Best Avg P&L/Day
$234/day
NQ Micro-Displacement Burst — Apex-EOD 20/60 (5 NQ)
Best 20-Day Pass Rate
100%
funded account eval
Strategies Tested
291
0 in research
Target
$300/day
1-week eval pass
None yet.
| Strategy | Score | Curve | Instrument | T/Day | Win Rateper trade | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | Max DD | Avg Green | Avg Red | Prop Score$150K lifecycle | IS / OOSPropScore split | DSRN=10k | $/Evalcash extracted | EA Passmedian cal-days | PA Cashnet cashflow | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | Live | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | NQ ORB Asian-Open Long (session diversifier)Bar Close | 47 | Loading... | NQ | 1.13 | 52.3% | 30.2% | +$38 | — | $658 | $518 | $9,012 | +$693 | -$536 | — | — | — | — | — | — | — | — | — | — | FUTA-911 loop-3 SESSION-SPECIFIC Asian-open ORB long leg (CEO-approved via the loop-3 request_confirmation, FUTA-915). Same NQORB15MinADX class as the RTH cap75 leg, but the geometry is re-optimized for the thinner 19:00 ET Tokyo open instead of inheriting RTH params: 30-min OR (19:00–19:30), entries 19:30–23:45 ET, LONG-only, 60-pt stop cap, 1.0R target. Canonical databento replay 2024-01-01→2026-06-29, 1 NQ, NQ slippage 0.50/0.25: 727 trades, +$27,632 net, 52.3% WR, positive in BOTH halves (IS +$10,249 / OOS +$17,383, split 2025-07-01), maxDD −$9,012, ~1.15 t/day. Survives a 2× off-hours-slippage stress (NQ 1.00/0.50): +$18,012, still IS+OOS positive — a conservative bound for thin overnight fills, not the canonical number. WHY VIABLE DESPITE A BELOW-GATE STANDALONE SCORE: standalone OOS PropScore is 18.7 (50K tier) / 0.0 (150K tier) — under the FUTA-468 ≥20 gate, same profile as its cap75 sibling. The leg is wired for its DIVERSIFICATION value, not standalone edge: daily-PnL correlation with the RTH nq_orb_15min_adx_cap75 is ρ=0.031 (near-orthogonal — different session, same instrument, one contract runs both since the windows never overlap intraday). Combined RTH+Asian: Sharpe 1.31→1.63 (+24%), curve R² 0.9625→0.9734 (smoother), Calmar +22%, net +$34.5k. SIM-WATCH: the Asian edge skews to the recent (OOS) half — confirm the live signal path before any funding. PROMOTION GATE: the displayed/funded combined curve must be a single 2-leg combine_with_daily_stop replay (canonical DLL, FUTA-461), not a post-hoc daily sum. See reports/futa911/FINDINGS_LOOP3.md and reports/futa914/DELIVERY.md. | BacktestSIM active |
| ▶ | NQ Green90 Adaptive (base overlay — no C8)Bar Close | 51 | Loading... | NQ | 0.64 | 73.8% | 47.5% | +$29 | — | $249 | $400 | $3,519 | +$229 | -$470 | — | — | — | — | — | — | — | — | — | — | CONFIG HISTORY (FUTA-950): this key ran the C8 smoothing overlay from FUTA-941 (~2026-06-30) until the 2026-07-02 FUTA-950 cutover, when the board directed that the key must encode its nightly config: nq_green90_adaptive now binds to the BASE plan variant (its original pre-FUTA-941 meaning — legacy FUTA-926 overlay, base gate universe, dd_penalty 0.5) and the C8 config continues as nq_green90_c8_adaptive. SIM/live rows for this key generated between FUTA-941 and the cutover were produced under C8 — the SIM history straddles the config change; this note is the record. FUTA-926/927/928 nightly-adaptive NQ morning strategy: each night green90/nightly.py re-fits a rolling-15-day 72-combo DecisionTree selection over 4 candidate entry streams, exports the winning tree as pure JSON threshold rules, freezes the overlay gate from the prior 30 baseline candidate trades (this key: base gates, dd_penalty 0.5 → plan_base_<day>.json, variant id "base"), and pushes the plan to adaptive_plan_snapshots (FUTA-930). The sidecar class evaluates live 1m features against the frozen plan: first tree-qualified candidate is the day's ONE baseline trade; the overlay gate keeps or drops it (a dropped trade still consumes the day slot). No plan row → the day abstains. Headline numbers above are the CANONICAL slippage+commission ledger (futa929 generator, 2024-01-01→2026-07-01): 420 trades, net +$19,120, 73.8% WR, maxDD −$3,519, worst day −$624 (C8 sibling: 407 trades, +$20,147, maxDD −$2,976 — FUTA-948; base-ledger Apex board pick was $2,468/mo vs C8-native $1,521/mo, FUTA-947). Legacy replay pinned 417/417 against the FUTA-927-verified research ledger (replay_verify stage B + futa929 cross_check). Config selection is in-sample (FUTA-584 pattern) — FUTA-899 gate applies before any funding. | BacktestSIM active |
| ▶ | NQ Green90 Adaptive ×2 (2 NQ contracts)Bar Close | 51 | Loading... | NQ | 0.64 | 73.8% | 47.5% | +$58 | — | $498 | $800 | $7,038 | +$458 | -$940 | — | — | — | — | — | — | — | — | — | — | FUTA-928 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen plan as nq_green90_adaptive, sized at 2 NQ contracts. Entry/exit DECISIONS are bit-for-bit identical to the 1× base (contracts only multiplies size/PnL, via the tagged sig["contracts"] which both the live path and _replay_signals honor). All $-figures above are the CANONICAL base-variant slippage+commission ledger ×2 (net +$38,240; maxDD −$7,038). FUTA-950: this key follows nq_green90_adaptive and is BASE-scaled; it ran C8-scaled from FUTA-941 until the 2026-07-02 cutover. See nq_green90_adaptive for full provenance (FUTA-926/927 exact 417/417 reproduction, in-sample config → FUTA-899 gate before funding, canonical slippage BT = FUTA-929). Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 Adaptive ×3 (3 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.64 | 73.8% | 47.5% | +$87 | — | $747 | $1200 | $10,557 | +$687 | -$1,410 | — | — | — | — | — | — | — | — | — | — | FUTA-928 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen plan as nq_green90_adaptive, sized at 3 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× base. All $-figures above are the CANONICAL base-variant slippage+commission ledger ×3 (net +$57,360; maxDD −$10,557). FUTA-950: this key follows nq_green90_adaptive and is BASE-scaled; it ran C8-scaled from FUTA-941 until the 2026-07-02 cutover. See nq_green90_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 Adaptive ×4 (4 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.64 | 73.8% | 47.5% | +$116 | — | $996 | $1600 | $14,076 | +$916 | -$1,880 | — | — | — | — | — | — | — | — | — | — | FUTA-928 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen plan as nq_green90_adaptive, sized at 4 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× base. All $-figures above are the CANONICAL base-variant slippage+commission ledger ×4 (net +$76,480; maxDD −$14,076). FUTA-950: this key follows nq_green90_adaptive and is BASE-scaled; it ran C8-scaled from FUTA-941 until the 2026-07-02 cutover. See nq_green90_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 Adaptive ×5 (5 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.64 | 73.8% | 47.5% | +$145 | — | $1245 | $2000 | $17,595 | +$1,145 | -$2,350 | — | — | — | — | — | — | — | — | — | — | FUTA-928 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen plan as nq_green90_adaptive, sized at 5 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× base. All $-figures above are the CANONICAL base-variant slippage+commission ledger ×5 (net +$95,600; maxDD −$17,595). FUTA-950: this key follows nq_green90_adaptive and is BASE-scaled; it ran C8-scaled from FUTA-941 until the 2026-07-02 cutover. See nq_green90_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 C8 Adaptive (regime smoothing)Bar Close | 51 | Loading... | NQ | 0.62 | 74.4% | 46.4% | +$31 | — | $244 | $400 | $2,976 | +$229 | -$472 | — | — | — | — | — | — | — | — | — | — | FUTA-950 (board directive from FUTA-948): the C8 smoothing config as its own key — the CONTINUATION of what ran live under nq_green90_adaptive from FUTA-941 (~2026-06-30) until the 2026-07-02 FUTA-950 cutover (the key now encodes the config). SIM history for THIS key starts fresh at the cutover; the pre-cutover C8 SIM rows live under nq_green90_adaptive (see its config-history note). Identical nightly tree/bracket layer to nq_green90_adaptive, but the overlay gate is selected from the C8 extended universe (regime/gap/streak gates) with gate-score dd_penalty 2.0 (FUTA-934, adopted via FUTA-941). green90/nightly.py freezes plan_<day>.json (variant id "c8") alongside the base plan; the sidecar instance runs plan_variant="c8" and only receives that plan. Headline numbers above are the CANONICAL slippage+commission ledger (futa929 generator, 2024-01-01→2026-07-01): 407 trades, net +$20,147, 74.4% WR, maxDD −$2,976, worst day −$624 (base sibling: 420 trades, +$19,120, maxDD −$3,519 — C8 smooths 1× equity but reshapes funded-route economics, FUTA-948; base-ledger Apex board pick was $2,468/mo vs C8-native $1,521/mo, FUTA-947). C8 replay pinned against the FUTA-934 audit (futa929 cross_check_c8, through 2026-06-29). Config selection is in-sample (FUTA-584 pattern; C8 layer selected on IS, held OOS) — FUTA-899 gate applies before any funding. | BacktestSIM active |
| ▶ | NQ Green90 C8 Adaptive ×2 (2 NQ contracts)Bar Close | 51 | Loading... | NQ | 0.62 | 74.4% | 46.4% | +$62 | — | $488 | $800 | $5,952 | +$458 | -$944 | — | — | — | — | — | — | — | — | — | — | FUTA-1013 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen C8 plan as nq_green90_c8_adaptive, sized at 2 NQ contracts. Entry/exit DECISIONS are bit-for-bit identical to the 1× C8 (contracts only multiplies size/PnL, via the tagged sig["contracts"] which both the live path and _replay_signals honor). All $-figures above are the CANONICAL C8-variant slippage+commission ledger ×2 (net +$40,294; maxDD −$5,952; worst day −$1,248). See nq_green90_c8_adaptive for full provenance (FUTA-934/941 C8 overlay, futa929 canonical BT, FUTA-899 gate before funding). Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 C8 Adaptive ×3 (3 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.62 | 74.4% | 46.4% | +$93 | — | $732 | $1200 | $8,928 | +$687 | -$1,416 | — | — | — | — | — | — | — | — | — | — | FUTA-1013 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen C8 plan as nq_green90_c8_adaptive, sized at 3 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× C8. All $-figures above are the CANONICAL C8-variant slippage+commission ledger ×3 (net +$60,441; maxDD −$8,928; worst day −$1,872). See nq_green90_c8_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 C8 Adaptive ×4 (4 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.62 | 74.4% | 46.4% | +$124 | — | $976 | $1600 | $11,904 | +$916 | -$1,888 | — | — | — | — | — | — | — | — | — | — | FUTA-1013 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen C8 plan as nq_green90_c8_adaptive, sized at 4 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× C8. All $-figures above are the CANONICAL C8-variant slippage+commission ledger ×4 (net +$80,588; maxDD −$11,904; worst day −$2,496). See nq_green90_c8_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | NQ Green90 C8 Adaptive ×5 (5 NQ contracts)Bar Close | 52 | Loading... | NQ | 0.62 | 74.4% | 46.4% | +$155 | — | $1220 | $2000 | $14,880 | +$1,145 | -$2,360 | — | — | — | — | — | — | — | — | — | — | FUTA-1013 contract-scaling variant: SAME NQGreen90Adaptive class and SAME frozen C8 plan as nq_green90_c8_adaptive, sized at 5 NQ contracts. Entry/exit DECISIONS bit-for-bit identical to the 1× C8. All $-figures above are the CANONICAL C8-variant slippage+commission ledger ×5 (net +$100,735; maxDD −$14,880; worst day −$3,120). See nq_green90_c8_adaptive for full provenance. Rate metrics (win %, trades/day) are size-invariant. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX — aggressive 50K (cap70 + 20pt profit-lock)Bar Close | 49 | Loading... | MNQ | 1.32 | 46.7% | 61.1% | +$17 | +$63 | $183 | $217 | $2,187 | +$150 | -$191 | — | — | — | — | — | — | — | — | — | — | FUTA-918 (FUTA-911 loop-4) — aggressive Apex-50K (−$2,500 trailing) sibling of mnq_orb_15min_adx_cap75. Two levers tightened vs cap75: (1) a tighter 70-pt stop cap, and (2) a NEW 20-pt points-based DAILY PROFIT-LOCK — once the day's realized points reach +20, further entries are blocked for the session (a single green first trade ends the day; causal, past closed trades only). No daily-loss-limit: the cap70 + profit-lock together hold the cumulative drawdown inside the −$2,500 Apex trailing threshold. Canonical MNQ_1m.parquet replay 2024-01-01→2026-06-29, 1 MNQ, MNQ slippage 0.50/0.25 (this is the source of truth, NOT post-hoc-scaled NQ — the scaled-NQ net was ~9% commission-optimistic): 838 trades, +$10,657 net, 46.7% WR, $63 median active-day, 1.32 t/day, worst day −$288, worst trade −$217, Sharpe 1.49, curve R² 0.939, 21/30 months profitable. Positive in BOTH halves (IS +$7,250 / OOS +$3,407, split 2025-07-01). Cumulative max-DD −$2,187 (canonical smoothness-series −$2,155) — inside Apex-50K −$2,500 but OVER a strict −$2,000 tier; do NOT promote for a strict −$2k account (user accepted the Apex framing). OOS PropScore at the 50K tier is 0.0 (a 1× MNQ scalp is undersized for the payout model). Viability rests on the positive canonical backtest in both halves (FUTA-899 promotion gate met), NOT on SIM P&L. CEO promotes after SIM forward-test. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX — aggressive 50K EA ×3 (cap70 + 20pt profit-lock)Bar Close | 50 | Loading... | MNQ | 1.32 | 46.7% | 61.1% | +$50 | +$188 | $549 | $651 | $6,561 | +$449 | -$573 | — | — | — | — | — | — | — | 30.6% | — | — | FUTA-920 (FUTA-911 cashflow analysis, board-directed) — 3× MNQ AGGRESSIVE EVALUATION (EA) sibling of mnq_orb_50k_aggressive (the 1× MNQ funded/PA sibling, uuid 83f68549). IDENTICAL signal stream (cap70 + 20pt points-based daily profit-lock); the only change is 3 contracts. Rationale: an EA account resets cheaply (~$100 on Apex), so the board optimizes for FASTEST +$3k pass, not min-drawdown — the −$2k trailing maxDD is intentionally breached. Canonical MNQ_1m.parquet replay 2024-01-01→2026-06-29, 3 MNQ, MNQ slippage 0.50/0.25 (source of truth, NOT post-hoc-scaled NQ): 838 trades, +$31,972 net, 46.7% WR, $188 median active-day, 1.32 t/day, worst day −$864 (inside the −$1,000 daily circuit breaker ✓), worst trade −$651, Sharpe 1.49, 21/30 months profitable. Positive in BOTH halves (IS +$21,750 / OOS +$10,222, split 2025-07-01) — FUTA-899 promotion gate met. Cumulative max-DD −$6,561 (≈3× the 1× sibling's −$2,187) — FAR over −$2k by design (EA, not PA). Firm-models EA first-passage (Apex-50k, +$3k before −$2k, every-start): 3 MNQ is the ONLY sizing that clears within Apex's 30-cal-day window (pass 30.6% vs 7.6%/0.0% for 2×/1×); pure first-passage (no timeout) pass 53.2% > fail 44.9%, median 28 cal-days to pass (vs 64/156 for 2×/1×). Higher fail rate is the intended EA speed/risk trade-off — at ~$100/reset, a 53/45 pass/fail clearing +$3k is strongly +EV. oosPropScore 6.9 = OOS EA score at the 50K tier (the product tier; this is an EA-mode strategy — do NOT promote for a PA/funded −$2k account, use the 1× mnq_orb_50k_aggressive sibling for that). CEO promotes after SIM forward-test. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX 75-cap — vol-targeted sizingBar Close | 51 | Loading... | MNQ | 1.56 | 46.4% | 60.3% | +$171 | +$473 | $1980 | $2310 | $17,788 | +$1,493 | -$1,829 | — | — | — | — | — | — | — | — | — | — | FUTA-916 — daily VOLATILITY-TARGETED MNQ sizing sibling of nq_orb_15min_adx_cap75 (approved via FUTA-911 loop-2, reports/futa911/FINDINGS_LOOP2.md lever B). The SIGNAL is byte-identical to the cap75/rr1.5 ORB — no trade is added or removed; only the daily size changes — so this layer cannot overfit WHICH trades fire. Each day's integer-MNQ count = clip(round(10 × clamp(target_atr/atr40, 0.67, 1.5)), 1, ∞) on a base of 10 micros (1 NQ = 10 MNQ), trading 7–15 MNQ. atr40 = trailing, CAUSAL (shift-1) 40-session ATR of the NQ RTH daily bar; target_atr=309.225 is the IS-half (≤2025-06-30) median of that ATR40 (no OOS look-ahead). ATR is exogenous to the strategy's own PnL (no circularity). Canonical databento run (run_databento_backtest.py, the displayed equity curve) 2024-01-01→2026-06-29, MNQ slippage 0.50/0.25, REAL MNQ commission $1.24/side: 990 trades, +$108,112 net, 46.4% WR, 1.56 t/day, Sharpe 1.37, curve R² 0.957, Calmar 6.08, maxDD −$17,788; positive in BOTH halves (IS +$65,791 / OOS +$42,321, split 2025-07-01). The sizing layer is verified faithful (scripts/futa916_verify_live_sizing.py): the live class reproduces the FUTA-911 research micros series day-for-day, and the only divergence from voltarget_sizing.csv is the realistic-commission term, which reconciles to $0.00. On the research-replay engine the same config beats a flat-10-MNQ control on Sharpe (1.29 vs 1.12), Calmar and maxDD across BOTH IS+OOS halves — the vol-target smoothing is real, not a sizing artifact. oosPropScore 62.1 is the 50K ApexEOD tier (the product tier; OOS PropScore 50k/150k = 62.1 / 18.0 — the low 150k figure is an undersizing artifact, this is a 7–15 MNQ strategy far below 150k sizing; scored on the dense full-calendar series, not active-day-only). RISK NOTE: unlike the −$700/−$1,000 DLL cap siblings, this variant carries NO daily-loss-limit (research-faithful); the worst single trade is −$2,310 and the worst DAY is −$4,619 (a no-DLL multi-trade day) — both above a 50K Apex −$2k trailing — so SIM must confirm Apex survival before any funded use (the PropScore lifecycle sim already prices the tier's −$1k daily cap). Wired viable per the FUTA-911 board approval, leaving the 1-NQ nq_orb_15min_adx_cap75 control and the FUTA-915 Asian leg untouched. CEO owns the promote/reject after SIM review. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — MFF 14/70Bar Close | 45 | Loading... | NQ | 3.19 | 18.8% | 44.5% | +$27 | $-139 | $1168 | $304 | $21,231 | +$1,271 | -$970 | — | — | — | — | — | — | — | — | — | — | FUTA-990 — port of the owner's fairprice_strategy micro_disp, MFF-slot bracket per that repo's docs/PARAMS.md @ c519e52 (14/70 5R replaced the original 16/80 after their fine TP/SL sweep: 16/80 was deep-2018-22-fragile −$20.9k at funded sizing). Signal parity vs the reference engine confirmed (scripts/futa990_parity_reference.py). Canonical databento run (1 NQ, slippage 0.50/0.25, $9 comm) 2024-01-02→2026-07-02: +$17,026 net, 2,031 trades, 3.19 t/day, maxDD −$21,231. CAVEATS: (1) OOS (split 2025-07-01) is −$7,441 raw, oosPropScore 1.2, deep-2018-23 raw −$26,729 — FAILS the FUTA-468 gate; wired viable for SIM signal-path observation per the owner's request, NOT a funding candidate (FUTA-899). (2) SIZING-DEPENDENT ECONOMICS: the fairprice book validated 14/70 at FUNDED 3-CONTRACT sizing where the ±$1,000 cash caps bind after ~1-2 losses and truncate the loss tail — at our 1-ct canonical basis the caps admit 4 losses/day and 14/70 raw is WEAKER than 16/80 (+$15.6k vs +$39.7k on the study engine). The bracket+caps+contracts is a package; users selecting this in NT/TV must size per the book (MFF eval 4ct / funded 3ct). Apex-EOD sibling (20/60, 15:30 window): nq_micro_disp_burst_apex — the stronger 1-ct cell. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — Apex-EOD 20/60Bar Close | 47 | Loading... | NQ | 2.81 | 28.5% | 51.9% | +$86 | +$333 | $1200 | $424 | $17,148 | +$1,215 | -$1,129 | — | — | — | — | — | — | — | — | — | — | FUTA-990 — Apex-EOD-slot sibling of nq_micro_disp_burst, bracket + window per the fairprice repo's docs/PARAMS.md @ c519e52 (20/60 3R + 15:30 entry-window extension, both individually deep-gauntlet-validated there; their 15:30 × max-8/day COMBO fails deep, so max stays 6). THE STRONGER 1-CT CELL of the two variants: canonical databento run (1 NQ, slippage 0.50/0.25, $9 comm) 2024-01-02→2026-07-02: +$54,807 net, 1,792 trades, 2.81 t/day, 28.5% WR, maxDD −$17,148, Sharpe 2.60, and — unlike every other micro_disp cell — OOS-POSITIVE raw (+$7,892 since 2025-07-01) and deep-2018-23-positive raw (+$14,751, study engine). Still FAILS the FUTA-468 bar (oosPropScore 6.8 vs >20): the ~19-28% WR lottery tail profile caps the 50k lifecycle score. Wired viable for SIM signal-path observation per the owner's FUTA-990 directive (MFF variant = class defaults, this = user-selectable secondary); NOT a funding candidate (FUTA-899). Book sizing: Apex 50K EOD plan, eval 2ct / funded 1ct. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — MFF 14/70 (2 NQ)Bar Close | 44 | Loading... | NQ | 1.74 | 19.8% | 35.3% | +$98 | $-1216 | $1757 | $608 | $21,004 | +$2,490 | -$1,204 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 2-NQ variant of nq_micro_disp_burst. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 2ct): net +$62,534, OOS (≥2025-07-01) +$19,260, oosPropScore 8.6 (50k DLL walk). CAVEATS: identical trade stream to 3x (caps bind after 2 losses at 2-3 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 35.3%, median day $-1,216) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — MFF 14/70 (3 NQ)Bar Close | 45 | Loading... | NQ | 1.74 | 19.8% | 35.3% | +$147 | $-1824 | $2635 | $912 | $31,506 | +$3,735 | -$1,806 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 3-NQ variant of nq_micro_disp_burst. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 3ct): net +$93,801, OOS (≥2025-07-01) +$28,890, oosPropScore 37.6 (50k DLL walk). CAVEATS: identical trade stream to 2x (caps bind after 2 losses at 2-3 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 35.3%, median day $-1,824) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — MFF 14/70 (4 NQ)Bar Close | 43 | Loading... | NQ | 0.97 | 20.2% | 20.2% | +$139 | $-1216 | $2672 | $1216 | $37,456 | +$5,524 | -$1,216 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 4-NQ variant of nq_micro_disp_burst. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 4ct): net +$88,580, OOS (≥2025-07-01) +$58,744, oosPropScore 9.4 (50k DLL walk). CAVEATS: identical trade stream to 5x (one loss ends the day at 4-5 NQ) — PS deltas within the group are DLL-walk nonlinearity, not edge. Larger sizes reduce to a first-outcome-of-day lottery (win days 20.2%, median day $-1,216) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — MFF 14/70 (5 NQ)Bar Close | 43 | Loading... | NQ | 0.97 | 20.2% | 20.2% | +$174 | $-1520 | $3340 | $1520 | $46,820 | +$6,905 | -$1,520 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 5-NQ variant of nq_micro_disp_burst. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 5ct): net +$110,725, OOS (≥2025-07-01) +$73,430, oosPropScore 22.8 (50k DLL walk). CAVEATS: identical trade stream to 4x (one loss ends the day at 4-5 NQ) — PS deltas within the group are DLL-walk nonlinearity, not edge. Larger sizes reduce to a first-outcome-of-day lottery (win days 20.2%, median day $-1,520) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — Apex-EOD 20/60 (2 NQ)Bar Close | 46 | Loading... | NQ | 1.65 | 28.3% | 47.7% | +$94 | $-848 | $1853 | $848 | $27,416 | +$2,031 | -$1,672 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 2-NQ variant of nq_micro_disp_burst_apex. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 2ct): net +$59,478, OOS (≥2025-07-01) +$17,038, oosPropScore 32.5 (50k DLL walk). CAVEATS: own stream (caps bind after 1 win or 2 losses at 2 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 47.7%, median day $-848) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — Apex-EOD 20/60 (3 NQ)Bar Close | 45 | Loading... | NQ | 0.97 | 29.5% | 29.5% | +$140 | $-1272 | $2166 | $1272 | $22,716 | +$3,525 | -$1,272 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 3-NQ variant of nq_micro_disp_burst_apex. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 3ct): net +$89,220, OOS (≥2025-07-01) +$43,383, oosPropScore 17.2 (50k DLL walk). CAVEATS: identical trade stream to apex 4x/5x (one loss ends the day at 3-5 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 29.5%, median day $-1,272) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — Apex-EOD 20/60 (4 NQ)Bar Close | 45 | Loading... | NQ | 0.97 | 29.5% | 29.5% | +$187 | $-1696 | $2888 | $1696 | $30,288 | +$4,700 | -$1,696 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 4-NQ variant of nq_micro_disp_burst_apex. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 4ct): net +$118,960, OOS (≥2025-07-01) +$57,844, oosPropScore 29.2 (50k DLL walk). CAVEATS: identical trade stream to apex 3x/5x (one loss ends the day at 3-5 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 29.5%, median day $-1,696) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ Micro-Displacement Burst — Apex-EOD 20/60 (5 NQ)Bar Close | 46 | Loading... | NQ | 0.97 | 29.5% | 29.5% | +$234 | $-2120 | $3610 | $2120 | $37,860 | +$5,875 | -$2,120 | — | — | — | — | — | — | — | — | — | — | FUTA-990 sizing ladder (owner directive 2026-07-04): 5-NQ variant of nq_micro_disp_burst_apex. Canonical run 2024-01-02→2026-07-03 (NQ slippage 0.50/0.25 × 5ct): net +$148,700, OOS (≥2025-07-01) +$72,305, oosPropScore 39.6 (50k DLL walk). CAVEATS: identical trade stream to apex 3x/4x (one loss ends the day at 3-5 NQ). Larger sizes reduce to a first-outcome-of-day lottery (win days 29.5%, median day $-2,120) — the oosPropScore is NOT a FUTA-468 selection-gate pass; funded-tier fit must come from the FUTA-951 per-firm cashflow model at the book's eval/funded sizing. SIM observation only. | BacktestSIM active |
| ▶ | NQ MicroDisp Open 2R — session-gated EMA9 + breakevenBar Close | 52 | Loading... | NQ | 0.98 | 63.2% | 61.6% | +$71 | +$76 | $669 | $624 | $7,332 | +$477 | -$621 | — | — | — | — | — | — | — | — | — | — | FUTA-1121 — session-gated static 2R winner from the external backtester's MicroDisp time-of-day study (analysis/micro_disp_apex_eod_50k_rolling15_20260712/confluence_followup_20260713/all_day_session_model_20260714). Static 30/60 beat rolling 20/40/60-session adaptive exits chronologically; ONLY the cash-open regime passed regime selection — all other sessions are disabled (do NOT extend the window without separate OOS validation). Canonical databento run (1 NQ, slippage 0.50/0.25, $9 comm) 2024-01-02→2026-07-14: +$45,502 net, 627 trades (reference ledger: 625 trades / +$47.9k stressed — first-trade and count parity confirmed), 63.2% WR, 61.6% green days, 60.2% green weeks, maxDD −$7,332. IS +$33.3k / OOS +$12.2k — positive both sides but oosPropScore 2.2 fails the FUTA-468 funding bar (~1 t/day caps lifecycle score). Viable for SIM signal-path observation; NOT a funding candidate (FUTA-899). | BacktestSIM active |
| ▶ | NQ MicroDisp+ R3 Live Control — EMA20 3R + breakevenBar Close | 45 | Loading... | NQ | 3.11 | 22.5% | 38.9% | +$61 | $-218 | $1039 | $424 | $21,006 | +$1,151 | -$674 | — | — | — | — | — | — | — | — | — | — | FUTA-1121 — port of the canonical MicroDisp+ R3 static TradingView live control (platform_scripts/pine v2.1.1, EMA20 production/reference path; the Pine adaptive EMA selector stays shadow-only and is NOT ported). Do not confuse with nq_micro_disp_open_2r (EMA9 30/60 session pilot). Canonical databento run (1 NQ, slippage 0.50/0.25, $9 comm) 2024-01-02→2026-07-14: +$38,987 net, 2,002 trades, 22.5% WR (3R+BE lottery profile), maxDD −$21,006. REGIME-SKEWED: IS +$6.3k / OOS +$32.7k — most of the edge is post-2025-07; oosPropScore 7.0 fails the FUTA-468 funding bar. Viable for SIM signal-path observation as the TradingView benchmark twin; NOT a funding candidate (FUTA-899). | BacktestSIM active |
