	4069.49	4056.99	4069.49	+1.22R	$6.86
07-10 08:41	AURUM-SWEEP	BUY	4065.43	4072.92	4060.91	4072.92	+1.66R	$7.49
07-10 07:18	AURUM-SWEEP	BUY	4059.27	4054.20	4054.20	4066.40	-1.00R	-$5.07
07-10 02:08	AURUM-SWEEP	SELL	4062.57	4056.38	4068.46	4056.38	+1.05R	$6.19
07-10 00:25	AURUM-SWEEP	BUY	4057.72	4063.68	4052.51	4063.68	+1.14R	$5.96
07-09 21:42	AURUM-SWEEP	BUY	4060.11	4054.30	4054.30	4066.60	-1.00R	-$5.81
07-09 21:39	AURUM-SWEEP	BUY	4060.06	4066.83	4055.52	4066.83	+1.49R	$6.77
07-09 18:24	AURUM-SWEEP	SELL	4066.91	4060.40	4072.65	4060.40	+1.13R	$6.51
07-09 16:19	AURUM-SWEEP	SELL	4054.44	4048.62	4060.45	4048.62	+0.97R	$5.82
07-09 15:55	AURUM-SWEEP	BUY	4053.56	4059.96	4047.76	4059.96	+1.10R	$6.40
07-09 15:55	AURUM-SWEEP	SELL	4061.50	4066.73	4066.73	4055.65	-1.00R	-$5.23
07-09 15:47	AURUM-SWEEP	BUY	4065.90	4072.50	4061.13	4072.50	+1.38R	$6.60
07-09 15:03	AURUM-SWEEP	BUY	4062.83	4069.64	4058.01	4069.64	+1.41R	$6.81
07-09 15:02	AURUM-SWEEP	BUY	4054.67	4061.80	4048.87	4061.80	+1.23R	$7.13
07-09 14:04	AURUM-SWEEP	BUY	4056.53	4062.27	4052.20	4062.27	+1.33R	$5.74
07-09 13:36	AURUM-SWEEP	SELL	4053.10	4047.79	4059.11	4047.79	+0.88R	$5.31
07-09 13:35	AURUM-SWEEP	BUY	4065.68	4060.79	4060.79	4072.84	-1.00R	-$4.89
07-09 12:25	AURUM-SWEEP	BUY	4062.66	4068.76	4057.34	4068.76	+1.15R	$6.10
07-09 10:25	AURUM-SWEEP	BUY	4065.92	4060.30	4060.30	4073.03	-1.00R	-$5.62
07-09 10:00	AURUM-SWEEP	BUY	4056.70	4062.48	4051.43	4062.48	+1.10R	$5.78
07-09 09:18	AURUM-SWEEP	BUY	4062.00	4057.68	4057.68	4068.11	-1.00R	-$4.32
07-09 08:59	AURUM-SWEEP	BUY	4058.02	4053.53	4053.53	4064.07	-1.00R	-$4.49
07-09 08:40	AURUM-SWEEP	SELL	4060.22	4054.16	4064.86	4054.16	+1.31R	$6.06
07-09 07:25	AURUM-SWEEP	BUY	4056.09	4062.03	4051.72	4062.03	+1.36R	$5.94
07-09 07:20	AURUM-SWEEP	BUY	4056.98	4062.41	4051.87	4062.41	+1.06R	$5.43
07-09 07:05	AURUM-SWEEP	BUY	4062.90	4070.23	4058.11	4070.23	+1.53R	$7.33
07-09 05:54	AURUM-SWEEP	SELL	4064.52	4070.55	4070.55	4057.48	-1.00R	-$6.03
07-08 23:58	AURUM-SWEEP	SELL	4061.94	4054.91	4066.83	4054.91	+1.44R	$7.03
07-08 21:34	AURUM-SWEEP	BUY	4053.92	4059.38	4049.70	4059.38	+1.29R	$5.46
07-08 21:21	AURUM-SWEEP	BUY	4065.20	4071.48	4060.66	4071.48	+1.38R	$6.28
07-08 18:41	AURUM-SWEEP	SELL	4066.30	4060.12	4070.93	4060.12	+1.33R	$6.18
07-08 16:09	AURUM-SWEEP	BUY	4065.54	4072.74	4060.25	4072.74	+1.36R	$7.20
07-08 15:13	AURUM-SWEEP	BUY	4055.19	4050.62	4050.62	4061.92	-1.00R	-$4.57
07-08 14:23	AURUM-SWEEP	SELL	4057.98	4051.63	4062.30	4051.63	+1.47R	$6.35
07-08 14:10	AURUM-SWEEP	SELL	4061.39	4065.80	4065.80	4055.72	-1.00R	-$4.41
07-08 13:51	AURUM-SWEEP	BUY	4055.40	4060.73	4050.47	4060.73	+1.08R	$5.33
07-08 13:10	AURUM-SWEEP	BUY	4056.14	4063.07	4051.05	4063.07	+1.36R	$6.93
07-08 11:53	AURUM-SWEEP	SELL	4061.56	4066.16	4066.16	4055.33	-1.00R	-$4.60
07-08 09:08	AURUM-SWEEP	BUY	4059.71	4065.88	4054.99	4065.88	+1.31R	$6.17
07-08 08:24	AURUM-SWEEP	BUY	4057.85	4064.04	4051.88	4064.04	+1.04R	$6.19
07-07 20:05	AURUM-SWEEP	SELL	4065.54	4071.20	4071.20	4058.80	-1.00R	-$5.66
07-07 18:08	AURUM-SWEEP	BUY	4057.61	4064.92	4052.67	4064.92	+1.48R	$7.31
07-07 18:04	AURUM-SWEEP	BUY	4061.99	4057.61	4057.61	4067.48	-1.00R	-$4.38
07-07 17:40	AURUM-SWEEP	BUY	4059.98	4055.76	4055.76	4066.43	-1.00R	-$4.22
07-07 17:39	AURUM-SWEEP	BUY	4060.49	4054.55	4054.55	4067.61	-1.00R	-$5.94
07-07 16:33	AURUM-SWEEP	SELL	4058.78	4051.80	4063.78	4051.80	+1.40R	$6.98
07-07 15:01	AURUM-SWEEP	SELL	4060.27	4053.69	4064.64	4053.69	+1.51R	$6.58
07-07 11:00	AURUM-SWEEP	SELL	4062.98	4057.64	4068.73	4057.64	+0.93R	$5.34
07-07 10:31	AURUM-SWEEP	BUY	4061.93	4068.93	4056.54	4068.93	+1.30R	$7.00
07-07 09:56	AURUM-SWEEP	BUY	4056.35	4062.75	4050.83	4062.75	+1.16R	$6.40
07-07 08:56	AURUM-SWEEP	BUY	4058.40	4052.95	4052.95	4063.92	-1.00R	-$5.45
07-07 08:09	AURUM-SWEEP	BUY	4066.32	4062.00	4062.00	4071.59	-1.00R	-$4.32
07-07 06:38	AURUM-SWEEP	BUY	4063.77	4059.05	4059.05	4069.63	-1.00R	-$4.72
07-06 15:40	AURUM-SWEEP	SELL	4059.64	4065.23	4065.23	4053.55	-1.00R	-$5.59
07-06 15:39	AURUM-SWEEP	BUY	4057.97	4063.68	4052.64	4063.68	+1.07R	$5.71
07-06 15:09	AURUM-SWEEP	BUY	4062.64	4058.31	4058.31	4067.99	-1.00R	-$4.33
07-06 14:26	AURUM-SWEEP	SELL	4057.94	4063.28	4063.28	4051.55	-1.00R	-$5.34
07-06 13:33	AURUM-SWEEP	BUY	4062.70	4067.97	4057.54	4067.97	+1.02R	$5.27
07-06 13:30	AURUM-SWEEP	BUY	4066.00	4071.65	4060.34	4071.65	+1.00R	$5.65
07-06 13:15	AURUM-SWEEP	BUY	4063.38	4058.05	4058.05	4069.43	-1.00R	-$5.33
07-06 12:34	AURUM-SWEEP	SELL	4066.04	4060.07	4071.17	4060.07	+1.16R	$5.97
07-06 12:31	AURUM-SWEEP	BUY	4053.54	4060.87	4048.44	4060.87	+1.44R	$7.33
07-06 12:23	AURUM-SWEEP	SELL	4063.53	4069.12	4069.12	4056.39	-1.00R	-$5.59
07-06 11:52	AURUM-SWEEP	BUY	4060.21	4065.98	4054.75	4065.98	+1.06R	$5.77
07-06 09:20	AURUM-SWEEP	BUY	4058.94	4053.92	4053.92	4065.76	-1.00R	-$5.02
07-06 08:49	AURUM-SWEEP	BUY	4056.69	4063.29	4050.67	4063.29	+1.10R	$6.60
07-06 08:45	AURUM-SWEEP	BUY	4063.79	4070.60	4058.82	4070.60	+1.37R	$6.81
07-06 08:18	AURUM-SWEEP	SELL	4060.89	4066.44	4066.44	4054.62	-1.00R	-$5.55
07-06 08:02	AURUM-SWEEP	BUY	4060.86	4054.96	4054.96	4068.40	-1.00R	-$5.90
07-06 06:17	AURUM-SWEEP	BUY	4058.57	4065.47	4052.89	4065.47	+1.21R	$6.90

