What the rules produced,
start to finish.
One chronological pass through every trade the rules produced, wins and losses in the order they happened. The receipt is the whole story, losses included.
The same trades, reshuffled 10,000 times
One backtest shows one lucky-or-unlucky ordering of results. To strip the ordering out, the audited trade set is bootstrap-resampled into thousands of alternate sequences. Every path ended profitable at every tier shown — with the honest caveat that resampling a fixed set of results cannot produce outcomes the set doesn't contain.
Hypothetical simulation on the audited trade set. Leverage amplifies both gains and losses. Past performance does not guarantee future results.
This page is the audit of the backtest: 343 trades across 11 assets, zero look-ahead bias, every trade the rules produced — wins and losses alike. Every figure on it is hypothetical, a study of how the rules behaved, not a promise of what they will do.
The live record — every trade published before it resolves — lives on its own page →
Two ways to score the same trades
The trades don't change. The scoring rule does — and the honest rule is the only one our marketed numbers use.
Counts a trade as a win if price ever touched the target — even when the stop was hit first. Not achievable in live trading, where stop orders execute automatically. We scored our own trades this way once, to show the gap. Then we threw it away.
If the stop is hit first, it's a loss. Full stop — the same logic your exchange applies to your orders. Every marketed number derives from this rule, and the edge it measures is asymmetry, not frequency: wins average 33% larger than losses.
What the edge actually is
The system loses about 4 of every 10 trades — by design. It stays ahead because the average win is meaningfully larger than the average loss, and that gap compounds across a large sample.
The worst stretch, on the record
In the configuration on the receipt at the top of this page, the actual sequence drew down ~24% peak-to-trough (24.33% exact, the worst-case figure in the 5x tier above, told in full): peak on November 14, 2024, trough on December 17, 2024, recovered to a new high on January 13, 2025, ~27 days after the trough.
A system that never draws down is either lying or taking no real risk. Knowing the worst stretch in advance — its depth, its dates, its recovery — is what makes it survivable when it happens again.
Against the S&P 500
The same $10,000, over the same window. Descriptive of the backtest period, never a forward promise.
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