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Daily Tuning · daily parameter tuning per playbook after the New York close
Ryley · Advanced (Hunter 7) Winners · 28 Oct 2026
PROVISIONAL · research only, not promoted. 9 Ryley advanced combos (6 NQ, 3 GC) that qualify and beat their base in all three periods (IS 2025, OOS Jan–Jun 2026, HO Jul–5 Oct 2026; selected on IS only; known data gaps, 26 Dec and 2 Jan excluded). All figures net of fees: NQ USD 4.34 RT, GC USD 5.02 RT. UNSTATED: the break-even, entry-window (9:30/9:40) and flatten (10:15) values were chosen by the backtester, not stated by Ryley. GC 15s/30s data starts 3 Apr 2025, so GC IS covers ~7.5 months. Each card links to Ryley's page.
9 winners · curves below each row
NQ / ATR1.5 stop, native R, DFG, 9:40 entry + break-even 1.0R + flatten 10:15 / 1m / beats its base in IS, OOS and HO
PF IS 1.70 · OOS 1.51 · HO 1.41 | trades 194 (97 / 63 / 34) | net +$33,908 (IS +$17,594 · OOS +$11,612 · HO +$4,702) | max DD −$5,890 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$21,468 PF 1.52, 5/6 positive · tuned +$10,878 PF 1.28, 5/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$21,468 PF 1.52, 5/6 positive · tuned +$10,878 PF 1.28, 5/6 positive
NQ / $1,000 MSD cap, Roman 30-pt stop, 1.5R, Mon–Thu, DFG, 9:40 entry + break-even 1.5R / 1m / beats its base in IS, OOS and HO
PF IS 1.69 · OOS 1.48 · HO 1.20 | trades 154 (77 / 48 / 29) | net +$23,932 (IS +$14,966 · OOS +$6,992 · HO +$1,974) | max DD −$4,543 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,296 PF 1.51, 6/6 positive · tuned +$8,236 PF 1.33, 5/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,296 PF 1.51, 6/6 positive · tuned +$8,236 PF 1.33, 5/6 positive
#3 Ryley · NQ 30s PROVISIONALversion ryley_adv_h7_v1.0.0.1.1.1.1.1.1.1CAUTION: HO PF 1.16; WF only 3/6 windows positive
NQ / S2d base A (MSD750 + ATR1 + 9:40 entry), 3R, DOL required + flatten 10:15 / 30s / beats its base in IS, OOS and HO
PF IS 1.78 · OOS 1.54 · HO 1.16 | trades 247 (126 / 82 / 39) | net +$27,338 (IS +$14,928 · OOS +$10,834 · HO +$1,576) | max DD −$7,465 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$15,433 PF 1.43, 3/6 positive · tuned +$8,603 PF 1.22, 3/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$15,433 PF 1.43, 3/6 positive · tuned +$8,603 PF 1.22, 3/6 positive
NQ / S2d base A (MSD750 + ATR1 + 9:40 entry), 2R, Mon–Thu + flatten 10:15 / 30s / beats its base in IS, OOS and HO
PF IS 1.90 · OOS 1.40 · HO 1.61 | trades 210 (103 / 72 / 35) | net +$24,339 (IS +$12,783 · OOS +$6,518 · HO +$5,038) | max DD −$6,496 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,891 PF 1.51, 5/6 positive · tuned +$13,126 PF 1.49, 5/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,891 PF 1.51, 5/6 positive · tuned +$13,126 PF 1.49, 5/6 positive
NQ / ATR1.5 stop, native R, Mon–Thu, DFG, 9:40 entry + flatten 10:15 / 1m / beats its base in IS, OOS and HO
PF IS 1.81 · OOS 1.44 · HO 1.45 | trades 154 (77 / 48 / 29) | net +$21,497 (IS +$10,746 · OOS +$6,977 · HO +$3,774) | max DD −$7,827 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$13,736 PF 1.51, 5/6 positive · tuned +$9,461 PF 1.36, 4/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$13,736 PF 1.51, 5/6 positive · tuned +$9,461 PF 1.36, 4/6 positive
NQ / S2e base A, 1R, Mon–Thu + break-even 0.75R + flatten 10:15 / 30s / beats its base in IS, OOS and HO
PF IS 1.55 · OOS 1.61 · HO 1.72 | trades 210 (103 / 72 / 35) | net +$20,694 (IS +$8,143 · OOS +$8,118 · HO +$4,433) | max DD −$4,851 | net of fees, fee USD 4.34 RT (NinjaTrader), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,806 PF 1.63, 5/6 positive · tuned +$15,181 PF 1.73, 5/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$14,806 PF 1.63, 5/6 positive · tuned +$15,181 PF 1.73, 5/6 positive
#7 Ryley · GC 30s PROVISIONALversion ryley_advgc_h7_v1.0.0.1.1.1.1.1.1.1.1CAUTION: HO PF 1.14; WF tuned only 3/6 windows positive
GC / Roman 30-pt stop, 3R, 9:30 entry + break-even 0.5R / 30s / beats its base in IS, OOS and HO
PF IS 1.51 · OOS 1.45 · HO 1.14 | trades 318 (144 / 112 / 62) | net +$20,874 (IS +$10,677 · OOS +$9,078 · HO +$1,119) | max DD −$5,386 | net of fees, fee USD 5.02 RT (IBKR), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$11,901 PF 1.37, 5/6 positive · tuned +$6,911 PF 1.15, 3/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$11,901 PF 1.37, 5/6 positive · tuned +$6,911 PF 1.15, 3/6 positive
GC / No MSD cap, 1R, Mon–Thu, 9:30 entry + break-even 0.75R / 15s / beats its base in IS, OOS and HO
PF IS 1.61 · OOS 1.41 · HO 1.37 | trades 271 (122 / 95 / 54) | net +$19,170 (IS +$8,098 · OOS +$8,453 · HO +$2,619) | max DD −$5,861 | net of fees, fee USD 5.02 RT (IBKR), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$15,456 PF 1.48, 5/6 positive · tuned +$14,026 PF 1.42, 4/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$15,456 PF 1.48, 5/6 positive · tuned +$14,026 PF 1.42, 4/6 positive
GC / Ryley default + break-even 0.75R / 15s / beats its base in IS, OOS and HO
PF IS 1.35 · OOS 1.48 · HO 2.14 | trades 334 (149 / 118 / 67) | net +$27,073 (IS +$6,262 · OOS +$11,698 · HO +$9,114) | max DD −$4,840 | net of fees, fee USD 5.02 RT (IBKR), 1 contract
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$24,996 PF 1.65, 5/6 positive · tuned +$22,036 PF 1.55, 4/6 positive
Walk-forward (Nov 2025–Oct 2026, 6 windows): fixed +$24,996 PF 1.65, 5/6 positive · tuned +$22,036 PF 1.55, 4/6 positive
Deep pass · 6 new combos that qualify and beat their winner · no extra instrument qualified
Deep #1 Ryley · NQ 1m PROVISIONALUNSTATED valuesCAUTION: base winner neighbourhood UNSTABLECAUTION: thin holdout (21 trades)version ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
NQ 1m · ATR1.5 stop, native R, DFG, 9:40 entry, break-even 1.0R, flatten 10:15 + ATR stop timeframe 5 min + Roman open-window end 10:00 / beats its winner base in IS, OOS and HO
PF IS 2.41 · OOS 2.11 · HO 1.54 | trades 143 (80 / 42 / 21) | net +$48,684 (IS +$27,743 · OOS +$16,113 · HO +$4,829) | base IS +$17,594 · OOS +$11,612 · HO +$4,702 | max DD −$5,734 | top-5 18% | net of fees, NQ NinjaTrader USD 4.34 RT, 1 contract
Deep #2 Ryley · NQ 1m PROVISIONALUNSTATED valuesCAUTION: thin holdout (19 trades)version ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
NQ 1m · $1,000 MSD cap, Roman 30-pt stop, 1.5R, Mon–Thu, DFG, 9:40 entry, break-even 1.5R + custom entry window ends 10:00 + Roman baseline target 100 pts / beats its winner base in IS, OOS and HO
PF IS 2.02 · OOS 1.85 · HO 1.40 | trades 123 (67 / 37 / 19) | net +$29,186 (IS +$18,649 · OOS +$8,239 · HO +$2,298) | base IS +$14,966 · OOS +$6,992 · HO +$1,974 | max DD −$3,639 | top-5 34% | net of fees, NQ NinjaTrader USD 4.34 RT, 1 contract
Deep #3 Ryley · NQ 1m PROVISIONALUNSTATED valuesCAUTION: base winner neighbourhood UNSTABLECAUTION: thin holdout (18 trades)version ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
NQ 1m · ATR1.5 stop, native R, Mon–Thu, DFG, 9:40 entry, flatten 10:15 + ATR stop timeframe 5 min + Roman open-window end 10:00 / beats its winner base in IS, OOS and HO
PF IS 2.58 · OOS 2.19 · HO 1.84 | trades 116 (65 / 33 / 18) | net +$30,042 (IS +$15,733 · OOS +$10,237 · HO +$4,072) | base IS +$10,746 · OOS +$6,977 · HO +$3,774 | max DD −$6,473 | top-5 27% | net of fees, NQ NinjaTrader USD 4.34 RT, 1 contract
Deep #4 Ryley · NQ 1m PROVISIONALUNSTATED valuesCAUTION: thin holdout (19 trades)version ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
NQ 1m · $1,000 MSD cap, Roman 30-pt stop, 1.5R, Mon–Thu, DFG, 9:40 entry, break-even 1.5R + custom entry window ends 10:00 / beats its winner base in IS, OOS and HO
PF IS 1.83 · OOS 1.95 · HO 1.65 | trades 123 (67 / 37 / 19) | net +$27,666 (IS +$15,009 · OOS +$9,139 · HO +$3,518) | base IS +$14,966 · OOS +$6,992 · HO +$1,974 | max DD −$3,626 | top-5 16% | net of fees, NQ NinjaTrader USD 4.34 RT, 1 contract
Deep #5 Ryley · NQ 1m PROVISIONALUNSTATED valuesCAUTION: base winner neighbourhood UNSTABLECAUTION: thin holdout (18 trades)version ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
NQ 1m · ATR1.5 stop, native R, Mon–Thu, DFG, 9:40 entry, flatten 10:15 + Roman open-window end 10:00 + Twin open-window end 10:00 / beats its winner base in IS, OOS and HO
PF IS 2.14 · OOS 1.81 · HO 1.87 | trades 116 (65 / 33 / 18) | net +$24,147 (IS +$11,438 · OOS +$8,452 · HO +$4,257) | base IS +$10,746 · OOS +$6,977 · HO +$3,774 | max DD −$6,258 | top-5 31% | net of fees, NQ NinjaTrader USD 4.34 RT, 1 contract
Deep #6 Ryley · GC 30s PROVISIONALUNSTATED valuesCAUTION: holdout PF only 1.15CAUTION: base winner neighbourhood UNSTABLEversion ryley_deep_h7_v1.0.0.1.1.1.1.1.1.1.1.1.1
GC 30s · Roman 30-pt stop (scaled), 3R, 9:30 entry, break-even 0.5R + Roman baseline stop 4.4253 pts + Twin baseline stop 4.4253 pts / beats its winner base in IS, OOS and HO
PF IS 1.53 · OOS 1.47 · HO 1.15 | trades 318 (144 / 112 / 62) | net +$21,546 (IS +$10,968 · OOS +$9,354 · HO +$1,223) | base IS +$10,677 · OOS +$9,078 · HO +$1,119 | max DD −$5,311 | top-5 31% | net of fees, GC IBKR USD 5.02 RT, 1 contract
Roman Full · Top 100 Overall Champions · updated with T10 · 31 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 15,997 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T10, 31 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 3,904 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. TK10-NQ-rk1s_nt_9-pivot-01 is also left out as a near-duplicate of TK8-NQ-rk1s_nt_9-pivot-01 (same setup without the T8 trail; T8 has the higher PF in IS, OOS and HO), so that setup is not counted twice; it would otherwise rank #139. Rows tagged "new vs previous Top 100" were not on the Top 100 updated with T9 below, which is kept as it was for comparison (23 new, 23 dropped out). The Top 50 boards below are also unchanged. T10 rows are tagged pre-standard fee (NQ $4.34, GC $5.02 RT). All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 100 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.24 · HO PF +1t 4.84 · HO PF +2t 4.44 · MC DD95 $10,646 vs backtest DD $4,780 (1.99x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.84 · HO PF +1t 4.45 · HO PF +2t 3.85 · MC DD95 $15,956 vs backtest DD $21,275 (0.75x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.94 · HO PF +1t 4.04 · HO PF +2t 3.69 · MC DD95 $6,137 vs backtest DD $2,945 (1.75x) · replay mismatch