NY-OVERLAP-BRK

XAUUSD M5 GEN 40

8/11 ROBUST

$25,093

PF: 1.77
Win Rate: 60.3%
Sharpe: 12.45
Max DD: $13.81
Net P/L: $93.32
Trades: 68

View all 68 trades Hide trades

time	strat	dir	entry	exit	SL	TP	R	pnl
07-14 14:22	NY-OVERLAP-BRK	SELL	4053.71	4049.29	4057.98	4049.29	+1.04R	$4.42
07-14 13:36	NY-OVERLAP-BRK	SELL	4060.20	4065.02	4065.02	4054.37	-1.00R	-$4.82
07-14 11:43	NY-OVERLAP-BRK	SELL	4055.81	4050.75	4060.27	4050.75	+1.13R	$5.06
07-14 07:22	NY-OVERLAP-BRK	BUY	4063.62	4058.91	4058.91	4069.38	-1.00R	-$4.71
07-13 23:22	NY-OVERLAP-BRK	BUY	4066.73	4071.59	4062.87	4071.59	+1.26R	$4.86
07-13 22:10	NY-OVERLAP-BRK	BUY	4058.95	4064.43	4055.04	4064.43	+1.40R	$5.48
07-13 20:08	NY-OVERLAP-BRK	SELL	4060.37	4056.01	4064.59	4056.01	+1.03R	$4.36
07-13 15:32	NY-OVERLAP-BRK	SELL	4055.60	4059.72	4059.72	4051.22	-1.00R	-$4.12
07-13 13:42	NY-OVERLAP-BRK	SELL	4058.76	4053.43	4063.28	4053.43	+1.18R	$5.33
07-13 13:38	NY-OVERLAP-BRK	BUY	4066.85	4062.36	4062.36	4072.96	-1.00R	-$4.49
07-13 12:49	NY-OVERLAP-BRK	BUY	4060.24	4064.82	4056.03	4064.82	+1.09R	$4.58
07-13 12:10	NY-OVERLAP-BRK	BUY	4065.81	4060.92	4060.92	4070.12	-1.00R	-$4.89
07-13 11:34	NY-OVERLAP-BRK	BUY	4057.19	4063.13	4052.86	4063.13	+1.37R	$5.94
07-13 10:27	NY-OVERLAP-BRK	BUY	4057.79	4063.85	4052.95	4063.85	+1.25R	$6.06
07-13 08:42	NY-OVERLAP-BRK	BUY	4055.52	4050.78	4050.78	4061.15	-1.00R	-$4.74
07-13 02:25	NY-OVERLAP-BRK	SELL	4056.47	4051.32	4060.23	4051.32	+1.37R	$5.15
07-10 22:50	NY-OVERLAP-BRK	SELL	4054.87	4048.80	4060.03	4048.80	+1.18R	$6.07
07-10 16:26	NY-OVERLAP-BRK	BUY	4054.03	4049.94	4049.94	4060.16	-1.00R	-$4.09
07-10 16:20	NY-OVERLAP-BRK	SELL	4055.82	4049.78	4060.81	4049.78	+1.21R	$6.04
07-10 15:22	NY-OVERLAP-BRK	SELL	4061.94	4065.72	4065.72	4057.44	-1.00R	-$3.78
07-10 14:55	NY-OVERLAP-BRK	SELL	4060.10	4055.29	4064.39	4055.29	+1.12R	$4.81
07-10 14:44	NY-OVERLAP-BRK	BUY	4057.24	4062.25	4052.97	4062.25	+1.17R	$5.01
07-10 14:39	NY-OVERLAP-BRK	BUY	4062.82	4057.93	4057.93	4067.36	-1.00R	-$4.89
07-10 14:19	NY-OVERLAP-BRK	BUY	4062.05	4066.96	4058.36	4066.96	+1.33R	$4.91
07-10 13:13	NY-OVERLAP-BRK	BUY	4057.22	4053.04	4053.04	4062.09	-1.00R	-$4.18
07-10 10:34	NY-OVERLAP-BRK	SELL	4055.17	4050.81	4059.97	4050.81	+0.91R	$4.36
07-10 09:45	NY-OVERLAP-BRK	SELL	4063.52	4058.78	4067.25	4058.78	+1.27R	$4.74
07-10 07:43	NY-OVERLAP-BRK	BUY	4061.85	4067.41	4056.76	4067.41	+1.09R	$5.56
07-10 07:31	NY-OVERLAP-BRK	BUY	4054.06	4059.74	4049.76	4059.74	+1.32R	$5.68
07-09 22:33	NY-OVERLAP-BRK	SELL	4066.20	4070.95	4070.95	4061.37	-1.00R	-$4.75
07-09 21:45	NY-OVERLAP-BRK	BUY	4054.13	4058.85	4049.48	4058.85	+1.02R	$4.72
07-09 19:29	NY-OVERLAP-BRK	SELL	4054.66	4059.42	4059.42	4048.58	-1.00R	-$4.76
07-09 11:49	NY-OVERLAP-BRK	SELL	4064.83	4059.18	4069.49	4059.18	+1.21R	$5.65
