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Results
Backtest · forward test · live signals

Results

Did each strategy keep working after it was built? The latest winning trades first, then the backtest and the forward test since December 2024, side by side, on the same basis: the average losing trade costs about 0.5% of a $100K account, no compounding, with the backtest's own costs. Below that, a log of every strategy's recent trades, losses included, with the exact entry and exit prices and a candle chart for each.

Recent wins

Full trade log, losses included

The latest winning trades on real price candles, with each strategy's entry and exit marked. These are wins only: of the 328 trades closed since Sep 10, 2026, 182 won and 146 did not. Every one of them is in the log below.

Dollar figures use a$50,000account risking0.5%per trade.

BERITH NQ · MA exit, active (NQ futures)

1 hour · Oct 27 to Oct 28 · held 13h

LongLive signal
Loading candles
+0.17%
before costs
+$102
$50,000 at 0.5% risk
1 MNQ

BERITH NQ · Standard (NQ futures)

1 hour · Oct 27 to Oct 28 · held 10h

LongLive signal
Loading candles
+0.51%
before costs
+$303
$50,000 at 0.5% risk
1 MNQ

NAS100 ORB — Mystic · Classic (NAS100 CFD)

15 minutes · Oct 27 · held 7h

LongLive signal
Loading candles
+0.21%
before costs
+$98
$50,000 at 0.5% risk

THE SUN · 2 hour

2 hours · Oct 22 to Oct 24 · held 2d 1h

ShortLive signal
Loading candles
+2.85%
before costs
+$407
$50,000 at 0.5% risk

The Hidden Volatility Vault — Bitcoin · BTC perp

2 hours · Oct 22 to Oct 24 · held 1d 21h

ShortLive signal
Loading candles
+2.09%
before costs
+$259
$50,000 at 0.5% risk

The Hidden Volatility Vault · ETH perp

2 hours · Oct 22 to Oct 24 · held 1d 20h

ShortLive signal
Loading candles
+2.04%
before costs
+$218
$50,000 at 0.5% risk

Each chart is real price bars with the trade drawn on them: green and red shade the profit and loss side of the entry, dots mark the entry and where the trade closed, and dashed lines are a fixed stop and target, drawn only for strategies that use one. Strategies whose stop moves with the market have no single level to draw, so the boxes run to where they closed. Bars are checked against each trade's own prices before they are drawn, and a trade whose prices do not match its bars is shown without a chart. Strategies tested on CFD prices are drawn on NQ bars moved to each trade's own price level, and the picture says so. Hypothetical dollars, not a member account result.

Forward test · since December 2024

16 of 16 strategies with enough trades were profitable after we stopped tuning them

Every strategy was built on data up to December 2024. Everything after that is the forward test: 4,888 trades the strategies had not been tuned on. 11 of 16 are keeping at least three quarters of their backtest pace. A backtest that falls apart on new data is the most common way a strategy fails, so this is the first thing to check.

Profitable forward
16 of 16
strategies with enough trades
Holding ≥ 75% of backtest pace
11 of 16
return per year
Median return per year
+13.9%
forward test, hypothetical
Forward trades
4,888
across 16 strategies
  • Holding up 11
  • Slower 5
  • Lost money 0
  • No forward trades 0
Market
Verdict
Showing 16 of 16
HypotheticalBold figures are the forward test since December 2024; backtest underneath on the same basis. Curves: backtest in violet, forward test in green. P&L is the forward return on a $100,000 account, no compounding.

Backtest results are hypothetical: they replay the strategy on real historical prices, not a funded account. Past performance doesn't predict future results. The totals row adds each strategy on its own $100,000 basis; it is not one account.

Trade log

503 trades, newest first
Account size
Risk per trade
Futures contract

Risk per trade is what an average losing trade of that strategy would cost. $25K to $150K match common prop-firm account sizes.

Trades
503
Win rate
53%
268 won, 235 not
Hypothetical P&L
+$4,017
sum of trades shown
Best trade
+$969
Worst trade
-$1,243

Hypothetical, not a member account result. Each trade is re-sized for the account and risk above: one unit of risk is the strategy's average losing trade, and futures trade whole contracts with a one-contract minimum. A futures trade's dollars are its contracts times the contract's dollars per point times the points the trade made. The profit and loss total adds up the trades shown, each sized on its own, so it is not one account running several strategies at once. Backtest and forward-test rows include the backtest's fees and slippage; live-signal rows use the signal prices before costs. The forward test is the period since December 2024, trades the strategies were not tuned on. Prices are the fills in each strategy's own backtest or signal alert. Open a trade to see it on candles, checked against the trade's own prices before they are drawn, and live signals get theirs automatically as the bars arrive. Strategies tested on CFD prices are drawn on NQ bars moved to each trade's price level. Dates are calendar days (exports in central European time, live signals in UTC). Backtest and forward-test rows run through Oct 9, 2026; live-signal rows start Oct 12, 2026. Past performance does not predict future results.

Backtest means the strategy's rules replayed on real historical prices from before December 2024, with the backtest's fees and slippage. Forward test means the same rules on trades since December 2024, which the strategies were not tuned on. Live signal means the strategy's own alerts since Oct 12, 2026, counted before costs. None of it is a member account result, and past performance does not predict future results. These are the strategies that were kept after testing many candidates, so their results are better than a typical candidate's.