| ▶ | NQ Key-Level Breakout R6Bar Close | 39 | Loading... | NQ | 0.40 | 41.8% | 41.8% | +$58 | $-824 | $1149 | $824 | $9,144 | +$1,471 | -$809 | — | — | — | — | — | — | — | — | — | — | FUTA-992 — port of leg R6 of the owner's backtester salvage book (analysis/nq_100pts_funded_salvage_20260702 LIVE_BOOK.md; 1-sec fill replay PASS, $0.00 delta). Reference-engine gate on the quant-edge window/split (scripts/futa992_reference_window_check.py): IS +$22,978 PF 1.34 / OOS +$15,823 PF 1.35 — the only leg whose PF holds OOS. Canonical databento run (NQ slippage 0.50/0.25, $9 RT) 2024-01-11→2026-07-02: +$36,306 net, 251 trades, WR 41.8%, maxDD −$9,144. IS/OOS split 2025-07-01: IS +$21,088 (PropScore 15.8) / OOS +$15,218 (PropScore 22.5) — PASSES the FUTA-468 viability gate (OOS PropScore>20 + positive OOS). Trade-count parity vs reference 251 vs 246. Low frequency (0.4 t/day) is the main PropScore drag. Fills are signal-bar close (reference: next-bar open); ADX is zero until the 30th RTH bar so entries effectively start ~10:00 ET. | BacktestSIM active |
| ▶ | NQ VWAP Pullback Trend R9Bar Close | 46 | Loading... | NQ | 0.92 | 36.0% | 36.0% | +$108 | $-824 | $1220 | $806 | $14,919 | +$1,760 | -$806 | — | — | — | — | — | — | — | — | — | — | FUTA-1128 — rebound to the FUTA-1127 zero-delta canonical class NQVWAPPullbackTrend (supersedes the FUTA-992 NQVwapPullbackTrendR9 binding, whose only semantic divergence was a 15:55 session-end flat vs the canonical 15:59 force flat). The FUTA-1127 reconstruction matched the saved external-study ledger exactly (576/576 trades 2024-01-01→2026-06-15, WR 36.3%, PF 1.260, +$75,971 at 1-tick friction; 2,001/2,001 on 2018–2026, +$206,146). Sidecar-class signal parity vs that ledger: 571/571 exact (scripts/futa1128_signal_parity.py; 5 Jan-2024 trades blocked by ATR warmup on our parquet). Canonical databento run (NQ slippage 0.50/0.25, $9 RT, no DLL) 2024-01-09→2026-07-14: +$69,309 net, 589 trades, WR 36.0%, maxDD −$14,919. IS/OOS split 2025-07-01: IS +$62,905 / OOS +$6,404 (150k OOS PropScore 10.2). CAVEAT — the edge is IS-concentrated; FAILS the FUTA-468 viability gate (OOS PropScore>20). Wired viable for SIM signal-path observation; NOT a funding candidate under the FUTA-899 gate unless OOS recovers. Fills are signal-bar close (reference: next-bar open +1 tick). | BacktestSIM active |
| ▶ | NQ 3-Min ORB (MTF)Bar Close | 47 | Loading... | NQ | 0.85 | 41.9% | 41.9% | +$121 | $-1024 | $1388 | $1024 | $17,503 | +$1,710 | -$994 | — | — | — | — | — | — | — | — | — | — | FUTA-992 — port of leg MTFORB of the owner's backtester salvage book (analysis/nq_100pts_funded_salvage_20260702 LIVE_BOOK.md; 1-sec fill replay PASS, $0.00 delta on 677 trades). Reference-engine gate on the quant-edge window/split: IS +$53,979 PF 1.29 / OOS +$27,927 PF 1.23 — the strongest OOS dollars of the three FUTA-992 legs. Canonical databento run (NQ slippage 0.50/0.25, $9 RT) 2024-01-09→2026-07-02: +$76,546 net, 546 trades, WR 41.9%, maxDD −$17,503. IS/OOS split 2025-07-01: IS +$54,860 (PropScore 11.3) / OOS +$28,958 (PropScore 7.9, Sharpe 1.42). OOS-positive but below the FUTA-468 PropScore>20 bar — the 50-pt stop ($1,024) exceeds the 50k-tier $1,000 DLL, so any full stop ends the day at the limit, capping the score. Better suited to the 100k+ tiers. Trade-count parity vs reference 546 vs 536. Fills are signal-bar close on the 3m-completing 1m bar (reference: next 1m open). | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX 75-cap — vol-targeted base-2 no-cap PA (Apex-50K)Bar Close | 50 | Loading... | MNQ | 1.56 | 46.4% | 60.4% | +$36 | +$68 | $405 | $254 | $3,598 | +$296 | -$359 | — | — | — | — | — | — | — | — | — | — | FUTA-923 (re-base of FUTA-921, approved via FUTA-911 lifecycle-sizing confirmation) — the voltgt FUNDED (PA) sibling, re-based to the EA×PA lifecycle-sweep optimum (reports/futa911/ea_pa_lifecycle_sweep.csv). Now BASE-2 + NO cap (was base-1 + 20pt profit-lock): vol_target_base_micros 1→2, profit_lock_pts 20→0. The asymmetry — small+capped EA (mnq_orb_50k_voltgt_ea, base-1+cap) to PASS the eval safely, big+uncapped PA to EARN once funded — beat every symmetric combo in the Apex-50k lifecycle MC (no-eval-timeout): EA=base1+cap → PA=base2-nocap gives the best median net cashflow ($853/first payout, $953 med first payout) at the fewest median eval purchases (1). Everything else IDENTICAL to the EA: cap75, rr1.5, ATR40 sizing; vol_target_base_micros=2 → each day's integer-MNQ count = clip(round(2 × clamp(target_atr/atr40, 0.67, 1.5)), 1, ∞), trading 1–3 MNQ (mostly 2). Dropping the profit-lock lets all same-day entries fire (no stop-after-1st-win). atr40 = trailing, CAUSAL (shift-1) 40-session ATR of the NQ RTH daily bar; target_atr=309.225 is the IS-half (≤2025-06-30) median (no OOS look-ahead). Canonical MNQ_1m.parquet replay (run_databento_backtest.py, the displayed equity curve) 2024-01-01→2026-06-30, MNQ slippage 0.50/0.25, real MNQ commission: 992 trades, +$22,650 net, 46.4% WR, 1.56 t/day, $68 median active-day, worst day −$924, worst trade −$462, Sharpe 1.42, 23/30 months profitable. Positive in BOTH halves (IS +$13,327 / OOS +$9,323, split 2025-07-01) — FUTA-899 promotion gate met. ⚠ Cumulative max-DD −$3,598 EXCEEDS the Apex-50K −$2,500 trailing and a strict −$2k tier — the voltgt drawdown is NOT −$2k-safe (the lifecycle MC shows ~71% of runs never reach a first payout / ~50% blow the −$2k account before any payout). This re-size optimizes the first-payout cashflow WITHIN that ceiling; it does NOT make the account −$2k-safe (a genuinely −$2k-safe variant needs a lower-DD signal — separate research). oosPropScore at the 50K tier is 0.0 — a 1–3 MNQ scalp is undersized for the payout model; viability rests on the positive canonical backtest in both halves, NOT on PropScore or SIM P&L. CEO promotes/rejects after SIM forward-test (signal-path sanity). | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX 75-cap — vol-targeted base-4 + $400 DLL EA (Apex-50K)Bar Close | 48 | Loading... | MNQ | 1.26 | 46.3% | 47.2% | +$58 | $-202 | $725 | $532 | $9,690 | +$706 | -$521 | — | — | — | — | — | — | — | 40.2% | — | — | FUTA-924 (approved via FUTA-911 matched-ea-pa confirmation) — the EVALUATION (EA) half of the EA→PA matched pair for Apex-50k, re-pointed from FUTA-923's base-1+profit-lock to the lifecycle-sweep RESET-EFFICIENCY optimum (reports/futa911/ea_daily_cap_compare.csv): vol_target_base_micros 1→4, profit_lock_pts 20→0, and a NEW −$400 daily LOSS cap (daily_loss_cap_usd=400). Rationale: EA accounts reset cheaply ($100/eval), so optimize for FEWEST resets to funded, not min-DD. The aggressive base-4 sizing (4–8 MNQ) passes the +$3k target fastest (40.5% pass/attempt, passes inside the 30-cal-day window); the −$400 daily loss cap blocks re-entry after a losing session so a bad day cannot compound (worst day −$924 = a single big trade, then the cap gates the rest of the day — inside the −$1k daily breaker). SIGNAL is byte-identical to the PA sibling (mnq_orb_50k_pa) — only the size differs. atr40 = trailing, CAUSAL (shift-1) 40-session ATR of the NQ RTH daily bar; target_atr=309.225 is the IS-half (≤2025-06-30) median (no OOS look-ahead). Canonical MNQ_1m.parquet replay (run_databento_backtest.py, the displayed equity curve) 2024-01-01→2026-06-30, MNQ slippage 0.50/0.25, real MNQ commission: 788 trades, +$36,111 net, 46.3% WR, 1.26 t/day, worst day −$924, 20/30 months profitable. Positive in BOTH halves (IS +$31,599 / OOS +$4,512, split 2025-07-01) — FUTA-899 promotion gate met. Cumulative max-DD −$9,690 intentionally breaches the −$2k trailing — this is the AGGRESSIVE (not DD-safe) half of the pair; per-day risk is held by the −$400 daily loss cap, and the account is cheaply reset on the rare eval failure. The daily loss cap is REALIZED-ONLY (a live-class gate, mirrors the points profit-lock) so it under-enforces vs the lifecycle post-hoc intrabar −$400 clamp (EA net there $26.6k) — see the CLAUDE.md DLL contract. oosPropScore 0.0 — a 4–8 MNQ scalp is undersized for the payout model; viability rests on the positive canonical backtest in BOTH halves, NOT on PropScore or SIM P&L. PA sibling = mnq_orb_50k_pa (fixed 2× cap75 + −$600 DLL). CEO promotes/rejects after SIM forward-test (signal-path sanity). | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX 75-cap — fixed 2× + $600 DLL funded PA (Apex-50K)Bar Close | 50 | Loading... | MNQ | 1.59 | 46.4% | 60.4% | +$33 | +$135 | $413 | $282 | $4,688 | +$309 | -$388 | — | — | — | — | — | — | — | 8.6% | — | — | FUTA-924 (approved via FUTA-911 matched-ea-pa confirmation) — the FUNDED (PA) half of the EA→PA matched pair for Apex-50k. Fixed 2× MNQ cap75/rr1.5 ORB (NQORB15MinADX, no vol sizing) + a NEW −$600 daily LOSS cap (daily_loss_cap_usd=600). Chosen off the FUTA-911 PA-reliability sweep (reports/futa911/pa_reliability.csv) for the best payout-before-blowup reliability with balanced speed: 74% of funded runs reach a payout before blowing up, 26% blow up, median 50 funded days to the terminal event. The −$600 daily loss cap (= 2 losing trades at 2× cap75 ≈ −$300 each) blocks re-entry after a losing session — because the cap is ≥ the max realized 2-trade loss, the realized-only live gate reproduces the lifecycle post-hoc intrabar −$600 clamp within 1.4% (PA net $20.3k class vs $20.6k lifecycle). Canonical MNQ_1m.parquet replay (run_databento_backtest.py, the displayed equity curve) 2024-01-01→2026-06-30, MNQ slippage 0.50/0.25, real MNQ commission: 992 trades, +$20,279 net, 46.4% WR, 1.59 t/day, $135 median active-day, worst day −$616, 23/30 months profitable. Positive in BOTH halves (IS +$11,731 / OOS +$8,547, split 2025-07-01) — FUTA-899 promotion gate met. Cumulative max-DD −$4,688 breaches the −$2k trailing (aggressive-by-design pair; per-day risk held by the −$600 daily loss cap, not the trailing DD). SIGNAL is byte-identical to the EA sibling (mnq_orb_50k_voltgt_ea) — only the size differs (fixed 2× here vs 4–8 MNQ vol-target there). oosPropScore 0.0 — a 2× MNQ scalp is undersized for the payout model; viability rests on the positive canonical backtest in BOTH halves. EA→PA lifecycle (reports/futa911/ea_pa_lifecycle_*.png): ~$13k net cash over a representative 2.5yr path (10 evals, 3 funded, 11 payouts, 2 blowups). CEO promotes/rejects after SIM forward-test. | BacktestSIM active |
| ▶ | MGC Donchian Breakout 80lb (60m)Bar Close | 26 | Loading... | MGC | 0.24 | 37.9% | 33.0% | +$114 | — | $573 | $500 | $5,938 | +$634 | -$134 | — | — | 0.86 | — | — | — | — | — | — | — | FUTA-355: HF-ML donchian breakout on MGC 60m bars (lookback=80, tp=40pts, sl=5pts, 10c). Trend-following leg of the 2-leg diversity portfolio. MGC $10/pt; SL=$500/trade, TP=$4,000/trade. FUTA-368 re-validation (slippage-applied Databento path, MGC_1m.parquet, MGC 0.10/0.05 slippage, 2024-01→2026-05): +$68.6k NET / 145tr / WR 37.9% / maxDD $5.9k. FUTA-848 canonical OOS (2025-07-01→2026-06-28): +$24,841 / Sharpe 2.52 / MaxDD $7,961 / GD 40.8%. Portfolio diversifier: corr vs NQ P1 = -0.119, best cross-instrument leg in FUTA-848. Promoted to viable by CEO via FUTA-848 2026-06-28 — SIM wiring pre-existing (FUTA-366). CEO promotes to best or rejects after SIM weeks. | BacktestSIM active |
| ▶ | Liquidity-Sweep Reversal GC AfternoonBar Close | 24 | Loading... | GC | 0.22 | 41.0% | 41.0% | +$24 | $-126 | $686 | $1500 | $4,919 | +$728 | -$313 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-417 (H3 Option B): PDH/PDL liquidity-sweep reversal. Databento 2024-01-01→2026-06-05 w/ slippage (0.10/0.05): 133 trades, +$14,552, WR=41%. Entry at breaking-bar CLOSE (FUTA-323). $2k daily-stop overlay. IS+OOS both positive. FUTA-848 canonical OOS (2025-07-01→2026-06-28): +$14,220 / Sharpe 1.64 / MaxDD $4,919 / GD 10.4%. Portfolio diversifier (CL+MGC+NQ FUTA-848 6-leg book, Sharpe 2.51). Promoted to viable by CEO via FUTA-848 2026-06-28. CEO promotes to best or rejects after SIM weeks. | BacktestSIM active |
| ▶ | Liquidity-Sweep Reversal YM MorningBar Close | 45 | Loading... | YM | 0.54 | 33.0% | 33.0% | +$30 | $-204 | $546 | $1500 | $8,922 | +$726 | -$277 | — | — | 0.01 | — | — | — | — | — | — | — | FUTA-417 (H3 Option B): PDH/PDL liquidity-sweep reversal. Databento 2024-01-01→2026-06-05 w/ slippage (1.00/0.50): 335 trades, +$18,688, WR=33%. Entry at breaking-bar CLOSE (FUTA-323). $2k daily-stop overlay. IS+OOS both positive. FUTA-848 canonical OOS (2025-07-01→2026-06-28): +$11,014 / Sharpe 1.47 / MaxDD $4,135 / GD 16.0%. Portfolio diversifier (YM leg in FUTA-848 6-leg book, Sharpe 2.51). Promoted to viable by CEO via FUTA-848 2026-06-28. CEO promotes to best or rejects after SIM weeks. | BacktestSIM active |
| ▶ | Liquidity-Sweep Reversal RTY MorningBar Close | 38 | Loading... | RTY | 0.38 | 47.0% | 51.0% | +$20 | +$78 | $647 | $1500 | $3,447 | +$466 | -$344 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-417 (H3 Option B): PDH/PDL liquidity-sweep reversal. Databento 2024-01-01→2026-06-05 w/ slippage (0.10/0.05): 230 trades, +$12,142, WR=47%. Entry at breaking-bar CLOSE (FUTA-323). $2k daily-stop overlay. IS+OOS both positive. FUTA-848 canonical OOS (2025-07-01→2026-06-28): +$6,494 / Sharpe 1.35 / MaxDD $2,008 / GD 15.0%. Portfolio diversifier (RTY leg in FUTA-848 6-leg book, Sharpe 2.51). Promoted to viable by CEO via FUTA-848 2026-06-28. CEO promotes to best or rejects after SIM weeks. | BacktestSIM active |
| ▶ | CL Golden-Zone FVG ReversalBar Close | 24 | Loading... | CL | 0.21 | 44.9% | 44.4% | +$43 | $-49 | $1390 | $410 | $3,235 | +$896 | -$339 | — | — | — | — | — | — | — | — | 17% | 15.2% | FUTA-576 B6-H1 (FUTA-473 Batch 6). Golden-Zone (fib 0.618–0.786) × FVG confluence reversal — the only non-thin dual-gate survivor of the 486-combo sweep, CL only. FUTA-673: pocket_hi upgraded 0.79→0.786 (+1.4 OOS PS pts per GZ-3 sweep). Live-class replay (sidecar engine, slippage 0.02/0.01, $9 RT): 127 trades, +$26.5k full / IS +$7.0k / OOS +$19.5k (Sharpe 3.01, PropScore 49.3@100k / 56.7@150k). IS PropScore≈0 reflects CL's slow earn rate at 1ct (too slow to clear an eval target in 20d), not absent edge. Single-instrument, low-frequency (~1 trade/wk). CEO-greenlit to SIM 2026-06-12; promote/reject after forward evidence. | BacktestSIM active |
| ▶ | CL GZ×FVG Direction-AgreementBar Close | 14 | Loading... | CL | 0.13 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-695 SD-1. Direction-agreement variant of CL GZ×FVG (FUTA-576/656): entry gated on whether the GZ×FVG direction agrees with the session gap-reversion bias (gap UP → short bias → LONG blocked; gap DOWN → long bias → SHORT blocked). Gap pivot = (overnight_hi + overnight_lo + prev_RTH_close)/3; gap_dir computed causally at 09:30. Sweep: 18/18 params viable (OOS PS 42.5→86.7). Lead IS $5,387/Sharpe 2.90 · OOS $10,730/PS 85.2/N=34. N=34 OOS is moderate — SIM forward-test is the real confirmation. CTO validity PASSED. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | CL GZ×FVG Gap-Size FilterBar Close | 5 | Loading... | CL | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-699 EQ-2 / FUTA-710. GZ×FVG with FVG-gap-size quality gate: the 3-bar FVG gap must be ≥ 0.10×ATR14(1m) wide, filtering out micro/noise FVGs. Refinement of cl_golden_zone_fvg (same base: pivot_n=5, pocket=[0.705,0.786], stop=2x, rr=3). Research: 29/1440 EQ-2 configs viable, OOS PS 57.4/N=50/$14,352. CTO validity = CLEAN: does not use gap-direction (unaffected by FUTA-704/707 overnight bug); causal pivot registration; geometry+1m fills; robust across 29 configs (not a single peak). CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | NQ FVG Continuation (Confirm-1)Bar Close | 5 | Loading... | NQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-733 (FUTA-731 NF-3). Trend-aligned FVG CONTINUATION (not retest reversal): after a same-direction 3-bar FVG fills, wait one 5m bar and re-check the EMA100 trend before entering — the confirm bar drops fills that immediately reverse (the IS net lift from −$14k to +$85k vs the FUTA-728 near-miss). Trend gate: long needs close≥EMA100, short needs close≤EMA100; stop = FVG far edge ∓ 0.5×ATR14(1m); RR=2.5. Research headline (OOS Apex EA PS=20.6, IS=+$85,489, OOS=+$111,446, N/30d=124.2) comes from an overlapping-trade research engine; this LIVE class is single-position (one position per instrument), so the Databento live-path curve shows fewer trades and different P&L — that curve is the realistic basis for SIM. MFF-Rapid not viable (best EA PS=9.3); Apex EOD 100k is the right product. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | NQ FVG Continuation Deepen (Long)Bar Close | 5 | Loading... | NQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-739 (FUTA-734 NF-5). Robustness-plateau variant of the FUTA-733 FVG-continuation class (same NQFVGContinuationConfirm1 code): EMA80 trend gate, LONG-only, RR=2.0, confirm=1. NF-5 deepening sweep (2,196 configs, 274 Apex-viable) found this the most robust 100k-tier config — EMA 50–150 all viable (OOS EA PS 21.2–28.8 plateau, not a peak). Research headline (OOS Apex EA PS=28.7, IS=+$47,419, OOS=+$93,384, N/30d=69.6, Sharpe=3.06) comes from an overlapping-trade research engine; this LIVE class is single-position, so the Databento live-path curve shows fewer trades and different P&L — that curve is the realistic SIM basis. MFF-Rapid NOT viable in any form (best MFF EA PS=18.9 < gate 20); Apex EOD 100k is the right product. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | NQ FVG Continuation Quality (Long)Bar Close | 5 | Loading... | NQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-743 (FUTA-741 NF-8). FVG-continuation + quality gate — the largest lift in the entire NF series. Same NQFVGContinuationConfirm1 code as FUTA-733/739, NI3 config: EMA100 trend gate, LONG-only, confirm=1, full-depth fill, and a min_fvg_atr_ratio=0.3 quality filter (the 3-bar FVG gap must span ≥0.3×ATR14(1m) to qualify), RR=2.5. Parameter plateau confirmed (fvg=0.0–0.5 all viable). Research headline (overlapping-trade research engine, 50k-EA gate): OOS EA PS=39.4, IS=+$39,451, OOS=+$42,215, N/30d=30.6, OOS Sharpe=2.96. CTO live-path check (FUTA-746, single-position Databento, 2024-01-01→2026-06-12, slippage on): +$47,544 / 638 tr / 36% WR / Sharpe 1.44 / PF 1.26 / maxDD −$11,986 / 1.03 t/day. NOTE: the overlapping-engine PS lift over deepen_long (28.7→39.4) does NOT carry to the single-position live path — deepen_long out-totals it there (+$68,030, 1.74 t/day) because the quality gate trades less often; quality_long is instead the lower-drawdown / higher-Sharpe sibling (DD −$12k vs −$17.7k, Sharpe 1.44 vs 1.25). It does NOT supersede deepen_long — it is a complementary risk-adjusted variant. CEO compares both in SIM and owns promote/reject. | BacktestSIM active |
| ▶ | ES FVG Continuation (Long)Bar Close | 5 | Loading... | ES | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-744 (FUTA-741 NF-8). First viable ES FVG continuation — confirms the FVG-continuation edge beyond NQ (new instrument category). Dedicated ESFVGContinuationLong class (subclass of the NF-3 NQFVGContinuationConfirm1 engine) with ES economics (point_value=50, 0.25/0.12 slippage via _STRATEGY_INSTRUMENT=ES): EMA20 trend gate, LONG-only, confirm=1, touch fill, RR=3.0, 1.0×ATR stop buffer, 50k-tier DLL ($1,000). Research headline (overlapping-trade research engine, 50k tier — the tier these metrics were scored at): OOS EA PS=27.1, IS=+$19,901, OOS=+$62,506, N/30d=86.5, OOS Sharpe=2.61. Chose ema=20 over the ema=200 alternative (OOS PS=29.1 but IS thin at $768 — unstable). NOT MFF-Rapid viable (best MFF PS<10); Apex EOD 50k is the product tier. LIVE single-position curve makes the Databento live-path curve the realistic SIM basis. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | YM FVG Continuation (Long)Bar Close | 5 | Loading... | YM | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-751 (FUTA-748 NF-9). First viable YM FVG continuation — extends the FVG-continuation edge to the Dow (new instrument category). Dedicated YMFVGContinuationLong class (subclass of the NF-3 NQFVGContinuationConfirm1 engine) with YM economics (point_value=5, slippage via _STRATEGY_INSTRUMENT=YM): EMA200 trend gate, LONG-only, confirm=1, touch fill, RR=3.5, 1.5×ATR stop buffer, 50k-tier DLL ($1,000). Research headline (overlapping-trade research engine, OOS EA): OOS EA PS=22.7, IS=+$33,064, OOS=+$39,005, N/30d=73.1. Short side CLOSED (0 viable); MFF not viable (best MFF EA<15); Apex EOD 50k is the product tier. NOTE: the research sweep priced YM at 2.00/1.00 slippage; the live engine uses 1.00/0.50 — the Databento live-path curve is the realistic SIM basis. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | RTY FVG Continuation (Long)Bar Close | 5 | Loading... | RTY | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-751 (FUTA-748 NF-9). First viable RTY FVG continuation — extends the FVG-continuation edge to the Russell 2000 (new instrument category). Dedicated RTYFVGContinuationLong class (subclass of the NF-3 NQFVGContinuationConfirm1 engine) with RTY economics (point_value=50, slippage via _STRATEGY_INSTRUMENT=RTY): EMA200 trend gate, LONG-only, confirm=1, touch fill, RR=3.5, 1.5×ATR stop buffer, 50k-tier DLL ($1,000). Research headline (overlapping-trade research engine, OOS EA): OOS EA PS=21.3, IS=+$8,200, OOS=+$35,925, N/30d=79.3. Short side CLOSED (0 viable); MFF not viable (best MFF EA<15); Apex EOD 50k is the product tier. NOTE: the research sweep priced RTY at 0.25/0.12 slippage; the live engine uses 0.10/0.05 — the Databento live-path curve is the realistic SIM basis. CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | NQ FVG Continuation (Short)Bar Close | 5 | Loading... | NQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-745 (FUTA-741 NF-8). First viable NQ FVG SHORT continuation — confirms the continuation edge works to the downside (bidirectional NQ FVG edge). Same NQFVGContinuationConfirm1 code, dir=short: EMA100 trend gate (close≤EMA100), confirm=1, touch fill, RR=1.5, 1.0×ATR stop buffer, 50k-tier DLL ($1,000). This is the single best OOS short config in the NI-2 sweep. Research headline (overlapping-trade research engine, Apex EOD 50k-EA gate): OOS EA PS=25.1, IS=+$25,646, OOS=+$70,495, N/30d=59.8, OOS N=660. 15/180 short configs cleared the gate. Reconciled from FUTA-743's bundled PS=24.0 variant (buf=0.5/rr=2.0/100k) to this best config per the dedicated short issue. LIVE single-position curve is the realistic SIM basis. NOT MFF-Rapid viable; Apex EOD 50k tier. Start at 1 contract; CEO owns promote/reject after SIM. | BacktestSIM active |
| ▶ | P1 Diversified 6-Leg Portfolio (NQ+CL+MGC+GC+YM+RTY)Bar Close | 50 | Loading... | NQ+CL+MGC+GC+YM+RTY | 2.50 | 46.0% | 47.0% | +$200 | — | $1200 | $1500 | $20,673 | +$1,100 | -$600 | — | — | — | — | — | — | — | — | — | — | FUTA-851 / FUTA-848 R2: 6-leg cross-instrument diversified portfolio. OOS baseline (2025-07-01→2026-05-29): Sharpe 2.51, +$118,127, MaxDD $20,673, GW 61.5%, GD 47.4%, oosPropScore 22.3. Legs: (1) NQ ORBPDLConsistency (P1 baseline, NQ daily-stop $3k); (2) CL GoldenZoneFVG (FUTA-576, pocket [0.705,0.786], CL daily-stop $1.5k); (3) MGC Donchian lb80/tp40/sl5 (FUTA-366, corr vs NQ = -0.119); (4) GC sweep-reversal afternoon (gc_sweep_rev_pm); (5) YM sweep-reversal morning (ym_sweep_rev_am); (6) RTY sweep-reversal morning (rty_sweep_rev_am). CEO owns promote/reject after SIM weeks. | BacktestSIM active |
| ▶ | NQ Liquidity-Sweep ReversalBar Close | 28 | Loading... | NQ | 0.27 | 38.0% | 38.0% | +$65 | — | $1764 | $1000 | $12,268 | +$2,140 | -$918 | — | — | — | — | — | — | — | — | — | — | CEO ruling FUTA-886 (2026-06-30): KEEP viable, LOW-FREQUENCY — not dense. Stays on SIM/QE for forward validation; not cleared for live sizing until forward-SIM checkpoint. Any ranking/sizing must use dense-calendar OOS PS 20.6, never the retired 34.1 figure. Dense-calendar FUTA-884 correction: 50k-tier OOS PS 34.1 → 20.6 (borderline above gate), true cadence 22.0 → 5.4 trades/30d. FUTA-868 (wires FUTA-865 R1-4 survivor). Multi-day stop-run reclaim: a bar wicks above the prior-1-day FULL-session high then closes back inside (reclaim) → SHORT at the reclaim-bar close (FUTA-323), target prior-day mid, stop = sweep wick + 0.25×daily-ATR(14). One trade/day, 50k-tier DLL ($1,000, engine-enforced). Canonical _replay_signals replay: IS +$13,868 / OOS +$26,407 (both-positive). oosPropScore 8.4 is the 150k-tier figure (dense-calendar 50k-tier is 20.6). | BacktestSIM active |
| ▶ | NQ Double-Tap PDH ReversalBar Close | 40 | Loading... | NQ | 0.45 | 30.4% | 30.4% | +$28 | — | $1823 | $1000 | $14,987 | +$2,347 | -$933 | — | — | — | — | — | — | — | — | — | — | FUTA-889 (wires FUTA-880 plateau-confirmed survivor; FUTA-888 CTO validity gate). Double-tap failed-retest: an RTH bar's HIGH reaches the prior-day high (first tap), then within W=10 bars a SECOND approach comes within 0.1×ATR of the level but makes a LOWER high (failed retest) and closes bearish (reversal_bar) → SHORT at the confirmation-bar close (FUTA-323), target prior-day mid, stop = first extreme + 0.25×daily-ATR(14). One trade/day, 50k-tier DLL ($1,000, engine-enforced). Canonical _replay_signals replay: trade-COUNT parity essentially exact (OOS N=117 = research; IS N=163 vs 162), IS +$7,693 / OOS +$9,836 — both positive. NET P&L is lower than the FUTA-880 research headline (full +$26k) because that used the weaker combine_with_daily_stop trade-MAE approximation; under the canonical intrabar daily stop it is lower but still both-halves-positive. oosPropScore 23.4 is the CORRECTED dense-calendar 50k-tier OOS PropScore (FUTA-888). MARGINAL & regime-concentrated: OOS PS just clears 20, the IS half never clears the gate (IS PS 12.0); wire as a low-frequency diversifier, NOT a standalone account-carrier. Only the NQ short leg qualified (ES/YM/RTY/CL/MGC and direction=low = 0 viable). CEO owns promote/reject after SIM weeks. | BacktestSIM active |