07-09 11:37	NY-OVERLAP-BRK	SELL	4056.56	4060.51	4060.51	4052.14	-1.00R	-$3.95
07-09 07:45	NY-OVERLAP-BRK	BUY	4064.29	4068.83	4059.42	4068.83	+0.93R	$4.54
07-08 19:13	NY-OVERLAP-BRK	BUY	4066.72	4061.79	4061.79	4071.41	-1.00R	-$4.93
07-08 12:39	NY-OVERLAP-BRK	BUY	4053.64	4059.52	4048.57	4059.52	+1.16R	$5.88
07-08 10:37	NY-OVERLAP-BRK	SELL	4054.56	4049.53	4058.93	4049.53	+1.15R	$5.03
07-08 10:13	NY-OVERLAP-BRK	SELL	4066.93	4071.31	4071.31	4062.04	-1.00R	-$4.38
07-08 08:25	NY-OVERLAP-BRK	BUY	4054.66	4049.97	4049.97	4059.30	-1.00R	-$4.69
07-08 04:16	NY-OVERLAP-BRK	SELL	4064.83	4069.57	4069.57	4059.45	-1.00R	-$4.74
07-08 02:16	NY-OVERLAP-BRK	SELL	4065.85	4060.78	4070.15	4060.78	+1.18R	$5.07
07-08 01:06	NY-OVERLAP-BRK	SELL	4059.22	4053.82	4063.62	4053.82	+1.23R	$5.40
07-07 20:21	NY-OVERLAP-BRK	SELL	4065.38	4059.82	4069.98	4059.82	+1.21R	$5.56
07-07 17:27	NY-OVERLAP-BRK	BUY	4065.59	4071.54	4060.93	4071.54	+1.28R	$5.95
07-07 16:50	NY-OVERLAP-BRK	SELL	4063.42	4067.51	4067.51	4057.96	-1.00R	-$4.09
07-07 16:42	NY-OVERLAP-BRK	SELL	4065.20	4060.75	4069.01	4060.75	+1.17R	$4.45
07-07 15:38	NY-OVERLAP-BRK	BUY	4058.62	4064.71	4054.15	4064.71	+1.36R	$6.09
07-07 13:54	NY-OVERLAP-BRK	SELL	4059.98	4054.66	4064.20	4054.66	+1.26R	$5.32
07-07 13:32	NY-OVERLAP-BRK	BUY	4054.84	4050.26	4050.26	4060.18	-1.00R	-$4.58
07-07 12:38	NY-OVERLAP-BRK	SELL	4063.71	4067.56	4067.56	4058.11	-1.00R	-$3.85
07-07 09:36	NY-OVERLAP-BRK	BUY	4055.58	4061.44	4050.80	4061.44	+1.23R	$5.86
07-07 07:33	NY-OVERLAP-BRK	SELL	4056.81	4060.77	4060.77	4052.13	-1.00R	-$3.96
07-07 03:06	NY-OVERLAP-BRK	SELL	4066.28	4061.34	4071.06	4061.34	+1.03R	$4.94
07-06 18:53	NY-OVERLAP-BRK	BUY	4059.52	4054.86	4054.86	4064.87	-1.00R	-$4.66
07-06 18:48	NY-OVERLAP-BRK	BUY	4064.58	4060.58	4060.58	4069.26	-1.00R	-$4.00
07-06 16:50	NY-OVERLAP-BRK	SELL	4054.45	4049.42	4059.44	4049.42	+1.01R	$5.03
07-06 15:50	NY-OVERLAP-BRK	BUY	4066.56	4071.09	4062.25	4071.09	+1.05R	$4.53
07-06 15:20	NY-OVERLAP-BRK	BUY	4057.20	4052.79	4052.79	4062.04	-1.00R	-$4.41
07-06 15:11	NY-OVERLAP-BRK	BUY	4065.13	4070.62	4060.22	4070.62	+1.12R	$5.49
07-06 15:10	NY-OVERLAP-BRK	BUY	4064.60	4070.32	4060.64	4070.32	+1.44R	$5.72
07-06 11:23	NY-OVERLAP-BRK	BUY	4056.24	4062.08	4052.23	4062.08	+1.46R	$5.84
07-06 11:15	NY-OVERLAP-BRK	BUY	4061.82	4067.36	4057.20	4067.36	+1.20R	$5.54
07-06 11:01	NY-OVERLAP-BRK	SELL	4060.27	4065.22	4065.22	4055.81	-1.00R	-$4.95
07-06 08:22	NY-OVERLAP-BRK	SELL	4063.49	4058.19	4067.94	4058.19	+1.19R	$5.30
07-06 07:42	NY-OVERLAP-BRK	SELL	4061.73	4066.75	4066.75	4055.90	-1.00R	-$5.02
07-06 07:40	NY-OVERLAP-BRK	BUY	4060.47	4065.01	4055.57	4065.01	+0.93R	$4.54
07-06 05:44	NY-OVERLAP-BRK	SELL	4062.26	4067.38	4067.38	4056.37	-1.00R	-$5.12

