BaroqTech

Research log

Every run of the judge, newest first, as it happened. An idea that was judged again after a fix appears twice. 38 runs so far.

All figures are BACKTEST results on gold prices from 2022 to 2025 that the idea had never seen, after costs. They do not predict real trading. How the tests work

8 October 2026

Ny session long control

Turned downControl
Score after costs
−0.60
Before costs
−0.35
Costs doubled
−0.85
Trades
256
Won
32%
Profit factor
0.82
Profitable half-years
0 of 8
Deepest fall
14.8%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Morning direction held to the New York close

Turned downSession · tested again
Score after costs
0.77
Before costs
1.23
Costs doubled
0.30
Trades
775
Won
50%
Profit factor
1.15
Profitable half-years
6 of 8
Deepest fall
10.7%

Failed: score below the pass mark, fails when costs are doubled, cannot be told apart from luck.

Narrowest day of seven, then the break

Turned downVolatility · tested again
Score after costs
−0.66
Before costs
−0.59
Costs doubled
−0.72
Trades
20
Won
15%
Profit factor
0.45
Profitable half-years
0 of 8
Deepest fall
3.1%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Breakout after an inside day

Turned downVolatility · tested again
Score after costs
0.86
Before costs
1.04
Costs doubled
0.68
Trades
163
Won
41%
Profit factor
1.40
Profitable half-years
5 of 8
Deepest fall
6.1%

Failed: too few trades to judge, score below the pass mark, one period carries the result, timing no better than chance, cannot be told apart from luck.

Two-day channel breakout

Turned downTrend · tested again

No setting earned in any training stretch, so it was never switched on in the test.

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Break of yesterday's high in an uptrend

Turned downTrend · tested again
Score after costs
−0.01
Before costs
0.22
Costs doubled
−0.24
Trades
150
Won
19%
Profit factor
1.00
Profitable half-years
0 of 8
Deepest fall
4.9%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Volatility breakout from the day's open

Turned downVolatility · tested again
Score after costs
0.58
Before costs
0.80
Costs doubled
0.36
Trades
304
Won
47%
Profit factor
1.20
Profitable half-years
3 of 8
Deepest fall
15.1%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Asian range breakout with a trend filter

Turned downSession · tested again
Score after costs
0.96
Before costs
1.14
Costs doubled
0.77
Trades
211
Won
57%
Profit factor
1.39
Profitable half-years
3 of 8
Deepest fall
6.0%

Failed: score below the pass mark, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

New York opening-range breakout

Turned downSession · tested again
Score after costs
1.01
Before costs
1.38
Costs doubled
0.63
Trades
448
Won
40%
Profit factor
1.29
Profitable half-years
5 of 8
Deepest fall
4.4%

Failed: cannot be told apart from luck.

Morning direction, large moves only

Turned downSession
Score after costs
0.73
Before costs
1.07
Costs doubled
0.39
Trades
423
Won
52%
Profit factor
1.20
Profitable half-years
6 of 8
Deepest fall
12.5%

Failed: score below the pass mark, fails when costs are doubled, cannot be told apart from luck.

Many weak signals in one model

Turned downEnsemble
Score after costs
−0.32
Before costs
0.01
Costs doubled
−0.65
Trades
253
Won
44%
Profit factor
0.89
Profitable half-years
1 of 8
Deepest fall
12.6%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Gold against its dollar and real-yield value

Turned downRelative value
Score after costs
−0.31
Before costs
−0.20
Costs doubled
−0.42
Trades
60
Won
48%
Profit factor
0.81
Profitable half-years
1 of 8
Deepest fall
15.1%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Morning direction held to the New York close

Turned downSession
Score after costs
0.74
Before costs
1.20
Costs doubled
0.28
Trades
775
Won
50%
Profit factor
1.15
Profitable half-years
6 of 8
Deepest fall
11.1%

Failed: score below the pass mark, fails when costs are doubled, cannot be told apart from luck.

Narrowest day of seven, then the break

Turned downVolatility
Score after costs
−0.63
Before costs
−0.56
Costs doubled
−0.69
Trades
20
Won
15%
Profit factor
0.47
Profitable half-years
0 of 8
Deepest fall
2.8%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Breakout after an inside day

Turned downVolatility
Score after costs
0.73
Before costs
0.90
Costs doubled
0.56
Trades
163
Won
41%
Profit factor
1.33
Profitable half-years
3 of 8
Deepest fall
6.0%

Failed: too few trades to judge, score below the pass mark, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

7 October 2026

Break of yesterday's high, second version

Turned downTrend
Score after costs
0.71
Before costs
1.14
Costs doubled
0.28
Trades
479
Won
41%
Profit factor
1.19
Profitable half-years
4 of 8
Deepest fall
8.7%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Range expansion from the open

Turned downVolatility
Score after costs
0.45
Before costs
0.69
Costs doubled
0.20
Trades
357
Won
46%
Profit factor
1.13
Profitable half-years
3 of 8
Deepest fall
12.4%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Volatility breakout from the day's open

Turned downVolatility
Score after costs
0.52
Before costs
0.77
Costs doubled
0.27
Trades
366
Won
46%
Profit factor
1.16
Profitable half-years
3 of 8
Deepest fall
17.1%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Two-day channel breakout

Turned downTrend

No setting earned in any training stretch, so it was never switched on in the test.