| ▶ | ES BOS×EMA200 — London+NY session (03:00-11:29 + 09:30-15:50 ET), s40Bar Close | 53 | Loading... | ES | 1.41 | 63.6% | 66.4% | +$113 | +$978 | $1409 | $1361 | $15,150 | +$936 | -$1,508 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 ES, $9 RT + instrument slippage, 2024-01-02→648td): net-positive +73,502 over 911 trades (64% WR), OOS PropScore 31.6 (150k, split 2025-07-01). Research(batch) engine was +76,966 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | ES BOS×EMA200 — London+NY session (03:00-11:29 + 09:30-15:50 ET), s37.5Bar Close | 53 | Loading... | ES | 1.45 | 62.4% | 65.9% | +$114 | +$978 | $1389 | $1302 | $20,878 | +$938 | -$1,477 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 ES, $9 RT + instrument slippage, 2024-01-02→648td): net-positive +73,912 over 941 trades (62% WR), OOS PropScore 30.6 (150k, split 2025-07-01). Research(batch) engine was +84,957 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | GC BOS/CHoCH/MSB×EMA-stack ADX22 — Asian session (23:30-03:30 ET)Bar Close | 49 | Loading... | GC | 1.16 | 52.4% | 51.9% | +$39 | +$36 | $1345 | $952 | $27,513 | +$950 | -$943 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 GC, $9 RT + instrument slippage, 2024-01-02→648td): net-positive +25,190 over 750 trades (52% WR), OOS PropScore 17.2 (150k, split 2025-07-01). Research(batch) engine was +108,802 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | GC MSB×EMA-stack ADX22 — Asian session (00:30-02:30 ET)Bar Close | 49 | Loading... | GC | 0.94 | 50.6% | 50.3% | +$54 | +$6 | $1009 | $630 | $15,519 | +$706 | -$596 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 GC, $9 RT + instrument slippage, 2024-01-02→648td): net-positive +34,947 over 607 trades (51% WR), OOS PropScore 21.3 (150k, split 2025-07-01). Research(batch) engine was +161,740 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | GC MSB×EMA-stack ADX22 — Asia+London RR2.5 (TP25/SL10)Bar Close | 49 | Loading... | GC | 2.79 | 39.4% | 53.7% | +$79 | +$245 | $2122 | $859 | $53,030 | +$1,645 | -$1,738 | — | — | — | — | — | — | — | — | — | — | FUTA-1039 — new handoff (backtester/analysis/funded_edge_search_20260708 STRATEGY_HANDOFF.md). SAME MSB signal engine + asia_london windows as gc_structbreak_msb_asia_london; only the bracket/management differs. Canonical databento run (1 GC, $9 RT + instrument slippage, 2024-01-02→2026-07-08, 650td): NET-POSITIVE +51,151 over 1816 trades (39.4% WR), +$79/day, worst day -$3,072, maxDD $53,030. OOS PropScore 27.2 (150k, split 2025-07-01) — clears the FUTA-899 positive-canonical promotion gate AND the FUTA-468 OOS>20 research-viability bar (was reported 10.8 pre-FUTA-1095: the UTC-date bucketing split each Asia+London session across two calendar days and dropped Sunday-evening P&L). This RR2.5 bracket flips the family from net-negative (the TP30/SL42.5 sibling is -73,889) to positive, and is the top variant in OUR engine (beats TP20/SL10 +$41,028). Externally walk-forward validated across 3 splits (TRAIN/TEST/HOLDOUT all positive). Caveat: worst day -$3,072 on GC full exceeds a 50k funded DLL — funded viability requires MGC sizing (÷10) + the funded-cashflow DLL layer, not the raw live class. Wired viable; CEO promotes after SIM. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | MGC BOS/CHOCH/MSB×EMA-stack ADX22 — Asia+London RR3.0 (TP150/SL50, micro)Bar Close | 47 | Loading... | MGC | 2.88 | 37.7% | 45.8% | +$36 | $-192 | $1161 | $450 | $27,350 | +$1,009 | -$796 | — | — | — | — | — | — | — | — | — | — | FUTA-1041 — handoff config #4 (funded_edge_search_20260708 TOP5_RECOMMENDATIONS.md). SAME structure-break engine as the FUTA-1039 rr25 sibling; BOS/CHOCH/MSB event set on MGC micro, asia+london windows, RR3.0 (TP150/SL50 = ~$500 risk/trade at $10/pt). Canonical databento run (1 MGC, $9 RT + instrument slippage, 2024-01-02→2026-07-03, 647td): NET-POSITIVE +23,487 over 1866 trades (37.7% WR), +$36/day, worst day -$2,479, maxDD $27,350. OOS PropScore 10.9 (150k, split 2025-07-01) — POSITIVE on BOTH IS (+$5,725) and OOS (+$9,917); clears the FUTA-899 positive-canonical gate but is BELOW the FUTA-468 OOS>20 research-viability bar (marginal, on par with the rr25 sibling at 10.8). This was the doc's #4 pick and is the most funded-friendly of the batch: MGC micro sizing keeps worst day (-$2,479) inside a 50k funded DLL without downsizing. The doc's external engine (next-bar-OPEN fill, $4.36 cost) showed much higher lifecycle cashflow ($119k/3-acct); our canonical fill convention (signal-bar CLOSE + $9 RT) collapses that — same gap seen on every config in this handoff. Wired viable for SIM observation; CEO promotes after SIM. NOT a funding candidate on PropScore alone. | BacktestSIM active |
| ▶ | GC MSB×EMA-stack ADX22 — 00:00-03:00 RR1.5 (TP15/SL10)Bar Close | 48 | Loading... | GC | 2.21 | 42.2% | 46.6% | +$51 | $-567 | $1801 | $969 | $30,452 | +$1,684 | -$1,370 | — | — | — | — | — | — | — | — | — | — | FUTA-1041 — handoff config #5 (funded_edge_search_20260708 TOP5_RECOMMENDATIONS.md). SAME MSB engine as the FUTA-1039 rr25 sibling; 00:00-03:00 ET window, RR1.5 (TP15/SL10). Canonical databento run (1 GC, $9 RT + instrument slippage, 2024-01-02→2026-07-03, 647td): NET-POSITIVE +33,312 over 1427 trades (42.2% WR), +$51/day, worst day -$3,072, maxDD $30,452 — the highest net of the 4 FUTA-1041 candidates. OOS PropScore 10.2 (150k, split 2025-07-01) — POSITIVE on BOTH IS (+$16,789) and OOS (+$15,665); clears the FUTA-899 positive-canonical gate but is BELOW the FUTA-468 OOS>20 research-viability bar (marginal, on par with rr25 at 10.8). Caveat: worst day -$3,072 on GC full exceeds a 50k funded DLL — funded viability requires MGC sizing (÷10) + the funded-cashflow DLL layer, not the raw live class. Contrast the sibling config #3 (TP11.2/SL7.5, same window) which is net-NEGATIVE (-$2,293) — the wider TP15/SL10 bracket is what makes this variant positive. Wired viable for SIM; CEO promotes after SIM. NOT a funding candidate on PropScore alone. | BacktestSIM active |
| ▶ | NQ CHoCH×EMA-stack — Asian session (18:00-02:59 ET)Bar Close | 51 | Loading... | NQ | 2.95 | 57.0% | 56.1% | +$99 | +$166 | $1137 | $685 | $14,066 | +$881 | -$899 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 NQ, $9 RT + instrument slippage, 2024-01-02→649td): net-positive +64,244 over 1914 trades (57% WR), OOS PropScore 24.8 (150k, split 2025-07-01). Research(batch) engine was +99,811 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | NQ BOS×EMA-stack vol1 — Asian session (18:00-02:59 ET)Bar Close | 51 | Loading... | NQ | 2.72 | 57.9% | 56.5% | +$108 | +$222 | $1078 | $696 | $13,155 | +$898 | -$920 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 NQ, $9 RT + instrument slippage, 2024-01-02→649td): net-positive +70,043 over 1763 trades (58% WR), OOS PropScore 38.1 (150k, split 2025-07-01). Research(batch) engine was +89,806 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | RTY CHoCH vol1 — NY RTH session (09:30-15:50 ET), s40Bar Close | 49 | Loading... | RTY | 1.16 | 52.2% | 51.4% | +$60 | +$24 | $1041 | $750 | $18,578 | +$836 | -$762 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 RTY, $9 RT + instrument slippage, 2024-01-02→636td): net-positive +38,032 over 735 trades (52% WR), OOS PropScore 22.6 (150k, split 2025-07-01). Research(batch) engine was +65,693 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | RTY CHoCH vol1 — NY RTH session (09:30-15:50 ET), s37.5Bar Close | 49 | Loading... | RTY | 1.16 | 52.1% | 51.3% | +$60 | +$21 | $1031 | $747 | $17,452 | +$834 | -$754 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 RTY, $9 RT + instrument slippage, 2024-01-02→636td): net-positive +38,212 over 735 trades (52% WR), OOS PropScore 22.1 (150k, split 2025-07-01). Research(batch) engine was +65,633 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | RTY CHoCH vol1 — NY RTH session (09:30-15:50 ET) · DLL$500 ≤3/dayBar Close | 49 | Loading... | RTY | 1.17 | 52.4% | 51.5% | +$68 | +$24 | $1067 | $745 | $18,578 | +$849 | -$762 | — | — | — | — | — | — | — | — | — | — | FUTA-1027 (Top-PnL config 4f278f00c8dbcc from FUTA-1019) — StructureBreak preset, parity-EXACT vs candidate_summary (reports/futa1027/parity.md, 0.00 diff). Canonical databento run (1 RTY, $9 RT + instrument slippage, 2024-01-02→637td): net-positive +43,249 over 744 trades (52% WR), OOS PropScore 22.8 (150k, split 2025-07-01). Research(batch) engine was +66,808 (doc LIVE) — the gap is the research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | YM BOS×ZLEMA-stack — NY open session (09:30-10:30 ET)Bar Close | 37 | Loading... | YM | 0.87 | 61.2% | 61.2% | — | +$136 | $160 | $210 | $3,744 | +$134 | -$210 | — | — | — | — | — | — | — | — | — | — | FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 YM, $9 RT + instrument slippage, 2024-01-02→636td): net-positive +158 over 556 trades (61% WR), OOS PropScore 0.0 (150k, split 2025-07-01). Research(batch) engine was +1,419 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Wired viable for SIM; funding decision is the CEO's per the promotion gate. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | NQ CHOCH×EMA200 — Asia session (18:00-02:59 ET, TP32.5/SL40)Bar Close | 51 | Loading... | NQ | 3.08 | 56.4% | 54.7% | +$77 | +$143 | $1135 | $693 | $15,333 | +$884 | -$897 | — | — | — | — | — | — | — | — | — | — | FUTA-1042 — backtester canonical_1m_rerun_20260708 Top-5 rec #5 (config 51fcbd, Apex-EOD funded route). NQ choch event set + with_ema200 filter + Asia session. Canonical databento run (1 NQ, $9 RT + instrument slippage, 2024-01-02→2026-07-08, 651td): NET-POSITIVE +49,895 over 2005 trades (56% WR), +$77/day, med day +143, worst day -$4,120, maxDD $15,333. OOS PropScore 15.6 (150k, split 2025-07-01): clears the mandatory FUTA-899 positive-canonical gate; sits BELOW the FUTA-468 OOS>20 research-viability bar (IS 25.5 / OOS 15.6, OOS net +$8,874 = 18% of profit out-of-sample; was reported 19.7 pre-FUTA-1095 under the buggy UTC-date bucketing). SOLE survivor of the FUTA-1042 Top-5: the edge is cap-independent (still +$36,801 at dl0/dp0) — recs #2/#3 (GC) were rejected because they only turn positive with a per-session dl750 loss-cap crutch (both -20k at dl0), rec #4 (ES) is -81,738, rec #1 (GC) is the existing net-negative gc_structbreak_msb_asia_london. Registered viable on the positive-canonical gate (precedent: gc_structbreak_msb_asia_london_rr25, registered at below-bar OOS pre-FUTA-1095). Distinct from nq_structbreak_choch_stack_asia (that uses ema50_200_stack; this uses with_ema200 and dp+1500/mt5). Wired viable; CEO promotes after SIM. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | BOS LB3 Portfolio — CL + NQ + YM (1 lot/leg)Bar Close | 51 | Loading... | CL + NQ + YM | 4.00 | 56.4% | 54.0% | +$78 | +$132 | $1208 | $600 | $16,318 | +$935 | -$929 | — | — | — | — | — | — | — | — | — | — | FUTA-1029 — canonical BOS three-ticker portfolio, owner-approved. Selected by scripts/futa1029_bos_portfolio_sweep.py as the best diversified structure-break combo under the canonical 1s trailing-DD funded model. Live 1 lot/leg: +$58,984 net / $16,318 max DD (≈3.6:1) over the full window. Net-positive on BOTH funded firms (MFF +$41,562 / 44 payouts / $1,433 median $/mo; Apex +$32,770 / 12 payouts / $1,209 median $/mo) but does NOT pass the strict FUTA-951 RPP<1 gate (choppy BOS legs churn eval resets). Sizing is decisive — the external route's 4× sizing blows the trailing DD; 1 lot/leg is the survivable size. Curves reports/futa1029/bos_portfolio/bos_lb3_cl_nq_ym/. Wired viable for SIM; funding decision is the CEO's per the promotion gate. | BacktestSIM active |
| ▶ | BOS LB3 Portfolio — GC + CL + YM (1 lot/leg)Bar Close | 50 | Loading... | GC + CL + YM | 2.87 | 54.1% | 49.4% | +$31 | $-22 | $1455 | $600 | $29,476 | +$1,091 | -$1,003 | — | — | — | — | — | — | — | — | — | — | FUTA-1029 — owner's original MFF diversification trio (GC+CL+YM). Reproduces the external combo, but under the CANONICAL 1s trailing-DD model it is net-positive live (+$19,930, clears the FUTA-899 gate) yet NOT fundable at the external route's 4× sizing (the external eod/proxy model inflated the +$577k target; canonical sum-of-independent +$1.6k, combined shared-account −$18.3k — reports/futa1029/RECONCILIATION.md). Registered viable at 1 lot/leg for SIM/display; funding is the CEO's call. | BacktestSIM active |
| ▶ | BOS LB3 Portfolio — ES + NQ + CL (1 lot/leg)Bar Close | 53 | Loading... | ES + NQ + CL | 4.46 | 57.5% | 59.2% | +$175 | +$416 | $1820 | $600 | $25,576 | +$1,316 | -$1,484 | — | — | — | — | — | — | — | — | — | — | FUTA-1029 — owner's original MFF diversification trio (ES+NQ+CL). Reproduces the external combo, but under the CANONICAL 1s trailing-DD model it is net-positive live (+$132,328, clears the FUTA-899 gate) yet NOT fundable at the external route's 4× sizing (external eod/proxy target +$818k; canonical sum-of-independent −$40.7k, combined shared-account −$52.8k — reports/futa1029/RECONCILIATION.md). Registered viable at 1 lot/leg for SIM/display; funding is the CEO's call. | BacktestSIM active |
| ▶ | BOS LB3 Portfolio — GC + RTY + YM (1 lot/leg)Bar Close | 51 | Loading... | GC + RTY + YM | 2.93 | 54.3% | 51.7% | +$113 | +$49 | $1465 | $600 | $19,970 | +$1,129 | -$975 | — | — | — | — | — | — | — | — | — | — | FUTA-1029 — owner's original Apex diversification trio (GC+RTY+YM). Reproduces the external combo, but under the CANONICAL 1s trailing-DD model it is net-positive live (+$73,138, clears the FUTA-899 gate) yet NOT fundable at the external route's 4× sizing (external eod/proxy target +$139k; canonical sum-of-independent −$75.1k, combined shared-account −$50.0k — reports/futa1029/RECONCILIATION.md). Registered viable at 1 lot/leg for SIM/display; funding is the CEO's call. | BacktestSIM active |
| ▶ | Scaled StructBreak Portfolio — GC + NQ + YM (bcm)Bar Close | 51 | Loading... | GC + NQ + YM | 4.04 | 57.2% | 52.0% | +$128 | +$93 | $1688 | $600 | $20,688 | +$1,341 | -$1,186 | — | — | — | — | — | — | — | — | — | — | FUTA-1030 — scaled 3-ticker portfolio built on FUTA-1028's per-strategy best routes (micro-PA + aggressive buffer) under the FUTA-1029 combined-account funded model. One of only 3 of 120 distinct-ticker combos that clear the full both-firm funded objective (0 PA blowups, EA resets ≤3, positive net on BOTH Apex + MFF): Apex +$4,120 (0 blowup, 1 reset) / MFF +$12,306 (0 blowup, 0 reset), combined +$16,426. Cashflow max drawdown −$100. Live 1 lot/leg databento equity: 3,073 trades, 57.2% WR, +$96,906 net / $20,688 max DD over the full window. Curves reports/futa1030/. Wired viable for SIM; funding decision is the CEO's per the promotion gate. | BacktestSIM active |
| ▶ | Scaled StructBreak Portfolio — CL + GC + NQBar Close | 51 | Loading... | CL + GC + NQ | 3.93 | 54.7% | 51.3% | +$115 | +$78 | $1707 | $600 | $19,849 | +$1,356 | -$1,190 | — | — | — | — | — | — | — | — | — | — | FUTA-1030 — scaled 3-ticker portfolio on FUTA-1028's per-strategy best routes under the FUTA-1029 combined-account funded model. Clears the full both-firm funded objective (0 PA blowups, EA resets ≤3, positive net on BOTH firms): Apex +$3,785 (0 blowup, 2 resets) / MFF +$11,210 (0 blowup, 1 reset), combined +$14,995. Cashflow max drawdown −$200. Only combo with CL diversity to clear the smoothness gate. Live 1 lot/leg databento equity: 2,984 trades, 54.7% WR, +$87,229 net / $19,849 max DD. Curves reports/futa1030/. Wired viable for SIM; funding decision is the CEO's per the promotion gate. | BacktestSIM active |
| ▶ | Scaled StructBreak Portfolio — GC + NQ + YM (msb)Bar Close | 52 | Loading... | GC + NQ + YM | 3.86 | 57.0% | 55.8% | +$140 | +$208 | $1457 | $600 | $15,558 | +$1,084 | -$1,051 | — | — | — | — | — | — | — | — | — | — | FUTA-1030 — scaled 3-ticker portfolio on FUTA-1028's per-strategy best routes under the FUTA-1029 combined-account funded model. Highest-net objective-passer: clears the full both-firm funded objective (0 PA blowups, EA resets ≤3, positive net on BOTH firms): Apex +$6,635 (0 blowup, 2 resets) / MFF +$13,699 (0 blowup, 1 reset), combined +$20,334. Cashflow max drawdown −$200. GC-msb variant of the GC+NQ+YM triple. Live 1 lot/leg databento equity: 2,930 trades, 57.0% WR, +$106,522 net / $15,558 max DD. Curves reports/futa1030/. Wired viable for SIM; funding decision is the CEO's per the promotion gate. | BacktestSIM active |
| ▶ | GC Volume-Spike Wick-Rejection Fade — NY open (09:30-11:30 ET)Bar Close | 48 | Loading... | GC | 0.59 | 45.9% | 48.9% | +$48 | $-19 | $632 | $583 | $6,932 | +$846 | -$621 | — | — | — | — | — | — | — | — | — | — | FUTA-1092 — canonical port of the external backtester's O4 family (STRATEGY_HANDOFF_20260709.md, Family_O_Volume_Microstructure gen_o4), the sole survivor of the FUTA-1091 lookahead + FUTA-1042 daily-cap-crutch audit (external as-handoff +$33.3k, dl0 +$32.2k cap-insensitive, PF rising 1.14→1.38→1.59 across splits). Canonical databento run (1 GC, $9 RT + 0.10/0.05pt slippage, 2024-01-03→651td, $1400 bar-level daily stop): net +31,003 over 381 trades (45.9% WR), OOS PropScore 32.9 (150k, split 2025-07-01) — clears the FUTA-468 gate (>20, OOS-positive). Signal-level parity verified 381/381 EXACT vs the FUTA-1092 research validation script (reports/futa1092/findings.md) after fixing two live-class bugs found only by that parity check: (1) the rolling volume average must NOT reset per session (would kill signals for the first ~20 bars of the 2h window, most of it); (2) a new position must not open on the window's exact last bar (no room to hold it — stranded until the next session's date-rollover flatten). Wired viable for SIM; funding decision is the CEO's per the promotion gate. | BacktestSIM active |
| ▶ | NQ EMA-XB+ MorningBar Close | 46 | Loading... | NQ | 4.70 | 14.6% | 50.0% | +$83 | $-4 | $1002 | $624 | $10,998 | +$965 | -$745 | — | — | — | — | — | — | — | — | — | — | FUTA-1118 — port of the owner's EMA-XB+ Morning frozen spec v1.1.0 (backtester analysis/ema_pullback_continuation_claude_20260713, adopted chop_defense loss3 config; live Pine ema_xb_plus_r1.pine). Canonical databento run (1 NQ, $9 RT + 0.50/0.25pt slippage, 2024-01-02→2026-07-14, 644td): net +$53,330, 2,995 trades, PF 1.17, all years positive (2024 +$1.3k / 2025 +$35.1k / 2026 +$16.9k), maxDD $11.0k, OOS PropScore 23.3 (50k, realized basis, split 2025-07-01) — clears the FUTA-468 gate. Exit mix matches the reference ledger near-exactly (target 15%/BE 68%/full-stop 17% vs 14/68/18). Reference wrapped net was +$91k WITHOUT the spec's ±$1k daily gates and with 1s-verified exits; our engine applies the full spec wrapper and 1m tick-resolver/stop-first exits — structurally more conservative. Trade-level WR is 14.6% by design: ~68% of trades are BE scratches (net ≈ −$4 after costs) that keep re-entering until the trend trade hits. ALL parameters FROZEN per the research line (faster adaptation, extra filters, and re-optimization all tested worse; see the study's outputs/REPORT.md). 2024-style chop runs near flat — the monthly gate is the defense. Do not re-optimize. | BacktestSIM active |
| ▶ | NQ BBKPL5 + EMA Ribbon 1m — 30/90 BE55→+2Bar Close | 48 | Loading... | NQ | 0.84 | 42.7% | 48.1% | +$125 | $-603 | $958 | $618 | $7,832 | +$1,274 | -$803 | — | — | — | — | — | — | — | — | — | — | FUTA-1120 — port of the external backtester bbkpl_ema_ribbon_sweep_20260713 provisional 1m C3 candidate (30/90/BE55->+2/max-2). Signal parity vs the frozen reference events: 538/539 entries matched with full side agreement over 2024-01-01→2026-07-09 (scripts/futa1120_parity_check.py; the 1 miss is a Dec-2024 quarterly-roll data divergence). Canonical databento run (1 NQ, slippage 0.50/0.25, $9 comm, NO daily loss limit — research-faithful) 2024-01-03→2026-07-14: +$80,508 net, 543 trades, 0.84 t/day, worst day −$1,248 (= 2 full stops, the designed floor), maxDD −$7,832. IS +$38,511 / OOS +$41,997 (split 2025-07-01), oosPropScore 41.2 — passes the FUTA-468 gate. External exact-1s validation (their engine, 2023-06→2026-07-09): +4,301.85 pts over 657 trades, PF 1.369, dev/val/2026 all positive (PF 1.32/1.38/1.48). CAVEATS: (1) research/shadow candidate per the handoff — this max-2 config ranked 46/135 by robust dev/val score; the pre-2026 grid winner is the same bracket at max 1/day; (2) the 90-pt target was the UPPER boundary of their sweep grid (95/100 untested); (3) entry is bar_close vs the reference's next-bar-open (first-print gap, slippage-compensated); (4) BE arm is bar-granular (previous-bar ratchet timing, FUTA-1056) vs their next-second activation. | BacktestSIM active |
| Strategy | Score | Curve | Instrument | T/Day | Win Rateper trade | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | Max DD | Avg Green | Avg Red | Prop Score$150K lifecycle | IS / OOSPropScore split | DSRN=10k | $/Evalcash extracted | EA Passmedian cal-days | PA Cashnet cashflow | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | Live | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ES VWAP FadePENDING OOSBar Close | 36 | Loading... | ES | 1.19 | 74.2% | 46.6% | $-35 | — | $697 | $600 | $14,756 | +$653 | -$516 | — | — | 0.00 | — | — | — | — | — | 6.6% | 0% | Corrected from $113/day (stale config) to $45/day (verified Apr 2026). $600/trade risk incompatible with $25K daily stop ($500). | BacktestSIM active |
| ▶ | ES VWAP Fade (tight)PENDING OOSBar Close | 36 | Loading... | ES | 1.23 | 50.0% | 43.0% | $-92 | — | $553 | $300 | $8,931 | +$493 | -$440 | — | — | 0.00 | — | — | — | 35% | 30% | — | — | $300/trade — fits $25K daily stop. Lower WR vs s=12 but funded-account compatible. | BacktestSIM active |
| ▶ | ES VWAP Fade (wide)PENDING OOSBar Close | 37 | Loading... | ES | 1.15 | 63.3% | 47.0% | $-3 | — | $1057 | $600 | $11,694 | +$979 | -$744 | — | — | 0.00 | — | — | — | — | — | 30% | — | Higher variance than e8-t4-s12. D>$1.5K breach 5% vs 2.1%. | BacktestSIM active |
| ▶ | ES VWAP Fade (medium)PENDING OOSBar Close | 36 | Loading... | ES | 1.23 | 59.4% | 49.8% | $-133 | — | $726 | $500 | $12,576 | +$635 | -$563 | — | — | 0.00 | — | — | — | — | — | 34% | — | Good WR, $500 risk/trade fits $100K daily stop exactly. | BacktestSIM active |
| ▶ | ES ORB MomentumPENDING OOSBar Close | 37 | Loading... | ES | 1.35 | 44.2% | 53.2% | $-5 | +$51 | $294 | $200 | $4,122 | +$237 | -$301 | — | — | 0.00 | — | — | — | 16.2% | 0% | 0% | 0% | Too many false breakouts. WR 46.6% insufficient. Abandoned. | BacktestSIM active |
| ▶ | ES ORB Momentum (20min)PENDING OOSBar Close | 49 | Loading... | ES | 1.17 | 54.1% | 51.1% | +$4 | +$278 | $333 | $300 | $4,186 | +$292 | -$340 | — | — | 0.00 | — | — | — | 24.7% | 1.5% | 0% | 0% | Better WR but only 0.95 trades/day. Insufficient frequency. | BacktestSIM active |
| ▶ | ES Failed ORB FadePENDING OOSBar Close | 48 | Loading... | ES | 1.12 | 52.3% | 38.8% | +$13 | — | $469 | $250 | $6,164 | +$529 | -$497 | — | — | 0.00 | — | — | — | 50.5% | 20.7% | 3% | 0% | Better than ORB momentum. Still mean-reversion — correlation +0.24 with VWAP. Adds variance not alpha. | BacktestSIM active |
| ▶ | 3×MNQ VWAP FadePENDING OOSBar Close | 10 | Loading... | MNQ (×3) | 0.03 | 66.7% | 48.0% | +$3 | +$35 | $420 | $360 | $5,339 | +$781 | -$1,224 | — | — | 0.00 | — | — | — | 40.1% | — | — | — | 3×$2/pt = $6/pt total. NQ VWAP signal weaker than ES over test period. 3× below ES baseline. | BacktestSIM active |
| ▶ | GC VWAP Fade (funded-compatible)PENDING OOSBar Close | 36 | Loading... | GC | 1.34 | 52.3% | 33.7% | $-128 | — | $946 | $600 | $41,367 | +$820 | -$866 | — | — | 0.00 | — | — | — | — | — | 22% | — | GC ($100/pt) VWAP fade. Correlation to ES = +0.072 (near-zero). Median=$0 — low trade frequency. Win-day% only 21%. | BacktestSIM active |
| ▶ | GC VWAP Fade (wide stop)PENDING OOSBar Close | 48 | Loading... | GC | 1.33 | 56.5% | 39.8% | +$26 | — | $1176 | $1000 | $41,829 | +$964 | -$1,151 | — | — | 0.00 | — | — | — | 59.9% | 31.6% | 19.3% | 8% | Best avg P&L but $1000/trade risk exceeds $100K daily stop if 2 trades lose. High variance. | BacktestSIM active |
| ▶ | GC VWAP Trail (funded-compatible)PENDING OOSBar Close | 48 | Loading... | GC | 1.31 | 44.0% | — | +$700 | — | — | $600 | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-187: Trailing stop variant of GC VWAP. Backtested Sharpe 4.29 (vs -1.20 fixed target). 86 trades over 11 months — needs SIM validation. | BacktestSIM active |
| ▶ | GC VWAP Trail (wide stop)PENDING OOSBar Close | 50 | Loading... | GC | 1.30 | 49.4% | — | +$823 | — | — | $1000 | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-187: Trailing stop variant of GC VWAP wide stop. Backtested Sharpe 3.86 (vs 0.16 fixed target). 85 trades over 11 months — needs SIM validation. | BacktestSIM active |
| ▶ | ES VWAP + GC VWAP PortfolioPENDING OOSBar Close | 38 | Loading... | ES + GC | 7.90 | 67.9% | 46.2% | $-67 | $-36 | $1234 | $600 | $36,946 | +$939 | -$968 | — | — | 0.00 | — | — | — | — | — | 39% | — | ES+GC near-zero correlation (+0.072). Combined +$174/day vs ES alone +$113/day. 20-day pass rate improves 21%→39% but daily breach rate rises 6%→20%. | BacktestSIM active |
| ▶ | NQ VWAP FadePENDING OOSBar Close | 51 | Loading... | NQ | 1.00 | 75.0% | 42.1% | +$55 | $-27 | $981 | $600 | $35,580 | +$761 | -$808 | — | — | 0.01 | — | — | — | 7.5% | 7.5% | — | — | NQ-scaled VWAP fade. P5d$25K=16.9% matches ES baseline. $600/trade risk (30pt × $20). Low T/D (~1.2/day) but strong WR. Low correlation to ES-only positions. | BacktestSIM active |
| ▶ | NQ VWAP Fade (wide stop)PENDING OOSBar Close | 51 | Loading... | NQ | 1.00 | 75.0% | 47.2% | +$5 | — | $1120 | $800 | $31,487 | +$796 | -$982 | — | — | 0.00 | — | — | — | — | 7.5% | 7.5% | — | Best avg P&L of NQ configs ($39/day). 70.1% WR. $800 risk/trade — fits $50K+ daily hard stop ($1000). Higher avg P&L but same 20-day pass rate as tight stop. | BacktestSIM active |
| ▶ | ES VWAP + Regime Filter (rejected)PENDING OOSBar Close | 36 | Loading... | ES | 1.18 | 53.8% | 8.5% | $-89 | — | $263 | $600 | $3,884 | +$574 | -$682 | — | — | 0.00 | — | — | — | 10.5% | — | — | — | Regime filter hurts pass rate (9.0% vs 14.2% unfiltered). Trend days have the biggest VWAP reversions — filtering them out removes winning days. Adding the filter reduces opportunity without reducing variance proportionally. | BacktestSIM active |
| ▶ | ES Session Scalp (6_5) [1-min]PENDING OOSBar Close | 37 | Loading... | ES | 1.26 | 48.1% | 55.3% | $-12 | +$1 | $317 | — | $5,410 | +$245 | -$342 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | Auto-synced. Best pass rate: 1.3% ($25K). Avg P&L: $-1/day. Win rate: 54.0%. | BacktestSIM active |
| ▶ | ES Session Scalp (8_6) [1-min]PENDING OOSBar Close | 37 | Loading... | ES | 1.26 | 45.0% | 52.8% | $-11 | +$51 | $380 | — | $8,158 | +$303 | -$407 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | Auto-synced. Best pass rate: 3.3% ($50K). Avg P&L: $-5/day. Win rate: 50.0%. | BacktestSIM active |
| ▶ | ES VWAP Scalp (6_6_8) [1-min]PENDING OOSBar Close | 46 | Loading... | ES | 1.55 | 61.6% | 14.2% | +$12 | — | $219 | — | $4,055 | +$377 | -$407 | — | — | 0.01 | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.3% ($100K). Avg P&L: $-5/day. Win rate: 56.4%. | BacktestSIM active |
| ▶ | ES VWAP Scalp (8_6_10) [1-min]PENDING OOSBar Close | 35 | Loading... | ES | 1.23 | 46.9% | 51.0% | $-184 | +$16 | $843 | — | $14,884 | +$706 | -$667 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | — | Auto-synced. Best pass rate: 14.9% ($25K). Avg P&L: $31/day. Win rate: 63.8%. | BacktestSIM active |
| ▶ | MNQ MA Crossover [1-min]PENDING OOSBar Close | 39 | Loading... | MNQ | 51.38 | 51.2% | — | $-1451 | $-1688 | $650 | — | $473,436 | — | -$1,673 | — | — | 0.00 | — | — | — | 0% | — | — | — | Auto-synced. Best pass rate: 0.4% ($25K). Avg P&L: $6/day. Win rate: 0.0%. | BacktestSIM active |
| ▶ | MNQ ORB CTO 15-min [1-min]PENDING OOSBar Close | 48 | Loading... | MNQ | 1.18 | 51.5% | 47.5% | +$5 | — | $197 | — | $2,892 | +$199 | -$170 | — | — | 0.00 | — | — | — | — | 0% | 0% | — | Auto-synced. Best pass rate: 1.6% ($50K). Avg P&L: $15/day. Win rate: 0.0%. | BacktestSIM active |
| ▶ | MNQ ORB CTO 30-min [1-min]PENDING OOSBar Close | 37 | Loading... | MNQ | 1.05 | 44.3% | 38.3% | $-23 | — | $169 | — | $6,906 | +$183 | -$171 | — | — | 0.00 | — | — | — | — | 0% | — | — | Auto-synced. Best pass rate: 1.6% ($50K). Avg P&L: $16/day. Win rate: 0.0%. | BacktestSIM active |
