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 againNo 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 downTrendNo 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 huntNo 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 reversionNo 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 huntNo 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.