ICHK_Fade_v1 G6 · ROBUST

bred gen 46 killed gen 47

parameter jitter collapses

KELT_Pulse_v6 G2 · MCPT

bred gen 45 killed gen 47

p=0.19 > 0.05

KELT_Pulse_v1 G3 · DSR

bred gen 46 killed gen 47

DSR 0.42 < 1

ATR_Revert_v7 G1 · IS/OOS

bred gen 46 killed gen 47

IS/OOS split collapses

KELT_Break_v7 G1 · IS/OOS

bred gen 45 killed gen 47

OOS win-rate 38%

BOLL_Fade_v1 G5 · MC-RUIN

bred gen 45 killed gen 47

MC ruin 4.2%

BOLL_Sweep_v7 G3 · DSR

bred gen 46 killed gen 47

DSR 0.42 < 1

KELT_Pulse_v1 G6 · ROBUST

bred gen 45 killed gen 47

ROBUST 4/11

DONC_Snap_v5 G4 · CPCV

bred gen 44 killed gen 47

CPCV PoL 0.68

ATR_Cross_v5 G2 · MCPT

bred gen 46 killed gen 47

p=0.19 > 0.05

ICHK_Edge_v7 G2 · MCPT

bred gen 45 killed gen 47

edge not significant vs shuffle

ICHK_Fade_v2 G3 · DSR

bred gen 46 killed gen 47

multiple-testing deflation fails

VWAP_Sweep_v5 G4 · CPCV

bred gen 45 killed gen 47

combinatorial purge overfit

VWAP_Snap_v2 G1 · IS/OOS

bred gen 46 killed gen 47

IS/OOS split collapses

EMA_Edge_v6 G5 · MC-RUIN

bred gen 46 killed gen 47

ruin probability 3.1% > 1%

MACD_Break_v4 G3 · DSR

bred gen 46 killed gen 47

PSR 0.39

BOLL_Snap_v1 G1 · IS/OOS

bred gen 45 killed gen 47

OOS PF 0.88 < 1.0

RSI_Snap_v2 G3 · DSR

bred gen 45 killed gen 47

PSR 0.39

ICHK_Break_v6 G6 · ROBUST

bred gen 44 killed gen 47

ROBUST 4/11

RSI_Snap_v5 G5 · MC-RUIN

bred gen 46 killed gen 47

MC ruin 4.2%

BOLL_Snap_v6 G3 · DSR

bred gen 44 killed gen 47

deflated Sharpe 0.61

BOLL_Edge_v3 G5 · MC-RUIN

bred gen 44 killed gen 47

tail equity negative

ICHK_Break_v2 G5 · MC-RUIN

bred gen 45 killed gen 47

MC drawdown exceeds 25%

ATR_Revert_v5 G1 · IS/OOS

bred gen 46 killed gen 47

IS/OOS split collapses

ATR_Snap_v4 G3 · DSR

bred gen 46 killed gen 47

multiple-testing deflation fails

EMA_Cross_v6 G6 · ROBUST

bred gen 45 killed gen 47

parameter jitter collapses

EMA_Pulse_v2 G5 · MC-RUIN

bred gen 45 killed gen 47

MC drawdown exceeds 25%

MACD_Cross_v4 G1 · IS/OOS

bred gen 44 killed gen 47

IS/OOS split collapses

DONC_Bounce_v4 G1 · IS/OOS

bred gen 45 killed gen 47

OOS PF 0.88 < 1.0

VWAP_Edge_v3 G1 · IS/OOS

bred gen 46 killed gen 47

OOS PF 0.88 < 1.0

ICHK_Pulse_v6 G1 · IS/OOS

bred gen 46 killed gen 47

OOS PF 0.88 < 1.0

VWAP_Cross_v6 G4 · CPCV

bred gen 45 killed gen 47

combinatorial purge overfit

MACD_Edge_v7 G1 · IS/OOS

bred gen 46 killed gen 47

held-out PF degrades 54%

VWAP_Bounce_v6 G2 · MCPT

bred gen 46 killed gen 47

edge not significant vs shuffle

RSI_Break_v1 G3 · DSR

bred gen 45 killed gen 47

multiple-testing deflation fails

STOCH_Cross_v3 G2 · MCPT

bred gen 45 killed gen 47

edge not significant vs shuffle

ATR_Break_v1 G3 · DSR

bred gen 45 killed gen 47

PSR 0.39

DONC_Snap_v2 G6 · ROBUST

bred gen 45 killed gen 47

perturbation battery 5/11

KELT_Break_v2 G2 · MCPT

bred gen 46 killed gen 47

MCPT p=0.31

DONC_Revert_v2 G5 · MC-RUIN

bred gen 44 killed gen 47

MC ruin 4.2%

RSI_Drift_v6 G2 · MCPT

bred gen 46 killed gen 47

edge not significant vs shuffle

VWAP_Revert_v4 G1 · IS/OOS

bred gen 44 killed gen 47

IS/OOS split collapses

ATR_Snap_v4 G1 · IS/OOS

bred gen 46 killed gen 47

IS/OOS split collapses

RSI_Fade_v4 G4 · CPCV

bred gen 45 killed gen 47

combinatorial purge overfit

BOLL_Bounce_v4 G5 · MC-RUIN

bred gen 44 killed gen 47

MC drawdown exceeds 25%

EMA_Snap_v1 G5 · MC-RUIN

bred gen 46 killed gen 47

MC drawdown exceeds 25%

ICHK_Drift_v5 G3 · DSR

bred gen 44 killed gen 47

deflated Sharpe 0.61

VWAP_Revert_v3 G3 · DSR

bred gen 45 killed gen 47

PSR 0.39

RSI_Pulse_v3 G6 · ROBUST

bred gen 44 killed gen 47

slippage sensitivity fails

ATR_Revert_v7 G5 · MC-RUIN

bred gen 46 killed gen 47

tail equity negative

STOCH_Break_v2 G3 · DSR

bred gen 45 killed gen 47

deflated Sharpe 0.61

STOCH_Edge_v6 G1 · IS/OOS

bred gen 45 killed gen 47

IS/OOS split collapses

KELT_Pulse_v5 G1 · IS/OOS

bred gen 44 killed gen 47

held-out PF degrades 54%

ATR_Cross_v4 G5 · MC-RUIN

bred gen 45 killed gen 47

MC ruin 4.2%

KELT_Bounce_v6 G4 · CPCV

bred gen 45 killed gen 47

CPCV PoL 0.68

DONC_Drift_v3 G1 · IS/OOS

bred gen 46 killed gen 47

IS/OOS split collapses

VWAP_Revert_v7 G2 · MCPT

bred gen 46 killed gen 47

MCPT p=0.31

MACD_Break_v7 G2 · MCPT

bred gen 45 killed gen 47

p=0.19 > 0.05

STOCH_Pulse_v1 G4 · CPCV

bred gen 45 killed gen 47

combinatorial purge overfit

STOCH_Edge_v4 G5 · MC-RUIN

bred gen 45 killed gen 47

MC drawdown exceeds 25%