NQ / Combined Entries 5 / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.19 · OOS 2.85 · HO 4.00 | trades 82 / 40 / 64 | net +$46,645 (IS +$3,375 · OOS +$10,693 · HO +$32,577) | max DD −$7,732 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 3.61 · HO PF +2t 3.26 · MC DD95 $20,315 vs backtest DD $13,510 (1.50x)
#6 TK10-NQ-rk1s_nt_40-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.76 · HO 3.96 | trades 78 / 41 / 60 | net +$227,807 (IS +$36,876 · OOS +$60,967 · HO +$129,964) | max DD −$25,169 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.65 · HO PF +1t 3.59 · HO PF +2t 3.28 · MC DD95 $7,026 vs backtest DD $4,558 (1.54x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 3.42 · HO PF +2t 3.12 · MC DD95 $5,986 vs backtest DD $3,265 (1.64x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.67 · HO PF +1t 3.48 · HO PF +2t 3.28 · MC DD95 $28,554 vs backtest DD $29,151 (0.98x)
#10 TK10-NQ-rk1s_nt_28-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.46 · OOS 1.05 · HO 3.61 | trades 209 / 89 / 139 | net +$332,468 (IS +$165,404 · OOS +$2,471 · HO +$164,593) | max DD −$35,170 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.03 · HO 3.58 | trades 85 / 54 / 66 | net +$199,905 (IS +$76,814 · OOS +$33,922 · HO +$89,169) | max DD −$15,263 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#12 TK8-GC-rk1s_nt_2p4-pb_first-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.75 · OOS 2.76 · HO 3.51 | trades 119 / 37 / 43 | net +$23,522 (IS +$9,485 · OOS +$5,413 · HO +$8,623) | max DD −$3,441 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.06 · HO PF +1t 2.73 · HO PF +2t 2.15 · MC DD95 $2,942 vs backtest DD $3,441 (0.85x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.20 · HO PF +1t 3.25 · HO PF +2t 3.03 · MC DD95 $40,201 vs backtest DD $32,838 (1.22x) · +1 tick OOS/HO PF <= 1.2
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.46 · HO 3.48 | trades 421 / 148 / 181 | net +$324,310 (IS +$122,976 · OOS +$88,737 · HO +$112,597) | max DD −$12,940 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.43 · HO PF +1t 3.19 · HO PF +2t 3.14 · MC DD95 $24,386 vs backtest DD $20,871 (1.17x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.89 · HO PF +1t 3.12 · HO PF +2t 2.83 · MC DD95 $14,273 vs backtest DD $12,212 (1.17x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 3.20 · HO PF +2t 2.97 · MC DD95 $27,590 vs backtest DD $27,452 (1.01x)
#18 TK8-GC-rk1s_nt_2p6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.52 · OOS 2.57 · HO 3.39 | trades 120 / 46 / 39 | net +$22,352 (IS +$6,936 · OOS +$7,458 · HO +$7,958) | max DD −$3,216 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.58 · HO PF +2t 2.00 · MC DD95 $3,243 vs backtest DD $3,216 (1.01x)
#19 TK8-NQ-rk1s_nt_32-trails-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Trails (Precision Trail) / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 1.56 · HO 3.37 | trades 66 / 44 / 44 | net +$25,167 (IS +$4,939 · OOS +$6,504 · HO +$13,724) | max DD −$6,290 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.52 · HO PF +1t 3.28 · HO PF +2t 3.20 · MC DD95 $12,132 vs backtest DD $6,290 (1.93x)
#20 TK10-NQ-rk1s_nt_7-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 3.15 · HO 3.37 | trades 689 / 231 / 186 | net +$86,411 (IS +$19,304 · OOS +$33,855 · HO +$33,252) | max DD −$7,884 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#21 TK8-NQ-rk1s_nt_7-div_air-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / DtbAir / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.54 · OOS 2.76 · HO 3.33 | trades 307 / 97 / 109 | net +$132,012 (IS +$42,848 · OOS +$36,901 · HO +$52,263) | max DD −$10,490 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.23 · HO PF +1t 2.71 · HO PF +2t 2.27 · MC DD95 $12,180 vs backtest DD $10,490 (1.16x)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.81 · HO PF +2t 2.37 · MC DD95 $19,401 vs backtest DD $8,525 (2.28x)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.81 · OOS 3.53 · HO 3.27 | trades 107 / 52 / 88 | net +$239,465 (IS +$53,397 · OOS +$71,621 · HO +$114,447) | max DD −$14,596 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.30 · HO PF +1t 3.06 · HO PF +2t 2.86 · MC DD95 $27,755 vs backtest DD $14,596 (1.90x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.90 · HO 3.26 | trades 394 / 106 / 132 | net +$195,158 (IS +$83,177 · OOS +$56,630 · HO +$55,352) | max DD −$13,091 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.04 · HO PF +1t 2.53 · HO PF +2t 2.05 · MC DD95 $10,894 vs backtest DD $13,091 (0.83x)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.64 · OOS 3.19 · HO 3.23 | trades 854 / 274 / 316 | net +$406,837 (IS +$222,312 · OOS +$86,524 · HO +$98,001) | max DD −$11,392 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.35 · HO PF +1t 2.35 · HO PF +2t 1.83 · MC DD95 $8,956 vs backtest DD $11,392 (0.79x)
#26 TK10-NQ-rk1s_nt_14-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.02 · OOS 1.47 · HO 3.20 | trades 331 / 149 / 180 | net +$374,049 (IS +$167,211 · OOS +$35,931 · HO +$170,907) | max DD −$18,960 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#27 TK8-GC-rk1s_nt_2p6-pb_first-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.73 · OOS 1.67 · HO 3.18 | trades 181 / 63 / 57 | net +$29,398 (IS +$14,133 · OOS +$4,908 · HO +$10,358) | max DD −$3,171 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.30 · HO PF +1t 2.38 · HO PF +2t 1.83 · MC DD95 $3,911 vs backtest DD $3,171 (1.23x)
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.18 · OOS 2.96 · HO 3.17 | trades 499 / 152 / 176 | net +$64,484 (IS +$12,163 · OOS +$24,340 · HO +$27,981) | max DD −$12,069 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.53 · HO PF +1t 2.32 · HO PF +2t 1.81 · MC DD95 $8,174 vs backtest DD $14,168 (0.58x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 2.90 · HO PF +2t 2.69 · MC DD95 $19,708 vs backtest DD $13,662 (1.44x)
#31 TK10-NQ-rk1s_nt_9-div_swing-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Div Swing Rev / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.16 · OOS 2.13 · HO 3.14 | trades 192 / 62 / 69 | net +$6,493 (IS +$1,287 · OOS +$2,016 · HO +$3,191) | max DD −$1,274 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $47,335 vs backtest DD $35,211 (1.34x)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $46,295 vs backtest DD $35,211 (1.31x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,382 vs backtest DD $14,329 (0.93x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,185 vs backtest DD $14,369 (0.92x)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 3.36 · OOS 2.38 · HO 3.08 | trades 80 / 44 / 47 | net +$250,705 (IS +$140,741 · OOS +$42,075 · HO +$67,889) | max DD −$15,297 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.76 · HO PF +1t 2.93 · HO PF +2t 2.79 · MC DD95 $36,272 vs backtest DD $17,001 (2.13x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.64 · HO PF +1t 2.79 · HO PF +2t 2.54 · MC DD95 $18,212 vs backtest DD $13,920 (1.31x)
#39 TK10-NQ-rk1s_nt_20-CE2-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Combined Entries 2 / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.33 · OOS 2.40 · HO 3.07 | trades 68 / 33 / 54 | net +$42,734 (IS +$7,477 · OOS +$12,327 · HO +$22,930) | max DD −$5,116 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.03 · HO 3.07 | trades 565 / 235 / 286 | net +$352,167 (IS +$157,095 · OOS +$62,034 · HO +$133,038) | max DD −$12,140 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.80 · HO PF +1t 2.72 · HO PF +2t 2.42 · MC DD95 $13,698 vs backtest DD $12,140 (1.13x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.04 · HO PF +1t 2.72 · HO PF +2t 2.43 · MC DD95 $13,659 vs backtest DD $15,506 (0.88x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.63 · HO PF +1t 3.02 · HO PF +2t 2.97 · MC DD95 $30,508 vs backtest DD $25,247 (1.76x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.09 · HO PF +1t 2.45 · HO PF +2t 2.04 · MC DD95 $11,783 vs backtest DD $7,239 (1.63x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.76 · HO PF +2t 2.52 · MC DD95 $18,608 vs backtest DD $13,360 (1.39x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#46 TK8-NQ-rk1s_nt_7-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 4.71 · HO 3.04 | trades 369 / 146 / 121 | net +$57,679 (IS +$9,061 · OOS +$28,414 · HO +$20,205) | max DD −$6,332 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.67 · HO PF +1t 2.45 · HO PF +2t 2.01 · MC DD95 $3,629 vs backtest DD $6,332 (0.57x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 2.92 · HO PF +2t 2.87 · MC DD95 $30,278 vs backtest DD $28,760 (1.05x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.78 · OOS 1.64 · HO 3.02 | trades 307 / 145 / 218 | net +$407,743 (IS +$212,865 · OOS +$39,294 · HO +$155,584) | max DD −$14,897 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.32 · HO PF +1t 2.83 · HO PF +2t 2.66 · MC DD95 $22,264 vs backtest DD $21,888 (1.02x)