| ▶ | NQ MA Crossover [2-min]PENDING OOSBar Close | 37 | Loading... | NQ | 5.36 | 27.8% | 50.0% | $-95 | +$2 | $6215 | — | $119,781 | +$3,160 | -$3,975 | — | — | 0.00 | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.8% ($100K). Avg P&L: $34/day. Win rate: 43.8%. | BacktestSIM active |
| ▶ | NQ MA Crossover (NQ) [1-min]PENDING OOSBar Close | 39 | Loading... | NQ | 51.38 | 51.2% | 0.8% | $-1451 | — | — | — | $490,905 | +$65 | -$1,467 | — | — | — | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.8% ($100K). Avg P&L: $34/day. Win rate: 0.0%. | BacktestSIM active |
| ▶ | NQ Opening Range Breakout (15-min OR)PENDING OOSBar Close | 37 | Loading... | NQ | 1.63 | 54.3% | 73.8% | $-9 | +$1362 | $1979 | — | $10,962 | +$2,158 | -$1,081 | — | — | 0.00 | — | — | — | 99.1% | 99.6% | 99.6% | 99.6% | 77% monthly WR (10/13 months profitable). ORB on NQ using 15-min opening range (9:30–9:45 AM ET). Entries 9:45 AM–12:00 PM only. ADX≥15 filters low-volatility choppy days. Stop = opposite OR boundary; target = 1× OR range extension. Max 2 trades/day. High median ($852) but mean dragged down by Jun-25 (-$18,169) and Dec-25 (-$12,765) losses. Best used in combination with BOS Retest (combined: $983/day median, 85% monthly WR). Commission modeled at $4.50/side; fills at bar close; no slippage model; 1 contract. | BacktestSIM active |
| ▶ | NQ ORB 15-min ADX (75-pt stop cap)PENDING OOSBar Close | 50 | Loading... | NQ | 1.57 | 46.2% | 58.9% | +$166 | +$707 | $2046 | $1524 | $21,770 | +$1,561 | -$1,915 | — | — | — | — | — | — | — | 55.8% | — | 37.5% | FUTA-795 risk-controlled variation of nq_orb_15min_adx (board-approved 2026-06-17). Caps the opposite-OR stop at 75 NQ pts and targets 1.5× the (capped) risk, instead of the parent's unbounded opposite-OR stop (up to 506 pts ≈ $10k risk). Canonical databento replay 2024-01-01→2026-06-17, 1 NQ, slippage 0.50/0.25: 977 trades, +$103,555 net (vs parent +$87,100), positive in BOTH halves (IS +$65,587 / OOS +$37,968, split 2025-07-01). Per-trade tail eliminated: 0 trades with intrabar MAE < −$2k (parent: 148, 16.6%); worst single trade −$1,524 — no single trade can breach an Apex-50k $2k trailing DD. Entered as sim-pending (NOT viable): OOS PropScore is below the FUTA-468 gate ($150K tier 0.0; $50K tier 17.3, just under 20) and the EA model shows the parent passing the eval more often (its big-stop edge survives the model's perfect −$1k daily-cap liquidation assumption). cap75's advantage is per-trade tail-safety, not expected value; needs SIM forward-test before the CEO promotes. See reports/futa795/FINDINGS.md. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX (50-pt cap, $50K Apex)PENDING OOSBar Close | 49 | Loading... | MNQ | 1.77 | 44.5% | 62.1% | +$9 | +$43 | $159 | $104 | $2,926 | +$113 | -$159 | — | — | — | — | — | — | — | — | — | — | FUTA-896 — MNQ-micro (pv=$2) sizing of nq_orb_15min_adx_cap75's signal with a TIGHTER 50-pt stop cap, built for a $50K Apex (−$1k daily / trailing max-DD). 1 MNQ shrinks all $-figures 10× vs full NQ so a single stop-out cannot breach the −$1k daily cap. Canonical databento replay 2024-01-01→2026-06-29, 1 MNQ, MNQ slippage 0.50/0.25, −$700 DLL: 1,102 trades, +$5,865 net, 44.5% WR, $43 median active-day, 1.77 t/day, worst trade −$104, worst day −$208 (well inside −$1k), 19/30 months profitable. Positive in BOTH halves (IS +$4,789 / OOS +$1,076, split 2025-07-01). RISK FLAG: peak-to-trough max-DD −$2,926 — this EXCEEDS a strict −$2k Apex trailing threshold (and the real Apex-50k $2,500 trailing). The 50-pt cap's lower edge ($5.9k vs cap75's $10.1k) leaves a flatter curve with a deeper relative drawdown than the wider-cap sibling. OOS PropScore at the 50K tier is 0.0 (a 1× MNQ scalp netting ~$1k OOS/yr is undersized for the payout model). Entered sim-pending (NOT viable): build + risk-survival deliverable, not an EV claim. cap75 is the preferred sibling on both edge and max-DD. CEO promotes after SIM forward-test. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX (75-pt cap, $50K Apex)PENDING OOSBar Close | 49 | Loading... | MNQ | 1.59 | 46.4% | 60.3% | +$16 | +$68 | $207 | $217 | $2,190 | +$154 | -$194 | — | — | — | — | — | — | — | — | — | — | FUTA-896 — MNQ-micro (pv=$2) sizing of nq_orb_15min_adx_cap75's exact signal/geometry, built for a $50K Apex (−$1k daily / trailing max-DD). 1 MNQ shrinks all $-figures 10× vs full NQ so a single stop-out cannot breach the −$1k daily cap. Canonical databento replay 2024-01-01→2026-06-29, 1 MNQ, MNQ slippage 0.50/0.25, −$700 DLL: 990 trades, +$10,072 net, 46.4% WR, $68 median active-day, 1.59 t/day, worst trade −$217, worst day −$308 (well inside −$1k), 23/30 months profitable. Positive in BOTH halves (IS +$5,866 / OOS +$4,206, split 2025-07-01). Max-DD −$2,190: marginally over a strict −$2k bar but UNDER the real Apex-50k $2,500 trailing threshold (the spec's −$914 ÷10 estimate was off — the parent's actual maxDrawdown is $21,770, ÷10 ≈ $2,177, matching observed). Preferred over the cap50 sibling on both edge and max-DD. OOS PropScore at the 50K tier is 0.0 (a 1× MNQ scalp is undersized for the payout model). Entered sim-pending (NOT viable): build + risk-survival deliverable, not an EV claim. CEO promotes after SIM forward-test. | BacktestSIM active |
| ▶ | MNQ ORB 15-min ADX 75-cap ×6 ($50K Apex)PENDING OOSBar Close | 48 | Loading... | MNQ | 1.49 | 40.8% | 49.2% | +$59 | $-103 | $1135 | $1441 | $17,360 | +$1,048 | -$900 | — | — | — | — | — | — | — | — | — | — | FUTA-908 — 6× MNQ run-size of mnq_orb_15min_adx_cap75 (1×, FUTA-896), the user-requested size for $50K Apex accounts (from the FUTA-894 lifecycle sweep: 6 MNQ was EA-optimal ~56% pass and the best PA payout/blowup balance). Same cap75 signal/geometry, scaled to 6 micros, clamped by the 50K Apex −$1,000 daily-loss-limit. Canonical databento replay 2024-01-01→2026-06-29, 6 MNQ, MNQ slippage 0.50/0.25, −$1,000 DLL: 924 trades, +$36,404 net, 40.8% WR, 1.49 t/day, worst trade −$1,441, worst day −$1,000 (DLL clamp), best day +$2,658, 19/30 months profitable. Positive in BOTH halves (IS +$31,996 / OOS +$4,407, split 2025-07-01) but heavily front-loaded — OOS is thin. HONEST LABELING (NOT an EV/smoothness claim): the −$1,000 Apex DLL BINDS often at 6× (the 1× cap75's −$700 DLL never binds), so this is NOT a clean 6× of the 1× build. Ex-DLL the signal scales linearly to ~+$60.4k net / OOS +$25.2k (= 6 × the never-clamped 1× cap75); the mandatory 50K-Apex DLL truncates ~$24k of that (mostly OOS), because it locks in −$1,000 days that would have recovered. Median ACTIVE day is −$103 (choppy: wins are bigger but rarer at 1.5R / 40.8% WR), and the cumulative-curve max drawdown is −$17.4k — survivable on a $2k-trailing Apex only via lifecycle resets (FUTA-894: ~55% blow-within-60d). Per-trade (−$1,441) and per-day (−$1,000) risk both stay under the $2k trailing. Entered sim-pending (NOT viable): a build + risk-survival deliverable at the user-requested 6× size, NOT an edge/EV promotion. Promotion requires the positive canonical backtest (met) + CEO SIM review. | BacktestSIM active |
| ▶ | NQ ORB ATR Fib Retrace — PA (1× NQ)PENDING OOSTouch Entry | 54 | Loading... | NQ | 0.75 | 71.6% | 71.6% | +$33 | +$209 | $459 | $638 | $5,476 | +$299 | -$638 | — | — | — | — | — | — | — | — | — | — | FUTA-805 — PA (performance-account) sizing of the opening-range ATR fib-retrace scalper, ported from the TradingView fold_04 handoff. Same signal stream as the EA variant; the only differences are 1× NQ size and the funded route's −$1,000 EOD daily-loss floor. Fades the OR break to a shallow 0.146 fib retrace via a single resting limit/day. Bearish OR → LONG limit at OR low − 4 ticks; bullish OR → SHORT limit at OR high + 4 ticks; target = OR-boundary ± OR-range×0.146; R:R 0.5 (risk = 2× reward); OR range must clear 15m ATR(48)×1.25. Canonical databento replay 2024-01-01→2026-06-17, 1 NQ, slippage 0.50/0.25, DLL clamp applied: 468 trades, 71.6% WR, +$15,395 net, $209 median active-day, worst day −$1,000 (DLL), max DD $5,476. Positive in BOTH halves (IS +$12,559 / 74% WR ; OOS +$2,836 / 68% WR, split 2025-07-01). Entered as sim-pending (NOT viable): OOS net is positive but the $150K-tier OOS PropScore is 0.0, below the FUTA-468 gate (>20) — a 1× NQ scalp netting ~$2,836 OOS/yr is undersized for a $150K payout floor (same dynamic as nq_orb_15min_adx_cap75). The signal is the most robust of the two sizings (IS+/OOS+ at 1×); the CEO promotes after SIM forward-test, sizing to the live account tier. | BacktestSIM active |
| ▶ | NQ ORB ATR Fib Retrace — EA (5× NQ)PENDING OOSTouch Entry | 48 | Loading... | NQ | 0.75 | 45.5% | 45.5% | +$63 | $-1000 | $1253 | $1000 | $18,202 | +$1,336 | -$1,000 | — | — | — | — | — | — | — | — | — | — | FUTA-805 — EA (evaluation-account) sizing of the fold_04 fib-retrace scalper. Identical signal stream to the PA variant; differs only by 5× NQ size + the route's −$1,000 EOD daily-loss floor. At 5× NQ the −$1,000 DLL equals a ~10-pt effective stop, so most adverse moves liquidate at the DLL: WR collapses to 45.5% and the MEDIAN day is −$1,000. Canonical databento replay 2024-01-01→2026-06-17 (slippage 0.50/0.25, DLL clamp): 468 trades, +$29,654 net, worst day −$1,000, max DD $18,202 — but split IS +$33,660 / OOS −$4,006 (split 2025-07-01): the perpetual curve is OOS-NEGATIVE, so this fails the FUTA-468 IS/OOS gate as a standalone edge. Entered as sim-pending (NOT viable): it is an aggressive eval-sprint sizing (spec route: 5×NQ EA, $3,000 pass target, median 5 days to pass) meant to be judged by the funded lifecycle sim + SIM forward-test, not as a perpetual daily-stopped curve. The PA variant (nq_orb_fib_retrace_pa, 1× NQ) is the sustainable, IS+/OOS+ sizing. CEO owns promotion. | BacktestSIM active |
| ▶ | NQ BOS Retest (Break of Structure)PENDING OOSBar Close | 36 | Loading... | NQ | 3.20 | 36.2% | 43.3% | $-185 | $-526 | $817 | $500 | $26,370 | +$761 | -$664 | — | — | 0.00 | — | — | — | 35.4% | 17.3% | 10.5% | 4.6% | Backtest negative (-$47/day avg, -$528 median, 824 trades, 256 days). Regime-dependent: strong Apr 2025 (+$12.8k), Nov-Dec 2025, Mar 2026; weak May-Oct 2025, Jan-Feb 2026. Forward testing shows positive in current regime but backtest overall is negative. May work as part of a portfolio that smooths regime-dependent ups/downs. | BacktestSIM active |
| ▶ | NQ Combined: ORB + BOS RetestPENDING OOSBar Close | 36 | Loading... | NQ | 3.01 | 36.5% | 29.8% | $-153 | $-641 | $1254 | $500 | $17,654 | +$1,635 | -$765 | — | — | 0.00 | — | — | — | 50.8% | 28.2% | 12.2% | 2.5% | DOWNGRADED from 'best' (FUTA-129): Full-year replay (Apr 2025–Apr 2026, 814 trades, 257 days) shows negative avg P&L (-$57/day) and 39.3% WR. 66.5% daily limit breach at $25K tier. Combined ORB morning strategy with BOS Retest all-day. If 90% monthly WR is the hard requirement, use BOS Retest alone (100% WR) and skip ORB. If maximizing dollar output, run both. Commission $4.50/side; fills at bar close; 1 contract each strategy. | BacktestSIM active |
| ▶ | NQ Triple: BOS Retest + S/R Zones + S/D ZonesPENDING OOSBar Close | 36 | Loading... | NQ | 3.21 | 38.3% | 45.2% | $-153 | $-400 | $813 | $500 | $18,110 | +$787 | -$658 | — | — | 0.00 | — | — | — | 46.4% | 25.3% | 11.4% | 5.9% | Backtest near-zero (-$3/day avg, -$421 median, 836 trades, 256 days). Regime-dependent: strong Apr 2025 (+$11.3k), Nov-Dec 2025, Mar 2026 (+$3.2k); weak May-Oct 2025, Jan-Feb 2026. Forward testing positive in current regime but backtest overall is negative. May work as part of a portfolio. Commission $4.50/side; 1 contract per strategy. | BacktestSIM active |
| ▶ | NQ FVG Retest (RR 1.5)PENDING OOSTouch Entry | 37 | Loading... | NQ | 2.90 | 41.0% | 47.8% | $-69 | $-64 | $1232 | $400 | $34,854 | +$923 | -$978 | — | — | 0.00 | — | — | — | — | 49.4% | 14% | 3.1% | TOP CANDIDATE for promotion — needs sidecar implementation to qualify as 'best'. 93% win days, 100% monthly WR, 100% 20d pass rate ALL funded tiers. Very smooth equity curve (cv=1.0). Max DD -$8,174, max recovery 11 days. $1,830/day avg, $1,864 median, 5.5 trades/day. FVG Retest: 3-candle imbalance zone, enter on retest, stop 20pt, target 30pt (1.5R). Priority sidecar implementation candidate. | BacktestSIM active |
| ▶ | NQ FVG Retest (RR 2.0)PENDING OOSTouch Entry | 35 | Loading... | NQ | 3.10 | 31.0% | 43.0% | $-217 | $-229 | $1364 | $400 | $73,057 | +$998 | -$1,132 | — | — | 0.00 | — | — | — | — | 30.6% | 10.5% | 3.1% | Choppy equity line per board review — 14% loss days create volatile day-to-day swings vs RR1.5's 7%. Needs sidecar implementation before promotion. No sidecar class exists yet. High dollar output ($2,080/day avg) but equity smoothness doesn't meet 'best' criteria. Consider using RR=1.5 variant instead (smoother equity, 93% win days). | BacktestSIM active |
| ▶ | NQ PDH/PDL Morning ReversalPENDING OOSTouch Entry | 35 | Loading... | NQ | 1.00 | 7.6% | 7.8% | $-251 | $-314 | $244 | $400 | $52,051 | +$571 | -$321 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | 100% monthly WR. 0% daily breach for $100K and $150K tiers — cleanest funded account profile of all morning strategies. 77% per-trade WR (348 trades, 187 days). $1,654/day avg, $708 median. Std $2,617. Best week $20,795. Logic: NQ frequently finds support at Prior Day Low and resistance at Prior Day High. When price spikes to PDL with RSI < 30 (oversold), high-probability mean reversion long. Reverse at PDH with RSI > 70. Median is low ($127) because many days have no signal — but when it fires, it delivers. Ideal as morning 'blaster': set and check. Zero breach rate for large tiers is exceptional for funded accounts. Total $297,826 over 311 days. | BacktestSIM active |
| ▶ | NQ FVG + BOS ConfluencePENDING OOSTouch Entry | 36 | Loading... | NQ | 1.70 | 29.3% | 34.9% | $-104 | $-414 | $753 | $400 | $24,467 | +$782 | -$580 | — | — | 0.00 | — | — | — | — | 8.4% | 0% | 0% | 100% monthly WR. FVG Retest filtered by BOS alignment: only trade FVGs that form in the same direction as the most recent Break of Structure (bullish BOS → only bullish FVGs; bearish BOS → only bearish). Lower alpha than standalone FVG Retest ($646 vs $1,550/day) — the BOS filter removes half the trades. Very low breach rates (0.6% for $100K). Good alternative for traders who want structure confirmation. Recommended as supplementary to standalone FVG Retest rather than replacement. | BacktestSIM active |
| ▶ | NQ BOS Retest (Morning 1-min)PENDING OOSTouch Entry | 37 | Loading... | NQ | 2.10 | 41.9% | 51.9% | $-2 | +$97 | $439 | $240 | $11,311 | +$353 | -$384 | — | — | 0.00 | — | — | — | — | 10.6% | 0% | 0% | 100% monthly WR. 100% 20d pass rate for $25K, 97.6% for $50K. Morning-only version of the proven BOS Retest: entries locked to 9:30–11:00 AM ET window, positions allowed to run until 11:30 ET. Uses tighter 1-min bars with lookback=3. 84% day WR — highest day win rate of any strategy tested. Low per-trade risk ($240) and 0% breach for $50K+. Produces ~$373/day in 90 minutes of trading. Ideal for traders who only want to trade the morning open. | BacktestSIM active |
| ▶ | NQ CHoCH Retest (Change of Character)PENDING OOSBar Close | 46 | Loading... | NQ | 1.03 | 38.2% | 38.0% | +$19 | $-67 | $844 | $400 | $23,327 | +$788 | -$620 | — | — | 0.00 | — | — | — | 54.3% | 21.9% | 1.4% | 0% | Weak edge. 85% monthly WR but only $200/day avg with $0 median (most days have no trade or no profit). CHoCH signal fires infrequently (0.54/day) and has low hit rate. 33% day WR not sufficient. Not competitive with BOS Retest or FVG Retest. | BacktestSIM active |
| ▶ | NQ ORB + FVG + RetestPENDING OOSBar Close | 49 | Loading... | NQ | 1.21 | 49.5% | 49.2% | +$110 | — | $2966 | — | $28,687 | +$2,451 | -$2,343 | — | — | 0.00 | — | — | — | 80% | 77.1% | 75.1% | 60.5% | Conceptually appealing (ORB momentum + FVG imbalance + retest) but poor funded account profile. 28.9% daily breach rate on $25K is unacceptably high. $0 median means most days have no trade. The three-phase setup (OR build → breakout → FVG detection → retest) misses too many entry windows when the FVG occurs too close to the OR boundary. Standalone FVG Retest (full RTH) far superior. | BacktestSIM active |
| ▶ | NQ Portfolio: FVG Retest + PDH/PDL ReversalPENDING OOSTouch Entry | 35 | Loading... | NQ | 1.80 | 24.2% | 30.3% | $-250 | $-414 | $539 | $400 | $71,261 | +$453 | -$556 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | Portfolio combines FVG Retest (5-min, RTH) and PDH/PDL Reversal (1-min, 9:30–11:00 ET) running simultaneously. Results: 311 days, $1,642/day avg, $1,026 median, 93% monthly WR, 82% day WR. Worst day: -$397 (!) — hard stop orders on each strategy cap the daily loss floor. 0% daily limit breach across ALL funded tiers. 100% 20-day pass rate across ALL tiers. This is the strongest risk-adjusted result in the entire backtest library. The two strategies are uncorrelated in their signals: FVG Retest enters on imbalance fills throughout RTH while PDH/PDL Reversal only fires at key daily S/R levels in the morning session. Combined avg win $2,012 vs avg loss -$306 (6.6:1 reward/risk ratio on winning days). | BacktestSIM active |
| ▶ | NQ Inverted FVG Retest (RR=2.0)PENDING OOSTouch Entry | 37 | Loading... | NQ | 2.30 | 33.9% | 47.4% | $-49 | $-133 | $1405 | $400 | $28,110 | +$989 | -$986 | — | — | 0.00 | — | — | — | — | 45.7% | 22.6% | 2.1% | Needs sidecar implementation + verified trade CSV before promotion to 'best'. No per-trade CSV generated yet — metrics from research script only. stdPnlDay $2,200 is high relative to avgPnlDay. Inverted FVG: filled gap flips polarity → support/resistance zone. Results from research: 257 days, $893/day avg, $722 median, 70% day WR. Worst day -$15,978 theoretical (funded daily stop caps actual). | BacktestSIM active |
| ▶ | NQ Inverted FVG Retest (RR=1.5)PENDING OOSTouch Entry | 36 | Loading... | NQ | 2.30 | 38.0% | 44.2% | $-103 | $-143 | $1234 | $400 | $32,054 | +$809 | -$825 | — | — | 0.00 | — | — | — | — | 31% | 8.8% | 0.4% | Needs sidecar implementation + verified trade CSV before promotion to 'best'. No per-trade CSV generated yet — metrics from research script only. RR=1.5 variant (30pt target, 20pt stop, gap≥4pt). 75% day WR, $829/day avg, $798 median. Preferred over RR2.0 for consistency. Worst day -$15,978 theoretical. | BacktestSIM active |
| ▶ | NQ Order Block RetestPENDING OOSTouch Entry | 36 | Loading... | NQ | 1.20 | 39.2% | 40.2% | $-67 | $-229 | $665 | $400 | $13,533 | +$616 | -$525 | — | — | 0.00 | — | — | — | — | 14.3% | 0% | 0% | Order Block (OB): the last opposing candle before a Break of Structure (BOS) — represents institutional order flow. Results: 257 days, $236/day avg, $0 median (many zero-trade days), 92% monthly WR, 47% day WR. Avg win $719 vs avg loss -$520 (1.38:1). Best variant: lb=4, RR=1.5. 0% breach for $100K and $150K tiers. Low 5d pass rates but solid 20d windows. Viable as a supplemental strategy — does not fire every day, best used alongside a daily-frequency strategy. Worst day: -$1,463 (well within funded account parameters). | BacktestSIM active |
| ▶ | NQ Liquidity Sweep Reversal (rejected)PENDING OOSBar Close | 46 | Loading... | NQ | 2.99 | 41.9% | 27.4% | +$117 | $-67 | $610 | $500 | $14,218 | +$792 | -$356 | — | — | 0.81 | — | — | — | 55% | 16.4% | 0.5% | 0% | Liquidity Sweep Reversal: detect price sweeping beyond swing H/L to trigger stops, then reversing. Enter the fade. Best variant: lb=4, buf=2pt, stop=12pt, RR=2.0 → $179/day avg but 28.6% breach $25K — unacceptable. Other variants near flat or negative. High avg win ($1,889) offset by high avg loss (-$1,280). NQ stop hunts are real but timing the reversal entry is too noisy — many false sweeps that continue. | BacktestSIM active |
| ▶ | NQ Premium/Discount Range Entry (rejected)PENDING OOSBar Close | 37 | Loading... | NQ | 2.97 | 34.1% | 23.2% | $-34 | $-67 | $996 | $400 | $40,447 | +$1,335 | -$615 | — | — | 0.00 | — | — | — | 52.7% | 31.8% | 1.8% | 0% | Premium/Discount Range: SMC concept — buy in discount zone (price below 40% of session/prior-day range), sell in premium zone (above 60%). Tested with BOS direction filter. All 3 variants negative: -$30/day, -$28/day, -$21/day. Only 27-36% winning days. NQ is trending — mean-reversion at range extremes fights the dominant intraday momentum. | BacktestSIM active |
| ▶ | NQ 15m FVG → 1m Entry (RR=1.5)PENDING OOSTouch Entry | 49 | Loading... | NQ | 2.20 | 41.2% | 51.0% | +$122 | +$59 | $1829 | $200 | $24,749 | +$1,239 | -$1,041 | — | — | 0.01 | — | — | — | — | 59.5% | 38.8% | 20.7% | Needs sidecar implementation before promotion to 'best'. 15m FVG → 1m entry: detect Fair Value Gaps on 15m bars (gap≥6pt between bar[i-2].high and bar[i].low), then drop to 1m for entry when price retraces into the gap zone. Results: 311 days, 241 trades, $1,239/day avg, $602 median, 57.9% day WR, 92.9% monthly WR. WorstDay=-$6,294; AvgWin=$2,574 vs AvgLoss=-$1,281. 99.7% 20-day pass rate across $50K, $100K, and $150K tiers. Breach risk at $25K (11.3%) is the primary constraint — best suited for $50K+ funded accounts. Entries use real 1m close prices — no synthetic bar fills. | BacktestSIM active |
| ▶ | NQ 30m VWAP Deviation Fade (RR=2.0)PENDING OOSTouch Entry | 36 | Loading... | NQ | 1.40 | 25.4% | 29.3% | $-54 | $-114 | $449 | $300 | $9,560 | +$311 | -$205 | — | — | 0.00 | — | — | — | — | 3.9% | 0% | 0% | Needs sidecar implementation before promotion to 'best'. 30m VWAP Deviation Fade: mean-reversion when NQ >2σ from VWAP on 30m, 1m RSI entry. $465/day avg, $447 median. Best as portfolio component (low standalone frequency). Low breach risk. Entries use real 1m close prices. | BacktestSIM active |
| ▶ | NQ Portfolio: 15m FVG + 30m VWAP FadePENDING OOSTouch Entry | 48 | Loading... | NQ | 2.70 | 37.0% | 46.9% | +$99 | $-73 | $1639 | $300 | $18,301 | +$1,228 | -$899 | — | — | 0.01 | — | — | — | — | 50.6% | 29% | 10% | Has sidecar class (NQPortfolioFVG15mVWAP). Ready for forward testing. Very smooth equity (cv=1.0). Portfolio: 15m FVG→1m + 30m VWAP Fade — two uncorrelated signals. $2,955/day avg, $2,498 median (verified from CSV), 5.3 TPD. FUTA-139: sidecar portfolio class delegates to NQHTFFVGEntry + NQVWAPFade30m with timeframe routing. | BacktestSIM active |
| ▶ | NQ 30m FVG → 1m Entry (RR=1.5)PENDING OOSTouch Entry | 37 | Loading... | NQ | 1.40 | 41.9% | 47.2% | $-9 | $-149 | $1226 | $250 | $19,156 | +$972 | -$886 | — | — | 0.00 | — | — | — | — | 53.6% | 35% | 12.1% | 30m FVG → 1m entry: same concept as 15m FVG but using 30m bars for larger structural imbalances. The larger timeframe means fewer setups (0.69/day) but larger expected move. Results: 311 days, 214 trades, $1,033/day avg, $418 median, 55% day WR, 92.9% monthly WR. WorstDay=-$11,484; AvgWin=$2,368 vs AvgLoss=-$1,948. 93.2% 20d pass at $100K but breach rate 5.5% puts it just above the 5% threshold. Viable as a standalone or portfolio component. Breach risk at $25K (11.6%) limits small-account use. | BacktestSIM active |
| ▶ | NQ 1h Liquidity Sweep Reversal → 5m Entry (RR=1.5)PENDING OOSTouch Entry | 35 | Loading... | NQ | 1.40 | 25.1% | 30.2% | $-175 | $-314 | $406 | $300 | $28,529 | +$383 | -$417 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | 1h Liquidity Sweep Reversal: detect price sweeping beyond 1h swing high/low to trigger stops, then reversing direction. Enter the fade on the 5m reversal bar. Results: 311 days, 244 trades, $627/day avg, $381 median, 55.9% day WR, 85.7% monthly WR. WorstDay=-$8,029; AvgWin=$1,548 vs AvgLoss=-$1,064. Strong positive expectancy (1.5:1 win/loss ratio). Breach rate too high for $25K (14.5%) and borderline for $50K (9.0%) — best suited for $100K+ accounts. 20d pass rate drops to 72.6% at $150K — use with portfolio companion for that tier. | BacktestSIM active |
| ▶ | NQ Renko 5pt Brick Flip + VWAP (RR=2.0)PENDING OOSTouch Entry | 36 | Loading... | NQ | 4.90 | 24.6% | 33.1% | $-190 | $-265 | $313 | $100 | $55,152 | +$186 | -$376 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | Renko 5pt brick flip: enter in direction of brick reversal only when price is on correct side of VWAP. Signals generated on Renko bricks; fills use real tick-level prices at each brick's close timestamp. Results: 302 trade days, $333/day avg (RR=2.0), $155 median, 69.1% day WR, 100% monthly WR. WorstDay=-$1,045 (= 5 trades × max loss cap). Zero daily limit breach across all tiers. 20d pass rate is 70.6% — below the 90% threshold for standalone funded-account use. Low variance makes this an excellent portfolio complement. AvgWin=$744 vs AvgLoss=-$550. IMPORTANT: Always use tick-level fills — Renko brick prices diverge from real market prices by 0.25–2.5pt. | BacktestSIM active |
| ▶ | NQ Range 13pt BOS + VWAP (RR=2.0)PENDING OOSTouch Entry | 37 | Loading... | NQ | 4.90 | 33.2% | 50.3% | $-66 | +$200 | $891 | $260 | $21,785 | +$672 | -$815 | — | — | 0.00 | — | — | — | — | 29.9% | 0% | 0% | Range 13pt BOS + VWAP: generate Break of Structure signals on 13pt range bars, filtered by VWAP direction. Range bars have fixed body size (13pt each); BOS occurs when price breaks beyond the prior bar's range extreme. Signals on range bars; fills use real tick-level prices at each bar's close timestamp. Results: 307 trade days, $863/day avg (RR=2.0), $995 median, 81.4% day WR, 100% monthly WR. WorstDay=-$1,345; Zero daily limit breach. Best of Wave 6. 20d pass rate 83.7% — just below 90% threshold. Main constraint: 5-trade/day cap limits full edge. Strong risk profile: $995 median with 0% breach makes this the most consistent Wave 6 result. IMPORTANT: Always use tick-level fills — range bar close prices differ from real market by 0.25–2.5pt. | BacktestSIM active |
| ▶ | NQ London Sweep Reversal (Long)PENDING OOSTouch Entry | 55 | Loading... | NQ | 1.00 | 61.9% | 61.9% | +$463 | +$694 | $2558 | $600 | $8,306 | +$1,931 | -$1,923 | — | — | 0.73 | — | — | — | — | 100% | 100% | 100% | FUTA-102 session research. London sweep reversal: when the London session (3–9:30 AM ET) drives NQ below the prior RTH day's low by ≥30pt (stop hunt / liquidity sweep), but the NY session opens BACK ABOVE that prior low, enter LONG at the 9:30 RTH open. Stop = London sweep low − 5pt. Target = prior day's RTH midpoint. Results (256 days Apr 2025–Apr 2026): 19 trades (min 30pt sweep filter), 63.2% WR, $13,036 total, $686/trade avg, 53.8% monthly WR. Breach rate only 2.7–3.5%. Fires ~1.5–2x/month — too low frequency for standalone funded account use, but strong per-trade edge. Best used as a satellite signal alongside the 15m FVG strategy. Asymmetry confirmed: LONG sweeps 64% WR vs SHORT sweeps 46% WR in the bull trend. Deeper sweeps (≥30pt) yield better avg profit ($686) vs shallow (all sweeps: $536). Entries use real 1m close prices at 9:30 bar. | BacktestSIM active |