EMA_Revert_v3 G6 · ROBUST

bred gen 44 killed gen 47

ROBUST 4/11

BOLL_Break_v7 G1 · IS/OOS

bred gen 44 killed gen 47

OOS PF 0.88 < 1.0

RSI_Pulse_v6 G5 · MC-RUIN

bred gen 45 killed gen 47

MC drawdown exceeds 25%

ICHK_Drift_v2 G3 · DSR

bred gen 46 killed gen 47

DSR 0.42 < 1

DONC_Snap_v5 G3 · DSR

bred gen 45 killed gen 47

PSR 0.39

KELT_Pulse_v1 G5 · MC-RUIN

bred gen 46 killed gen 47

ruin probability 3.1% > 1%

STOCH_Edge_v7 G3 · DSR

bred gen 44 killed gen 47

PSR 0.39

VWAP_Bounce_v6 G1 · IS/OOS

bred gen 46 killed gen 47

held-out PF degrades 54%

ICHK_Sweep_v4 G3 · DSR

bred gen 46 killed gen 47

DSR 0.42 < 1

BOLL_Sweep_v6 G2 · MCPT

bred gen 45 killed gen 47

permutation p=0.42

VWAP_Pulse_v5 G3 · DSR

bred gen 45 killed gen 47

deflated Sharpe 0.61

RSI_Snap_v5 G3 · DSR

bred gen 46 killed gen 47

DSR 0.42 < 1

ATR_Drift_v5 G5 · MC-RUIN

bred gen 46 killed gen 46

tail equity negative

BOLL_Cross_v4 G3 · DSR

bred gen 43 killed gen 46

DSR 0.42 < 1

EMA_Break_v6 G1 · IS/OOS

bred gen 43 killed gen 46

IS/OOS split collapses

RSI_Drift_v6 G2 · MCPT

bred gen 43 killed gen 46

permutation p=0.42

ATR_Drift_v4 G3 · DSR

bred gen 43 killed gen 46

multiple-testing deflation fails

ICHK_Snap_v7 G3 · DSR

bred gen 45 killed gen 46

PSR 0.39

VWAP_Snap_v3 G5 · MC-RUIN

bred gen 43 killed gen 46

MC ruin 4.2%

BOLL_Fade_v6 G6 · ROBUST

bred gen 46 killed gen 46

slippage sensitivity fails

VWAP_Revert_v2 G3 · DSR

bred gen 43 killed gen 46

PSR 0.39

KELT_Bounce_v3 G3 · DSR

bred gen 44 killed gen 46

multiple-testing deflation fails

DONC_Revert_v4 G3 · DSR

bred gen 44 killed gen 46

multiple-testing deflation fails

DONC_Revert_v2 G1 · IS/OOS

bred gen 45 killed gen 46

held-out PF degrades 54%

STOCH_Snap_v4 G5 · MC-RUIN

bred gen 46 killed gen 46

MC ruin 4.2%

BOLL_Snap_v2 G2 · MCPT

bred gen 43 killed gen 46

edge not significant vs shuffle

STOCH_Edge_v1 G3 · DSR

bred gen 44 killed gen 46

deflated Sharpe 0.61

STOCH_Edge_v6 G2 · MCPT

bred gen 44 killed gen 46

MCPT p=0.31

STOCH_Sweep_v7 G1 · IS/OOS

bred gen 44 killed gen 46

IS/OOS split collapses

VWAP_Fade_v3 G1 · IS/OOS

bred gen 44 killed gen 46

held-out PF degrades 54%

MACD_Pulse_v2 G2 · MCPT

bred gen 45 killed gen 46

permutation p=0.42

EMA_Break_v2 G4 · CPCV

bred gen 45 killed gen 46

combinatorial purge overfit

STOCH_Fade_v4 G1 · IS/OOS

bred gen 46 killed gen 46

OOS PF 0.88 < 1.0

EMA_Edge_v1 G2 · MCPT

bred gen 45 killed gen 46

p=0.19 > 0.05

STOCH_Cross_v1 G1 · IS/OOS

bred gen 46 killed gen 46

IS/OOS split collapses

ATR_Cross_v7 G5 · MC-RUIN

bred gen 45 killed gen 46

tail equity negative

KELT_Cross_v3 G3 · DSR

bred gen 43 killed gen 46

deflated Sharpe 0.61

MACD_Drift_v5 G2 · MCPT

bred gen 43 killed gen 46

edge not significant vs shuffle

VWAP_Pulse_v7 G5 · MC-RUIN

bred gen 44 killed gen 46

ruin probability 3.1% > 1%

RSI_Snap_v6 G2 · MCPT

bred gen 45 killed gen 46

MCPT p=0.31

MACD_Snap_v7 G3 · DSR

bred gen 46 killed gen 46

DSR 0.42 < 1

VWAP_Edge_v4 G1 · IS/OOS

bred gen 43 killed gen 46

IS/OOS split collapses

KELT_Break_v2 G3 · DSR

bred gen 45 killed gen 46

multiple-testing deflation fails

ICHK_Drift_v2 G1 · IS/OOS

bred gen 43 killed gen 46

held-out PF degrades 54%

BOLL_Break_v7 G2 · MCPT

bred gen 45 killed gen 46

edge not significant vs shuffle

RSI_Snap_v2 G1 · IS/OOS

bred gen 43 killed gen 46

OOS PF 0.88 < 1.0

EMA_Bounce_v2 G5 · MC-RUIN

bred gen 43 killed gen 45

ruin probability 3.1% > 1%

RSI_Sweep_v6 G6 · ROBUST

bred gen 43 killed gen 45

perturbation battery 5/11

DONC_Fade_v2 G1 · IS/OOS

bred gen 45 killed gen 45

OOS win-rate 38%

ICHK_Cross_v5 G3 · DSR

bred gen 45 killed gen 45

PSR 0.39

BOLL_Snap_v2 G5 · MC-RUIN

bred gen 45 killed gen 45

MC ruin 4.2%

MACD_Edge_v2 G1 · IS/OOS

bred gen 45 killed gen 45

OOS win-rate 38%

STOCH_Sweep_v4 G3 · DSR

bred gen 45 killed gen 45

DSR 0.42 < 1

DONC_Sweep_v6 G3 · DSR

bred gen 44 killed gen 45

DSR 0.42 < 1

MACD_Snap_v6 G5 · MC-RUIN

bred gen 44 killed gen 45

ruin probability 3.1% > 1%

ATR_Break_v4 G5 · MC-RUIN

bred gen 45 killed gen 45

MC drawdown exceeds 25%

MACD_Snap_v6 G4 · CPCV

bred gen 45 killed gen 45

PBO > 0.5 across folds

RSI_Fade_v2 G5 · MC-RUIN

bred gen 42 killed gen 45

MC drawdown exceeds 25%

BOLL_Break_v4 G2 · MCPT

bred gen 44 killed gen 45

edge not significant vs shuffle

RSI_Revert_v7 G1 · IS/OOS

bred gen 45 killed gen 45

OOS win-rate 38%

show 192 more graves (312 total)