#50 TK10-NQ-rk1s_nt_7-pivot-05 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.08 · OOS 2.50 · HO 3.00 | trades 338 / 109 / 120 | net +$46,923 (IS +$3,839 · OOS +$18,311 · HO +$24,773) | max DD −$7,246 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#51 TK10-NQ-rk1s_nt_6-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.62 · OOS 3.09 · HO 2.99 | trades 1638 / 514 / 589 | net +$225,292 (IS +$84,783 · OOS +$68,308 · HO +$72,201) | max DD −$5,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#52 TK10-NQ-rk1s_nt_9-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 3.70 · HO 2.99 | trades 734 / 233 / 273 | net +$146,729 (IS +$37,205 · OOS +$55,020 · HO +$54,504) | max DD −$5,028 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.09 · HO PF +1t 2.76 · HO PF +2t 2.57 · MC DD95 $24,263 vs backtest DD $15,687 (1.55x) · +1 tick OOS/HO PF <= 1.2
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.19 · HO PF +2t 1.71 · MC DD95 $9,118 vs backtest DD $20,144 (0.45x)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.32 · HO PF +1t 2.83 · HO PF +2t 2.70 · MC DD95 $13,372 vs backtest DD $6,430 (2.06x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.77 · HO PF +2t 2.69 · MC DD95 $16,986 vs backtest DD $12,420 (1.37x) · replay mismatch
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.12 · OOS 2.46 · HO 2.96 | trades 498 / 152 / 176 | net +$57,980 (IS +$8,411 · OOS +$19,436 · HO +$30,133) | max DD −$10,513 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.97 · HO PF +1t 2.41 · HO PF +2t 1.99 · MC DD95 $5,709 vs backtest DD $10,513 (0.54x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.74 · HO PF +2t 2.54 · MC DD95 $22,590 vs backtest DD $13,659 (1.65x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#60 TK10-NQ-rk1s_nt_10-trails-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Trails (Precision Trail) / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.28 · OOS 2.60 · HO 2.95 | trades 144 / 51 / 63 | net +$81,818 (IS +$21,544 · OOS +$30,950 · HO +$29,324) | max DD −$18,679 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
#61 TK10-NQ-rk1s_nt_10-caught-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Caught Orders / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.19 · OOS 1.25 · HO 2.94 | trades 174 / 61 / 63 | net +$44,338 (IS +$10,419 · OOS +$5,085 · HO +$28,833) | max DD −$12,613 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#62 TK10-NQ-rk1s_nt_30-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.05 · OOS 1.93 · HO 2.92 | trades 144 / 78 / 100 | net +$248,677 (IS +$93,049 · OOS +$41,936 · HO +$113,692) | max DD −$23,407 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#63 TK8-NQ-rk1s_nt_6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / First Pullback Bar / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.04 · OOS 1.67 · HO 2.92 | trades 227 / 67 / 73 | net +$25,392 (IS +$1,919 · OOS +$8,283 · HO +$15,190) | max DD −$8,022 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.48 · HO PF +1t 2.53 · HO PF +2t 2.19 · MC DD95 $9,096 vs backtest DD $8,022 (1.13x)
#64 TK10-NQ-rk1s_nt_9-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 3.12 · HO 2.91 | trades 176 / 56 / 63 | net +$107,603 (IS +$41,052 · OOS +$32,393 · HO +$34,158) | max DD −$10,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.44 · HO 2.91 | trades 529 / 189 / 200 | net +$205,970 (IS +$110,989 · OOS +$38,038 · HO +$56,944) | max DD −$7,501 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.39 · HO PF +2t 2.00 · MC DD95 $9,154 vs backtest DD $7,501 (1.22x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.79 · HO PF +1t 2.81 · HO PF +2t 2.73 · MC DD95 $19,839 vs backtest DD $14,632 (1.46x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.57 · OOS 1.40 · HO 2.89 | trades 79 / 36 / 60 | net +$145,610 (IS +$72,662 · OOS +$8,425 · HO +$64,523) | max DD −$17,365 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 24 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.20 · HO PF +1t 2.66 · HO PF +2t 2.47 · MC DD95 $15,189 vs backtest DD $9,260 (1.64x)
#69 TK10-GC-rk1s_nt_0p8-obc-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
GC / Opposite Bar (OBC) / tick-built Renko 8 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.90 · OOS 3.61 · HO 2.85 | trades 277 / 91 / 84 | net +$57,908 (IS +$36,062 · OOS +$12,266 · HO +$9,581) | max DD −$2,231 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 2.68 · HO PF +2t 2.53 · MC DD95 $48,927 vs backtest DD $53,540 (0.91x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.14 · OOS 1.74 · HO 2.84 | trades 53 / 40 / 47 | net +$104,379 (IS +$35,617 · OOS +$19,806 · HO +$48,957) | max DD −$13,899 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.61 · HO PF +1t 2.65 · HO PF +2t 2.48 · MC DD95 $29,323 vs backtest DD $13,899 (2.11x)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.44 · HO PF +1t 2.19 · HO PF +2t 1.74 · MC DD95 $3,300 vs backtest DD $7,073 (0.47x)
GC / Opposite Bar (OBC) / tick-built Renko 9 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.82 · OOS 2.11 · HO 2.83 | trades 267 / 106 / 92 | net +$52,288 (IS +$33,547 · OOS +$8,085 · HO +$10,656) | max DD −$1,961 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 2.34 · HO PF +2t 1.96 · MC DD95 $6,809 vs backtest DD $10,689 (0.64x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.18 · HO PF +1t 2.62 · HO PF +2t 2.44 · MC DD95 $23,068 vs backtest DD $15,499 (1.49x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,358 vs backtest DD $10,313 (1.10x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,323 vs backtest DD $12,495 (0.91x)
#78 TK10-NQ-rk1s_nt_7-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.34 · OOS 2.79 · HO 2.79 | trades 1632 / 516 / 591 | net +$207,008 (IS +$56,806 · OOS +$69,327 · HO +$80,875) | max DD −$7,361 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.00 · HO PF +1t 2.06 · HO PF +2t 1.46 · MC DD95 $8,017 vs backtest DD $5,795 (1.38x) · +1 tick OOS/HO PF <= 1.2
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.55 · HO PF +1t 2.73 · HO PF +2t 2.68 · MC DD95 $3,121 vs backtest DD $2,120 (1.47x)
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.08 · HO PF +1t 2.41 · HO PF +2t 2.10 · MC DD95 $14,775 vs backtest DD $12,256 (1.21x) · +1 tick OOS/HO PF <= 1.2
#82 TK10-NQ-rk1s_nt_6-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.43 · OOS 2.28 · HO 2.77 | trades 548 / 154 / 168 | net +$209,343 (IS +$128,582 · OOS +$35,943 · HO +$44,817) | max DD −$9,572 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#83 TK10-NQ-rk1s_nt_14-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.20 · OOS 1.17 · HO 2.77 | trades 254 / 109 / 141 | net +$220,546 (IS +$123,900 · OOS +$7,679 · HO +$88,967) | max DD −$26,722 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.63 · OOS 2.18 · HO 2.77 | trades 445 / 178 / 204 | net +$212,594 (IS +$77,938 · OOS +$53,897 · HO +$80,759) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#85 TK7-NQ-rk1s_nt_9-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.62 · HO PF +1t 2.30 · HO PF +2t 1.93 · MC DD95 $5,723 vs backtest DD $7,368 (0.78x)
#86 TK10-NQ-rk1s_nt_8-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.20 · OOS 2.89 · HO 2.76 | trades 843 / 280 / 293 | net +$114,720 (IS +$21,881 · OOS +$46,034 · HO +$46,805) | max DD −$9,498 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#87 TK10-NQ-rk1s_nt_10-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.01 · OOS 3.59 · HO 2.76 | trades 338 / 103 / 115 | net +$164,823 (IS +$2,048 · OOS +$90,843 · HO +$71,933) | max DD −$49,764 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 2.54 · HO 2.74 | trades 490 / 159 / 176 | net +$67,609 (IS +$19,800 · OOS +$21,545 · HO +$26,263) | max DD −$16,240 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $4,829 vs backtest DD $16,240 (0.30x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.35 · MC DD95 $25,131 vs backtest DD $18,784 (1.34x)
NQ / Vol Width Bars / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.03 · OOS 2.82 · HO 2.71 | trades 496 / 150 / 140 | net +$16,174 (IS +$887 · OOS +$8,129 · HO +$7,157) | max DD −$5,359 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
#91 TK10-NQ-rk1s_nt_8-pivot-05 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.18 · OOS 1.62 · HO 2.70 | trades 380 / 116 / 142 | net +$61,309 (IS +$13,117 · OOS +$12,603 · HO +$35,588) | max DD −$14,107 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.19 · HO PF +1t 2.51 · HO PF +2t 2.35 · MC DD95 $28,131 vs backtest DD $19,206 (1.46x) · +1 tick OOS/HO PF <= 1.2
#93 TK10-NQ-rk1s_nt_6-obc-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 1.86 · HO 2.69 | trades 966 / 315 / 363 | net +$103,790 (IS +$33,198 · OOS +$24,059 · HO +$46,534) | max DD −$15,272 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#94 TK10-GC-rk1s_nt_4-obc-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
GC / Opposite Bar (OBC) / tick-built Renko 40 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.09 · OOS 1.72 · HO 2.68 | trades 483 / 173 / 160 | net +$350,856 (IS +$208,707 · OOS +$54,326 · HO +$87,822) | max DD −$11,589 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
#95 TK8-NQ-rk1s_nt_7-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 3.04 · HO 2.68 | trades 597 / 176 / 212 | net +$44,945 (IS +$2,449 · OOS +$20,793 · HO +$21,704) | max DD −$5,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.68 · HO PF +1t 2.36 · HO PF +2t 2.08 · MC DD95 $3,436 vs backtest DD $5,265 (0.65x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $27,708 vs backtest DD $25,247 (1.39x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $29,825 vs backtest DD $25,247 (1.50x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.64 · OOS 2.27 · HO 2.67 | trades 252 / 96 / 116 | net +$99,504 (IS +$36,461 · OOS +$24,121 · HO +$38,922) | max DD −$10,209 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.96 · HO PF +1t 2.33 · HO PF +2t 2.04 · MC DD95 $11,348 vs backtest DD $10,209 (1.11x)