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Break of yesterday's high in an uptrend

Turned downTrend
Score after costs
0.01
Before costs
0.24
Costs doubled
−0.21
Trades
150
Won
25%
Profit factor
1.01
Profitable half-years
1 of 8
Deepest fall
6.3%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

New York opening-range breakout

Turned downSession
Score after costs
0.99
Before costs
1.35
Costs doubled
0.62
Trades
448
Won
42%
Profit factor
1.29
Profitable half-years
5 of 8
Deepest fall
3.8%

Failed: score below the pass mark, cannot be told apart from luck.

Asian range breakout with a trend filter

Turned downSession
Score after costs
1.09
Before costs
1.30
Costs doubled
0.88
Trades
275
Won
57%
Profit factor
1.40
Profitable half-years
4 of 8
Deepest fall
6.1%

Failed: too few profitable half-years, timing no better than chance, cannot be told apart from luck.

Moving-average pullback with a VWAP filter

Turned downTrend pullback
Score after costs
0.29
Before costs
0.72
Costs doubled
−0.13
Trades
477
Won
55%
Profit factor
1.09
Profitable half-years
1 of 8
Deepest fall
6.2%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Daily momentum

Turned downTrend
Score after costs
0.73
Before costs
0.99
Costs doubled
0.46
Trades
46
Won
30%
Profit factor
2.20
Profitable half-years
4 of 8
Deepest fall
15.1%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Fading the edges of a quiet range

Turned downMean reversion
Score after costs
−0.87
Before costs
−0.60
Costs doubled
−1.13
Trades
244
Won
59%
Profit factor
0.75
Profitable half-years
0 of 8
Deepest fall
24.0%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Breakout after a quiet squeeze

Turned downVolatility
Score after costs
−0.10
Before costs
0.06
Costs doubled
−0.25
Trades
206
Won
47%
Profit factor
0.96
Profitable half-years
5 of 8
Deepest fall
14.2%

Failed: score below the pass mark, fails when costs are doubled, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Fading yesterday's high and low

Turned downStop hunt

No setting earned in any training stretch, so it was never switched on in the test.

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Reversal after the afternoon gold fix

Turned downFixing
Score after costs
−0.95
Before costs
−0.73
Costs doubled
−1.16
Trades
160
Won
48%
Profit factor
0.64
Profitable half-years
0 of 8
Deepest fall
8.9%

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Fading sharp 15-minute moves

Turned downMean reversion
Score after costs
−0.42
Before costs
0.01
Costs doubled
−0.85
Trades
448
Won
51%
Profit factor
0.90
Profitable half-years
1 of 8
Deepest fall
10.8%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Momentum after 08:30 New York news

Turned downNews
Score after costs
−0.14
Before costs
0.01
Costs doubled
−0.30
Trades
254
Won
47%
Profit factor
0.95
Profitable half-years
4 of 8
Deepest fall
12.6%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

London direction carried into New York

Turned downSession
Score after costs
−0.42
Before costs
−0.18
Costs doubled
−0.66
Trades
601
Won
48%
Profit factor
0.91
Profitable half-years
1 of 8
Deepest fall
29.0%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Time-of-day pattern

Turned downCalendar
Score after costs
0.36
Before costs
0.73
Costs doubled
−0.00
Trades
905
Won
51%
Profit factor
1.07
Profitable half-years
3 of 8
Deepest fall
19.3%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Pullback in a four-hour trend

Turned downTrend pullback
Score after costs
0.32
Before costs
0.65
Costs doubled
−0.01
Trades
544
Won
66%
Profit factor
1.09
Profitable half-years
6 of 8
Deepest fall
9.5%

Failed: score below the pass mark, fails when costs are doubled, timing no better than chance, cannot be told apart from luck, works for one setting only.

Hourly channel breakout

Turned downTrend
Score after costs
−0.03
Before costs
0.20
Costs doubled
−0.26
Trades
232
Won
40%
Profit factor
0.99
Profitable half-years
3 of 8
Deepest fall
21.8%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

New York metals-open breakout

Turned downSession
Score after costs
−0.13
Before costs
0.33
Costs doubled
−0.59
Trades
763
Won
42%
Profit factor
0.98
Profitable half-years
3 of 8
Deepest fall
12.7%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.

Asian session mean reversion

Turned downMean reversion

No setting earned in any training stretch, so it was never switched on in the test.

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Asian session sweep and reversal

Turned downStop hunt

No setting earned in any training stretch, so it was never switched on in the test.

Failed: too few trades to judge, score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck, works for one setting only.

Asian range breakout

Turned downSession
Score after costs
0.09
Before costs
0.30
Costs doubled
−0.13
Trades
525
Won
42%
Profit factor
1.02
Profitable half-years
4 of 8
Deepest fall
8.7%

Failed: score below the pass mark, fails when costs are doubled, too few profitable half-years, one period carries the result, timing no better than chance, cannot be told apart from luck.