| ▶ | NQ Asia/London/NY Session Entries (rejected variants)PENDING OOSBar Close | 37 | Loading... | NQ | 1.00 | 39.7% | 27.7% | $-25 | — | $514 | — | $11,341 | +$731 | -$524 | — | — | 0.00 | — | — | — | 31.3% | 7.3% | 0% | 0% | FUTA-102 session research — four session-based entry concepts, all rejected. Session distribution (256 days): London bullish 29%, bearish 21%, neutral 51%. Asia range avg 170pt; London range avg 179pt. (1) Asia Range Retest: London sets direction, NY enters at Asia high/low. Result: −$40,628. Day WR ~18%. NQ blows through Asia levels too often — no confirmation. Asia high IS touched 76.7% of bullish London days but price doesn't reliably hold. (2) FVG + London Direction Filter: filter 15m FVG entries by London bullish/bearish. Cuts trade count 53% (253→118 trades) with no quality gain. FVG edge is direction-agnostic — don't filter it by session. (3) Asia Range Coil Breakout: London failed to break Asia range → trade NY breakout. 0 qualifying trades (London breaks Asia range on 91% of days — coil almost never occurs). (4) London Mid Fade: fade toward London midpoint when NY opens at London extreme. Implementation bug in stop direction; inconclusive, needs reimplementation. Key finding: session model is useful as CONTEXT (Asia H/L as reference levels, London direction as bias) but not as direct entry triggers. | BacktestSIM active |
| ▶ | NQ SuperTrend/UTBot/DEMA200 Confluence (rejected)PENDING OOSBar Close | 36 | Loading... | NQ | 1.28 | 38.1% | 27.4% | $-53 | — | $484 | — | $17,052 | +$458 | -$500 | — | — | 0.00 | — | — | — | 34.6% | 7.5% | 0% | 0% | All three indicators tested as confluence filters on BOS Retest — all hurt performance. Baseline BOS Retest (no filter): $369/day avg, 100% monthly WR, 94.2% 20d $25K. After SuperTrend(12,3): $176/day (-52%), monthly WR drops to 83%. After UTBot(kv=1): $238/day (-36%), monthly WR drops to 92%. After DEMA200: $147/day (-60%), monthly WR drops to 77%. Triple filter (all three): $54/day (-85%), 58% monthly WR — nearly useless. SuperTrend standalone: -$6/day (negative edge). UTBot standalone: $47/day (near zero). DEMA200 mean reversion: -$24/day with 50-55% daily breach rates — dangerous. Conclusion: BOS Retest has its own structure-based directional filter. Adding these indicators removes too many valid setups without removing proportional losing setups. | BacktestSIM active |
| ▶ | NQ Volume Profile POC FadePENDING OOSBar Close | 52 | Loading... | NQ | 5.26 | 56.6% | 65.0% | +$14 | +$350 | $1200 | $600 | $6,953 | +$2,688 | -$693 | — | — | 0.00 | — | — | — | — | 75% | — | — | Negative median P&L (-$609/day) despite positive average ($493/day) — skewed by large wins, volatile equity. cv=3.9 (volatile). Only 57 days of data (Feb-Apr 2026). Not smooth enough for 'best'. POC Fade: volume profile → reversion to Point of Control when price deviates >40pt. PF 1.27, Max DD $6,953. Works better as portfolio component than standalone. | BacktestSIM active |
| ▶ | NQ CVD DivergencePENDING OOSBar Close | 37 | Loading... | NQ | 4.15 | 51.8% | 60.0% | $-29 | +$130 | $600 | $400 | $2,868 | +$855 | -$541 | — | — | 0.00 | — | — | — | — | 65% | — | — | FUTA-127 volume research. Estimates Cumulative Volume Delta (CVD) from bar-level data using Chaikin-style proxy: delta = volume × (2×(close−low)/(high−low) − 1). Trades price/CVD divergences — when price makes new highs but CVD doesn't confirm (or vice versa), the move lacks conviction and tends to reverse. Results (52 days, Feb-Apr 2026): 215 trades, $8,165 total ($157/day), Sharpe 2.97, Sortino 4.54, PF 1.21, Max DD $3,362. Lower PnL than POC Fade but very low correlation (r = −0.107), making it valuable as a portfolio diversifier in the 3-stream combo. | BacktestSIM active |
| ▶ | NQ Volume Exhaustion ReversalPENDING OOSBar Close | 37 | Loading... | NQ | 2.15 | 63.0% | 62.0% | $-10 | +$100 | $500 | $500 | $1,963 | +$480 | -$541 | — | — | 0.00 | — | — | — | — | 70% | — | — | FUTA-127 volume research. Detects exhaustion candles — bars with extreme volume (>2× average) and small bodies (body/range < 0.45) indicating absorption/rejection. Enters on next-bar confirmation in the reversal direction. Mechanistic edge: volume spikes at price extremes represent capitulation; smart money absorbs the flow and price reverses. Results (49 days, Feb-Apr 2026): 103 trades, $6,168 total ($126/day), Sharpe 3.36, Sortino 4.68, PF 1.42, Max DD $1,963. Highest win rate (69.9%) and lowest max DD of the three volume strategies. Low frequency (~2 trades/day) but high conviction. Near-zero correlation with POC and CVD. | BacktestSIM active |
| ▶ | NQ Volume Portfolio: POC Fade + CVD Divergence + Exhaustion (3-Stream)PENDING OOSBar Close | 51 | Loading... | NQ | 9.08 | 56.3% | 40.8% | +$73 | $-298 | $1450 | $600 | $30,713 | +$1,400 | -$996 | — | — | 0.00 | — | — | — | — | 78% | — | — | Has sidecar class (NQVolPortfolio3Stream). Ready for forward testing. Only 57 days of data. FUTA-127 volume portfolio research. Three uncorrelated volume strategies running simultaneously. Stream correlations: POC vs CVD r=−0.107, POC vs Exh r=0.110, CVD vs Exh r=0.061 — all near-zero, providing genuine diversification benefit. Results (57 days, Feb-Apr 2026): 768 trades, $42,428 total ($744/day avg), Sharpe 5.55, Sortino 9.17, PF 1.27, Max DD $5,098. Portfolio Sharpe (5.55) is 37% higher than best single strategy (4.06), confirming the diversification alpha. Max DD lower than POC alone ($5,098 vs $6,953). Funded account 5d pass rate 73.6%. All three strategies use different volume-derived signals: structure (POC), momentum (CVD), and reversal (exhaustion) — covering different market microstructure edges. | BacktestSIM active |
| ▶ | NQ Tick Imbalance MomentumPENDING OOSBar Close | 36 | Loading... | NQ | 4.34 | 38.5% | 31.9% | $-227 | $-591 | $622 | $300 | $64,922 | +$529 | -$630 | — | — | 0.00 | — | — | — | 100% | 100% | 100% | 100% | FUTA-129 order flow research. Tick rule classification on 125M NQ ticks → per-minute buy/sell delta. Enter LONG when 1-min tick delta ≥ +200 (strong buying surge) with bullish bar confirmation. Sharpe 29.49, PF 8.88, 96% win days, max DD -$845. 2,229 trades over 249 days. $677K total. VALIDATED with next-bar-open fills (FUTA-141): retains 100% of edge — close-to-open gap on 1-min bars is negligible. Original fill-at-close concern was overestimated at this timeframe. Parameter stability is excellent: monotonic degradation as threshold increases (100→300). | BacktestSIM active |
| ▶ | NQ Order Flow + FVG Confluence (RR=2.0)PENDING OOSBar Close | 37 | Loading... | NQ | 2.57 | 33.6% | 37.3% | $-51 | $-424 | $891 | $400 | $11,814 | +$952 | -$646 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | FUTA-129 order flow research. Same FVG Retest logic as nq-fvg-retest-rr20, but entries are filtered by tick delta confirmation: only enter bullish FVG when rolling 5-bar tick delta > +50 (confirms buyers stepping in at retest level). Vice versa for bearish. FUTA-346: corrected fill bias — prior metrics (WR 24.9%, $-269/day, maxDD $64,863) used touch_entry fills at FVG zone edge; corrected to bar_close fills at the triggering bar's close. Recomputed 1-yr Databento backtest (2025-05-30→2026-05-29, 544 trades, 212 days): WR 33.6%, $-51/day avg, $-424/day median, maxDD $11,814. Strategy is net-losing — CEO review recommended before any SIM testing. | BacktestSIM active |
| ▶ | NQ FVG+PDHL Portfolio (10:00–15:00 window)PENDING OOSTouch Entry | 35 | Loading... | NQ | 1.60 | 27.7% | 37.1% | $-169 | $-314 | $536 | $400 | $44,912 | +$453 | -$535 | — | — | 0.00 | — | — | — | — | 3.9% | 0% | 0% | FUTA-180 filter variant of nq-portfolio-fvg-pdhl. Time window 10:00–15:00 cuts DD 51%, PF jumps 2.98→7.04, total PnL +4% despite fewer trades. Core session avoids open/close noise. | BacktestSIM active |
| ▶ | NQ 30m VWAP Fade (10:00–13:00 window)PENDING OOSTouch Entry | 36 | Loading... | NQ | 1.20 | 22.5% | 25.5% | $-51 | $-114 | $264 | $400 | $5,428 | +$251 | -$155 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | FUTA-180 filter variant of nq-vwap-fade-30m. Window 10:00–13:00 boosts Sharpe 52% (7.8→11.8), cuts DD 60% ($4,375→$1,770), retains 69% PnL. VWAP stabilizes by 10am, afternoon trends erode fade edge. | BacktestSIM active |
| ▶ | ES VWAP Fade wide (daily loss cap $200)PENDING OOSBar Close | 50 | Loading... | ES | 2.73 | 64.9% | 36.1% | +$121 | $-218 | $872 | $600 | $5,812 | +$1,061 | -$450 | — | — | 0.34 | — | — | — | 58.7% | 47.5% | 19.7% | 8.5% | FUTA-180 filter variant of es-vwap-e8-t8-s12. $200 daily loss cap cuts DD 51% ($11,912→$5,812), PnL increases 22% ($24,774→$30,126). Preserves core edge, eliminates catastrophic trending days. | BacktestSIM active |
| ▶ | NQ FVG Retest RR1.5 (9:30–12:00 morning)PENDING OOSTouch Entry | 37 | Loading... | NQ | 2.20 | 42.0% | 48.4% | $-49 | $-73 | $1118 | $400 | $24,626 | +$841 | -$884 | — | — | 0.00 | — | — | — | — | 40.4% | 5.1% | 0% | FUTA-180 filter variant of nq-fvg-retest-rr15. Morning window 09:30–12:00 cuts DD 76% ($8,583→$2,045), retains 84% PnL, WR 75%→77%. FVGs form overnight and fill in first 2.5 hours. | BacktestSIM active |
| ▶ | NQ FVG Retest RR2.0 (9:30–12:00 morning)PENDING OOSTouch Entry | 36 | Loading... | NQ | 2.20 | 33.3% | 44.5% | $-122 | $-278 | $1235 | $400 | $44,613 | +$978 | -$1,004 | — | — | 0.00 | — | — | — | — | 31.9% | 11.1% | 0.9% | FUTA-180 filter variant of nq-fvg-retest-rr20. Morning window 09:30–12:00 cuts DD 73% ($8,992→$2,454), retains 83% PnL, WR 66%→68%. Same morning concentration as RR1.5 variant. | BacktestSIM active |
| ▶ | NQ FVG+BOS Confluence (max 3 consec wins)PENDING OOSTouch Entry | 36 | Loading... | NQ | 1.70 | 29.3% | 34.9% | $-104 | $-414 | $753 | $400 | $24,467 | +$782 | -$580 | — | — | 0.00 | — | — | — | — | 8.4% | 0% | 0% | FUTA-180 filter variant of nq-fvg-bos-confluence. Stop after 3 consecutive wins per day: cuts DD 48% ($4,752→$2,454), retains 77% PnL. Prevents forcing trades after hot streak. | BacktestSIM active |
| ▶ | NQ Order Block Retest (profit cap $1000)PENDING OOSTouch Entry | 36 | Loading... | NQ | 1.20 | 39.2% | 40.2% | $-67 | $-229 | $665 | $400 | $13,533 | +$616 | -$525 | — | — | 0.00 | — | — | — | — | 14.3% | 0% | 0% | FUTA-180 filter variant of nq-order-block-retest. $1000 daily profit cap: Sharpe jumps 69% (28.5→48.2), DD -53% ($4,868→$2,272), 97% winning days. Locks in winners before mean-reversion risk. | BacktestSIM active |
| ▶ | NQ Portfolio 15m FVG+VWAP (profit cap $1500)PENDING OOSTouch Entry | 48 | Loading... | NQ | 2.50 | 36.6% | 47.3% | +$92 | $-55 | $1577 | $400 | $18,301 | +$1,199 | -$902 | — | — | 0.01 | — | — | — | — | 48.5% | 32.4% | 10% | FUTA-180 filter variant of nq-portfolio-fvg15m-vwap. $1500 daily profit cap: Sharpe +43% (15.7→22.4), DD -38% ($9,289→$5,734), retains 59% PnL. Caps overextension on strong trend days. | BacktestSIM active |
| ▶ | NQ 1h Sweep Reversal (9:30–12:00 morning)PENDING OOSTouch Entry | 35 | Loading... | NQ | 1.20 | 24.7% | 29.8% | $-158 | $-314 | $378 | $300 | $21,303 | +$380 | -$386 | — | — | 0.00 | — | — | — | — | 0% | 0% | 0% | FUTA-180 filter variant of nq-sweep-reversal-1h-5m. Morning window 09:30–12:00 cuts DD 50% ($8,029→$4,033), retains 61% PnL. London/NY overlap creates sweep, reversal plays out in AM session. | BacktestSIM active |
| ▶ | NQ Morning Flow MomentumPENDING OOSTouch Entry | 47 | Loading... | NQ | 2.10 | 35.5% | 45.6% | +$27 | $-254 | $827 | $400 | $11,075 | +$847 | -$660 | — | — | 0.00 | — | — | — | — | 33.6% | 7.2% | 5.9% | FUTA-201: Exploits morning CVD direction (d=0.70) + VWAP pullback (d=0.79). Phase 1 measures morning CVD, Phase 2 trades pullbacks in CVD direction. ATR guard filters toxic high-vol days (d=0.76-1.00). | BacktestSIM active |
| ▶ | NQ ORB+VWAP BreakoutPENDING OOSTouch Entry | 37 | Loading... | NQ | 1.40 | 43.7% | 42.9% | $-2 | $-614 | $828 | $600 | $10,029 | +$810 | -$611 | — | — | 0.00 | — | — | — | — | 35.8% | 9.7% | 0% | FUTA-201: Exploits the strongest consensus feature — ORB position (d=1.05-1.07) — with VWAP confirmation (d=0.79) and morning tick delta direction (d=0.76). Target/stop scaled to ORB width. | BacktestSIM active |
| ▶ | NQ Guarded VWAP FadePENDING OOSTouch Entry | 47 | Loading... | NQ | 1.50 | 51.9% | 36.8% | +$14 | $-614 | $866 | $600 | $15,058 | +$1,052 | -$591 | — | — | 0.00 | — | — | — | — | 34.6% | 9% | 0.8% | FUTA-201: VWAP fade gated by all FUTA-196 toxic feature guards. ATR guard (d=0.76-1.00), morning CVD filter (d=-0.59), tick delta std filter (d=0.88-0.93). Only fades in CVD-confirmed direction. | BacktestSIM active |
| ▶ | NQ FVG Close Drive LongPENDING OOSTouch Entry | 30 | Loading... | NQ | 0.28 | 37.2% | 55.0% | +$24 | — | $320 | $300 | $4,355 | +$450 | -$272 | — | — | 0.02 | — | — | — | 60% | 55% | 50% | 75% | FUTA-241: RL research best result. 5m FVG immediate entry during close drive (15:00-15:55 ET), long only. Walk-forward validated across 15 years (2011-2026) with OOS Sharpe 6.67. 14/16 years profitable. ATR-scaled gap filter ensures meaningful FVGs only. | BacktestSIM active |
| ▶ | NQ Prior Day Low BreakdownPENDING OOSBar Close | 56 | Loading... | NQ | 0.68 | 82.6% | 82.6% | +$12 | +$381 | $815 | $180 | $8,352 | +$381 | -$1,738 | — | — | 0.00 | — | — | — | 95.6% | 57.2% | 2.5% | 0% | FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 108 trades over ~1yr, PF=1.8. Static TP/SL. | BacktestSIM active |
| ▶ | NQ ORB + PDL Consistency PortfolioPENDING OOSBar Close | 52 | Loading... | NQ | 1.93 | 68.8% | 55.6% | +$99 | +$381 | $2114 | — | $32,796 | +$1,705 | -$1,916 | — | — | — | — | — | — | — | — | — | — | FUTA-844 (closes FUTA-835): the 'P1' consistency portfolio — NQ 15-min ORB(ADX≥15) + NQ Prior-Day-Low breakdown short, run as ONE book with single-position-per-instrument anti-hedge (FUTA-394, first-signal-wins). Registered with a wide -$3,000 portfolio daily floor. IMPORTANT — honest metrics: the FUTA-840 research headline (OOS green-day 73.2% / green-week 94.2% / 96.5 pts/wk) was a REALIZED-ONLY daily-stop artifact (research mae_pnl==dollar_pnl; no intrabar MTM). Under canonical intrabar-MTM fills these are the real numbers: FULL +$61,963 / GD 55.6% / GW 52.3%; OOS (post 2025-07-01) +$47,073 / GD 55.3% / GW 53.8% / 22.2 pts/wk. Does NOT meet the 90/90/100 consistency goal (board NO-GO, see reports/futa844/FINDINGS.md). Both legs already registered individually; this banks the combined book for SIM. Commission $4.50/side; NQ slippage 0.50/0.25. | BacktestSIM active |
| ▶ | YM Prior Day Low BreakdownPENDING OOSBar Close | 51 | Loading... | MYM | 0.72 | 60.4% | 60.4% | +$2 | +$32 | $37 | $40 | $259 | +$32 | -$43 | — | — | 0.01 | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 116 trades over ~1yr, PF=1.4. Static TP/SL. | BacktestSIM active |
| ▶ | YM Prior Month Low BreakdownPENDING OOSBar Close | 18 | Loading... | MYM | 0.14 | 43.5% | 43.5% | +$7 | $-43 | $57 | $40 | $259 | +$72 | -$43 | — | — | 0.21 | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 24 trades over ~1yr, PF=13.1. Static TP/SL. | BacktestSIM active |
| ▶ | CL Prior Day High BreakoutPENDING OOSBar Close | 48 | Loading... | MCL | 0.67 | 47.4% | 47.4% | +$1 | $-12 | $83 | $70 | $894 | +$71 | -$62 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Day High breakout from FUTA-270 sweep. 139 trades over ~1yr, PF=4.5. Static TP/SL. | BacktestSIM active |
| ▶ | RTY Prior Month High BreakoutPENDING OOSBar Close | 37 | Loading... | M2K | 0.57 | 70.0% | 70.0% | $-4 | +$22 | $40 | $40 | $843 | +$22 | -$66 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-272: Prior-level breakout component (1 M2K contract). Long-only breakout above prior month high. 182 trades, 95.6% WR. Strongest individual component — Sharpe 34.2, max DD only $107. | BacktestSIM active |
| ▶ | ML Session Bias — RTY 30m (B)PENDING OOSBar Close | 37 | Loading... | M2K | 0.96 | 43.7% | 41.3% | $-4 | $-19 | $170 | $130 | $3,817 | +$158 | -$130 | — | — | 0.00 | — | — | — | 1.9% | 0% | 0% | 0% | FUTA-373/374: ml_session_bias leg of scanner portfolio spf_852211fc3eac9a48 (verified under FUTA-372). FUTA-374 bumped this micro leg from x1 → x2 (M2K) for parity with the FUTA-372 both-variant directive. Same SGD log_loss walk-forward family as FUTA-362; nightly retrain, zero-context regime (FUTA-360). NET NEGATIVE under our instrument slippage: -$2,447 over 568 trades / 591 td (WR 44%, 2024-01→2026-06). Scanner's flat 1-tick fill masked this; the scanner's $1.4M headline is not realizable under our fills. Paired mini variant: ml_session_rty_30m_b_mini. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | ML Session Bias — YM 30mPENDING OOSBar Close | 37 | Loading... | MYM | 0.94 | 48.7% | 45.3% | $-1 | — | $168 | $135 | $5,840 | +$140 | -$135 | — | — | 0.00 | — | — | — | 7.4% | 1.8% | 0% | 0% | FUTA-373/374: ml_session_bias leg of scanner portfolio spf_852211fc3eac9a48 (verified under FUTA-372). FUTA-374 bumped this micro leg from x1 → x2 (MYM) for parity with the FUTA-372 both-variant directive. Same SGD log_loss walk-forward family as FUTA-362; nightly retrain, zero-context regime (FUTA-360). NET NEGATIVE under our instrument slippage: -$323 over 536 trades / 570 td (WR 48%, 2024-02→2026-05). Scanner's flat 1-tick fill masked this; the scanner's $1.4M headline is not realizable under our fills. Paired mini variant: ml_session_ym_30m_mini. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | ML Session Bias — ES 15mPENDING OOSBar Close | 37 | Loading... | MES | 0.94 | 45.2% | 41.8% | — | — | $188 | $139 | $3,054 | +$168 | -$139 | — | — | — | — | — | — | 8.5% | 0% | 0% | 0% | FUTA-373/374: ml_session_bias leg of scanner portfolio spf_852211fc3eac9a48 (verified under FUTA-372). First ES/MES ml_session leg. FUTA-374 bumped this micro leg from x1 → x2 (MES) for parity with the FUTA-372 both-variant directive. Same SGD log_loss walk-forward family as FUTA-362; nightly retrain, zero-context regime (FUTA-360). Roughly flat under our instrument slippage: +$219 over 555 trades / 593 td (WR 45%, 2024-01→2026-06) — within noise, same overfit family. Scanner's flat 1-tick fill inflated the headline; the scanner's $1.4M is not realizable under our fills. Paired mini variant: ml_session_es_15m_mini. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | ML Session Bias — RTY 30m (B) miniPENDING OOSBar Close | 36 | Loading... | RTY | 0.96 | 43.3% | 40.9% | $-31 | $-233 | $1596 | $1253 | $37,134 | +$1,562 | -$1,253 | — | — | 0.00 | — | — | — | 62.6% | 50.9% | 29.5% | 15.6% | FUTA-374: MINI sizing variant of ml_session_rty_30m_b (same candidate 11d43698, identical signal) routed to full-size RTY ($50/pt) at 2 contracts, $9 RT commission. Completes the FUTA-372 both-variant directive. NET NEGATIVE under our instrument slippage: -$18,171 over 568 trades / 591 td (WR 43%, 2024-01→2026-06). Note: NOT a clean 10× of the micro — the -$2,000 intrabar daily-stop cap binds at mini size (worst day -$2,000 vs the micro's -$464), reshaping the curve. Same overfit family as FUTA-363; scanner's $1.4M headline is not realizable under our fills. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | ML Session Bias — YM 30m miniPENDING OOSBar Close | 48 | Loading... | YM | 0.94 | 47.9% | 44.4% | +$15 | — | $1543 | $1264 | $45,890 | +$1,407 | -$1,264 | — | — | 0.00 | — | — | — | 61.7% | 49.7% | 28.7% | 11.8% | FUTA-374: MINI sizing variant of ml_session_ym_30m (same candidate e68a1539, identical signal) routed to full-size YM ($5/pt) at 2 contracts, $9 RT commission. Completes the FUTA-372 both-variant directive. Net positive over the window: +$8,684 over 536 trades / 570 td (WR 47%, 2024-02→2026-05) — but this is NOT a clean 10× of the -$395 micro: the -$2,000 intrabar daily-stop cap binds at mini size (worst day -$2,000), truncating deep-red days and flipping the displayed total. Same overfit family as FUTA-363; do not read the positive headline as edge. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | ML Session Bias — ES 15m miniPENDING OOSBar Close | 47 | Loading... | ES | 0.94 | 44.3% | 41.0% | +$41 | $-30 | $1764 | $1278 | $28,681 | +$1,699 | -$1,278 | — | — | 0.00 | — | — | — | 62.9% | 50.7% | 32.8% | 16% | FUTA-374: MINI sizing variant of ml_session_es_15m (same candidate c6d3758c, identical signal) routed to full-size ES ($50/pt) at 2 contracts, $9 RT commission. Completes the FUTA-372 both-variant directive. Net positive over the window: +$24,255 over 555 trades / 593 td (WR 44%, 2024-01→2026-06) — but this is NOT a clean 10× of the ~flat micro: the -$2,000 intrabar daily-stop cap binds at mini size (worst day -$2,000), truncating deep-red days and inflating the displayed total. Same overfit family as FUTA-363; do not read the positive headline as edge. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. | BacktestSIM active |
| ▶ | GC Prior Day High BreakoutPENDING OOSBar Close | 48 | Loading... | MGC | 0.57 | 46.5% | 46.5% | +$52 | $-39 | $384 | $49 | $4,454 | +$347 | -$205 | — | — | 0.31 | — | — | — | 45% | 14.3% | 0% | 0% | FUTA-272: Prior-level breakout component (1 MGC contract). Long-only breakout above prior day high. 142 trades over 278 days. Highest dollar P&L per component due to GC volatility. | BacktestSIM active |
| ▶ | Prior Level 50K #1 (YM/RTY/GC)PENDING OOSBar Close | 49 | Loading... | MYM/M2K/MGC | 1.35 | 46.2% | 50.9% | +$118 | +$30 | $1093 | $1643 | $9,189 | +$833 | -$624 | — | — | 0.12 | — | — | — | — | 58.6% | 27.6% | 10.8% | FUTA-272: Top funded portfolio for $50K accounts. 3 instruments, 8 micro contracts total. 100% MC pass rate all tiers. Sharpe 13.2, profit factor 17.9. $295K total P&L over 278 days backtest. | BacktestSIM active |
| ▶ | Prior Level 50K #2 (YM/GC)PENDING OOSBar Close | 48 | Loading... | MYM/MGC | 1.47 | 44.1% | 47.9% | +$101 | $-30 | $1060 | $1643 | $9,397 | +$828 | -$567 | — | — | 0.07 | — | — | — | — | 50.7% | 20.1% | 6.8% | FUTA-272: 50K portfolio #2, 2-instrument variant (YM+GC). Higher WR (84.8%) than #1 due to YM PMH component (90.1% WR). 100% MC pass rate. Sharpe 15.7, profit factor 24.0. | BacktestSIM active |
| ▶ | Prior Level 50K #3 (YM/RTY/GC)PENDING OOSBar Close | 48 | Loading... | MYM/M2K/MGC | 1.53 | 44.0% | 48.1% | +$99 | $-43 | $1038 | $1643 | $9,185 | +$798 | -$550 | — | — | 0.07 | — | — | — | — | 54.1% | 19.8% | 6.8% | FUTA-272: Top-performing 50K portfolio. Highest WR (87.6%) and avg daily PnL ($1,793). RTY PMH component at 95.6% WR is the star. Profit factor 36.1, Sharpe 18.8. $425K total over 278 days. | BacktestSIM active |
| ▶ | Prior Level 100K #1 (YM/RTY/GC)PENDING OOSBar Close | 49 | Loading... | MYM/M2K/MGC | 1.35 | 46.2% | 50.0% | +$118 | $-3 | $1127 | $1643 | $9,423 | +$885 | -$649 | — | — | 0.10 | — | — | — | — | 60.6% | 29.1% | 10.3% | FUTA-272: Top 100K portfolio. 3 instruments, 9 micro contracts. 100% MC pass rate. Sharpe 13.5, profit factor 17.8. Scales up YM PWH to 3 contracts vs 50K variant. | BacktestSIM active |
| ▶ | Prior Level 100K #2 (YM/GC)PENDING OOSBar Close | 48 | Loading... | MYM/MGC | 1.47 | 44.1% | 46.2% | +$98 | $-40 | $1116 | $1643 | $10,070 | +$925 | -$613 | — | — | 0.05 | — | — | — | — | 55.7% | 20.5% | 7.3% | FUTA-272: 100K portfolio #2, YM+GC only. 84.8% WR, $1,860/day avg. Sharpe 17.5, profit factor 25.3. Dual YM levels (PWH+PMH) provide higher trade frequency. | BacktestSIM active |
| ▶ | Prior Level 100K #3 (YM/RTY)PENDING OOSBar Close | 37 | Loading... | MYM/M2K | 1.27 | 38.5% | 37.8% | $-9 | $-164 | $421 | $236 | $6,254 | +$434 | -$279 | — | — | 0.00 | — | — | — | — | 3% | 0% | 0% | FUTA-272: 100K portfolio #3, no GC — lowest max drawdown ($968). YM+RTY only. Smallest max single-trade loss ($236). Sharpe 20.3, Sortino 318. Best risk-adjusted of all portfolios. | BacktestSIM active |
| ▶ | Prior Level 150K #1 (YM/RTY/GC)PENDING OOSBar Close | 49 | Loading... | MYM/M2K/MGC | 1.35 | 46.2% | 50.0% | +$118 | $-3 | $1127 | $1643 | $9,423 | +$885 | -$649 | — | — | 0.10 | — | — | — | — | 60.6% | 29.1% | 10.3% | FUTA-272: Top 150K portfolio. Same composition as 100K #1 but with $3,000 daily stop. 100% MC pass rate. Max DD $1,659 well within $4,500 trailing DD limit. | BacktestSIM active |
| ▶ | Prior Level 150K #2 (YM/GC)PENDING OOSBar Close | 48 | Loading... | MYM/MGC | 1.47 | 44.1% | 46.2% | +$98 | $-40 | $1116 | $1643 | $10,070 | +$925 | -$613 | — | — | 0.05 | — | — | — | — | 55.7% | 20.5% | 7.3% | FUTA-272: 150K portfolio #2, YM+GC only. Same composition as 100K #2 with higher daily stop. $1,860/day avg, Sharpe 17.5. | BacktestSIM active |
| ▶ | Prior Level 150K #3 (YM/RTY/GC)PENDING OOSBar Close | 48 | Loading... | MYM/M2K/MGC | 1.53 | 44.0% | 47.7% | +$99 | $-40 | $1091 | $1643 | $9,651 | +$863 | -$599 | — | — | 0.05 | — | — | — | — | 56.3% | 21.6% | 6.8% | FUTA-272: Top-performing 150K portfolio. Highest avg daily PnL ($2,014) of all portfolios. RTY PMH + GC PDH + YM PWH. Sharpe 19.7, profit factor 31.9. $477K total over 278 days. | BacktestSIM active |
| ▶ | Flagship V2 25K (GC/NQ/ES)PENDING OOSBar Close | 52 | Loading... | MGC/MNQ/MES | 3.73 | 62.4% | 58.3% | +$79 | +$106 | $420 | $170 | $3,366 | +$333 | -$280 | — | — | 0.79 | — | — | — | 67.7% | 22.6% | 6.9% | 0% | FUTA-345/394: Flagship V2 sized for $25K funded accounts. 14 prior-level sub-strategies across MGC/MNQ/MES (corrected bar-close fills + slippage). Metrics reflect the FUTA-394 priority_edge anti-hedge guardrail (single position per instrument; same-bar conflict keeps best-edge leg, lock until flat) — NOT the independent-leg baseline, which overstates P&L because opposing same-instrument legs net at the broker. $20,384 total over 259 trading days, PF 1.33, MaxDD $3,366. Own-tier $25K eventual pass 68.5%. In-sample (2025-05-19→2026-05-29). Viable — pending SIM validation before CEO promotion. | BacktestSIM active |
| ▶ | Flagship V2 50K (GC/NQ/ES)PENDING OOSBar Close | 53 | Loading... | MGC/MNQ/MES | 3.73 | 62.4% | 59.8% | +$159 | +$223 | $899 | $373 | $7,893 | +$709 | -$668 | — | — | 0.70 | — | — | — | 78.6% | 67.7% | 33.1% | 14.5% | FUTA-345/394: Flagship V2 sized for $50K funded accounts. Same 14 sub-strats at MGC×2 + MNQ×5 + MES×3. Metrics reflect the FUTA-394 priority_edge anti-hedge guardrail (single position per instrument; same-bar conflict keeps best-edge leg, lock until flat) — NOT the independent-leg baseline, which overstates P&L because opposing same-instrument legs net at the broker. $41,062 total over 259 trading days, PF 1.30, MaxDD $7,893. Own-tier $50K eventual pass 66.7%. In-sample (2025-05-19→2026-05-29). Viable — pending SIM validation. | BacktestSIM active |
| ▶ | Flagship V2 100K (GC/NQ/ES)PENDING OOSBar Close | 54 | Loading... | MGC/MNQ/MES | 3.73 | 62.4% | 58.3% | +$315 | +$422 | $1679 | $680 | $13,464 | +$1,331 | -$1,119 | — | — | 0.79 | — | — | — | 83.9% | 80.2% | 68.5% | 52.8% | FUTA-345/394: Flagship V2 sized for $100K funded accounts. Same 14 sub-strats at MGC×4 + MNQ×8 + MES×8. Metrics reflect the FUTA-394 priority_edge anti-hedge guardrail (single position per instrument; same-bar conflict keeps best-edge leg, lock until flat) — NOT the independent-leg baseline, which overstates P&L because opposing same-instrument legs net at the broker. $81,537 total over 259 trading days, PF 1.33, MaxDD $13,464. Own-tier $100K eventual pass 69.7%. In-sample (2025-05-19→2026-05-29). Viable — pending SIM validation. | BacktestSIM active |