#99 TK10-NQ-rk1s_nt_20-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1pre-standard fee (NQ $4.34, GC $5.02 RT)new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.76 · OOS 1.39 · HO 2.67 | trades 286 / 128 / 170 | net +$194,544 (IS +$82,642 · OOS +$21,395 · HO +$90,508) | max DD −$16,529 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.30 · OOS 1.85 · HO 2.66 | trades 351 / 155 / 194 | net +$153,672 (IS +$30,478 · OOS +$37,366 · HO +$85,828) | max DD −$23,575 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Roman Full · Top 100 Overall Champions · updated with T9 · 29 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 15,416 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T9, 29 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 3,373 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. Rows tagged "new vs previous Top 100" were not on the Top 100 updated with T8 below, which is kept as it was for comparison (15 new, 15 dropped out). The Top 50 boards below are also unchanged. All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 100 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.24 · HO PF +1t 4.84 · HO PF +2t 4.44 · MC DD95 $10,646 vs backtest DD $4,780 (1.99x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.84 · HO PF +1t 4.45 · HO PF +2t 3.85 · MC DD95 $15,956 vs backtest DD $21,275 (0.75x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.94 · HO PF +1t 4.04 · HO PF +2t 3.69 · MC DD95 $6,137 vs backtest DD $2,945 (1.75x) · replay mismatch
#4 TK9-NQ-rk1s_nt_16-CE5-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Combined Entries 5 / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.19 · OOS 2.85 · HO 4.00 | trades 82 / 40 / 64 | net +$46,645 (IS +$3,375 · OOS +$10,693 · HO +$32,577) | max DD −$7,732 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 3.61 · HO PF +2t 3.26 · MC DD95 $20,315 vs backtest DD $13,510 (1.50x)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.65 · HO PF +1t 3.59 · HO PF +2t 3.28 · MC DD95 $7,026 vs backtest DD $4,558 (1.54x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 3.42 · HO PF +2t 3.12 · MC DD95 $5,986 vs backtest DD $3,265 (1.64x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.67 · HO PF +1t 3.48 · HO PF +2t 3.28 · MC DD95 $28,554 vs backtest DD $29,151 (0.98x)
#9 TK9-NQ-rk1s_nt_30-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.03 · HO 3.58 | trades 85 / 54 / 66 | net +$199,905 (IS +$76,814 · OOS +$33,922 · HO +$89,169) | max DD −$15,263 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#10 TK8-GC-rk1s_nt_2p4-pb_first-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.75 · OOS 2.76 · HO 3.51 | trades 119 / 37 / 43 | net +$23,522 (IS +$9,485 · OOS +$5,413 · HO +$8,623) | max DD −$3,441 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.06 · HO PF +1t 2.73 · HO PF +2t 2.15 · MC DD95 $2,942 vs backtest DD $3,441 (0.85x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.20 · HO PF +1t 3.25 · HO PF +2t 3.03 · MC DD95 $40,201 vs backtest DD $32,838 (1.22x) · +1 tick OOS/HO PF <= 1.2
#12 TK9-NQ-rk1s_nt_10-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.46 · HO 3.48 | trades 421 / 148 / 181 | net +$324,310 (IS +$122,976 · OOS +$88,737 · HO +$112,597) | max DD −$12,940 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.43 · HO PF +1t 3.19 · HO PF +2t 3.14 · MC DD95 $24,386 vs backtest DD $20,871 (1.17x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.89 · HO PF +1t 3.12 · HO PF +2t 2.83 · MC DD95 $14,273 vs backtest DD $12,212 (1.17x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 3.20 · HO PF +2t 2.97 · MC DD95 $27,590 vs backtest DD $27,452 (1.01x)
#16 TK8-GC-rk1s_nt_2p6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.52 · OOS 2.57 · HO 3.39 | trades 120 / 46 / 39 | net +$22,352 (IS +$6,936 · OOS +$7,458 · HO +$7,958) | max DD −$3,216 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.58 · HO PF +2t 2.00 · MC DD95 $3,243 vs backtest DD $3,216 (1.01x)
#17 TK8-NQ-rk1s_nt_32-trails-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Trails (Precision Trail) / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 1.56 · HO 3.37 | trades 66 / 44 / 44 | net +$25,167 (IS +$4,939 · OOS +$6,504 · HO +$13,724) | max DD −$6,290 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.52 · HO PF +1t 3.28 · HO PF +2t 3.20 · MC DD95 $12,132 vs backtest DD $6,290 (1.93x)
#18 TK8-NQ-rk1s_nt_7-div_air-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / DtbAir / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.54 · OOS 2.76 · HO 3.33 | trades 307 / 97 / 109 | net +$132,012 (IS +$42,848 · OOS +$36,901 · HO +$52,263) | max DD −$10,490 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.23 · HO PF +1t 2.71 · HO PF +2t 2.27 · MC DD95 $12,180 vs backtest DD $10,490 (1.16x)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.81 · HO PF +2t 2.37 · MC DD95 $19,401 vs backtest DD $8,525 (2.28x)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.81 · OOS 3.53 · HO 3.27 | trades 107 / 52 / 88 | net +$239,465 (IS +$53,397 · OOS +$71,621 · HO +$114,447) | max DD −$14,596 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.30 · HO PF +1t 3.06 · HO PF +2t 2.86 · MC DD95 $27,755 vs backtest DD $14,596 (1.90x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.90 · HO 3.26 | trades 394 / 106 / 132 | net +$195,158 (IS +$83,177 · OOS +$56,630 · HO +$55,352) | max DD −$13,091 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.04 · HO PF +1t 2.53 · HO PF +2t 2.05 · MC DD95 $10,894 vs backtest DD $13,091 (0.83x)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.64 · OOS 3.19 · HO 3.23 | trades 854 / 274 / 316 | net +$406,837 (IS +$222,312 · OOS +$86,524 · HO +$98,001) | max DD −$11,392 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.35 · HO PF +1t 2.35 · HO PF +2t 1.83 · MC DD95 $8,956 vs backtest DD $11,392 (0.79x)
#23 TK8-GC-rk1s_nt_2p6-pb_first-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.73 · OOS 1.67 · HO 3.18 | trades 181 / 63 / 57 | net +$29,398 (IS +$14,133 · OOS +$4,908 · HO +$10,358) | max DD −$3,171 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.30 · HO PF +1t 2.38 · HO PF +2t 1.83 · MC DD95 $3,911 vs backtest DD $3,171 (1.23x)
#24 TK9-NQ-rk1s_nt_6-obc-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.18 · OOS 2.96 · HO 3.17 | trades 499 / 152 / 176 | net +$64,484 (IS +$12,163 · OOS +$24,340 · HO +$27,981) | max DD −$12,069 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.53 · HO PF +1t 2.32 · HO PF +2t 1.81 · MC DD95 $8,174 vs backtest DD $14,168 (0.58x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 2.90 · HO PF +2t 2.69 · MC DD95 $19,708 vs backtest DD $13,662 (1.44x)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $47,335 vs backtest DD $35,211 (1.34x)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $46,295 vs backtest DD $35,211 (1.31x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,382 vs backtest DD $14,329 (0.93x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,185 vs backtest DD $14,369 (0.92x)
#31 TK9-NQ-rk1s_nt_36-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 3.36 · OOS 2.38 · HO 3.08 | trades 80 / 44 / 47 | net +$250,705 (IS +$140,741 · OOS +$42,075 · HO +$67,889) | max DD −$15,297 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.76 · HO PF +1t 2.93 · HO PF +2t 2.79 · MC DD95 $36,272 vs backtest DD $17,001 (2.13x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.64 · HO PF +1t 2.79 · HO PF +2t 2.54 · MC DD95 $18,212 vs backtest DD $13,920 (1.31x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.03 · HO 3.07 | trades 565 / 235 / 286 | net +$352,167 (IS +$157,095 · OOS +$62,034 · HO +$133,038) | max DD −$12,140 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.80 · HO PF +1t 2.72 · HO PF +2t 2.42 · MC DD95 $13,698 vs backtest DD $12,140 (1.13x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.04 · HO PF +1t 2.72 · HO PF +2t 2.43 · MC DD95 $13,659 vs backtest DD $15,506 (0.88x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.63 · HO PF +1t 3.02 · HO PF +2t 2.97 · MC DD95 $30,508 vs backtest DD $25,247 (1.76x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.09 · HO PF +1t 2.45 · HO PF +2t 2.04 · MC DD95 $11,783 vs backtest DD $7,239 (1.63x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.76 · HO PF +2t 2.52 · MC DD95 $18,608 vs backtest DD $13,360 (1.39x)
#39 TK9-NQ-rk1s_nt_16-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#40 TK8-NQ-rk1s_nt_7-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 4.71 · HO 3.04 | trades 369 / 146 / 121 | net +$57,679 (IS +$9,061 · OOS +$28,414 · HO +$20,205) | max DD −$6,332 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.67 · HO PF +1t 2.45 · HO PF +2t 2.01 · MC DD95 $3,629 vs backtest DD $6,332 (0.57x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 2.92 · HO PF +2t 2.87 · MC DD95 $30,278 vs backtest DD $28,760 (1.05x) · replay mismatch
#42 TK9-NQ-rk1s_nt_22-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.78 · OOS 1.64 · HO 3.02 | trades 307 / 145 / 218 | net +$407,743 (IS +$212,865 · OOS +$39,294 · HO +$155,584) | max DD −$14,897 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.32 · HO PF +1t 2.83 · HO PF +2t 2.66 · MC DD95 $22,264 vs backtest DD $21,888 (1.02x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.09 · HO PF +1t 2.76 · HO PF +2t 2.57 · MC DD95 $24,263 vs backtest DD $15,687 (1.55x) · +1 tick OOS/HO PF <= 1.2
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.19 · HO PF +2t 1.71 · MC DD95 $9,118 vs backtest DD $20,144 (0.45x)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.32 · HO PF +1t 2.83 · HO PF +2t 2.70 · MC DD95 $13,372 vs backtest DD $6,430 (2.06x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.77 · HO PF +2t 2.69 · MC DD95 $16,986 vs backtest DD $12,420 (1.37x) · replay mismatch