ICHK_Pulse_v2 G1 · IS/OOS

bred gen 45 killed gen 45

IS/OOS split collapses

DONC_Break_v4 G3 · DSR

bred gen 45 killed gen 45

DSR 0.42 < 1

BOLL_Sweep_v7 G5 · MC-RUIN

bred gen 44 killed gen 45

tail equity negative

MACD_Bounce_v7 G4 · CPCV

bred gen 44 killed gen 45

PBO 0.71

KELT_Sweep_v3 G2 · MCPT

bred gen 43 killed gen 45

p=0.19 > 0.05

VWAP_Snap_v7 G2 · MCPT

bred gen 43 killed gen 45

edge not significant vs shuffle

STOCH_Drift_v1 G2 · MCPT

bred gen 44 killed gen 45

edge not significant vs shuffle

KELT_Cross_v4 G6 · ROBUST

bred gen 42 killed gen 45

parameter jitter collapses

MACD_Cross_v5 G4 · CPCV

bred gen 43 killed gen 45

combinatorial purge overfit

STOCH_Fade_v1 G1 · IS/OOS

bred gen 44 killed gen 45

OOS PF 0.88 < 1.0

DONC_Break_v5 G1 · IS/OOS

bred gen 43 killed gen 45

IS/OOS split collapses

VWAP_Edge_v3 G3 · DSR

bred gen 43 killed gen 45

multiple-testing deflation fails

KELT_Pulse_v4 G5 · MC-RUIN

bred gen 42 killed gen 45

tail equity negative

MACD_Break_v3 G3 · DSR

bred gen 44 killed gen 45

deflated Sharpe 0.61

MACD_Bounce_v1 G5 · MC-RUIN

bred gen 44 killed gen 45

MC drawdown exceeds 25%

ICHK_Fade_v7 G6 · ROBUST

bred gen 42 killed gen 45

perturbation battery 5/11

MACD_Edge_v5 G2 · MCPT

bred gen 45 killed gen 45

permutation p=0.42

STOCH_Edge_v5 G5 · MC-RUIN

bred gen 43 killed gen 45

ruin probability 3.1% > 1%

EMA_Break_v7 G2 · MCPT

bred gen 44 killed gen 45

edge not significant vs shuffle

RSI_Pulse_v3 G3 · DSR

bred gen 43 killed gen 45

multiple-testing deflation fails

BOLL_Pulse_v1 G5 · MC-RUIN

bred gen 43 killed gen 45

MC ruin 4.2%

MACD_Edge_v2 G4 · CPCV

bred gen 42 killed gen 45

PBO 0.71

KELT_Break_v5 G3 · DSR

bred gen 45 killed gen 45

PSR 0.39

DONC_Revert_v4 G2 · MCPT

bred gen 42 killed gen 45

permutation p=0.42

VWAP_Sweep_v1 G6 · ROBUST

bred gen 44 killed gen 45

perturbation battery 5/11

DONC_Snap_v6 G4 · CPCV

bred gen 45 killed gen 45

combinatorial purge overfit

KELT_Sweep_v4 G3 · DSR

bred gen 44 killed gen 44

DSR 0.42 < 1

STOCH_Fade_v2 G5 · MC-RUIN

bred gen 44 killed gen 44

ruin probability 3.1% > 1%

DONC_Edge_v3 G6 · ROBUST

bred gen 44 killed gen 44

slippage sensitivity fails

MACD_Cross_v4 G2 · MCPT

bred gen 42 killed gen 44

permutation p=0.42

ATR_Sweep_v7 G4 · CPCV

bred gen 41 killed gen 44

combinatorial purge overfit

DONC_Break_v3 G2 · MCPT

bred gen 43 killed gen 44

MCPT p=0.31

VWAP_Edge_v3 G3 · DSR

bred gen 44 killed gen 44

deflated Sharpe 0.61

RSI_Edge_v6 G3 · DSR

bred gen 41 killed gen 44

PSR 0.39

RSI_Sweep_v5 G3 · DSR

bred gen 43 killed gen 44

DSR 0.42 < 1

KELT_Edge_v1 G3 · DSR

bred gen 44 killed gen 44

DSR 0.42 < 1

VWAP_Revert_v4 G4 · CPCV

bred gen 43 killed gen 44

combinatorial purge overfit

EMA_Sweep_v5 G1 · IS/OOS

bred gen 43 killed gen 44

IS/OOS split collapses

DONC_Fade_v2 G3 · DSR

bred gen 44 killed gen 44

multiple-testing deflation fails

MACD_Cross_v5 G1 · IS/OOS

bred gen 44 killed gen 44

IS/OOS split collapses

KELT_Break_v7 G2 · MCPT

bred gen 42 killed gen 44

p=0.19 > 0.05

VWAP_Revert_v4 G3 · DSR

bred gen 44 killed gen 44

PSR 0.39

MACD_Edge_v7 G5 · MC-RUIN

bred gen 43 killed gen 44

MC drawdown exceeds 25%

EMA_Revert_v1 G5 · MC-RUIN

bred gen 41 killed gen 44

ruin probability 3.1% > 1%

KELT_Break_v6 G1 · IS/OOS

bred gen 44 killed gen 44

OOS PF 0.88 < 1.0

KELT_Cross_v5 G3 · DSR

bred gen 43 killed gen 44

deflated Sharpe 0.61

ATR_Snap_v3 G6 · ROBUST

bred gen 41 killed gen 44

slippage sensitivity fails

DONC_Snap_v4 G2 · MCPT

bred gen 41 killed gen 44

p=0.19 > 0.05

RSI_Edge_v7 G1 · IS/OOS

bred gen 42 killed gen 44

held-out PF degrades 54%

ATR_Revert_v4 G1 · IS/OOS

bred gen 41 killed gen 44

OOS win-rate 38%

BOLL_Drift_v3 G5 · MC-RUIN

bred gen 41 killed gen 44

ruin probability 3.1% > 1%

ATR_Pulse_v6 G5 · MC-RUIN

bred gen 43 killed gen 44

MC drawdown exceeds 25%

EMA_Pulse_v5 G3 · DSR

bred gen 43 killed gen 44

PSR 0.39

MACD_Break_v7 G3 · DSR

bred gen 44 killed gen 44

multiple-testing deflation fails

ATR_Pulse_v1 G3 · DSR

bred gen 44 killed gen 44

multiple-testing deflation fails

STOCH_Snap_v3 G5 · MC-RUIN

bred gen 44 killed gen 44

MC ruin 4.2%

BOLL_Fade_v6 G5 · MC-RUIN

bred gen 43 killed gen 44

MC ruin 4.2%

DONC_Pulse_v6 G5 · MC-RUIN

bred gen 41 killed gen 44

MC drawdown exceeds 25%

STOCH_Fade_v5 G1 · IS/OOS

bred gen 44 killed gen 44

OOS win-rate 38%

STOCH_Drift_v5 G1 · IS/OOS

bred gen 41 killed gen 44

OOS win-rate 38%

MACD_Pulse_v4 G1 · IS/OOS

bred gen 43 killed gen 44

IS/OOS split collapses

VWAP_Drift_v1 G5 · MC-RUIN

bred gen 41 killed gen 44

ruin probability 3.1% > 1%

EMA_Drift_v1 G6 · ROBUST

bred gen 44 killed gen 44

slippage sensitivity fails

RSI_Cross_v6 G5 · MC-RUIN

bred gen 42 killed gen 44

MC drawdown exceeds 25%

RSI_Break_v7 G5 · MC-RUIN

bred gen 43 killed gen 43

MC drawdown exceeds 25%

BOLL_Revert_v7 G1 · IS/OOS

bred gen 41 killed gen 43

IS/OOS split collapses

RSI_Fade_v3 G5 · MC-RUIN

bred gen 40 killed gen 43

ruin probability 3.1% > 1%

BOLL_Bounce_v4 G1 · IS/OOS