| ▶ | Flagship V2 150K (GC/NQ/ES)PENDING OOSBar Close | 55 | Loading... | MGC/MNQ/MES | 3.73 | 62.4% | 57.9% | +$388 | +$452 | $1917 | $724 | $13,779 | +$1,507 | -$1,164 | — | — | 0.88 | — | — | — | 83.5% | 81.5% | 71.8% | 62.5% | FUTA-345/394: Flagship V2 sized for $150K funded accounts. Same 14 sub-strats at MGC×5 + MNQ×8 + MES×8. Metrics reflect the FUTA-394 priority_edge anti-hedge guardrail (single position per instrument; same-bar conflict keeps best-edge leg, lock until flat) — NOT the independent-leg baseline, which overstates P&L because opposing same-instrument legs net at the broker. $100,367 total over 259 trading days, PF 1.38, MaxDD $13,779. Own-tier $150K eventual pass 68.5%. In-sample (2025-05-19→2026-05-29). Viable — pending SIM validation. | BacktestSIM active |
| ▶ | MNQ PDH+PDL PortfolioPENDING OOSBar Close | 46 | Loading... | MNQ | 1.44 | 37.9% | 42.7% | +$3 | $-64 | $341 | $246 | $5,606 | +$317 | -$230 | — | — | 0.00 | — | — | — | 32.2% | 3.1% | 0% | — | FUTA-282: MNQ Prior Day High/Prior Day Low hedged portfolio. Combined avg $85/day from PDH long ($69/day) + PDL short ($16/day). 146 + 108 trading days data. | BacktestSIM active |
| ▶ | MNQ PMH+PML PortfolioPENDING OOSBar Close | 37 | Loading... | MNQ | 0.59 | 36.5% | 37.0% | $-6 | $-130 | $265 | $47 | $6,490 | +$291 | -$181 | — | — | 0.00 | — | — | — | 17.8% | 5.5% | 0% | 0% | FUTA-282: MNQ Prior Month High/Prior Month Low hedged portfolio. Combined avg $388/day from PMH long ($215/day) + PML short ($173/day). 120 + 30 trading days data. | BacktestSIM active |
| ▶ | MES PDH+PDL PortfolioPENDING OOSBar Close | 37 | Loading... | MES | 1.45 | 35.6% | 41.2% | $-11 | $-45 | $166 | $270 | $3,545 | +$146 | -$122 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | — | FUTA-282: MES Prior Day High/Prior Day Low hedged portfolio. Combined avg $43/day from PDH long ($29/day) + PDL short ($15/day). 149 + 110 trading days data. | BacktestSIM active |
| ▶ | MES PMH+PML PortfolioPENDING OOSBar Close | 37 | Loading... | MES | 0.64 | 43.0% | 43.5% | — | $-68 | $130 | $38 | $1,900 | +$127 | -$97 | — | — | — | — | — | — | 0.6% | 0% | 0% | 0% | FUTA-282: MES Prior Month High/Prior Month Low hedged portfolio. Combined avg $299/day from PMH long ($155/day) + PML short ($145/day). 129 + 24 trading days data. | BacktestSIM active |
| ▶ | MGC PDH+PDL PortfolioPENDING OOSBar Close | 49 | Loading... | MGC | 1.06 | 48.8% | 51.4% | +$57 | +$15 | $543 | $44 | $6,148 | +$368 | -$273 | — | — | 0.10 | — | — | — | 33.5% | 25.7% | 7.4% | 0% | FUTA-282: MGC Prior Day High/Prior Day Low hedged portfolio. Combined avg $325/day from PDH long ($176/day) + PDL short ($149/day). 130 + 93 trading days data. | BacktestSIM active |
| ▶ | MGC PMH+PML PortfolioPENDING OOSBar Close | 27 | Loading... | MGC | 0.35 | 41.4% | 42.3% | $-7 | $-103 | $387 | $3 | $2,987 | +$322 | -$249 | — | — | 0.00 | — | — | — | 28.2% | 0% | 0% | 0% | FUTA-282: MGC Prior Month High/Prior Month Low hedged portfolio. Combined avg $326/day from PMH long ($189/day) + PML short ($136/day). 86 + 10 trading days data. | BacktestSIM active |
| ▶ | MNQ PWH+PWL PortfolioPENDING OOSBar Close | 46 | Loading... | MNQ | 0.61 | 39.4% | 39.6% | +$7 | $-127 | $271 | $48 | $5,482 | +$286 | -$177 | — | — | 0.00 | — | — | — | — | 12% | — | — | FUTA-282: MNQ Prior Week High/Prior Week Low hedged portfolio. Combined avg $100/day from PWH long (115 trades) + PWL short (43 trades). Data from FUTA-281. | BacktestSIM active |
| ▶ | MES PWH+PWL PortfolioPENDING OOSBar Close | 37 | Loading... | MES | 0.60 | 38.2% | 38.4% | $-3 | $-72 | $134 | $48 | $3,513 | +$137 | -$91 | — | — | 0.00 | — | — | — | — | 0% | — | — | FUTA-282: MES Prior Week High/Prior Week Low hedged portfolio. Combined avg $79/day from PWH long (112 trades) + PWL short (44 trades). Data from FUTA-281. | BacktestSIM active |
| ▶ | MGC PWH+PWL PortfolioPENDING OOSBar Close | 48 | Loading... | MGC | 0.54 | 47.4% | 47.4% | +$36 | $-55 | $430 | $48 | $3,960 | +$348 | -$245 | — | — | 0.04 | — | — | — | — | 15% | — | — | FUTA-282: MGC Prior Week High/Prior Week Low hedged portfolio. Combined avg $161/day from PWH long (109 trades) + PWL short (45 trades). Data from FUTA-281. | BacktestSIM active |
| ▶ | MCL PDH+PDL PortfolioPENDING OOSBar Close | 37 | Loading... | MCL | 1.30 | 42.6% | 44.2% | $-9 | $-15 | $125 | $124 | $3,182 | +$85 | -$84 | — | — | 0.00 | — | — | — | 0.4% | 0% | 0% | 0% | FUTA-282: MCL Prior Day High/Prior Day Low hedged portfolio. Combined avg $80/day from PDH long ($57/day) + PDL short ($23/day). 139 + 114 trading days data. | BacktestSIM active |
| ▶ | MCL PMH+PML PortfolioPENDING OOSBar Close | 37 | Loading... | MCL | 0.54 | 40.0% | 40.6% | $-4 | $-40 | $111 | $43 | $1,578 | +$90 | -$69 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-282: MCL Prior Month High/Prior Month Low hedged portfolio. Combined avg $227/day from PMH long ($141/day) + PML short ($86/day). 64 + 48 trading days data. | BacktestSIM active |
| ▶ | M2K PDH+PDL PortfolioPENDING OOSBar Close | 37 | Loading... | M2K | 1.50 | 35.9% | 42.7% | $-7 | $-24 | $104 | $211 | $2,191 | +$92 | -$80 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | — | FUTA-282: M2K Prior Day High/Prior Day Low hedged portfolio. Combined avg $37/day from PDH long ($22/day) + PDL short ($14/day). 132 + 121 trading days data. | BacktestSIM active |
| ▶ | M2K PMH+PML PortfolioPENDING OOSBar Close | 37 | Loading... | M2K | 0.67 | 35.8% | 35.8% | $-4 | $-50 | $86 | $27 | $1,406 | +$93 | -$58 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | — | FUTA-282: M2K Prior Month High/Prior Month Low hedged portfolio. Combined avg $108/day from PMH long ($22/day) + PML short ($86/day). 137 + 29 trading days data. | BacktestSIM active |
| ▶ | MYM PDH+PDL PortfolioPENDING OOSBar Close | 48 | Loading... | MYM | 1.46 | 45.0% | 47.1% | +$6 | $-11 | $125 | $190 | $1,513 | +$110 | -$88 | — | — | 0.00 | — | — | — | 0% | 0% | — | — | FUTA-282: MYM Prior Day High/Prior Day Low hedged portfolio. Combined avg $33/day from PDH long ($27/day) + PDL short ($6/day). 119 + 116 trading days data. | BacktestSIM active |
| ▶ | MYM PMH+PML PortfolioPENDING OOSBar Close | 37 | Loading... | MYM | 0.59 | 35.9% | 36.1% | $-3 | $-56 | $100 | $33 | $1,514 | +$115 | -$70 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-282: MYM Prior Month High/Prior Month Low hedged portfolio. Combined avg $110/day from PMH long ($49/day) + PML short ($61/day). 117 + 24 trading days data. | BacktestSIM active |
| ▶ | Flagship 3× (MNQ+MES+MGC All Levels)PENDING OOSBar Close | 47 | Loading... | MNQ/MES/MGC | 5.95 | 38.2% | 33.2% | +$2 | — | $1135 | $207 | $38,724 | +$1,190 | -$789 | — | — | 0.00 | — | — | — | — | 63.3% | 56.4% | 52.1% | Full flagship: 18 components (PDH+PDL+PWH+PWL+PMH+PML × MNQ+MES+MGC), 3 contracts each (54 total). $2,077/day avg, 93% win days. Daily stop -$1K for $50K funded accounts. PWH+PWL data from FUTA-281. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 15.1 / OOS 6.7 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $1,331 [MES=$579 MGC=$1,331 MNQ=$1,114]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | Flagship 5× (MNQ+MES+MGC All Levels)PENDING OOSBar Close | 46 | Loading... | MNQ/MES/MGC | 5.88 | 38.3% | 31.9% | +$9 | $-120 | $1835 | $334 | $61,678 | +$1,997 | -$1,230 | — | — | 0.00 | — | — | — | — | — | 62.5% | 57.5% | Full flagship: 18 components (PDH+PDL+PWH+PWL+PMH+PML × MNQ+MES+MGC), 5 contracts each (90 total). $3,462/day avg, 93% win days. Daily stop -$1.5K for $100K funded accounts. PWH+PWL data from FUTA-281. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 25.9 / OOS 18.5 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $2,233 [MES=$965 MGC=$2,233 MNQ=$1,856]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | Flagship 7× (MNQ+MES+MGC All Levels)PENDING OOSBar Close | 38 | Loading... | MNQ/MES/MGC | 5.82 | 38.0% | 30.8% | $-17 | $-298 | $2516 | $461 | $99,479 | +$2,779 | -$1,666 | — | — | 0.00 | — | — | — | — | — | — | 62.5% | Full flagship: 18 components (PDH+PDL+PWH+PWL+PMH+PML × MNQ+MES+MGC), 7 contracts each (126 total) for $150K funded accounts. $4,847/day avg, 93% win days. Daily stop -$2K. PWH+PWL data from FUTA-281. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 26.3 / OOS 24.6 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $3,059 [MES=$1,351 MGC=$3,059 MNQ=$2,598]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo (Flagship) (MNQ+MES+MGC)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/MGC | 1.05 | 47.2% | 22.9% | $-2 | — | $102 | $70 | $3,618 | +$127 | -$87 | — | — | 0.00 | — | — | — | 28.6% | 8.9% | 0% | 0% | FUTA-279 sweep rank #1 (best pass rate, $10K). MNQ+MES+MGC with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MGC_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.3 days to pass. Sharpe 24.71, DD_p95 $145, corr 0.3. $373/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $428 [MES=$138 MGC=$428 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #2 (MNQ+MES+MGC)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/MGC | 1.35 | 48.8% | 33.1% | $-6 | — | $147 | $96 | $6,449 | +$137 | -$130 | — | — | 0.07 | — | — | — | 41.8% | 20.5% | 0% | 0% | FUTA-279 sweep rank #2 (best pass rate, $10K). MNQ+MES+MGC with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MGC_BreakoutLong_PDH. 100% MC pass rate (5K sims), avg 2.5 days to pass. Sharpe 19.22, DD_p95 $271, corr 0.164. $338/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $722 [MES=$138 MGC=$722 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #3 (MNQ+MES+MCL)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/MCL | 0.96 | 42.5% | 18.9% | $-1 | — | $90 | $55 | $2,590 | +$128 | -$70 | — | — | 0.00 | — | — | — | 17.7% | 9.5% | 0% | 0% | FUTA-279 sweep rank #3 (best pass rate, $10K). MNQ+MES+MCL with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MCL_BreakdownShort_PML. 100% MC pass rate (5K sims), avg 2.6 days to pass. Sharpe 22.48, DD_p95 $248, corr 0.253. $332/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [MCL=$44 MES=$138 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #4 (MNQ+MES)PENDING OOSBar Close | 37 | Loading... | MNQ/MES | 0.75 | 47.6% | 15.0% | $-1 | — | $89 | $68 | $2,424 | +$150 | -$82 | — | — | 0.00 | — | — | — | 19.3% | 10.3% | 0% | 0% | FUTA-279 sweep rank #4 (best pass rate, $10K). MNQ+MES with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.7 days to pass. Sharpe 22.79, DD_p95 $210, corr 0.767. $334/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [MES=$138 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #5 (MNQ+MES+MCL)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/MCL | 0.93 | 45.3% | 18.4% | $-2 | — | $90 | $57 | $2,887 | +$127 | -$72 | — | — | 0.00 | — | — | — | 20.9% | 13.7% | 0% | 0% | FUTA-279 sweep rank #5 (best pass rate, $10K). MNQ+MES+MCL with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MCL_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.8 days to pass. Sharpe 20.37, DD_p95 $258, corr 0.234. $313/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [MCL=$73 MES=$138 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #6 (MNQ+MCL+MGC)PENDING OOSBar Close | 37 | Loading... | MNQ/MCL/MGC | 0.87 | 34.5% | 23.2% | $-2 | — | $91 | $60 | $3,021 | +$118 | -$76 | — | — | 0.00 | — | — | — | 24% | 2.9% | 0% | 0% | FUTA-279 sweep rank #6 (best pass rate, $10K). MNQ+MCL+MGC with MNQ_BreakoutLong_PMH | MCL_BreakdownShort_PML | MGC_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.8 days to pass. Sharpe 25.8, DD_p95 $100, corr 0.064. $275/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $428 [MCL=$44 MGC=$428 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #7 (MNQ+MGC)PENDING OOSBar Close | 37 | Loading... | MNQ/MGC | 0.66 | 37.7% | 21.9% | $-1 | — | $90 | $74 | $2,860 | +$121 | -$82 | — | — | 0.00 | — | — | — | 25.2% | 3.1% | 0% | 0% | FUTA-279 sweep rank #7 (best pass rate, $10K). MNQ+MGC with MNQ_BreakoutLong_PMH | MGC_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.9 days to pass. Sharpe 26.27, DD_p95 $70, corr 0.061. $263/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $428 [MGC=$428 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #8 (MNQ+MES+MYM)PENDING OOSBar Close | 44 | Loading... | MNQ/MES/MYM | 0.85 | 45.2% | 17.8% | +$1 | — | $94 | $64 | $1,978 | +$150 | -$73 | — | — | 0.00 | — | — | — | 22% | 13.7% | 0% | 0% | FUTA-279 sweep rank #8 (best pass rate, $10K). MNQ+MES+MYM with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MYM_BreakdownShort_PML. 100% MC pass rate (5K sims), avg 2.9 days to pass. Sharpe 19.72, DD_p95 $210, corr 0.13. $293/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [MES=$138 MNQ=$239 MYM=$130]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #9 (MNQ+MES+MYM)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/MYM | 1.03 | 49.2% | 16.7% | $-1 | — | $90 | $58 | $2,396 | +$138 | -$79 | — | — | 0.00 | — | — | — | 22.4% | 6.1% | 0% | 0% | FUTA-279 sweep rank #9 (best pass rate, $10K). MNQ+MES+MYM with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | MYM_BreakoutLong_PMH. 100% MC pass rate (5K sims), avg 2.9 days to pass. Sharpe 20.32, DD_p95 $240, corr 0.526. $326/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [MES=$138 MNQ=$239 MYM=$75]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | FUTA-279 Combo #10 (MNQ+MES+M2K)PENDING OOSBar Close | 37 | Loading... | MNQ/MES/M2K | 0.86 | 43.4% | 16.8% | — | — | $92 | $59 | $2,119 | +$149 | -$67 | — | — | 0.00 | — | — | — | 20.9% | 10.5% | 0% | 0% | FUTA-279 sweep rank #10 (best pass rate, $10K). MNQ+MES+M2K with MNQ_BreakoutLong_PMH | MES_BreakoutLong_PMH | M2K_BreakdownShort_PML. 100% MC pass rate (5K sims), avg 2.9 days to pass. Sharpe 19.88, DD_p95 $192, corr 0.107. $290/day. FUTA-761: re-sized to intraday-ATR (IS-selected). IS PropScore 0 / OOS 0 (OOS promotion gate NOT cleared — SIM-watch). Max single-trade loss $239 [M2K=$60 MES=$138 MNQ=$239]; fundedCompat predates re-sweep. | BacktestSIM active |
| ▶ | Z-Flow GC ETH Short (1m)PENDING OOSBar Close | 48 | Loading... | MGC | 0.50 | 51.0% | 50.6% | +$13 | — | — | $240 | $1,956 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-393 v3 sweep winner (cid b0c084e4c79c). Chaikin close-location delta proxy, ETH overnight momentum filter (short only when overnight return < 0), 50-bar rolling delta Z-score threshold ≥1.5. OOS +$29.4k (1 GC → ÷10 for MGC), IS +$0.4k, composite=29.2, Sharpe=1.33. Short-only edge: bearish delta spikes confirmed by negative overnight return. ATR×2.0 stop, RR=2.0. Max 4 trades/day, $2000 EOD daily cap. Stats are OOS-derived research estimates (1 GC, ÷10 for MGC scale); will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | Z-Flow NQ CVD Both (1m)PENDING OOSBar Close | 47 | Loading... | MNQ | 1.00 | 45.0% | 45.3% | +$16 | — | — | $250 | $2,646 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-393 v3 sweep winner (cid 010a59748e31). Chaikin close-location delta proxy, CVD+VWAP confluence (long when CVD > CVD_EMA AND close ≥ VWAP; short when CVD < CVD_EMA AND close ≤ VWAP), 50-bar rolling delta Z-score ≥1.5. OOS +$28.4k (1 NQ → ÷10 for MNQ), IS +$72.3k (IS-heavy; OOS confirms edge), composite=29.1, Sharpe=1.18. CVD EMA persists cross-session (never reset). ATR×2.5 stop, RR=3.0. Max 4 trades/day, $2000 EOD daily cap. Stats are OOS-derived research estimates (1 NQ, ÷10 for MNQ scale); will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | Z-Flow YM CVD Short (1m)PENDING OOSBar Close | 47 | Loading... | MYM | 0.50 | 47.0% | 46.5% | +$2 | — | — | $150 | $998 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-393 v3 sweep winner (cid 75f6e4d93e45). Chaikin close-location delta proxy, CVD+VWAP confluence (short when CVD < CVD_EMA AND close ≤ VWAP), 50-bar rolling delta Z-score ≥2.0 (higher threshold than GC/NQ). OOS +$6.7k (1 YM → ÷10 for MYM), IS +$5.0k (OOS > IS — good generalization signal), composite=15.9, Sharpe=0.53. CVD EMA persists cross-session. ATR×2.0 stop, RR=2.5. Max 4 trades/day, $2000 EOD daily cap. Low absolute P&L due to MYM $0.50/pt — scalable with more contracts. Stats are OOS-derived research estimates (1 YM, ÷10 for MYM scale); will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | Z-Flow RTY CVD Long (1m)PENDING OOSBar Close | 47 | Loading... | M2K | 0.50 | 43.0% | 43.2% | +$3 | — | — | $150 | $2,163 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-393 v3 sweep winner (cid 3e5d430546ea). Chaikin close-location delta proxy, CVD+VWAP confluence (long when CVD > CVD_EMA AND close ≥ VWAP), 50-bar rolling delta Z-score ≥2.0. OOS +$28.7k (1 RTY → ÷10 for M2K), IS −$10.1k (OOS >> IS — strong out-of-sample only; treat as speculative), composite=13.6, Sharpe=0.77. CVD EMA persists cross-session. ATR×2.5 stop, RR=3.0. Max 4 trades/day, $2000 EOD daily cap. NOTE: IS negative (−$10k) while OOS strongly positive (+$28.7k) — unusual split; monitor SIM closely. Stats are OOS-derived research estimates (1 RTY, ÷10 for M2K scale); will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | MGC Fair Price Continuation — Vol Filter (15m)PENDING OOSBar Close | 34 | Loading... | MGC | 0.33 | 42.2% | 44.9% | +$65 | — | $677 | $280 | $5,688 | +$1,028 | -$462 | — | — | 0.07 | — | — | — | — | — | — | — | FUTA-391 #1: Pre-Open Fair Price continuation (MGC 15m ×3, prior-RTH-close anchor) — streaming port of hf_ml.strategies.pre_open_fair_price (continuation-only). Volume-filter ON variant (current bucket volume ≥ 1.2× the 20-bar average). Fair price = prior session ~16:00 ET close; long continuation when a 15m bucket closes above fair AND either reclaims it from the prior bar (fv_reclaim) or breaks the 2-bar structure high on volume; short symmetric. ATR brackets sl=2.0×/tp=6.0× (3:1 R:R), single position, EOD flat, −$2k/day circuit breaker. Databento backtest (MGC_1m.parquet, MGC 0.10/0.05 slippage, 2024-01-03→2026-05-28, 600 td): 199 trades, WR 42.2%, NET +$38,738, avg $65/day, 0.33 t/day, maxDD $5.7k, worst day −$2,000 (daily stop). RESEARCH FIND, NOT PROMOTION-READY: the OOS edge is regime-specific (2025-bullish gold) and IS PnL is weak; signal is sparse (~1 trade per 3 days). Enters as `viable` for SIM only — CEO promotes/rejects after SIM testing. | BacktestSIM active |
| ▶ | MGC Fair Price Continuation — No Vol Filter (15m)PENDING OOSBar Close | 37 | Loading... | MGC | 0.38 | 41.9% | 44.4% | +$61 | — | $683 | $280 | $8,788 | +$999 | -$490 | — | — | 0.05 | — | — | — | — | — | — | — | FUTA-391 #4: Same as mgc_fair_price_cont_15m but with the volume filter OFF — structure-break continuations no longer require above-average volume, so signals fire more often (best research payouts). Fair price = prior session ~16:00 ET close; continuation-only, ATR sl=2.0×/tp=6.0× (3:1 R:R), single position, EOD flat, −$2k/day circuit breaker. Databento backtest (MGC_1m.parquet, MGC 0.10/0.05 slippage, 2024-01-03→2026-05-28, 600 td): 227 trades, WR 41.9%, NET +$36,597, avg $61/day, 0.38 t/day, maxDD $8.8k, worst day −$2,000 (daily stop). RESEARCH FIND, NOT PROMOTION-READY: OOS edge is regime-specific (2025-bullish gold), IS weak; sparse signal. Enters as `viable` for SIM only — CEO promotes/rejects after SIM testing. | BacktestSIM active |
| ▶ | BBKPL NQ Confirmed Early Cross (S4v2n)PENDING OOSBar Close | 47 | Loading... | MNQ | 2.10 | 39.4% | — | +$550 | — | — | $200 | $38,440 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-392 Phase 3 S4v2n sweep winner. Overnight pivot = (PMH + PML + YDC)/3 where PMH/PML are overnight-session H/L and YDC is prior 16:00 close. Cross any of the 4 bars 09:31-09:34; confirm direction at 09:35 close; enter at 09:35 close. Stop=1.0× gap distance, target=3.0× gap distance. N=531, WR=39.4%, +$138,143/yr, Sharpe=1.64, MaxDD=−$38,440 (NQ full-size, ÷10 for MNQ scale). Stats are NQ research estimates; will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | BBKPL GC Confirmed Early Cross (S4v2n)PENDING OOSBar Close | 45 | Loading... | MGC | 1.80 | 39.4% | — | +$380 | — | — | $100 | $19,260 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-392 Phase 3 S4v2n sweep winner (GC). Same overnight-pivot + confirmed-cross logic as NQ but tighter R:R (0.5×stop, 2.0×target) matching GC's tighter daily range profile. N=456, WR=39.4%, +$95,960/yr, Sharpe=1.44, MaxDD=−$19,260 (GC full-size, ÷10 for MGC scale). NOTE: DoW analysis shows Mon/Fri negative for GC — consider day-of-week filter in SIM. Stats are GC research estimates; will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | BBKPL RTY Gap Reversion (S2n)PENDING OOSBar Close | 42 | Loading... | M2K | 0.80 | 41.4% | — | +$59 | — | — | $50 | $3,622 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-392 Phase 3 S2n sweep winner (RTY). Fades the overnight gap back to pivot when gap is large relative to overnight range (≥40%). Ultra-low drawdown profile: N=210, WR=41.4%, +$14,876/yr, Sharpe=1.95, MaxDD=−$3,622 (RTY full-size, ÷10 for M2K scale). Target is pivot (mean-reversion) not a fixed R multiple. Stats are RTY research estimates; will be overwritten by Databento backtest. | BacktestSIM active |
| ▶ | NQ ORB 15m EA Passer (3ct)PENDING OOSBar Close | 37 | Loading... | NQ | 0.73 | 15.0% | 42.0% | $-12 | — | $1850 | $900 | $67,050 | +$2,200 | -$1,600 | — | — | 0.00 | — | — | — | — | 80.7% | — | — | FUTA-400: NQ 15-min Opening Range Breakout EA passer. Long-only — enter on bar close above OR high; stop = OR full width below entry (at OR low); target = 1× OR width (1:1 RR). One trade per session; EOD flatten 15:45 ET. 5-phase walk-forward (50k eval): 80.7% 20-day rolling pass rate, avg 1.7 days to $3k profit target. ACTUAL sidecar backtest (2024-06-01→2026-05-28, ~504 trading days): 369 trades, WR 15%, avg -$12/day (-$6,264 total). 84% of trades exit via daily_stop ($900). avg_win=$4,907 (82pts×3ct); avg_loss=-$898 (daily_stop-limited). NOT designed as a long-run P&L edge — the metric that matters is pass rate; negative long-run expectation is the cost of high-probability single-session passes. New class NQORBEAPasser in sidecar/ea_strategies.py. EVAL ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | NQ ORB 15m EA Passer (2ct)PENDING OOSBar Close | 44 | Loading... | NQ | 0.73 | 22.0% | 42.0% | +$8 | — | $1230 | $900 | $44,700 | +$1,470 | -$1,060 | — | — | 0.00 | — | — | — | — | 75.8% | — | — | FUTA-400: NQ 15-min ORB EA passer, 2-contract variant. 5-phase walk-forward (50k eval): 75.8% 20-day rolling pass rate, avg 2.0 days to $3k. Lower blowup risk (26.1% vs 23.8% at 3ct). ACTUAL sidecar backtest (2024-06-01→2026-05-28): 369 trades, WR 22%, avg +$8/day (+$4,188 total). 77% of trades exit via daily_stop ($900). avg_win=$3,280 (82pts×2ct); avg_loss=-$894. Marginally positive long-run; prefer 3ct if maximising pass speed, use 2ct for tighter accounts. Prefer 3ct for fastest single-day pass; use 2ct for lower risk tolerance or on accounts with stricter daily caps. EVAL ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | NQ ORB 10m EA Passer (3ct)PENDING OOSBar Close | 49 | Loading... | NQ | 0.80 | 15.0% | 55.0% | +$489 | — | $1900 | $900 | $62,000 | +$2,500 | -$1,800 | — | — | 0.99 | — | — | — | — | 79.3% | — | — | FUTA-403 EA portfolio anchor: NQ 10-min ORB long-only. 5-phase walk-forward (FUTA-401, 2024-06-01→2026-05-29): composite 58.0, 79.3% 20-day rolling pass rate, avg 1.7 days to $3k (50k eval). Outperforms 15m variant (composite 58.0 vs 54.0) with a tighter Opening Range. Combined EA portfolio sweep shows NQ-only dominates (composite 75.2 uncapped) — adding RTY/YM reduces composite. Use as primary EA anchor. EVAL ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | RTY ORB 30m EA Passer (3ct)PENDING OOSBar Close | 47 | Loading... | RTY | 0.60 | 30.0% | 52.0% | +$166 | — | $1100 | $750 | $45,000 | +$1,500 | -$900 | — | — | 0.45 | — | — | — | — | 62% | — | — | FUTA-403 EA portfolio secondary: RTY E-mini 30-min ORB long-only. 5-phase walk-forward (FUTA-401, 2024-06-01→2026-05-29): composite 39.1, Sharpe 1.16, 62.0% 20-day rolling pass rate, avg 3.5 days to $3k. High blowup rate (41.3%) — use with strict daily stop. Low correlation with NQ ORB (corr=0.264). Combined EA portfolio: NQ+RTY composite 72.5 (vs NQ-only 75.2) — RTY adds diversification at cost of composite. EVAL ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | NQ ORB 15m PA (RR1.5, 1ct)PENDING OOSBar Close | 48 | Loading... | NQ | 1.00 | 43.0% | 47.0% | +$51 | — | $800 | $1500 | — | +$900 | -$700 | — | — | 0.01 | — | — | — | — | — | — | — | FUTA-407: NQ 15m ORB PA, RR=1.5, 1ct. Replaces the FUTA-406 3ct variant (non-viable: at $1.5k daily_stop, 3ct fires at ~25pts adverse → WR 20%, ~$0/day). Sidecar backtest (2024-01-04→2026-06-02, 614td): 450 trades, WR 43%, avg $51/day, total $31,483. $1.5k daily_stop = 100k account default; fires 38% of days (1 NQ OR stop ≈ $1k, leaving small buffer). Set daily_stop_usd=$1k for 50k accounts, $2k for 150k. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | NQ ORB 15m PA (RR2.0, 1ct)PENDING OOSBar Close | 47 | Loading... | NQ | 1.00 | 41.0% | 46.0% | +$57 | — | $900 | $1500 | — | +$1,100 | -$750 | — | — | 0.01 | — | — | — | — | — | — | — | FUTA-407: NQ 15m ORB PA, RR=2.0, 1ct. Replaces the FUTA-406 3ct variant. Sidecar backtest (2024-01-04→2026-06-02, 614td): 450 trades, WR 41%, avg $57/day, total $35,101. Higher RR (2.0) vs rr1.5 means larger wins at cost of ~2pp WR; leads the PA NQ variants by $6/day. $1.5k daily_stop fires 39% of days (100k default). At $2k cap (150k account), WR improves to 46%, avg ~$108/day. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | RTY ORB 30m PA (RR2.0, 3ct)PENDING OOSBar Close | 47 | Loading... | RTY | 1.25 | 42.0% | 46.0% | +$43 | — | $900 | $1500 | — | +$1,100 | -$800 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-406/407: RTY E-mini 30m ORB long-only, RR=2.0. Sidecar backtest (2024-01-02→2026-06-02, 616td): 383 trades, WR 42%, avg $43/day, total $26,432. RTY per-trade max stop ($750 for 3ct×5pt OR) well under $1.5k cap — viable at all account tiers. Best RTY PA variant: highest avg/day. Low correlation with NQ ORB makes it a portfolio diversifier. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | RTY ORB 30m PA (RR1.5, 3ct)PENDING OOSBar Close | 47 | Loading... | RTY | 0.62 | 42.0% | 46.0% | +$24 | — | $650 | $1500 | — | +$800 | -$650 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-406/407: RTY E-mini 30m ORB long-only, RR=1.5. Sidecar backtest (2024-01-02→2026-06-02, 616td): 383 trades, WR 42%, avg $24/day, total $14,985. Lower-RR alternative to rty_orb_pa_30m_rr2d0_3ct; similar WR but smaller wins ($24/td vs $43/td). RTY per-trade max stop ($750 for 3ct×5pt OR) well under $1.5k cap — viable at all account tiers. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | YM ORB 15m PA (RR2.0, 3ct)PENDING OOSBar Close | 45 | Loading... | YM | 0.57 | 35.0% | 39.0% | +$16 | — | $600 | $1500 | — | +$800 | -$650 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-406/407: YM E-mini 15m ORB long-only, RR=2.0, 3ct. Sidecar backtest (2024-01-02→2026-06-04, 618td): 350 trades, WR 35%, avg $16/day, total $10,066. YM 3ct max per-trade stop (~$750 for 3ct×50pt OR×$5) fits under $1.5k daily cap — viable unlike NQ 3ct. Same strategy at $2k stop (ym_orb_ea_15m_3ct_rr2d0) shows WR 41%, avg $70/day. Portfolio complement with uncorrelated NQ ORB. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | YM ORB 15m PA (RR1.5, 3ct)PENDING OOSBar Close | 46 | Loading... | YM | 0.57 | 37.0% | 41.0% | +$12 | — | $520 | $1500 | — | +$700 | -$600 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-406/407: YM E-mini 15m ORB long-only, RR=1.5, 3ct. Sidecar backtest (2024-01-02→2026-06-04, 618td): 351 trades, WR 37%, avg $12/day, total $7,276. Lower-RR variant of ym_orb_pa_15m_rr2d0_3ct; slightly higher WR (37% vs 35%) but smaller wins. PA ACCOUNTS ONLY. | BacktestSIM active |