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.12 · OOS 2.46 · HO 2.96 | trades 498 / 152 / 176 | net +$57,980 (IS +$8,411 · OOS +$19,436 · HO +$30,133) | max DD −$10,513 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.97 · HO PF +1t 2.41 · HO PF +2t 1.99 · MC DD95 $5,709 vs backtest DD $10,513 (0.54x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.74 · HO PF +2t 2.54 · MC DD95 $22,590 vs backtest DD $13,659 (1.65x)
#50 TK9-NQ-rk1s_nt_20-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#51 TK8-NQ-rk1s_nt_6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / First Pullback Bar / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.04 · OOS 1.67 · HO 2.92 | trades 227 / 67 / 73 | net +$25,392 (IS +$1,919 · OOS +$8,283 · HO +$15,190) | max DD −$8,022 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.48 · HO PF +1t 2.53 · HO PF +2t 2.19 · MC DD95 $9,096 vs backtest DD $8,022 (1.13x)
NQ / Pivot Watch / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.44 · HO 2.91 | trades 529 / 189 / 200 | net +$205,970 (IS +$110,989 · OOS +$38,038 · HO +$56,944) | max DD −$7,501 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.39 · HO PF +2t 2.00 · MC DD95 $9,154 vs backtest DD $7,501 (1.22x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.79 · HO PF +1t 2.81 · HO PF +2t 2.73 · MC DD95 $19,839 vs backtest DD $14,632 (1.46x) · replay mismatch
#54 TK9-NQ-rk1s_nt_28-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.57 · OOS 1.40 · HO 2.89 | trades 79 / 36 / 60 | net +$145,610 (IS +$72,662 · OOS +$8,425 · HO +$64,523) | max DD −$17,365 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 24 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.20 · HO PF +1t 2.66 · HO PF +2t 2.47 · MC DD95 $15,189 vs backtest DD $9,260 (1.64x)
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 2.68 · HO PF +2t 2.53 · MC DD95 $48,927 vs backtest DD $53,540 (0.91x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.14 · OOS 1.74 · HO 2.84 | trades 53 / 40 / 47 | net +$104,379 (IS +$35,617 · OOS +$19,806 · HO +$48,957) | max DD −$13,899 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.61 · HO PF +1t 2.65 · HO PF +2t 2.48 · MC DD95 $29,323 vs backtest DD $13,899 (2.11x)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.44 · HO PF +1t 2.19 · HO PF +2t 1.74 · MC DD95 $3,300 vs backtest DD $7,073 (0.47x)
#59 TK9-GC-rk1s_nt_0p9-obc-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
GC / Opposite Bar (OBC) / tick-built Renko 9 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 2.82 · OOS 2.11 · HO 2.83 | trades 267 / 106 / 92 | net +$52,288 (IS +$33,547 · OOS +$8,085 · HO +$10,656) | max DD −$1,961 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 2.34 · HO PF +2t 1.96 · MC DD95 $6,809 vs backtest DD $10,689 (0.64x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.18 · HO PF +1t 2.62 · HO PF +2t 2.44 · MC DD95 $23,068 vs backtest DD $15,499 (1.49x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,358 vs backtest DD $10,313 (1.10x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,323 vs backtest DD $12,495 (0.91x)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.00 · HO PF +1t 2.06 · HO PF +2t 1.46 · MC DD95 $8,017 vs backtest DD $5,795 (1.38x) · +1 tick OOS/HO PF <= 1.2
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.55 · HO PF +1t 2.73 · HO PF +2t 2.68 · MC DD95 $3,121 vs backtest DD $2,120 (1.47x)
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.08 · HO PF +1t 2.41 · HO PF +2t 2.10 · MC DD95 $14,775 vs backtest DD $12,256 (1.21x) · +1 tick OOS/HO PF <= 1.2
#67 TK9-NQ-rk1s_nt_14-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.63 · OOS 2.18 · HO 2.77 | trades 445 / 178 / 204 | net +$212,594 (IS +$77,938 · OOS +$53,897 · HO +$80,759) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
#68 TK7-NQ-rk1s_nt_9-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.62 · HO PF +1t 2.30 · HO PF +2t 1.93 · MC DD95 $5,723 vs backtest DD $7,368 (0.78x)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 2.54 · HO 2.74 | trades 490 / 159 / 176 | net +$67,609 (IS +$19,800 · OOS +$21,545 · HO +$26,263) | max DD −$16,240 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $4,829 vs backtest DD $16,240 (0.30x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.35 · MC DD95 $25,131 vs backtest DD $18,784 (1.34x)
#71 TK9-NQ-rk1s_nt_6-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Vol Width Bars / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.03 · OOS 2.82 · HO 2.71 | trades 496 / 150 / 140 | net +$16,174 (IS +$887 · OOS +$8,129 · HO +$7,157) | max DD −$5,359 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.19 · HO PF +1t 2.51 · HO PF +2t 2.35 · MC DD95 $28,131 vs backtest DD $19,206 (1.46x) · +1 tick OOS/HO PF <= 1.2
#73 TK8-NQ-rk1s_nt_7-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 3.04 · HO 2.68 | trades 597 / 176 / 212 | net +$44,945 (IS +$2,449 · OOS +$20,793 · HO +$21,704) | max DD −$5,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.68 · HO PF +1t 2.36 · HO PF +2t 2.08 · MC DD95 $3,436 vs backtest DD $5,265 (0.65x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $27,708 vs backtest DD $25,247 (1.39x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $29,825 vs backtest DD $25,247 (1.50x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.64 · OOS 2.27 · HO 2.67 | trades 252 / 96 / 116 | net +$99,504 (IS +$36,461 · OOS +$24,121 · HO +$38,922) | max DD −$10,209 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.96 · HO PF +1t 2.33 · HO PF +2t 2.04 · MC DD95 $11,348 vs backtest DD $10,209 (1.11x)
#77 TK9-NQ-rk1s_nt_20-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.30 · OOS 1.85 · HO 2.66 | trades 351 / 155 / 194 | net +$153,672 (IS +$30,478 · OOS +$37,366 · HO +$85,828) | max DD −$23,575 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / DtbAir / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 2.17 · HO 2.66 | trades 325 / 112 / 103 | net +$65,084 (IS +$15,181 · OOS +$22,267 · HO +$27,636) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.73 · HO PF +1t 2.12 · HO PF +2t 1.75 · MC DD95 $13,358 vs backtest DD $12,446 (1.07x)
#79 TK9-NQ-rk1s_nt_22-pivot-05 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 1.93 · HO 2.66 | trades 72 / 53 / 75 | net +$67,395 (IS +$2,188 · OOS +$21,474 · HO +$43,733) | max DD −$18,240 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.35 · HO PF +2t 2.08 · MC DD95 $5,975 vs backtest DD $3,918 (1.53x)
#81 TK7-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.54 · HO 2.66 | trades 368 / 112 / 128 | net +$10,451 (IS +$4,108 · OOS +$2,879 · HO +$3,464) | max DD −$1,012 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 1.91 · HO PF +2t 1.34 · MC DD95 $786 vs backtest DD $1,012 (0.78x)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct: not run for this row (no result in the robustness file)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.74 · HO 2.63 | trades 278 / 145 / 164 | net +$180,963 (IS +$65,236 · OOS +$35,751 · HO +$79,976) | max DD −$24,043 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.39 · HO PF +2t 2.19 · MC DD95 $19,979 vs backtest DD $24,043 (0.83x)
MNQ / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.68 · HO PF +1t 2.53 · HO PF +2t 2.44 · MC DD95 $6,553 vs backtest DD $3,570 (1.84x)
NQ / Custom Trail entry / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.56 · OOS 2.01 · HO 2.62 | trades 588 / 242 / 305 | net +$52,253 (IS +$18,547 · OOS +$12,099 · HO +$21,606) | max DD −$5,326 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 1.99 · HO PF +2t 1.47 · MC DD95 $2,293 vs backtest DD $5,326 (0.43x)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.15 · OOS 4.55 · HO 2.60 | trades 167 / 73 / 112 | net +$356,850 (IS +$131,507 · OOS +$118,695 · HO +$106,647) | max DD −$22,768 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.22 · HO PF +1t 2.43 · HO PF +2t 2.27 · MC DD95 $30,330 vs backtest DD $22,768 (1.33x)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.60 · OOS 3.79 · HO 2.59 | trades 533 / 158 / 196 | net +$451,114 (IS +$247,243 · OOS +$118,411 · HO +$85,460) | max DD −$10,199 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.17 · HO PF +1t 2.15 · HO PF +2t 1.83 · MC DD95 $14,445 vs backtest DD $10,199 (1.42x)
#88 TK8-NQ-rk1s_nt_8-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 1.70 · HO 2.58 | trades 352 / 112 / 128 | net +$40,702 (IS +$11,607 · OOS +$9,457 · HO +$19,638) | max DD −$5,600 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.39 · HO PF +1t 2.09 · HO PF +2t 1.73 · MC DD95 $6,254 vs backtest DD $5,600 (1.12x)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 1.31 · HO 2.58 | trades 188 / 93 / 146 | net +$290,073 (IS +$148,202 · OOS +$18,158 · HO +$123,713) | max DD −$22,561 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.21 · HO PF +1t 2.41 · HO PF +2t 2.25 · MC DD95 $23,123 vs backtest DD $22,561 (1.02x)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.08 · HO PF +1t 2.39 · HO PF +2t 2.23 · MC DD95 $18,505 vs backtest DD $10,242 (1.81x) · +1 tick OOS/HO PF <= 1.2
#91 TK7-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.90 · HO 2.57 | trades 353 / 112 / 128 | net +$43,784 (IS +$12,294 · OOS +$11,632 · HO +$19,858) | max DD −$6,565 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.55 · HO PF +1t 2.09 · HO PF +2t 1.72 · MC DD95 $5,642 vs backtest DD $6,565 (0.86x)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.49 · MC DD95 $206,598 vs backtest DD $108,466 (1.90x) · replay mismatch
XAUUSD / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 2.56 · HO PF +2t 2.55 · MC DD95 $38,615 vs backtest DD $25,835 (1.49x)
#94 TK8-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.38 · OOS 2.30 · HO 2.56 | trades 357 / 112 / 128 | net +$40,517 (IS +$14,187 · OOS +$11,277 · HO +$15,053) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 1.95 · HO PF +2t 1.53 · MC DD95 $3,935 vs backtest DD $5,228 (0.75x)