bred gen 42 killed gen 43

OOS PF 0.88 < 1.0

ICHK_Bounce_v3 G3 · DSR

bred gen 43 killed gen 43

deflated Sharpe 0.61

VWAP_Revert_v2 G2 · MCPT

bred gen 40 killed gen 43

p=0.19 > 0.05

KELT_Snap_v6 G6 · ROBUST

bred gen 43 killed gen 43

perturbation battery 5/11

STOCH_Snap_v1 G3 · DSR

bred gen 41 killed gen 43

multiple-testing deflation fails

EMA_Snap_v7 G1 · IS/OOS

bred gen 41 killed gen 43

OOS PF 0.88 < 1.0

RSI_Fade_v5 G5 · MC-RUIN

bred gen 40 killed gen 43

MC ruin 4.2%

RSI_Sweep_v4 G2 · MCPT

bred gen 40 killed gen 43

MCPT p=0.31

ICHK_Cross_v3 G1 · IS/OOS

bred gen 42 killed gen 43

OOS PF 0.88 < 1.0

MACD_Snap_v7 G6 · ROBUST

bred gen 42 killed gen 43

ROBUST 4/11

EMA_Drift_v1 G3 · DSR

bred gen 40 killed gen 43

PSR 0.39

BOLL_Revert_v1 G2 · MCPT

bred gen 43 killed gen 43

p=0.19 > 0.05

VWAP_Revert_v4 G4 · CPCV

bred gen 42 killed gen 43

CPCV PoL 0.68

BOLL_Break_v5 G4 · CPCV

bred gen 42 killed gen 43

PBO 0.71

RSI_Break_v3 G5 · MC-RUIN

bred gen 40 killed gen 43

ruin probability 3.1% > 1%

BOLL_Fade_v5 G2 · MCPT

bred gen 43 killed gen 43

MCPT p=0.31

MACD_Fade_v4 G3 · DSR

bred gen 41 killed gen 43

PSR 0.39

MACD_Revert_v6 G6 · ROBUST

bred gen 40 killed gen 43

ROBUST 4/11

ATR_Pulse_v1 G2 · MCPT

bred gen 42 killed gen 43

MCPT p=0.31

ICHK_Cross_v7 G3 · DSR

bred gen 43 killed gen 43

PSR 0.39

ICHK_Revert_v5 G2 · MCPT

bred gen 40 killed gen 43

permutation p=0.42

ICHK_Revert_v4 G5 · MC-RUIN

bred gen 43 killed gen 43

MC ruin 4.2%

EMA_Edge_v5 G3 · DSR

bred gen 41 killed gen 43

PSR 0.39

MACD_Edge_v4 G3 · DSR

bred gen 43 killed gen 43

deflated Sharpe 0.61

VWAP_Snap_v2 G1 · IS/OOS

bred gen 41 killed gen 43

OOS PF 0.88 < 1.0

VWAP_Pulse_v4 G5 · MC-RUIN

bred gen 41 killed gen 43

ruin probability 3.1% > 1%

RSI_Edge_v7 G3 · DSR

bred gen 42 killed gen 43

deflated Sharpe 0.61

DONC_Cross_v3 G5 · MC-RUIN

bred gen 41 killed gen 43

ruin probability 3.1% > 1%

EMA_Bounce_v6 G5 · MC-RUIN

bred gen 42 killed gen 43

tail equity negative

KELT_Snap_v7 G2 · MCPT

bred gen 43 killed gen 43

p=0.19 > 0.05

VWAP_Break_v2 G3 · DSR

bred gen 43 killed gen 43

PSR 0.39

ICHK_Cross_v7 G1 · IS/OOS

bred gen 40 killed gen 43

held-out PF degrades 54%

VWAP_Bounce_v3 G4 · CPCV

bred gen 42 killed gen 43

PBO > 0.5 across folds

EMA_Fade_v1 G2 · MCPT

bred gen 41 killed gen 43

p=0.19 > 0.05

ATR_Sweep_v5 G3 · DSR

bred gen 41 killed gen 43

deflated Sharpe 0.61

VWAP_Fade_v3 G3 · DSR

bred gen 42 killed gen 43

PSR 0.39

MACD_Pulse_v3 G2 · MCPT

bred gen 43 killed gen 43

permutation p=0.42

BOLL_Drift_v3 G4 · CPCV

bred gen 42 killed gen 43

combinatorial purge overfit

STOCH_Edge_v1 G2 · MCPT

bred gen 43 killed gen 43

edge not significant vs shuffle

DONC_Sweep_v2 G5 · MC-RUIN

bred gen 43 killed gen 43

MC ruin 4.2%

VWAP_Pulse_v5 G3 · DSR

bred gen 42 killed gen 43

deflated Sharpe 0.61

DONC_Break_v4 G1 · IS/OOS

bred gen 40 killed gen 43

held-out PF degrades 54%

RSI_Revert_v4 G3 · DSR

bred gen 43 killed gen 43

deflated Sharpe 0.61

KELT_Bounce_v3 G3 · DSR

bred gen 40 killed gen 42

DSR 0.42 < 1

ICHK_Fade_v5 G5 · MC-RUIN

bred gen 42 killed gen 42

MC drawdown exceeds 25%

ICHK_Sweep_v1 G1 · IS/OOS

bred gen 40 killed gen 42

held-out PF degrades 54%

EMA_Pulse_v4 G1 · IS/OOS

bred gen 42 killed gen 42

IS/OOS split collapses

RSI_Snap_v2 G1 · IS/OOS

bred gen 41 killed gen 42

OOS win-rate 38%

VWAP_Bounce_v4 G2 · MCPT

bred gen 41 killed gen 42

p=0.19 > 0.05

STOCH_Edge_v6 G5 · MC-RUIN

bred gen 42 killed gen 42

MC drawdown exceeds 25%

RSI_Sweep_v1 G3 · DSR

bred gen 41 killed gen 42

DSR 0.42 < 1

RSI_Snap_v6 G1 · IS/OOS

bred gen 40 killed gen 42

held-out PF degrades 54%

ATR_Edge_v1 G5 · MC-RUIN

bred gen 42 killed gen 42

ruin probability 3.1% > 1%

STOCH_Sweep_v7 G5 · MC-RUIN

bred gen 40 killed gen 42

MC drawdown exceeds 25%

BOLL_Snap_v5 G5 · MC-RUIN

bred gen 41 killed gen 42

ruin probability 3.1% > 1%

VWAP_Cross_v4 G3 · DSR

bred gen 40 killed gen 42

PSR 0.39

STOCH_Break_v1 G1 · IS/OOS

bred gen 42 killed gen 42

OOS PF 0.88 < 1.0

VWAP_Break_v7 G1 · IS/OOS

bred gen 41 killed gen 42

held-out PF degrades 54%

RSI_Break_v7 G4 · CPCV

bred gen 40 killed gen 42

combinatorial purge overfit

ATR_Sweep_v1 G4 · CPCV

bred gen 42 killed gen 42

PBO > 0.5 across folds

STOCH_Cross_v7 G1 · IS/OOS

bred gen 42 killed gen 42

held-out PF degrades 54%

KELT_Revert_v4 G1 · IS/OOS

bred gen 42 killed gen 42

OOS PF 0.88 < 1.0

EMA_Snap_v3 G6 · ROBUST

bred gen 40 killed gen 42

ROBUST 4/11

BOLL_Pulse_v4 G1 · IS/OOS

bred gen 41 killed gen 42

held-out PF degrades 54%

STOCH_Sweep_v6 G2 · MCPT

bred gen 40 killed gen 42

MCPT p=0.31

MACD_Edge_v6 G1 · IS/OOS

bred gen 42 killed gen 42

OOS PF 0.88 < 1.0

RSI_Snap_v1 G5 · MC-RUIN

bred gen 42 killed gen 42

MC ruin 4.2%

RSI_Revert_v3 G6 · ROBUST

bred gen 40 killed gen 42

perturbation battery 5/11

VWAP_Revert_v1 G2 · MCPT

bred gen 42 killed gen 42

edge not significant vs shuffle

DONC_Sweep_v6 G4 · CPCV

bred gen 41 killed gen 42

CPCV PoL 0.68

VWAP_Drift_v7 G1 · IS/OOS

bred gen 40 killed gen 42