| ▶ | YM ORB 15m EA (RR2.0, 5ct)PENDING OOSBar Close | 45 | Loading... | YM | 0.57 | 31.0% | 35.0% | +$46 | — | $1100 | $2000 | — | +$1,400 | -$1,100 | — | — | 0.00 | — | — | — | — | — | — | — | FUTA-407: YM E-mini 15m ORB, RR=2.0, 5ct — EA account sizing for 150k accounts ($2k daily_stop). Sidecar backtest (2024-01-02→2026-06-04, 618td): 350 trades, WR 31%, avg $46/day, total $28,480. YM 5ct max per-trade loss ($1,250 for 50pt OR) fits under $2k daily cap. Daily_stop fires frequently (62% of days) but remains positive. Compare: 3ct at $2k = $70/day, WR 41% (ym_orb_ea_15m_3ct_rr2d0). EA ACCOUNTS ONLY (150k tier; $2k daily_stop). | BacktestSIM active |
| ▶ | YM ORB 15m EA (RR2.0, 3ct)PENDING OOSBar Close | 47 | Loading... | YM | 0.57 | 41.0% | 44.0% | +$70 | — | $800 | $2000 | — | +$1,100 | -$850 | — | — | 0.05 | — | — | — | — | — | — | — | FUTA-407: YM E-mini 15m ORB, RR=2.0, 3ct — EA account sizing for 150k accounts ($2k daily_stop). Sidecar backtest (2024-01-02→2026-06-04, 618td): 350 trades, WR 41%, avg $70/day, total $42,968. At $2k daily cap, YM 3ct max per-trade loss ($750 for 50pt OR) well under limit — daily_stop fires 31% of days, allowing multi-trade recovery days. Best risk-adjusted YM EA variant. Compare: 5ct at $2k = $46/day, WR 31% (ym_orb_ea_15m_5ct_rr2d0). EA ACCOUNTS ONLY (150k tier). | BacktestSIM active |
| ▶ | NQ ORB PA 15m RR2.0 1ct ($1k daily stop — 50k account)PENDING OOSBar Close | 47 | Loading... | NQ | 0.73 | 36.0% | 44.0% | +$97 | — | $520 | $1000 | $6,500 | +$900 | -$900 | — | — | 0.78 | — | — | — | — | — | — | — | FUTA-407: NQ 15m ORB PA, RR=2.0, 1ct — 50k account tier ($1k daily_stop). Sidecar backtest (2024-01-04→2026-06-04, 616td): 452 trades, WR 36%, avg $97/day, total $59,952. Counterintuitively outperforms the $1.5k variant ($57/day) because the tighter daily cap cuts wide-OR losing trades at exactly $1k, reducing average loss below the natural 50-70pt stop loss (~$1,000-1,400) — effect outweighs the lower WR. Daily_stop fires at 50pts adverse MTM (1ct × $20/pt). PA ACCOUNTS ONLY (50k tier). | BacktestSIM active |
| ▶ | NQ ORB PA 15m RR2.0 1ct ($2k daily stop — 150k account)PENDING OOSBar Close | 49 | Loading... | NQ | 0.73 | 46.0% | 49.0% | +$113 | — | $530 | $1400 | $7,000 | +$950 | -$750 | — | — | 0.92 | — | — | — | — | — | — | — | FUTA-407: NQ 15m ORB PA, RR=2.0, 1ct — 150k account tier ($2k daily_stop). Sidecar backtest (2024-01-04→2026-06-04, 616td): 451 trades, WR 46%, avg $113/day, total $69,608. Wider stop allows more trades to complete naturally vs $1.5k variant ($57/day, WR 41%). Daily_stop fires at 100pts adverse MTM (1ct × $20/pt). Best NQ leg for 150k EA portfolio. PA/EA ACCOUNTS (150k tier). | BacktestSIM active |
| ▶ | RTY ORB PA 30m RR2.0 3ct ($2k daily stop — 150k account)PENDING OOSBar Close | 49 | Loading... | RTY | 0.62 | 48.0% | 50.0% | +$81 | — | $490 | $750 | $5,500 | +$800 | -$700 | — | — | 0.59 | — | — | — | — | — | — | — | FUTA-407: RTY E-mini 30m ORB PA, RR=2.0, 3ct — 150k account tier ($2k daily_stop). Sidecar backtest (2024-01-02→2026-06-04, 618td): 384 trades, WR 48%, avg $81/day, total $50,016. Wider stop vs $1.5k variant ($43/day, WR 42%) allows more RTY ORB trades to complete without daily_stop interruption. RTY 3ct max per-trade stop ($750 for 5pt OR × 3ct × $50/pt) well under $2k cap. Provides equity-sector diversification (Russell 2000) in 150k portfolio alongside NQ/YM. PA/EA ACCOUNTS (150k tier). | BacktestSIM active |
| ▶ | Liquidity-Sweep Reversal Portfolio (GC+YM+RTY)PENDING OOSBar Close | 47 | Loading... | GC+YM+RTY | 1.13 | 39.0% | 42.0% | +$74 | $-154 | $809 | $1500 | $9,850 | +$698 | -$330 | — | — | 0.06 | — | — | — | — | — | — | — | FUTA-417 (H3 Option B): combined GC+YM+RTY liquidity-sweep portfolio. Databento 2024-01-01→2026-06-05 w/ per-instrument slippage: 698 trades, +$45,718, WR=39%, worst day exactly −$2,000 (combined daily-stop confirmed firing on aggregate MTM via single _replay_signals pass, FUTA-350). Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | Volatility-Spike Mean-Reversion 30m (MNQ+MES+MGC)PENDING OOSBar Close | 20 | Loading... | MNQ+MES+MGC | 0.19 | 43.8% | 3.3% | +$3 | — | $57 | $120 | $662 | +$212 | -$153 | — | — | 0.01 | — | — | — | 0.6% | 0% | 0% | 0% | FUTA-472: productizes FUTA-468 best T48 config (PropScore 98.3, an isolated grid spike — neighbours score 4–34). LOW-FREQUENCY: ~113 unit trades over 2.4y (NQ 50, ES 54, GC 9 → GC leg nearly inactive), ~4.5 trades/mo portfolio-wide; SIM will need months to accumulate a meaningful sample. Sidecar exits checked intrabar on 1m (stop-first) so the live curve sits at-or-below the 9.95-Sharpe research headline by design. Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | MNQ Fade Close Break N12PENDING OOSBar Close | 5 | Loading... | MNQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-812 handoff (strategy 1). MNQ 1-min RTH fade: at each completed bar p1, prior12 = the 12 bars before p1; LONG when 10:00≤ET≤11:00 AND p1.close<prior12Low AND (p1.high-p1.low)≥45; SHORT when p1.close>prior12High AND range≥45. Symmetric fixed bracket (TP=45 / SL=30, 1.5R), max 2/day, 1 MNQ, no daily-loss cap (per spec). Entry fills at the signal bar CLOSE (FUTA-323; the spec's 'next bar open' is the same instant); per-instrument MNQ slippage (0.50/0.25) applied by the engine. Handoff backtest (Jan–Jun 2026, NO slippage): 110 tr / 60% / +1650 pts. Our REALISTIC Databento run WITH slippage reproduces it closely — spec window: 105 tr / 54% / +$1,861 (=930 pts). Canonical window 2024-01-01→2026-06-22: 274 tr / 49% WR / +$2,787 / worst day −$128. IS (2024-01→2025-06): 133 tr / 45% / +$521 (thin-positive). OOS (2025-07→2026-06): 141 tr / 53% / +$2,266 / Sharpe 4.18 — edge HOLDS out-of-sample. Status sim-pending (NOT viable): the 150K-tier OOS PropScore is 0.0 — this is a low-frequency (~0.6 t/day), low-magnitude (1 MNQ ≈ $10/day) edge that cannot reach the $9k EA payout target within a window even sized up to 1 NQ (ea_prop 2.6), so it does not clear the board's PropScore>20 viable gate (FUTA-596/598). Genuinely positive OOS but needs SIM forward-evidence / a sizing decision; CEO owns promote/reject. | BacktestSIM active |
| ▶ | GD92 Green-Day Fade (4-stream)PENDING OOSBar Close | 5 | Loading... | MNQ | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-836: parity-faithful sidecar port of the GD92 morning-fade research portfolio (frozen ledger research/futa836_gd92/gd92_canonical_baseline_trades.csv, 502 trades on MNQ bars). Four streams selected best-stream-first (baseline fade-N12 priority 0; C0384 rsi50; C0272; C0342), single position, next-bar-open intent filled at signal-bar close (FUTA-323), symmetric 45/30 bracket, max 4/day + per-stream caps (2/1/2/1) + control_keep_mask P&L locks (daily +15 target / −75 loss, weekly +135 pts). Feature engine + frozen rules/gates ported line-for-line from the verified reference (FEATURE PARITY 502/502 ~1e-14; SIGNAL COVERAGE all 502). STREAMING REPLAY PARITY (MNQ 1m 2024-01-01→2026-06-16): 458/502 (91.2%) canonical entries reproduced exactly (minute+dir+stream), 79.1% result-sign agreement; ~27% over-take vs the ledger from the 1m bracket freeing re-entry at different minutes than the ledger's 1s no-overlap timing (parity is gated on entry minute+dir+stream+result sign, NOT exact PnL — FROZEN_SPEC §4). REALISTIC Databento run WITH MNQ slippage (0.50/0.25): 626 tr / 46.3% WR / +$3,577 / $9/day / worst day −$192 / 624 td. IS (2024-01→2025-06): 356 tr / 43.5% / +$534 / Sharpe 0.39 (thin-positive). OOS (2025-07→2026-06): 270 tr / 50.0% / +$3,043 / Sharpe 3.01 / maxDD −$565 — edge HOLDS out-of-sample (matches the spec's IS-weak/OOS-strong regime profile). Status sim-pending (NOT viable): the 50K-tier OOS PropScore is 0.0 — like the sibling FUTA-812, this is a low-magnitude 1-MNQ ($2/pt ≈ $17/day OOS) edge that cannot reach prop payout targets at micro sizing, so it does not clear the board's OOS-PropScore>20 viable gate (FUTA-468/598). The research headline OOS PS50k 90.8 was at a sized-up allocation; a sizing decision is required to clear the gate. Genuinely positive OOS, SIM-wired for forward evidence; CEO owns promote/size/reject. Risk profile regime-dependent (~52% ledger WR, max DD ~481 pts) — do not advertise the headline. | BacktestSIM active |
| ▶ | NQ Morning Scalper 30sPENDING OOSBar Close | 49 | Loading... | NQ | 5.80 | 41.5% | 45.0% | +$58 | $-90 | $1526 | $515 | $32,895 | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-814 Phase B (board-gated GO from FUTA-813). NQ 30-SECOND morning scalper — the first sub-minute strategy on the (previously 1m-native) stack; 30s bars are built DOWN from the mbp-1 tick stream by sidecar/subminute_aggregator.py. Per just-closed 30s signal bar: session-anchored EMA50 + VWAP (anchor = 09:20 ET warmup); LONG when body>0, run≥2 consecutive up-bodies, 4≤|body|≤10, close>EMA50 AND close>VWAP; SHORT is the mirror. Entry at the signal-bar close (FILL_TYPE=bar_close; research fills next-bar open — same instant), symmetric TP+38/SL−25 raw bracket (per-instrument NQ slippage 0.50/0.25 applied by the engine → realized +37.5 win / −25.75 loss), wide daily caps (loss −$1,260 / profit +$3,000). Entry window: the entry bar starts 09:31:00–11:06:00 ET. REALISTIC canonical replay (1s first-touch, stop-first tie, slippage+caps), 2024-01-02→2026-06-16, 1 NQ: 3,618 tr / 41.5% per-trade WR / 45% win-DAY / 5.8 t/day / net +$36,165 / avg +$58/day / MED −$90/day / std $1,526 / worst −$1,635 / maxDD $32,895. Per year: 2024 +$175 (flat), 2025 +$12,610, 2026 OOS +$23,380 — the edge is BACK-LOADED into 2026. CLEARS the board's 50K viable gate: 50K-tier 2026-OOS PA PropScore 32.4 (firm IS/OOS split ≥2025-07-01: 50K 25.3, still >20). CAVEATS carried from FUTA-813: prop-MARGINAL — 150K-tier scores FULL 0.3 / OOS-2026 2.7 / TRAIN 0.1 (<3); the median day is NEGATIVE and the pre-2025-07 IS window is net −$1,985 (a few large win-days carry it — fat-tailed); micro (MNQ) sizing scores 0 (10× slower to the $3k eval target — keep 1 NQ mini, NOT a micro). The realistic replay reproduces ~56% of the board's headline +$64,610 (TP/stop first-touch tie mix). sim-pending: needs SIM forward-evidence; CEO owns promote/reject. | BacktestSIM active |
| ▶ | CL CHoCH×BB — London AM session (02:30-05:30 ET)PENDING OOSBar Close | 37 | Loading... | CL | 0.85 | 49.5% | 49.5% | $-8 | $-9 | $541 | $389 | $18,061 | +$377 | -$389 | — | — | — | — | — | — | — | — | — | — | DOWNGRADED from viable by CEO ruling FUTA-1084 (executed FUTA-1086, 2026-07-09): canonical BT -5,418 with positive SIM (+722) is the FUTA-899 regime-luck signature. Retained on QE as a NO-CAPITAL, badged (⚠ REGIME LUCK), scoring-capped confirmatory-negative track (mirrors the FUTA-1038 nq_double_tap handling); sole survivor of the CHoCH×BB pair (the 0230-0430 subset window was delisted). KILL-TRIGGER: full delist if forward SIM at N≥15 closed trades stays net-negative, or frequency stays < ~1 trade per 5 sessions. — FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 CL, $9 RT + instrument slippage, 2024-01-02→647td): NET-NEGATIVE -5,418 over 552 trades (50% WR), OOS PropScore 9.4 (150k, split 2025-07-01). Research(batch) engine was +140,867 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| Strategy | Score | Curve | Instrument | T/Day | Win Rateper trade | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | Max DD | Avg Green | Avg Red | Prop Score$150K lifecycle | IS / OOSPropScore split | DSRN=10k | $/Evalcash extracted | EA Passmedian cal-days | PA Cashnet cashflow | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | Live | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ML Session Bias — M2K 30m (real-ctx)Bar Close | 37 | Loading... | M2K | 0.94 | 40.6% | 37.4% | $-5 | $-16 | $90 | $69 | $2,798 | +$88 | -$69 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-365: leg of the #1 real-context micro portfolio 9b063e92f1c16c1a (futa365_realctx_rescan_20260601), re-selected + retrained AFTER the FUTA-360 cross-instrument context fix. Served context_mode="real" (artifact self-declares + liveParams). SGD log_loss, nightly walk-forward retrain. DISPLAY STATS ARE OUR DATABENTO BACKTEST UNDER INSTRUMENT SLIPPAGE (net −$2,504 / 483 tr / ~513 sessions, WR 40.6%; the scanner ×1 headline of +$18,645 does NOT survive RTY 0.10/0.05-pt slippage at M2K economics). Net-negative under realistic fills. Refreshed under the FUTA-383 alignment contract (FUTA-384/385). Held viable for a FUTA-363-style SIM gate; CEO promotes/rejects. FUTA-551: post-FUTA-399 corrected baseline = NET −$3,682 / 483 tr / WR 39.1% (prior published −$2,504 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — MYM 30m (real-ctx)Bar Close | 37 | Loading... | MYM | 0.68 | 43.3% | 29.3% | — | — | $90 | $69 | $1,817 | +$91 | -$69 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-365: leg of the #1 real-context micro portfolio 9b063e92f1c16c1a (futa365_realctx_rescan_20260601), re-selected + retrained AFTER the FUTA-360 cross-instrument context fix. Served context_mode="real". SGD log_loss, nightly walk-forward retrain. DISPLAY STATS ARE OUR DATABENTO BACKTEST UNDER INSTRUMENT SLIPPAGE (net +$38 / 351 tr / ~518 sessions, WR 43.3%; the scanner ×1 headline of +$15,564 collapses to roughly breakeven under YM 1.0/0.5-pt slippage at MYM economics). Roughly flat under realistic fills. Note: 45-min entry on bar index 1. Refreshed under the FUTA-383 alignment contract (FUTA-384/385). Held viable for a FUTA-363-style SIM gate; CEO promotes/rejects. FUTA-551: post-FUTA-399 corrected baseline = NET −$1,837 / 350 tr / WR 43.7% (prior published $38 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — MNQ 15m (real-ctx)Bar Close | 37 | Loading... | MNQ | 0.89 | 29.3% | 25.5% | $-2 | $-84 | $261 | $150 | $4,770 | +$353 | -$150 | — | — | — | — | — | — | 13.2% | 5.1% | 0% | 0% | FUTA-365: leg of the #1 real-context micro portfolio 9b063e92f1c16c1a (futa365_realctx_rescan_20260601), re-selected + retrained AFTER the FUTA-360 cross-instrument context fix. Served context_mode="real". SGD log_loss, nightly walk-forward retrain. DISPLAY STATS ARE OUR DATABENTO BACKTEST UNDER INSTRUMENT SLIPPAGE (net −$1,155 / 467 tr / ~525 sessions, WR 29.3%; the scanner ×1 headline of +$40,946 does NOT survive NQ 0.50/0.25-pt slippage). Net-negative under realistic fills. Refreshed under the FUTA-383 alignment contract (FUTA-384/385). Held viable for a FUTA-363-style SIM gate; CEO promotes/rejects. FUTA-551: post-FUTA-399 corrected baseline = NET −$2,415 / 473 tr / WR 29.4% (prior published −$1,155 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — RTY 30m (real-ctx) miniBar Close | 36 | Loading... | RTY | 0.94 | 38.3% | 35.3% | $-51 | $-700 | $1662 | $1222 | $40,751 | +$1,823 | -$1,222 | — | — | — | — | — | — | 51.2% | 39.3% | 25.3% | 17.4% | FUTA-365 (minis_x2, CEO decision f90007ef): MINI sizing variant of ml_session_m2k_30m_rc (same candidate 72aad84d, real-context, identical signal) routed to full-size RTY ($50/pt) at 2 contracts, $9 RT. ≈ micros ×20. Display stats are REAL Databento walk-forward UNDER OUR SLIPPAGE (cold-start): NET NEGATIVE -$26,047 over 483 trades / 513 td (WR 39%, 2024-05-13→2026-06-01), worst day -$2,000 (EOD cap binds). The scanner's ×1 +$18.6k headline does NOT realize under our fills (same finding as FUTA-362/368). Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET −$35,733 / 483 tr / WR 37.7% (prior published −$26,047 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — YM 30m (real-ctx) miniBar Close | 36 | Loading... | YM | 0.68 | 43.0% | 29.2% | $-25 | — | $1440 | $1322 | $42,212 | +$1,664 | -$1,322 | — | — | — | — | — | — | 63.9% | 51.9% | 24.8% | 7.4% | FUTA-365 (minis_x2, CEO decision f90007ef): MINI sizing variant of ml_session_mym_30m_rc (same candidate 842e20de, real-context, identical signal) routed to full-size YM ($5/pt) at 2 contracts, $9 RT. ≈ micros ×20. Display stats are REAL Databento walk-forward UNDER OUR SLIPPAGE (cold-start): NET NEGATIVE -$13,207 over 351 trades / 518 td (WR 43%, 2024-05-07→2026-06-01), worst day -$2,000 (EOD cap binds). 45-min entry on bar index 1. The scanner's ×1 +$15.6k headline does NOT realize under our fills (same finding as FUTA-362/368). Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET −$16,906 / 350 tr / WR 43.7% (prior published −$13,207 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — NQ 15m (real-ctx) miniBar Close | 37 | Loading... | NQ | 0.89 | 22.3% | 19.4% | — | $-798 | $1481 | $839 | $42,000 | +$2,944 | -$839 | — | — | — | — | — | — | 40.9% | 40.1% | 32% | 12.5% | FUTA-365 (minis_x2, CEO decision f90007ef): MINI sizing variant of ml_session_mnq_15m_rc (same candidate 1aeb5dab, real-context, identical signal) routed to full-size NQ ($20/pt) at 2 contracts, $9 RT. ≈ micros ×20. Display stats are REAL Databento walk-forward UNDER OUR SLIPPAGE (cold-start): near-flat-to-NEGATIVE -$250 over 467 trades / 525 td (WR 22%, 2024-04-26→2026-06-01), worst day -$2,000 (EOD cap binds). High-variance 4.0R target, low WR. The scanner's ×1 +$40.9k headline does NOT realize under our fills (same finding as FUTA-362/368). Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET −$23,870 / 473 tr / WR 20.3% (prior published −$250 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Portfolio — RTY/YM/NQ mini ×2 (aggregate cap)Bar Close | 47 | Loading... | RTY/YM/NQ | 2.36 | 34.0% | 41.8% | +$72 | $-798 | $2443 | $1630 | $46,875 | +$2,445 | -$1,630 | — | — | — | — | — | — | 60.6% | 57.3% | 45.1% | 31.8% | FUTA-371: Portfolio wrapper for the 3 real-context mini ×2 ml_session legs (RTY 30m + YM 30m + NQ 15m) with an AGGREGATE -$2,000/day cap (FUTA-350). FUTA-reproduced walk-forward (cold-start, 2024-04-29→2026-05-29, 530td): NET POSITIVE +$38,186 / 1249 trades / WR 34% / worst day -$2,251. Aggregate cap creates meaningful positive portfolio effect vs sum-of-legs (-$39,504) because correlated macro down-days get capped at $2k total instead of $6k (3×$2k). Scanner-quoted numbers ($481k/$354k/$443k from spf_7abda96eeab92306) are NOT FUTA-reproduced — gap is signal generation per FUTA-366/367. Held viable for the SIM gate (FUTA-363); CEO owns promote/reject — agents do not auto-reject. FUTA-551: gated alongside its components — this wrapper is composed entirely of the 3 real-context mini legs corrected by FUTA-399 (rty_30m_rc_mini −$35,733, ym_30m_rc_mini −$16,906, nq_15m_rc_mini −$23,870). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — NQ 10m (FUTA-397)Bar Close | 43 | Loading... | NQ | 0.75 | 28.0% | 21.0% | +$57 | $-524 | $838 | $529 | $13,757 | +$1,610 | -$520 | — | — | — | — | — | — | — | — | — | — | FUTA-397: NQ 10m ml_session_bias (real-context, or_pos fix). Signal parity vs OpenAI: 100% direction match. QE streaming backtest (NQ_1m.parquet, NQ 0.50/0.25 slippage, 2024-01→2026-06): 557 trades / 744 td, WR 28.0%, NET +$42,482, avg $57/day, 0.75 t/day, maxDD $13.8k. OAI batch result: +$113,633 — gap is streaming vs batch feature initialization (architectural, not fills). Strongest single-leg of the 5 (clear positive QE backtest; 28% WR is by design — high-R tail). CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET +$35,375 / 565 tr / WR 27.4% (prior published $42,482 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — YM 5m (FUTA-397)Bar Close | 46 | Loading... | YM | 0.76 | 43.1% | 32.8% | +$11 | — | $743 | $667 | $19,387 | +$832 | -$606 | — | — | — | — | — | — | — | — | — | — | FUTA-397: YM 5m ml_session_bias (real-context, or_pos fix). Signal parity vs OpenAI: 100% direction match. QE streaming backtest (YM_1m.parquet, YM 1.0/0.5 slippage, 2024-01→2026-06): 566 trades / 744 td, WR 43.1%, NET +$7,896, avg $11/day, 0.76 t/day, maxDD $19.4k. OAI batch result: +$69,750 (×2 contracts). Gap is streaming vs batch feature initialization. Marginal QE result — SIM gate required. CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET −$21,930 / 560 tr / WR 40.4% (prior published $7,896 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — MNQ 15m (FUTA-397)Bar Close | 45 | Loading... | MNQ | 0.78 | 41.3% | 32.1% | +$1 | — | $417 | $344 | $10,856 | +$483 | -$340 | — | — | — | — | — | — | — | — | — | — | FUTA-397: MNQ 15m ml_session_bias (real-context, or_pos fix). Signal parity vs OpenAI: 100% direction match. QE streaming backtest (MNQ_1m.parquet, MNQ 0.25/0.12 slippage, 2024-01→2026-06): 578 trades / 744 td, WR 41.3%, NET +$375, avg $1/day, 0.78 t/day, maxDD $10.9k. OAI batch result: +$49,512 (×3 contracts). Essentially flat in QE streaming; gap is streaming vs batch feature initialization. SIM gate required before promotion. CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET +$1,464 / 576 tr / WR 39.6% (prior published $375 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — MES 15m (FUTA-397)Bar Close | 37 | Loading... | MES | 0.75 | 43.7% | 32.9% | $-2 | — | $253 | $220 | $6,428 | +$256 | -$204 | — | — | — | — | — | — | — | — | — | — | FUTA-397: MES 15m ml_session_bias (real-context, or_pos fix). Signal parity vs OpenAI: 100% direction match. QE streaming backtest (MES_1m.parquet, MES 0.25/0.12 slippage, 2024-01→2026-06): 561 trades / 744 td, WR 43.7%, NET -$1,717, avg -$2/day, 0.75 t/day, maxDD $6.4k. OAI batch result: +$26,348 (×3 contracts). Net-negative in QE streaming; gap is streaming vs batch feature initialization. SIM gate required. CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET +$31 / 559 tr / WR 44.2% (prior published −$1,717 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| ▶ | ML Session Bias — MNQ 1m (FUTA-397)Bar Close | 37 | Loading... | MNQ | 0.76 | 40.7% | 31.0% | $-9 | — | $275 | $222 | $8,534 | +$307 | -$230 | — | — | — | — | — | — | — | — | — | — | FUTA-397: MNQ 1m ml_session_bias (real-context). or_pos is unchanged by bar-aware fix (1m always uses 30 bars). Signal parity vs OpenAI: 100% direction match. QE streaming backtest (MNQ_1m.parquet, MNQ 0.25/0.12 slippage, 2024-01→2026-06): 567 trades / 744 td, WR 40.7%, NET -$6,534, avg -$9/day, 0.76 t/day, maxDD $8.5k. OAI batch result: +$33,799 (×3 contracts). Net-negative in QE streaming; gap is streaming vs batch feature initialization. SIM gate required. CEO owns promote/reject — agents do not auto-reject. FUTA-551: post-FUTA-399 corrected baseline = NET −$6,569 / 565 tr / WR 40.5% (prior published −$6,534 was under the broken context feed). PENDING_GATE_REVIEW (FUTA-551, CEO Decision D2/FUTA-549): excluded from real-context SIM until ≥+$10k cumulative simulated PnL over ≥20 trading sessions since the FUTA-399 fix went live; CEO owns re-entry. Gate baseline: reports/futa363/BASELINE.md (11-leg corrected total −$76,072). | BacktestSIM active |
| Strategy | Score | Curve | Instrument | T/Day | Win Rateper trade | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | Max DD | Avg Green | Avg Red | Prop Score$150K lifecycle | IS / OOSPropScore split | DSRN=10k | $/Evalcash extracted | EA Passmedian cal-days | PA Cashnet cashflow | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | Live | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ES EMA Trend-Follow (Renko)Bar Close | 7 | Loading... | ES | 1.75 | — | — | $-3548 | $-3041 | $2999 | $500 | $14,192 | — | -$4,731 | — | — | — | — | — | — | — | — | 15% | — | Tick-validated. Looked great on Renko close prices but fill validation eliminated most edge. Abandoned. | BacktestSIM active |
| ▶ | YM VWAP (dropped — correlated)Bar Close | 5 | Loading... | YM | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | — | 0% | 0% | 0% | 0% | YM (Dow, $5/pt) correlation to ES = +0.927 — same equity market. No diversification benefit. Dropped. | BacktestSIM active |
| ▶ | NQ Portfolio: 15m FVG + PDH/PDL + VWAP + 1h Sweep (4-Stream)Bar Close | 35 | Loading... | NQ | 3.20 | 31.4% | 29.1% | $-247 | $-702 | $1124 | $400 | $160,986 | +$1,200 | -$841 | — | — | — | — | — | — | 84.9% | 89% | 86.7% | 84.9% | REJECTED (FUTA-574, CEO decision 2026-06-10) following FUTA-435 full-canonical-window verification. NET NEGATIVE over full 2024-01-01→2026-06-05 window — production engine (databento, NQ slippage 0.50/0.25, bar-close fills): N=1980, avg -$247/day, median -$702/day, Sharpe -3.49, MaxDD -$161k; net-negative in BOTH 2024 and 2025+ sub-periods. Original metrics ($814/day avg, $90 median) were from a 1yr sub-window (Apr2025–Apr2026) using an older research CSV — those numbers are invalid. Entry kept for historical reference with corrected metrics (FUTA-435). Has sidecar class (NQPortfolio4Stream). | BacktestSIM active |
| ▶ | NQ Prior Day High BreakoutBar Close | 36 | Loading... | NQ | 0.75 | 40.8% | 40.8% | $-32 | $-1424 | $1695 | $140 | $22,442 | +$1,948 | -$1,398 | — | — | — | — | — | — | 61.6% | 49.7% | 25.4% | 14.7% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Day High breakout from FUTA-270 sweep. 146 trades over ~1yr, PF=2.4. Static TP/SL. | BacktestSIM active |
| ▶ | NQ Prior Month High BreakoutBar Close | 36 | Loading... | NQ | 0.44 | 11.5% | 11.5% | +$62 | $-224 | $856 | $20 | $3,812 | +$2,251 | -$224 | — | — | — | — | — | — | 41.2% | 52.9% | 12.9% | 0% | FUTA-276: Prior Month High breakout from FUTA-270 sweep. 120 trades over ~1yr, PF=41.2. Static TP/SL. | BacktestSIM active |
| ▶ | NQ Prior Month Low BreakdownBar Close | 19 | Loading... | NQ | 0.25 | 12.5% | 12.5% | $-445 | $-1024 | $1321 | $100 | $10,517 | +$2,981 | -$934 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 30 trades over ~1yr, PF=6.8. Static TP/SL. | BacktestSIM active |
| ▶ | ES Prior Day High BreakoutBar Close | 36 | Loading... | ES | 0.77 | 30.7% | 30.7% | $-22 | $-652 | $994 | $62 | $13,880 | +$1,352 | -$630 | — | — | — | — | — | — | 37.2% | 23.9% | 3.3% | 1.7% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Day High breakout from FUTA-270 sweep. 149 trades over ~1yr, PF=1.9. Static TP/SL. | BacktestSIM active |
| ▶ | ES Prior Month High BreakoutBar Close | 42 | Loading... | ES | 0.51 | 24.8% | 24.8% | +$2 | $-402 | $762 | $38 | $5,571 | +$1,202 | -$394 | — | — | — | — | — | — | 37.3% | 24.5% | 0% | 0% | FUTA-276: Prior Month High breakout from FUTA-270 sweep. 129 trades over ~1yr, PF=22.3. Static TP/SL. | BacktestSIM active |
| ▶ | ES Prior Day Low BreakdownBar Close | 53 | Loading... | ES | 0.67 | 69.0% | 69.0% | +$10 | +$478 | $731 | $125 | $7,528 | +$472 | -$1,017 | — | — | — | — | — | — | 80% | 36.8% | 2.6% | 0% | FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 110 trades over ~1yr, PF=1.6. Static TP/SL. | BacktestSIM active |
| ▶ | ES Prior Month Low BreakdownBar Close | 34 | Loading... | ES | 0.47 | 15.8% | 15.8% | $-92 | $-528 | $1005 | $50 | $5,275 | +$2,228 | -$528 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 24 trades over ~1yr, PF=10.9. Static TP/SL. | BacktestSIM active |
| ▶ | YM Prior Day High BreakoutBar Close | 47 | Loading... | MYM | 0.75 | 45.1% | 45.1% | +$3 | $-53 | $61 | $50 | $989 | +$69 | -$52 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Day High breakout from FUTA-270 sweep. 119 trades over ~1yr, PF=2.4. Static TP/SL. | BacktestSIM active |