#95 TK7-GC-rk1s_nt_3p8-div_air-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / DtbAir / tick-built Renko 38 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.88 · HO 2.56 | trades 291 / 60 / 66 | net +$96,102 (IS +$38,704 · OOS +$29,946 · HO +$27,451) | max DD −$11,558 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.49 · HO PF +1t 2.20 · HO PF +2t 1.91 · MC DD95 $15,364 vs backtest DD $11,558 (1.33x)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.51 · HO PF +2t 2.48 · MC DD95 $213,378 vs backtest DD $108,466 (1.97x) · replay mismatch
#97 TK9-NQ-rk1s_nt_6-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1new vs previous Top 100
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1.1
PF IS 1.41 · OOS 2.23 · HO 2.55 | trades 357 / 112 / 128 | net +$40,547 (IS +$15,007 · OOS +$10,687 · HO +$14,853) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.94 · HO 2.54 | trades 85 / 39 / 57 | net +$109,991 (IS +$18,160 · OOS +$28,069 · HO +$63,762) | max DD −$25,089 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.83 · HO PF +1t 2.39 · HO PF +2t 2.24 · MC DD95 $53,141 vs backtest DD $25,089 (2.12x)
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.47 · OOS 1.83 · HO 2.54 | trades 249 / 82 / 105 | net +$70,951 (IS +$26,548 · OOS +$14,601 · HO +$29,802) | max DD −$11,712 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.59 · HO PF +1t 2.22 · HO PF +2t 1.95 · MC DD95 $11,688 vs backtest DD $11,712 (1.00x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.66 · HO 2.54 | trades 206 / 103 / 176 | net +$285,950 (IS +$85,738 · OOS +$40,070 · HO +$160,142) | max DD −$28,457 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 2.37 · HO PF +2t 2.21 · MC DD95 $40,400 vs backtest DD $28,457 (1.42x)
Roman Full · Robust shortlist · 28 Oct 2026
PROVISIONAL · research only, not promoted. The 75 rows of the Top 100 below (updated with T8) that passed every robustness check on 28 Oct 2026: the tick replay matches the leaderboard in every period (trades within 2%, net and PF within 5%), OOS and HO PF stay above 1.2 with 1 extra tick of slippage per side, and the Monte Carlo 95th-percentile max drawdown (worse of 1,000 trade shuffles and 1,000 resamples) is no more than 2.5x the backtest max DD. Full Top 100 result: ROBUST 75, MARGINAL 21, FRAGILE 2, NOT RUN 2. Ranked by the weaker of OOS PF +1t and HO PF +1t, ties by OOS PF +1t (the order used in the robustness report). Extra slippage is charged on every fill on top of the tested 1 tick. All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Nothing here is promoted to NinjaTrader.
Robust shortlist · curves below each row
#1 TK8-NQ-rk1s_nt_32-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #17
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.81 · OOS 3.53 · HO 3.27 | trades 107 / 52 / 88 | net +$239,465 (IS +$53,397 · OOS +$71,621 · HO +$114,447) | max DD −$14,596 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.30 · HO PF +1t 3.06 · HO PF +2t 2.86 · MC DD95 $27,755 vs backtest DD $14,596 (1.90x)
#2 TK5-NQ-rk1s_nt_32-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #36
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.32 · HO PF +1t 2.83 · HO PF +2t 2.66 · MC DD95 $22,264 vs backtest DD $21,888 (1.02x)
#3 TK5-NQ-rk1s_nt_40-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #7
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.67 · HO PF +1t 3.48 · HO PF +2t 3.28 · MC DD95 $28,554 vs backtest DD $29,151 (0.98x)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.55 · HO PF +1t 2.73 · HO PF +2t 2.68 · MC DD95 $3,121 vs backtest DD $2,120 (1.47x)
#5 TK8-NQ-rk1s_nt_7-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #18
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.90 · HO 3.26 | trades 394 / 106 / 132 | net +$195,158 (IS +$83,177 · OOS +$56,630 · HO +$55,352) | max DD −$13,091 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.04 · HO PF +1t 2.53 · HO PF +2t 2.05 · MC DD95 $10,894 vs backtest DD $13,091 (0.83x)
#6 TK5-NQ-rk1s_nt_38-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #23
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $47,335 vs backtest DD $35,211 (1.34x)
#7 TK6-NQ-rk1s_nt_38-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #24
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $46,295 vs backtest DD $35,211 (1.31x)
#8 TK8-NQ-rk1s_nt_7-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #34
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 4.71 · HO 3.04 | trades 369 / 146 / 121 | net +$57,679 (IS +$9,061 · OOS +$28,414 · HO +$20,205) | max DD −$6,332 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.67 · HO PF +1t 2.45 · HO PF +2t 2.01 · MC DD95 $3,629 vs backtest DD $6,332 (0.57x)
#9 TK6-NQ-rk1s_nt_32-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #72
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.15 · OOS 4.55 · HO 2.60 | trades 167 / 73 / 112 | net +$356,850 (IS +$131,507 · OOS +$118,695 · HO +$106,647) | max DD −$22,768 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.22 · HO PF +1t 2.43 · HO PF +2t 2.27 · MC DD95 $30,330 vs backtest DD $22,768 (1.33x)
#10 TK8-NQ-rk1s_nt_7-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #61
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 3.04 · HO 2.68 | trades 597 / 176 / 212 | net +$44,945 (IS +$2,449 · OOS +$20,793 · HO +$21,704) | max DD −$5,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.68 · HO PF +1t 2.36 · HO PF +2t 2.08 · MC DD95 $3,436 vs backtest DD $5,265 (0.65x)
#11 TK8-NQ-rk1s_nt_6-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #19
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.64 · OOS 3.19 · HO 3.23 | trades 854 / 274 / 316 | net +$406,837 (IS +$222,312 · OOS +$86,524 · HO +$98,001) | max DD −$11,392 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.35 · HO PF +1t 2.35 · HO PF +2t 1.83 · MC DD95 $8,956 vs backtest DD $11,392 (0.79x)
#12 TK7-NQ-rk1s_nt_6-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #21
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.53 · HO PF +1t 2.32 · HO PF +2t 1.81 · MC DD95 $8,174 vs backtest DD $14,168 (0.58x)
#13 TK7-NQ-rk1s_nt_9-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #57
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.62 · HO PF +1t 2.30 · HO PF +2t 1.93 · MC DD95 $5,723 vs backtest DD $7,368 (0.78x)
#14 TK8-NQ-rk1s_nt_7-div_air-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #15
NQ / DtbAir / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.54 · OOS 2.76 · HO 3.33 | trades 307 / 97 / 109 | net +$132,012 (IS +$42,848 · OOS +$36,901 · HO +$52,263) | max DD −$10,490 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.23 · HO PF +1t 2.71 · HO PF +2t 2.27 · MC DD95 $12,180 vs backtest DD $10,490 (1.16x)
#15 TK7-GC-rk1s_nt_3p8-div_air-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #81
GC / DtbAir / tick-built Renko 38 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.88 · HO 2.56 | trades 291 / 60 / 66 | net +$96,102 (IS +$38,704 · OOS +$29,946 · HO +$27,451) | max DD −$11,558 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.49 · HO PF +1t 2.20 · HO PF +2t 1.91 · MC DD95 $15,364 vs backtest DD $11,558 (1.33x)
#16 TK7-NQ-rk1s_nt_24-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #46
NQ / Pivot Watch / tick-built Renko 24 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.20 · HO PF +1t 2.66 · HO PF +2t 2.47 · MC DD95 $15,189 vs backtest DD $9,260 (1.64x)
#17 TK5-NQ-rk1s_nt_6-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #38
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.19 · HO PF +2t 1.71 · MC DD95 $9,118 vs backtest DD $20,144 (0.45x)
#18 TK7-NQ-rk1s_nt_22-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #51
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.18 · HO PF +1t 2.62 · HO PF +2t 2.44 · MC DD95 $23,068 vs backtest DD $15,499 (1.49x)
#19 TK5-NQ-rk1s_nt_7-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #52
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,358 vs backtest DD $10,313 (1.10x)
#20 TK6-NQ-rk1s_nt_7-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #53
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,323 vs backtest DD $12,495 (0.91x)
#21 TK8-NQ-rk1s_nt_9-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #73
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.60 · OOS 3.79 · HO 2.59 | trades 533 / 158 / 196 | net +$451,114 (IS +$247,243 · OOS +$118,411 · HO +$85,460) | max DD −$10,199 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.17 · HO PF +1t 2.15 · HO PF +2t 1.83 · MC DD95 $14,445 vs backtest DD $10,199 (1.42x)
#22 TK4-NQ-rk1s_nt_14-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1robustness: ROBUSTTop 100 #25
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,382 vs backtest DD $14,329 (0.93x)
#23 TK7-NQ-rk1s_nt_14-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #26
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,185 vs backtest DD $14,369 (0.92x)
#24 TK5-NQ-rk1s_nt_9-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #32
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.09 · HO PF +1t 2.45 · HO PF +2t 2.04 · MC DD95 $11,783 vs backtest DD $7,239 (1.63x)
#25 TK8-GC-rk1s_nt_2p4-pb_first-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #8
GC / First Pullback Bar / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.75 · OOS 2.76 · HO 3.51 | trades 119 / 37 / 43 | net +$23,522 (IS +$9,485 · OOS +$5,413 · HO +$8,623) | max DD −$3,441 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.06 · HO PF +1t 2.73 · HO PF +2t 2.15 · MC DD95 $2,942 vs backtest DD $3,441 (0.85x)
#26 TK5-NQ-rk1s_nt_14-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #30