OOS PF 0.88 < 1.0

VWAP_Edge_v3 G3 · DSR

bred gen 40 killed gen 42

deflated Sharpe 0.61

STOCH_Fade_v1 G5 · MC-RUIN

bred gen 41 killed gen 42

MC ruin 4.2%

VWAP_Drift_v7 G4 · CPCV

bred gen 42 killed gen 42

combinatorial purge overfit

ICHK_Fade_v1 G2 · MCPT

bred gen 42 killed gen 42

p=0.19 > 0.05

ICHK_Drift_v2 G1 · IS/OOS

bred gen 41 killed gen 42

OOS win-rate 38%

RSI_Drift_v5 G3 · DSR

bred gen 42 killed gen 42

multiple-testing deflation fails

RSI_Revert_v6 G6 · ROBUST

bred gen 40 killed gen 42

perturbation battery 5/11

RSI_Cross_v7 G2 · MCPT

bred gen 40 killed gen 42

p=0.19 > 0.05

ATR_Edge_v7 G1 · IS/OOS

bred gen 40 killed gen 42

held-out PF degrades 54%

ICHK_Revert_v4 G3 · DSR

bred gen 42 killed gen 42

multiple-testing deflation fails

VWAP_Bounce_v5 G6 · ROBUST

bred gen 42 killed gen 42

parameter jitter collapses

ATR_Sweep_v6 G5 · MC-RUIN

bred gen 41 killed gen 42

ruin probability 3.1% > 1%

ICHK_Bounce_v2 G3 · DSR

bred gen 41 killed gen 42

deflated Sharpe 0.61

VWAP_Pulse_v1 G4 · CPCV

bred gen 40 killed gen 42

PBO > 0.5 across folds

ATR_Edge_v6 G2 · MCPT

bred gen 41 killed gen 42

MCPT p=0.31

ATR_Revert_v7 G4 · CPCV

bred gen 42 killed gen 42

PBO > 0.5 across folds

KELT_Bounce_v4 G3 · DSR

bred gen 41 killed gen 42

PSR 0.39

ATR_Break_v3 G5 · MC-RUIN

bred gen 41 killed gen 42

tail equity negative

STOCH_Revert_v3 G4 · CPCV

bred gen 42 killed gen 42

PBO > 0.5 across folds

MACD_Bounce_v5 G6 · ROBUST

bred gen 40 killed gen 41

ROBUST 4/11

STOCH_Pulse_v7 G1 · IS/OOS

bred gen 40 killed gen 41

IS/OOS split collapses

STOCH_Drift_v2 G1 · IS/OOS

bred gen 41 killed gen 41

IS/OOS split collapses

EMA_Break_v6 G3 · DSR

bred gen 41 killed gen 41

DSR 0.42 < 1

BOLL_Drift_v3 G5 · MC-RUIN

bred gen 40 killed gen 41

tail equity negative

MACD_Bounce_v5 G3 · DSR

bred gen 40 killed gen 41

deflated Sharpe 0.61

ICHK_Drift_v4 G3 · DSR

bred gen 41 killed gen 41

PSR 0.39

MACD_Cross_v3 G3 · DSR

bred gen 40 killed gen 41

DSR 0.42 < 1

KELT_Drift_v7 G1 · IS/OOS

bred gen 41 killed gen 41

held-out PF degrades 54%

MACD_Fade_v6 G5 · MC-RUIN

bred gen 40 killed gen 41

MC drawdown exceeds 25%

VWAP_Fade_v4 G3 · DSR

bred gen 40 killed gen 41

DSR 0.42 < 1

ATR_Drift_v7 G2 · MCPT

bred gen 41 killed gen 41

MCPT p=0.31

BOLL_Break_v7 G2 · MCPT

bred gen 41 killed gen 41

permutation p=0.42

RSI_Break_v4 G2 · MCPT

bred gen 40 killed gen 41

permutation p=0.42

DONC_Drift_v6 G1 · IS/OOS

bred gen 40 killed gen 41

OOS win-rate 38%

BOLL_Edge_v1 G4 · CPCV

bred gen 41 killed gen 41

PBO 0.71

MACD_Pulse_v2 G4 · CPCV

bred gen 40 killed gen 41

PBO 0.71

BOLL_Bounce_v3 G3 · DSR

bred gen 40 killed gen 41

PSR 0.39

MACD_Break_v5 G6 · ROBUST

bred gen 41 killed gen 41

perturbation battery 5/11

MACD_Pulse_v6 G5 · MC-RUIN

bred gen 41 killed gen 41

MC ruin 4.2%

MACD_Snap_v7 G5 · MC-RUIN

bred gen 40 killed gen 41

tail equity negative

STOCH_Break_v2 G5 · MC-RUIN

bred gen 40 killed gen 41

ruin probability 3.1% > 1%

RSI_Edge_v2 G3 · DSR

bred gen 40 killed gen 41

PSR 0.39

RSI_Break_v1 G3 · DSR

bred gen 41 killed gen 41

multiple-testing deflation fails

KELT_Break_v6 G1 · IS/OOS

bred gen 41 killed gen 41

OOS PF 0.88 < 1.0

DONC_Break_v7 G5 · MC-RUIN

bred gen 40 killed gen 41

MC drawdown exceeds 25%

ATR_Cross_v2 G3 · DSR

bred gen 41 killed gen 41

DSR 0.42 < 1

ATR_Sweep_v1 G6 · ROBUST

bred gen 41 killed gen 41

slippage sensitivity fails

DONC_Snap_v4 G1 · IS/OOS

bred gen 40 killed gen 40

IS/OOS split collapses

BOLL_Fade_v4 G2 · MCPT

bred gen 40 killed gen 40

permutation p=0.42

BOLL_Revert_v5 G4 · CPCV

bred gen 40 killed gen 40

PBO 0.71

STOCH_Pulse_v5 G5 · MC-RUIN

bred gen 40 killed gen 40

ruin probability 3.1% > 1%

RSI_Bounce_v5 G1 · IS/OOS

bred gen 40 killed gen 40

OOS PF 0.88 < 1.0

EMA_Snap_v2 G3 · DSR

bred gen 40 killed gen 40

deflated Sharpe 0.61

BOLL_Snap_v5 G4 · CPCV

bred gen 40 killed gen 40

PBO 0.71

// ratio at 2026-07-14 — SwarmEvolve gates 1–6, no pardons

Started 30 days ago

1 .. 180 days back from the latest published trade

Starting capital $25,000

$1k .. $100k · desk reference is $25,000

Pulls from the real aggregate track record — not a hypothetical model.

Final P / L +$702.15

Final equity $25,702.15

Window 584 trades · last 30 days

// ledger anchored 2026-07-14 · 584 of 584 aggregate trades in window · scaled linearly from the $25k reference

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No staged track record, no survivorship bias. The Kill Feed, Graveyard, and Champion equity curves above are the whole story — wins and losses, in the open. Join the waitlist for early access when the live desk opens.

Quant desk. Live signals. Every trade public.

Every candidate is judged.

Every candidate runs a six-gate gauntlet.

IS/OOS Split

Monte Carlo Permutation

Deflated Sharpe

CPCV / PBO

Monte Carlo Ruin

Robustness Battery

Survivors of the gates.

SPREAD-TIMING-M1

FF_011_OB

FISHER-M1

PO3_BOUNCE-REV

AURUM-SWEEP

NY-OVERLAP-BRK

5,018 6

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