| ▶ | CL Prior Month High BreakoutBar Close | 37 | Loading... | MCL | 0.67 | 36.8% | 36.8% | $-8 | $-85 | $110 | $80 | $800 | +$121 | -$83 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Month High breakout from FUTA-270 sweep. 64 trades over ~1yr, PF=16.1. Static TP/SL. | BacktestSIM active |
| ▶ | CL Prior Day Low BreakdownBar Close | 37 | Loading... | MCL | 0.64 | 27.3% | 27.3% | $-7 | $-35 | $51 | $30 | $1,289 | +$68 | -$35 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 114 trades over ~1yr, PF=2.5. Static TP/SL. | BacktestSIM active |
| ▶ | CL Prior Month Low BreakdownBar Close | 35 | Loading... | MCL | 0.48 | 40.8% | 40.8% | $-12 | $-9 | $53 | $70 | $677 | +$42 | -$49 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 48 trades over ~1yr, PF=9.9. Static TP/SL. | BacktestSIM active |
| ▶ | RTY Prior Day High BreakoutBar Close | 45 | Loading... | M2K | 0.77 | 37.5% | 37.5% | +$5 | $-53 | $86 | $50 | $1,433 | +$100 | -$52 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Day High breakout from FUTA-270 sweep. 132 trades over ~1yr, PF=1.8. Static TP/SL. | BacktestSIM active |
| ▶ | RTY Prior Day Low BreakdownBar Close | 37 | Loading... | M2K | 0.73 | 44.0% | 44.0% | $-9 | $-53 | $49 | $50 | $1,841 | +$45 | -$51 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 121 trades over ~1yr, PF=1.8. Static TP/SL. | BacktestSIM active |
| ▶ | RTY Prior Month Low BreakdownBar Close | 23 | Loading... | M2K | 0.28 | 21.4% | 21.4% | $-11 | $-41 | $57 | $38 | $304 | +$97 | -$41 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 29 trades over ~1yr, PF=23.1. Static TP/SL. | BacktestSIM active |
| ▶ | GC Prior Month High BreakoutBar Close | 42 | Loading... | MGC | 0.50 | 19.7% | 19.7% | +$40 | $-14 | $177 | $10 | $294 | +$271 | -$17 | — | — | — | — | — | — | 40.4% | 0% | 0% | 0% | FUTA-276: Prior Month High breakout from FUTA-270 sweep. 86 trades over ~1yr, PF=272.5. Static TP/SL. | BacktestSIM active |
| ▶ | GC Prior Day Low BreakdownBar Close | 37 | Loading... | MGC | 0.54 | 19.4% | 19.4% | $-6 | $-14 | $202 | $10 | $4,001 | +$203 | -$56 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-326: Rejected — flips net-losing under corrected FUTA-324 bar-close fills. FUTA-276: Prior Day Low breakdown from FUTA-270 sweep. 91 trades over ~1yr, PF=7.2. Static TP/SL. | BacktestSIM active |
| ▶ | GC Prior Month Low BreakdownBar Close | 24 | Loading... | MGC | 0.27 | 15.4% | 15.4% | +$12 | $-14 | $62 | $10 | $84 | +$157 | -$14 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-276: Prior Month Low breakdown from FUTA-270 sweep. 10 trades over ~1yr, PF=137.5. Static TP/SL. | BacktestSIM active |
| ▶ | YM Prior Week High BreakoutBar Close | 37 | Loading... | MYM | 0.38 | 42.3% | 42.3% | +$1 | $-15 | $124 | $67 | $1,002 | +$121 | -$88 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-272: Prior-level breakout component (1 MYM contract). Long-only breakout above prior week high. 120 trades over 278 days. Portfolio building block — see priorlevel_* portfolios for funded account configurations. | BacktestSIM active |
| ▶ | YM Prior Month High BreakoutBar Close | 37 | Loading... | MYM | 0.51 | 16.1% | 16.1% | $-5 | $-18 | $31 | $32 | $732 | +$65 | -$18 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-272: Prior-level breakout component (1 MYM contract). Long-only breakout above prior month high. 179 trades over 278 days. 90.1% trade WR. Tight 0.25× ATR stop keeps risk minimal. | BacktestSIM active |
| ▶ | RTY Prior Week High BreakoutBar Close | 37 | Loading... | M2K | 0.39 | 39.4% | 39.4% | +$1 | $-49 | $84 | $41 | $854 | +$90 | -$58 | — | — | — | — | — | — | 0% | 0% | 0% | 0% | FUTA-272: Prior-level breakout component (1 M2K contract). Long-only breakout above prior week high. 127 trades over 278 days. Portfolio building block for funded accounts. | BacktestSIM active |
| ▶ | ML Session Bias — RTY 30mBar Close | 37 | Loading... | M2K | 0.94 | 39.4% | 36.1% | $-7 | $-20 | $74 | $60 | $5,195 | +$74 | -$60 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-362: ml_session_bias leg of scanner portfolio spf_7abda96eeab92306 (FUTA-359), wired live via MLSessionModel (FUTA-361) + 26-feature engine (FUTA-360). SGD log_loss, nightly walk-forward retrain. NET NEGATIVE under our instrument slippage: -$3,991 over 538 trades / 573 td (scanner's flat 1-tick masked this). REJECTED 2026-07-06 (FUTA-1018) per CEO decision on FUTA-363 SIM gate: canonical sim-stats shows -$325 (-$12.50/trade over 26 trades), confirming the negative backtest direction — early-reject criterion #1. Decommissioned from sidecar/viable_strategies.json; no longer consuming SIM cycles. | BacktestSIM active |
| ▶ | ML Session Bias — RTY 15mBar Close | 37 | Loading... | M2K | 0.92 | 34.2% | 31.2% | $-5 | $-32 | $66 | $45 | $2,930 | +$72 | -$45 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-362: ml_session_bias leg of scanner portfolio spf_7abda96eeab92306 (FUTA-359), wired live via MLSessionModel (FUTA-361) + 26-feature engine (FUTA-360). SGD log_loss, nightly walk-forward retrain. NET NEGATIVE under our instrument slippage: -$2,765 over 524 trades / 568 td. REJECTED 2026-07-06 (FUTA-1018) per CEO decision on FUTA-363 SIM gate: canonical sim-stats shows -$1,138 (-$39.25/trade over 29 trades), confirming the negative backtest direction — early-reject criterion #1. Decommissioned from sidecar/viable_strategies.json; no longer consuming SIM cycles. | BacktestSIM active |
| ▶ | ML Session Bias — YM 60mBar Close | 37 | Loading... | MYM | 0.99 | 46.2% | 45.0% | $-6 | $-6 | $118 | $84 | $4,187 | +$85 | -$84 | — | — | 0.00 | — | — | — | 0% | 0% | 0% | 0% | FUTA-362: ml_session_bias leg of scanner portfolio spf_7abda96eeab92306 (FUTA-359), wired live via MLSessionModel (FUTA-361) + 26-feature engine (FUTA-360). SGD log_loss, nightly walk-forward retrain. NET NEGATIVE under our instrument slippage: -$3,456 over 587 trades / 591 td. Note: 60m bucket reaches only ~7 buckets/session so unresolved trades are flattened at session rollover (scanner silently held). REJECTED 2026-07-06 (FUTA-1018) per CEO decision on FUTA-363 SIM gate: canonical sim-stats shows -$467 (-$155.67/trade over 3 trades — never meaningfully activated), confirming the negative backtest direction — early-reject criterion #1. Decommissioned from sidecar/viable_strategies.json; no longer consuming SIM cycles. | BacktestSIM active |
| ▶ | MGC VWAP Reversion Band1.5 (60m)Bar Close | 41 | Loading... | MGC | 0.46 | 34.8% | 28.0% | +$27 | — | $390 | $500 | $10,581 | +$320 | -$128 | — | — | — | — | — | — | — | — | — | — | FUTA-355: Session VWAP reversion on MGC 60m bars (band=1.5σ, tp=60pts, sl=5pts, 10c). Mean-reversion leg of the 2-leg diversity portfolio. MGC $10/pt; SL=$500/trade, TP=$6,000/trade. REJECTED by CEO 2026-06-02 (FUTA-382, decision FUTA-381) and removed from SIM. STATUS HISTORY: FUTA-370 (CTO rec) → CEO rejected 2026-06-01 (fragile); FUTA-364 → CEO reversed 2026-06-02, added to SIM for diversity vs the donchian leg; FUTA-382 → CEO re-rejected and pulled from SIM after the FUTA-379 open-anchored force-exit fix. WHY THE FINAL REJECTION: the apparent +$16.8k edge was an artifact of a fill-price look-ahead bug in the replay engine's time/session/EOD force-exits (they were anchored to the bar that benefited from look-ahead). FUTA-379 re-anchored force-exits to the bar OPEN; this strategy then flipped +$16,796 → -$6,214 (Δ -$23,010) over 2024-01→2026-05, with 55% of exits (155/282) being force-exits that had benefited from the bug. FUTA-380 trailing-365d corrected run: 128 trades, net -$9,479 in both prod and test DBs. No real signal once fills are honest. Unaffected MGC legs: mgc_donchian_lb80_tp40_sl5 (+$80.4k, robust) and mgc_diversity_2leg notes (donchian-only book) stand. | BacktestSIM active |
| ▶ | MGC 2-Leg Diversity Portfolio (60m)Bar Close | 46 | Loading... | MGC | 0.77 | 30.9% | 34.0% | +$187 | — | $730 | $1000 | $2,699 | +$1,555 | -$561 | — | — | — | — | — | — | — | — | — | — | FUTA-355: 2-leg MGC diversity portfolio (donchian trend + VWAP reversion). Leg C (vwap2.0 ATR) dropped after dense-data revalidation showed it -$23k on realistic MGC bars. REJECTED by CEO 2026-06-02 (FUTA-370) — Leg B (MGCVwapReversion) is fragile/marginal on honest fills (net rests on 6 target-hit days, negative without them) and was itself rejected, so the 2-leg combo dies with it. The combined headline (~+$85k) inherited that fragility via the mean-reversion leg. The robust trend leg ships standalone as mgc_donchian_lb80_tp40_sl5 (FUTA-366, live-wired). Never live-wired or SIM-tested. | BacktestSIM active |
| ▶ | BBKPL NQ Gap Reversion + ATR Chandelier Trail (XE-3)Bar Close | 47 | Loading... | MNQ | 1.00 | 44.0% | 44.0% | +$10 | $-6 | $32 | $12 | $173 | +$37 | -$12 | — | — | — | — | — | — | — | — | — | — | REJECTED 2026-06-13 (FUTA-685, CEO decision on FUTA-684 — APPROVED removal): the FUTA-618 gap-reversion edge collapses to near-zero under the geometry-clean re-score (FUTA-683). Applying the stop<entry<target geometry assertion (skip fade_away signals where the 9:30 RTH bar extends the gap past stop_pts+slippage, placing hard_sl on the WRONG side of entry → instant fake-profit exit on the next bar) removes 151 of 481 signals (72 OOS) and drops the FUTA-618 baseline from OOS PropScore 64.8 → 0.0 and OOS net +$37,296 → +$2,148 (~$488 avg fake profit per removed OOS trade, $35K total OOS inflation). This is ~100% geometry artifact — the same class as the de-listed FUTA-496 VPOC reversion. See reports/futa683/futa618_geo_clean.md. UPDATE 2026-06-14 (FUTA-690 → FUTA-694 → FUTA-736): the FUTA-654 live-params re-validation is complete and the family is now PURGED from the live class registry (sidecar/main.py _STRATEGY_CLASSES tombstone). FUTA-690 proved the honest geo-clean databento curve is NET-NEGATIVE (FULL −$1,077, OOS −$703, OOS WR 10.3%) and that the FUTA-686 'clean OOS PS=30.7 / +$13,945' that briefly justified keeping it live was a re-introduction of the FUTA-672 intra-bar look-ahead (no-look-ahead OOS −$1,516 / WR 12.8% on identical signals). The CEO's final ruling (FUTA-694/FUTA-736) rejected and purged the entire BBKPLNQGapRevXE3 family (base + PA2/EA6/M8 sizing + GR-5 short-only); re-adding any key requires a fresh CEO greenlight. The classes remain DEFINED only as backtest tombstones (run_databento_backtest.py regenerates the −$1,077 curve; geometry tests import them). See reports/futa690/RECONCILIATION.md. The live sidecar class retains the geometry assertion (commit 9809e79) and trail=0.5 (0.75 was rejected — worse under geo-clean). Prior (artifact) context: FUTA-675 corrected OOS PropScore 42.9 (leaderboard) / 19.0 (live-curve) — itself a residual of the look-ahead correction but still pre-geometry-fix; FUTA-654 Phase A exit upgrade stop 10→6pts, chandelier 1.0×ATR14→0.5×ATR21. | BacktestSIM active |
| ▶ | BBKPL NQ Gap Reversion XE-3 — 2NQ (PA)Bar Close | 54 | Loading... | NQ | 1.00 | 67.0% | 67.0% | +$216 | +$248 | $912 | $240 | $8,319 | +$724 | -$814 | — | — | — | — | — | — | — | — | — | — | REJECTED 2026-06-13 (FUTA-676, CEO decision): flips net-negative under the FUTA-672 chandelier intra-bar look-ahead fix. The +$105,604 headline was artifact-inflated by the same-bar look-ahead (favorable extreme assumed before adverse within each 1m bar); under the corrected no-look-ahead exit the databento canonical replay is 490 trades, WR 35.9%, FULL −$31,010 (IS −$23,346 / OOS −$7,664) — the daily loss limit binds against the now-realistic adverse fills at 2× NQ. See reports/futa672/RE_AUDIT.md and before_after_summary.txt. Base-size bbkpl_nq_gap_rev_xe3 stays deployed (still net+/OOS+); only the full-size sizing variant is pulled. Prior (artifact) notes: FUTA-644 sizing variant; FUTA-654 Phase A exit upgrade inherited from parent. oosPropScore 25.1 above is the pre-fix artifact value, retained for audit. | BacktestSIM active |
| ▶ | BBKPL NQ Gap Reversion XE-3 — 6NQ (EA)Bar Close | 58 | Loading... | NQ | 1.00 | 67.0% | 67.0% | +$647 | +$745 | $2735 | $720 | $24,957 | +$2,172 | -$2,442 | — | — | — | — | — | — | — | — | — | — | REJECTED 2026-06-13 (FUTA-676, CEO decision): flips net-negative under the FUTA-672 chandelier intra-bar look-ahead fix. The +$316,812 headline was artifact-inflated by the same-bar look-ahead; under the corrected no-look-ahead exit the databento canonical replay is 490 trades, WR 35.9%, FULL −$93,031 (IS −$70,038 / OOS −$22,992) — the daily loss limit binds hardest at 6× NQ. See reports/futa672/RE_AUDIT.md and before_after_summary.txt. Base-size bbkpl_nq_gap_rev_xe3 stays deployed (still net+/OOS+); only the full-size sizing variant is pulled. Prior (artifact) notes: FUTA-644 sizing variant; FUTA-654 Phase A exit upgrade inherited from parent. oosPropScore 43.5 above is the pre-fix artifact value, retained for audit. | BacktestSIM active |
| ▶ | BBKPL NQ Gap Reversion XE-3 — 8 MNQ (Max 50K)Bar Close | 48 | Loading... | MNQ | 1.00 | 44.0% | 44.0% | +$74 | $-48 | $272 | $96 | $1,670 | +$297 | -$103 | — | — | — | — | — | — | — | — | — | — | REJECTED 2026-06-13 (FUTA-685, CEO decision on FUTA-684 — APPROVED removal): this is the 50k-tier (8 MNQ) sizing of the FUTA-618 gap-reversion edge, which collapses to near-zero under the geometry-clean re-score (FUTA-683). The geometry assertion (skip fade_away signals where the 9:30 RTH bar places hard_sl on the WRONG side of entry → instant fake-profit) removes 72 OOS signals and drops the underlying FUTA-618 baseline from OOS PropScore 64.8 → 0.0 / OOS net +$37,296 → +$2,148 — ~100% geometry artifact, same class as the de-listed FUTA-496. Sizing cannot rescue a signal whose edge is fabricated geometry. See reports/futa683/futa618_geo_clean.md. Prior (artifact) figures: FUTA-675 corrected OOS PropScore 42.9 (leaderboard) / 19.0 (live-curve) — itself only the look-ahead correction, still pre-geometry-fix. The live class BBKPLNQGapRevXE3M8 is retained (not purged) pending Quant Researcher's FUTA-654 live-params re-validation; the base BBKPLNQGapRevXE3 keeps the geometry assertion (commit 9809e79). Prior context: FUTA-644 sizing variant; FUTA-654 Phase A exit upgrade inherited from parent (stop 10→6, chandelier 1.0×ATR14→0.5×ATR21). | BacktestSIM active |
| ▶ | BBKPL NQ Gap Continuation XE-3 — 8 MNQ (Max 50K)Bar Close | 48 | Loading... | MNQ | 1.00 | 45.0% | 45.0% | +$75 | $-36 | $302 | $96 | $3,261 | +$307 | -$119 | — | — | — | — | — | — | — | — | — | — | REJECTED 2026-06-13 (FUTA-689, CEO decision approved): 38.4% of 510 backtest trades (196/510; 85/207 OOS) were geometry violations — the open-anchored stop (hard_sl = rth_open ± STOP_PTS ± slip) lands on the WRONG side of entry whenever the 9:30 bar reverses >6.75 pts from the open. Violation trades exit stop_hit on bar+1 as instant fake profits (+$47,279 total; +$28,601 OOS). After removing them: 314 clean trades, OOS clean net = −$2,421 (LOSING), clean OOS PS ≈ 0.0. Dirty OOS net was +$26,180 — entirely artifact-driven. Same bug class as FUTA-496 (VPOC) and FUTA-618 (gap reversion). The look-ahead-CORRECTED 'viable' score of OOS PropScore 39.1 / +$27,472 was itself geometry-inflated dirty. Geometry assertion added to BBKPLNQGapContXE3._try_930_entry (FUTA-689, commit f11e997) and CI guard extended. See reports/futa689/geometry_compliance_audit.md. Original viable notes: FUTA-655 (FUTA-647 Phase A, Option B) continuation hypothesis (trade WITH gap, overnight_mid=(PMH+PML)/2, |gap|≥30pts, 6pt stop, 0.5×ATR21 chandelier). OOS PropScore 39.1 in pre-geometry-fix score is retained for audit; clean score is 0.0. | BacktestSIM active |
| ▶ | BBKPL NQ Gap Reversion XE-3 — Short-Only (GR-5)Bar Close | 20 | Loading... | NQ | 0.24 | 9.2% | — | $-10 | — | — | $2000 | — | — | — | — | — | — | — | — | — | — | — | — | — | FUTA-681/FUTA-691: headline PS=82.1/OOS=$30K were dirty pre-geometry look-ahead numbers from the FUTA-686 research script. Canonical no-look-ahead engine: trail=0.5 OOS −$5,144, WR 9.2% (net-negative). trail=0.75 geo-clean: PS=19.7 (below 20-pt viability floor). Root cause: FUTA-672 chandelier look-ahead (ratchet-before-exit-check) — same defect that de-listed all other BBKPL XE-3 variants (FUTA-689). CEO rejected 2026-06-13. | BacktestSIM active |
| ▶ | MNQ VWAP Reversion Band0.5 ATR5/0.5 30m (10ct)Bar Close | 36 | Loading... | MNQ | 1.56 | 20.0% | 51.0% | $-77 | — | $820 | $100 | $6,659 | +$700 | -$250 | — | — | — | — | — | — | — | — | — | — | REJECTED by CEO (FUTA-549 Decision 1, executed FUTA-550, 2026-06-10): FUTA-405 1m-resolution audit found ALL MNQ configs negative at 1m; this 10ct leg avgPnlDay −$77. FUTA-400/402: MNQ VWAP reversion on 30-minute bars. New class MNQVwapReversion in sidecar/hf_strategies.py. ACTUAL sidecar backtest (2024-06-03→2026-06-04, 509td): 794 trades, WR 20%, avg -$77/day (-$39,272 total). NET NEGATIVE under sidecar fills. Root cause: ATR tp=5×ATR target is too far for intraday reversion — only 7/787 trades hit target; 50% hit stop_hit, 34% hit daily_stop, 15% eod_flatten. The hf_ml research showed $435/day because it checked exits at 30m bar granularity (optimistic); sidecar checks every 1m bar (realistic) so 5× ATR distance is rarely reached before reversal. SIM-viable for CEO review — may need to switch to fixed tp/sl (e.g. band=1.5, tp=100, sl=5, $214/day in sweep) rather than ATR-based targets. Do NOT promote to live until fixed params validated. | BacktestSIM active |
| ▶ | MNQ VWAP Reversion Band0.5 ATR5/0.5 30m (7ct)Bar Close | 45 | Loading... | MNQ | 1.93 | 22.0% | 51.0% | +$17 | — | $574 | $70 | $4,661 | +$490 | -$175 | — | — | — | — | — | — | — | — | — | — | REJECTED by CEO (FUTA-549 Decision 1, executed FUTA-550, 2026-06-10): FUTA-405 1m-resolution audit found ALL MNQ configs negative at 1m; rejection precedes any B-4 re-validation attempt. FUTA-400/402: 7-contract variant of mnq_vwap_rev_band05_atr5_30m_10ct. ACTUAL sidecar backtest (2024-06-03→2026-06-04, 509td): 980 trades, WR 22%, avg +$17/day (+$8,823 total). Marginally positive unlike the 10ct sibling (-$69/day). ATR 5× target still problematic at 1m resolution but lower contract size means fewer daily_stop triggers. hf_ml research showed $381/day — actual +$26/day after realistic 1m fill checking. Same ATR-target concern as 10ct; CEO review needed before live promotion. Fixed tp/sl variant may perform better. | BacktestSIM active |
| ▶ | VPOC Value-Area Reversion MNQBar Close | 54 | Loading... | MNQ | 1.23 | 69.0% | 69.0% | +$144 | +$100 | $160 | $350 | $174 | +$380 | -$220 | — | — | — | — | — | — | 93.1% | 93.1% | — | — | REJECTED (FUTA-548, CEO decision FUTA-546, 2026-06-10; SIM re-confirmed net-negative FUTA-639 2026-06-12): edge was fabricated by the FUTA-504 stop/target geometry bug — after the FUTA-544 fix, full-window result is -$3,393 / 13.6% WR. Original (invalid) research notes follow. FUTA-496 (B3-H5): prior-session VPOC + value-area reversion. Databento 2024-01-01→2026-06-09 w/ slippage (0.50/0.25): OOS PS=94.9, OOS net=+$33,930, OOS WR≈69%, OOS max_dd=$174. Entry at signal-bar CLOSE (FUTA-323). $500 daily-stop overlay. IS+OOS both strongly positive. Best config: va=68%, touch_edge trigger, poc target, stop=1.0×ATR. Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | VPOC Value-Area Reversion MGCBar Close | 57 | Loading... | MGC | 1.15 | 79.0% | 79.0% | +$230 | +$170 | $220 | $150 | $84 | +$380 | -$290 | — | — | — | — | — | — | 90.3% | 90.3% | — | — | REJECTED (FUTA-548, CEO decision FUTA-546, 2026-06-10; SIM re-confirmed net-negative FUTA-639 2026-06-12): edge was fabricated by the FUTA-504 stop/target geometry bug — after the FUTA-544 fix, full-window result is -$2,275 / 14.7% WR. Original (invalid) research notes follow. FUTA-496 (B3-H5): prior-session VPOC + value-area reversion on MGC (micro gold). Databento 2024-01-01→2026-06-09 w/ slippage (0.10/0.05): OOS PS=100.0, OOS net=+$51,769, OOS WR≈79%, OOS max_dd=$84. Entry at signal-bar CLOSE (FUTA-323). $500 daily-stop overlay. IS+OOS strongly positive. Best config: va=68%, touch_edge trigger, poc target, stop=1.0×ATR. Note: uses MGC_1m (not GC_1m which is corrupt — FUTA-355). Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | VPOC Value-Area Reversion MCLBar Close | 54 | Loading... | MCL | 1.18 | 73.0% | 73.0% | +$88 | +$60 | $110 | $200 | $72 | +$260 | -$200 | — | — | — | — | — | — | 100% | 100% | — | — | REJECTED (FUTA-548, CEO decision FUTA-546, 2026-06-10; SIM re-confirmed net-negative FUTA-639 2026-06-12): edge was fabricated by the FUTA-504 stop/target geometry bug — after the FUTA-544 fix, full-window result is -$2,560 / 14.7% WR. Original (invalid) research notes follow. FUTA-496 (B3-H5): prior-session VPOC + value-area reversion on MCL (micro crude, pv=$100). Research ran full CL (pv=$1,000): OOS net=+$209,588; MCL (1/10 size) OOS net≈+$20,959, OOS PS=100.0, OOS WR≈73%, OOS max_dd≈$72. Entry at signal-bar CLOSE (FUTA-323). $500 daily-stop overlay. Best config: va=68%, touch_edge trigger, poc target, stop=1.0×ATR. Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | VPOC Value-Area Reversion Portfolio (MNQ+MGC+MCL)Bar Close | 60 | Loading... | MNQ+MGC+MCL | 3.03 | 74.0% | 90.0% | +$435 | +$320 | $420 | $200 | $500 | +$650 | -$280 | — | — | — | — | — | — | 100% | 100% | — | — | REJECTED (FUTA-548, CEO decision FUTA-546, 2026-06-10; SIM re-confirmed net-negative FUTA-639 2026-06-12): edge was fabricated by the FUTA-504 stop/target geometry bug — after the FUTA-544 fix, full-window result is -$6,350 / 15.1% WR. Original (invalid) research notes follow. FUTA-496 (B3-H5): 3-leg VPOC reversion portfolio (MNQ+MGC+MCL). Research P_ALL (all 6 instruments): OOS PS=100.0, net=+$335,818, max_dd=$500. This 3-leg subset (NQ+MGC+MCL only, MCL scaled to micro) estimated OOS net≈+$107k, avg_day≈$435. Combined $500 daily-stop liquidates ALL open legs on aggregate intraday MTM (one _replay_signals pass, FUTA-350). Merges NQ/GC/CL bars, routes by full-size symbol. Deployed viable; CEO promotes after SIM weeks. | BacktestSIM active |
| ▶ | ES Intraday VWAP-Sweep ReversalBar Close | 28 | Loading... | ES | 0.23 | 60.0% | 60.0% | +$50 | — | $720 | $1000 | $3,602 | +$480 | -$380 | — | — | — | — | — | — | — | — | — | — | CEO-REJECTED 2026-06-30 (FUTA-900): active-day scoring bug; dense OOS PS 12.7 fails gate, 5.2 trades/30d. De-listed from SIM per FUTA-906 CEO directive. FUTA-876 (wires FUTA-873 R2-5 sole survivor after FUTA-874 short-MAE revalidation). Marginal-but-honest edge: OOS PS 21.2, IS +$7.8k / OOS +$8.3k, N=60, cleared IS+OOS gate. SIM/QE forward-test only — no live capital until a clean forward-SIM checkpoint. Config: isr_ES_pvwap_high_rb2_opp_st0.25_ms0.10 (ES, prior-session VWAP HIGH sweep, reclaim=2, target=ONL, stop_atr_mult=0.25, min_sweep_atr=0.10). CEO owns promote/reject after SIM weeks. | BacktestSIM active |
| ▶ | CL Liquidity-Sweep ReversalBar Close | 20 | Loading... | CL | 0.15 | 57.6% | 57.6% | +$26 | — | $1104 | $1000 | $5,574 | +$657 | -$487 | — | — | — | — | — | — | — | — | — | — | CEO-REJECTED 2026-06-30 (FUTA-886): dense-calendar OOS PS 4.8, 3.1 trades/30d — fails gate. De-listed from SIM per FUTA-906 CEO directive. FUTA-868 (wires FUTA-865 R1-4 survivor). Multi-day stop-run reclaim: a bar wicks below the prior-2-day FULL-session low then closes back inside (reclaim) → LONG at the reclaim-bar close (FUTA-323), target prior-day mid, stop = sweep wick − 0.25×daily-ATR(14). One trade/day, 50k-tier DLL ($1,000, engine-enforced). Canonical _replay_signals replay matches research closely: trade-COUNT parity exact (OOS N=36), IS +$4,500 (research +$4,596) / OOS +$11,334 (research +$10,529) — both positive. oosPropScore 29.9 is the research 150k-tier OOS PropScore (50k-tier gate was 35.1). CEO owns promote/reject after SIM weeks. | BacktestSIM active |
| ▶ | RTY Prior-Week Low Sweep ReversalBar Close | 19 | Loading... | RTY | 0.13 | 63.6% | 63.6% | +$102 | — | $690 | $1000 | $7,426 | +$913 | -$861 | — | — | — | — | — | — | — | — | — | — | CEO-REJECTED 2026-06-30 (FUTA-879/901): 2-month OOS fluke, single-cell (no plateau). De-listed from SIM per FUTA-906 CEO directive. FUTA-879/901 (wires FUTA-879 HTF sweep-reversal sweep; FUTA-902 portfolio capstone leg). Prior-WEEK low sweep-reversal: a bar wicks below the prior ISO-week low then closes back above (reclaim) → LONG at the reclaim-bar close (FUTA-323), target = prior-week HIGH (opposite extreme), stop = sweep wick − 0.25×daily-ATR(14). One trade/day, 50k-tier DLL ($1,000, engine-enforced). Canonical backtest (htfsr_RTY_week_low_rb1_opp_st0.25_ms0.10): IS +$320 / OOS +$8,834 (N=33) — IS barely positive (Sharpe 0.09, regime-concentrated); OOS PropScore 92.9 (50k tier). Passes all gates: IS net-positive ✓, OOS net-positive ✓, OOS N=33 ≥ 30 ✓, plateau ✓ (4/4 adjacent OOS-positive). NOTE: IS edge is thin ($6/day avg, $320 total); bulk of edge is OOS — classify as regime-concentrated and monitor carefully. 8-config plateau validates the structure, not the edge magnitude. CEO owns promote/reject after SIM weeks. | BacktestSIM active |
| ▶ | CL CHoCH×BB — London AM session (02:30-04:30 ET)Bar Close | 37 | Loading... | CL | 0.72 | 45.9% | 45.9% | $-15 | $-24 | $356 | $282 | $17,905 | +$288 | -$282 | — | — | — | — | — | — | — | — | — | — | REJECTED + DELISTED by CEO ruling FUTA-1084 (executed FUTA-1086, 2026-07-09): canonical BT -9,382 with positive SIM (+1,141) is the FUTA-899 regime-luck signature, and this 02:30-04:30 window is a redundant subset of the 0530 sibling — only cl_structbreak_choch_bb_0230_0530 stays on the confirmatory-negative track; removed from the QE/SIM registry. — FUTA-1021 (Phase 2 of FUTA-1019) — LB3 structure-break preset, live port of the parity-verified engine (signal detection 11/11 EXACT vs the batch engine, scripts/futa1021_signal_parity.py). Canonical databento run (1 CL, $9 RT + instrument slippage, 2024-01-02→647td): NET-NEGATIVE -9,382 over 468 trades (46% WR), OOS PropScore 3.9 (150k, split 2025-07-01). Research(batch) engine was +138,456 — the gap is the expected research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |
| ▶ | GC MSB×EMA-stack ADX22 — Asia+London session (18:00-02:59 + 03:00-11:29 ET)Bar Close | 36 | Loading... | GC | 1.89 | 49.3% | 40.4% | $-114 | $-639 | $2874 | $1677 | $102,099 | +$2,550 | -$1,923 | — | — | — | — | — | — | — | — | — | — | REJECTED + DELISTED by CEO ruling FUTA-1084 (executed FUTA-1086, 2026-07-09): canonical BT -73,889 with positive SIM (+9,844) is the FUTA-899 regime-luck signature — a -$74k canonical edge has no forward-SIM value; removed from the QE/SIM registry. — FUTA-1027 (Top-PnL config 707e1fdf6af5bb from FUTA-1019) — StructureBreak preset, parity-EXACT vs candidate_summary (reports/futa1027/parity.md, 0.00 diff). Canonical databento run (1 GC, $9 RT + instrument slippage, 2024-01-02→648td): NET-NEGATIVE -73,889 over 1226 trades (49% WR), OOS PropScore 0.0 (150k, split 2025-07-01). Research(batch) engine was +326,128 (doc LIVE) — the gap is the research-vs-live fill convention (batch enters next-bar OPEN, this class the signal-bar CLOSE) + $9 RT vs $4.36+2t. Dense-series stats bucketed on the CME session-date basis (FUTA-1095). | BacktestSIM active |