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.04 · HO PF +1t 2.72 · HO PF +2t 2.43 · MC DD95 $13,659 vs backtest DD $15,506 (0.88x)
#27 TK8-GC-rk1s_nt_2p6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #13
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.52 · OOS 2.57 · HO 3.39 | trades 120 / 46 / 39 | net +$22,352 (IS +$6,936 · OOS +$7,458 · HO +$7,958) | max DD −$3,216 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.58 · HO PF +2t 2.00 · MC DD95 $3,243 vs backtest DD $3,216 (1.01x)
#28 TK8-NQ-rk1s_nt_7-obc-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #58
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 2.54 · HO 2.74 | trades 490 / 159 / 176 | net +$67,609 (IS +$19,800 · OOS +$21,545 · HO +$26,263) | max DD −$16,240 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $4,829 vs backtest DD $16,240 (0.30x)
#29 TK6-NQ-rk1s_nt_8-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #94
NQ / Vol Width Bars / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 2.47 · HO 2.51 | trades 841 / 282 / 296 | net +$81,830 (IS +$5,220 · OOS +$36,198 · HO +$40,411) | max DD −$12,863 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.98 · HO PF +1t 2.03 · HO PF +2t 1.66 · MC DD95 $6,565 vs backtest DD $12,863 (0.51x)
#30 TK8-NQ-rk1s_nt_6-obc-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #41
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.12 · OOS 2.46 · HO 2.96 | trades 498 / 152 / 176 | net +$57,980 (IS +$8,411 · OOS +$19,436 · HO +$30,133) | max DD −$10,513 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.97 · HO PF +1t 2.41 · HO PF +2t 1.99 · MC DD95 $5,709 vs backtest DD $10,513 (0.54x)
#31 TK8-NQ-rk1s_nt_12-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #64
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.64 · OOS 2.27 · HO 2.67 | trades 252 / 96 / 116 | net +$99,504 (IS +$36,461 · OOS +$24,121 · HO +$38,922) | max DD −$10,209 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.96 · HO PF +1t 2.33 · HO PF +2t 2.04 · MC DD95 $11,348 vs backtest DD $10,209 (1.11x)
#32 TK8-NQ-rk1s_nt_8-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #44
NQ / Pivot Watch / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.44 · HO 2.91 | trades 529 / 189 / 200 | net +$205,970 (IS +$110,989 · OOS +$38,038 · HO +$56,944) | max DD −$7,501 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.39 · HO PF +2t 2.00 · MC DD95 $9,154 vs backtest DD $7,501 (1.22x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.35 · HO PF +2t 2.08 · MC DD95 $5,975 vs backtest DD $3,918 (1.53x)
#34 TK7-NQ-rk1s_nt_7-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #98
NQ / Div Swing Rev / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.40 · OOS 2.46 · HO 2.46 | trades 162 / 51 / 65 | net +$23,565 (IS +$7,991 · OOS +$6,816 · HO +$8,759) | max DD −$5,186 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 1.96 · HO PF +2t 1.60 · MC DD95 $4,176 vs backtest DD $5,186 (0.81x)
#35 TK6-NQ-rk1s_nt_16-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #11
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.89 · HO PF +1t 3.12 · HO PF +2t 2.83 · MC DD95 $14,273 vs backtest DD $12,212 (1.17x)
#36 TK6-NQ-rk1s_nt_14-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #2
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.84 · HO PF +1t 4.45 · HO PF +2t 3.85 · MC DD95 $15,956 vs backtest DD $21,275 (0.75x)
#37 TK8-NQ-rk1s_nt_38-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #83
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.94 · HO 2.54 | trades 85 / 39 / 57 | net +$109,991 (IS +$18,160 · OOS +$28,069 · HO +$63,762) | max DD −$25,089 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.83 · HO PF +1t 2.39 · HO PF +2t 2.24 · MC DD95 $53,141 vs backtest DD $25,089 (2.12x)
#38 TK7-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #67
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.54 · HO 2.66 | trades 368 / 112 / 128 | net +$10,451 (IS +$4,108 · OOS +$2,879 · HO +$3,464) | max DD −$1,012 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 1.91 · HO PF +2t 1.34 · MC DD95 $786 vs backtest DD $1,012 (0.78x)
XAUUSD / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 2.56 · HO PF +2t 2.55 · MC DD95 $38,615 vs backtest DD $25,835 (1.49x)
#40 TK4-NQ-rk1s_nt_9-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1robustness: ROBUSTTop 100 #100
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.26 · OOS 2.15 · HO 2.45 | trades 515 / 160 / 193 | net +$321,182 (IS +$189,595 · OOS +$55,103 · HO +$76,484) | max DD −$11,790 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.81 · HO PF +1t 2.03 · HO PF +2t 1.72 · MC DD95 $18,555 vs backtest DD $11,790 (1.57x)
#41 TK8-NQ-rk1s_nt_14-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #29
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.03 · HO 3.07 | trades 565 / 235 / 286 | net +$352,167 (IS +$157,095 · OOS +$62,034 · HO +$133,038) | max DD −$12,140 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.80 · HO PF +1t 2.72 · HO PF +2t 2.42 · MC DD95 $13,698 vs backtest DD $12,140 (1.13x)
#42 TK7-NQ-rk1s_nt_36-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #27
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.76 · HO PF +1t 2.93 · HO PF +2t 2.79 · MC DD95 $36,272 vs backtest DD $17,001 (2.13x)
#43 TK5-NQ-rk1s_nt_7-obc-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #50
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 2.34 · HO PF +2t 1.96 · MC DD95 $6,809 vs backtest DD $10,689 (0.64x)
#44 TK8-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #80
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.38 · OOS 2.30 · HO 2.56 | trades 357 / 112 / 128 | net +$40,517 (IS +$14,187 · OOS +$11,277 · HO +$15,053) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 1.95 · HO PF +2t 1.53 · MC DD95 $3,935 vs backtest DD $5,228 (0.75x)
#45 TK7-NQ-rk1s_nt_6-div_air-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #65
NQ / DtbAir / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 2.17 · HO 2.66 | trades 325 / 112 / 103 | net +$65,084 (IS +$15,181 · OOS +$22,267 · HO +$27,636) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.73 · HO PF +1t 2.12 · HO PF +2t 1.75 · MC DD95 $13,358 vs backtest DD $12,446 (1.07x)
#46 TK4-NQ-rk1s_nt_6-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1robustness: ROBUSTTop 100 #92
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 1.91 · HO PF +2t 1.49 · MC DD95 $3,959 vs backtest DD $5,228 (0.76x)
#47 TK7-NQ-rk1s_nt_20-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #22
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 2.90 · HO PF +2t 2.69 · MC DD95 $19,708 vs backtest DD $13,662 (1.44x)
MNQ / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.68 · HO PF +1t 2.53 · HO PF +2t 2.44 · MC DD95 $6,553 vs backtest DD $3,570 (1.84x)
#49 TK7-NQ-rk1s_nt_16-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #33
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.76 · HO PF +2t 2.52 · MC DD95 $18,608 vs backtest DD $13,360 (1.39x)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.81 · HO PF +2t 2.37 · MC DD95 $19,401 vs backtest DD $8,525 (2.28x)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.65 · HO PF +1t 3.59 · HO PF +2t 3.28 · MC DD95 $7,026 vs backtest DD $4,558 (1.54x)
#52 TK7-NQ-rk1s_nt_16-pivot-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #28
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.64 · HO PF +1t 2.79 · HO PF +2t 2.54 · MC DD95 $18,212 vs backtest DD $13,920 (1.31x)
#53 TK8-NQ-rk1s_nt_30-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #48
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.14 · OOS 1.74 · HO 2.84 | trades 53 / 40 / 47 | net +$104,379 (IS +$35,617 · OOS +$19,806 · HO +$48,957) | max DD −$13,899 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.61 · HO PF +1t 2.65 · HO PF +2t 2.48 · MC DD95 $29,323 vs backtest DD $13,899 (2.11x)
#54 TK7-NQ-rk1s_nt_22-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #12
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 3.20 · HO PF +2t 2.97 · MC DD95 $27,590 vs backtest DD $27,452 (1.01x)
NQ / Opposite Bar (OBC) / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 1.93 · HO 2.46 | trades 484 / 156 / 172 | net +$73,408 (IS +$27,893 · OOS +$17,744 · HO +$27,771) | max DD −$11,602 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 2.03 · HO PF +2t 1.70 · MC DD95 $6,951 vs backtest DD $11,602 (0.60x)
#56 TK8-NQ-rk1s_nt_10-pivot-05 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #84
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.47 · OOS 1.83 · HO 2.54 | trades 249 / 82 / 105 | net +$70,951 (IS +$26,548 · OOS +$14,601 · HO +$29,802) | max DD −$11,712 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.59 · HO PF +1t 2.22 · HO PF +2t 1.95 · MC DD95 $11,688 vs backtest DD $11,712 (1.00x)
#57 TK6-NQ-rk1s_nt_16-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #69
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.74 · HO 2.63 | trades 278 / 145 / 164 | net +$180,963 (IS +$65,236 · OOS +$35,751 · HO +$79,976) | max DD −$24,043 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.39 · HO PF +2t 2.19 · MC DD95 $19,979 vs backtest DD $24,043 (0.83x)
#58 TK6-NQ-rk1s_nt_20-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #42
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.74 · HO PF +2t 2.54 · MC DD95 $22,590 vs backtest DD $13,659 (1.65x)
#59 TK7-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #77
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.90 · HO 2.57 | trades 353 / 112 / 128 | net +$43,784 (IS +$12,294 · OOS +$11,632 · HO +$19,858) | max DD −$6,565 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.55 · HO PF +1t 2.09 · HO PF +2t 1.72 · MC DD95 $5,642 vs backtest DD $6,565 (0.86x)
#60 TK4-NQ-rk1s_nt_8-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1robustness: ROBUSTTop 100 #88
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $5,762 vs backtest DD $5,703 (1.01x)
#61 TK8-NQ-rk1s_nt_8-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #89
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $6,032 vs backtest DD $5,703 (1.06x)
#62 TK8-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #90
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$41,329 (IS +$10,599 · OOS +$11,567 · HO +$19,163) | max DD −$6,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $5,983 vs backtest DD $6,360 (0.94x)
#63 TK7-NQ-rk1s_nt_30-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #85
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.66 · HO 2.54 | trades 206 / 103 / 176 | net +$285,950 (IS +$85,738 · OOS +$40,070 · HO +$160,142) | max DD −$28,457 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 2.37 · HO PF +2t 2.21 · MC DD95 $40,400 vs backtest DD $28,457 (1.42x)
#64 TK7-NQ-rk1s_nt_6-ct_entry-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #71
NQ / Custom Trail entry / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.56 · OOS 2.01 · HO 2.62 | trades 588 / 242 / 305 | net +$52,253 (IS +$18,547 · OOS +$12,099 · HO +$21,606) | max DD −$5,326 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 1.99 · HO PF +2t 1.47 · MC DD95 $2,293 vs backtest DD $5,326 (0.43x)
#65 TK8-NQ-rk1s_nt_32-trails-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #14
NQ / Trails (Precision Trail) / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 1.56 · HO 3.37 | trades 66 / 44 / 44 | net +$25,167 (IS +$4,939 · OOS +$6,504 · HO +$13,724) | max DD −$6,290 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.52 · HO PF +1t 3.28 · HO PF +2t 3.20 · MC DD95 $12,132 vs backtest DD $6,290 (1.93x)
#66 TK8-NQ-rk1s_nt_6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #43
NQ / First Pullback Bar / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.04 · OOS 1.67 · HO 2.92 | trades 227 / 67 / 73 | net +$25,392 (IS +$1,919 · OOS +$8,283 · HO +$15,190) | max DD −$8,022 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.48 · HO PF +1t 2.53 · HO PF +2t 2.19 · MC DD95 $9,096 vs backtest DD $8,022 (1.13x)
#67 TK6-NQ-rk1s_nt_34-pivot-04 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #47
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 2.68 · HO PF +2t 2.53 · MC DD95 $48,927 vs backtest DD $53,540 (0.91x)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 3.61 · HO PF +2t 3.26 · MC DD95 $20,315 vs backtest DD $13,510 (1.50x)
#69 TK5-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #49
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.44 · HO PF +1t 2.19 · HO PF +2t 1.74 · MC DD95 $3,300 vs backtest DD $7,073 (0.47x)
#70 TK8-NQ-rk1s_nt_8-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #74
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 1.70 · HO 2.58 | trades 352 / 112 / 128 | net +$40,702 (IS +$11,607 · OOS +$9,457 · HO +$19,638) | max DD −$5,600 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.39 · HO PF +1t 2.09 · HO PF +2t 1.73 · MC DD95 $6,254 vs backtest DD $5,600 (1.12x)
#71 TK8-GC-rk1s_nt_2p6-pb_first-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #20
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.73 · OOS 1.67 · HO 3.18 | trades 181 / 63 / 57 | net +$29,398 (IS +$14,133 · OOS +$4,908 · HO +$10,358) | max DD −$3,171 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.30 · HO PF +1t 2.38 · HO PF +2t 1.83 · MC DD95 $3,911 vs backtest DD $3,171 (1.23x)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.24 · HO PF +1t 4.84 · HO PF +2t 4.44 · MC DD95 $10,646 vs backtest DD $4,780 (1.99x)
#73 TK6-NQ-rk1s_nt_22-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1robustness: ROBUSTTop 100 #59
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.35 · MC DD95 $25,131 vs backtest DD $18,784 (1.34x)
#74 TK8-NQ-rk1s_nt_32-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #75
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 1.31 · HO 2.58 | trades 188 / 93 / 146 | net +$290,073 (IS +$148,202 · OOS +$18,158 · HO +$123,713) | max DD −$22,561 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.21 · HO PF +1t 2.41 · HO PF +2t 2.25 · MC DD95 $23,123 vs backtest DD $22,561 (1.02x)
#75 TK8-NQ-rk1s_nt_30-CE5-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUSTTop 100 #87
NQ / Combined Entries 5 / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.22 · HO 2.51 | trades 54 / 31 / 33 | net +$35,328 (IS +$8,146 · OOS +$5,295 · HO +$21,887) | max DD −$15,350 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.21 · HO PF +1t 2.48 · HO PF +2t 2.45 · MC DD95 $24,518 vs backtest DD $15,350 (1.60x)
Roman Full · Top 100 Overall Champions · updated with T8 · 28 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 14,870 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T8, 28 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 2,881 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. Rows tagged "new vs previous Top 100" were not on the 28 Oct Top 100 below, which is kept as it was for comparison (26 new, 26 dropped out). The Top 50 boards below are also unchanged. All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 100 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.24 · HO PF +1t 4.84 · HO PF +2t 4.44 · MC DD95 $10,646 vs backtest DD $4,780 (1.99x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.84 · HO PF +1t 4.45 · HO PF +2t 3.85 · MC DD95 $15,956 vs backtest DD $21,275 (0.75x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.94 · HO PF +1t 4.04 · HO PF +2t 3.69 · MC DD95 $6,137 vs backtest DD $2,945 (1.75x) · replay mismatch
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 3.61 · HO PF +2t 3.26 · MC DD95 $20,315 vs backtest DD $13,510 (1.50x)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.65 · HO PF +1t 3.59 · HO PF +2t 3.28 · MC DD95 $7,026 vs backtest DD $4,558 (1.54x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 3.42 · HO PF +2t 3.12 · MC DD95 $5,986 vs backtest DD $3,265 (1.64x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.67 · HO PF +1t 3.48 · HO PF +2t 3.28 · MC DD95 $28,554 vs backtest DD $29,151 (0.98x)
#8 TK8-GC-rk1s_nt_2p4-pb_first-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.75 · OOS 2.76 · HO 3.51 | trades 119 / 37 / 43 | net +$23,522 (IS +$9,485 · OOS +$5,413 · HO +$8,623) | max DD −$3,441 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.06 · HO PF +1t 2.73 · HO PF +2t 2.15 · MC DD95 $2,942 vs backtest DD $3,441 (0.85x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.20 · HO PF +1t 3.25 · HO PF +2t 3.03 · MC DD95 $40,201 vs backtest DD $32,838 (1.22x) · +1 tick OOS/HO PF <= 1.2
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.43 · HO PF +1t 3.19 · HO PF +2t 3.14 · MC DD95 $24,386 vs backtest DD $20,871 (1.17x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.89 · HO PF +1t 3.12 · HO PF +2t 2.83 · MC DD95 $14,273 vs backtest DD $12,212 (1.17x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 3.20 · HO PF +2t 2.97 · MC DD95 $27,590 vs backtest DD $27,452 (1.01x)
#13 TK8-GC-rk1s_nt_2p6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.52 · OOS 2.57 · HO 3.39 | trades 120 / 46 / 39 | net +$22,352 (IS +$6,936 · OOS +$7,458 · HO +$7,958) | max DD −$3,216 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.58 · HO PF +2t 2.00 · MC DD95 $3,243 vs backtest DD $3,216 (1.01x)
#14 TK8-NQ-rk1s_nt_32-trails-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Trails (Precision Trail) / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 1.56 · HO 3.37 | trades 66 / 44 / 44 | net +$25,167 (IS +$4,939 · OOS +$6,504 · HO +$13,724) | max DD −$6,290 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.52 · HO PF +1t 3.28 · HO PF +2t 3.20 · MC DD95 $12,132 vs backtest DD $6,290 (1.93x)
#15 TK8-NQ-rk1s_nt_7-div_air-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / DtbAir / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.54 · OOS 2.76 · HO 3.33 | trades 307 / 97 / 109 | net +$132,012 (IS +$42,848 · OOS +$36,901 · HO +$52,263) | max DD −$10,490 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.23 · HO PF +1t 2.71 · HO PF +2t 2.27 · MC DD95 $12,180 vs backtest DD $10,490 (1.16x)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.81 · HO PF +2t 2.37 · MC DD95 $19,401 vs backtest DD $8,525 (2.28x)
#17 TK8-NQ-rk1s_nt_32-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.81 · OOS 3.53 · HO 3.27 | trades 107 / 52 / 88 | net +$239,465 (IS +$53,397 · OOS +$71,621 · HO +$114,447) | max DD −$14,596 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.30 · HO PF +1t 3.06 · HO PF +2t 2.86 · MC DD95 $27,755 vs backtest DD $14,596 (1.90x)
#18 TK8-NQ-rk1s_nt_7-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.00 · OOS 3.90 · HO 3.26 | trades 394 / 106 / 132 | net +$195,158 (IS +$83,177 · OOS +$56,630 · HO +$55,352) | max DD −$13,091 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.04 · HO PF +1t 2.53 · HO PF +2t 2.05 · MC DD95 $10,894 vs backtest DD $13,091 (0.83x)
#19 TK8-NQ-rk1s_nt_6-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.64 · OOS 3.19 · HO 3.23 | trades 854 / 274 / 316 | net +$406,837 (IS +$222,312 · OOS +$86,524 · HO +$98,001) | max DD −$11,392 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.35 · HO PF +1t 2.35 · HO PF +2t 1.83 · MC DD95 $8,956 vs backtest DD $11,392 (0.79x)
#20 TK8-GC-rk1s_nt_2p6-pb_first-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.73 · OOS 1.67 · HO 3.18 | trades 181 / 63 / 57 | net +$29,398 (IS +$14,133 · OOS +$4,908 · HO +$10,358) | max DD −$3,171 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.30 · HO PF +1t 2.38 · HO PF +2t 1.83 · MC DD95 $3,911 vs backtest DD $3,171 (1.23x)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.53 · HO PF +1t 2.32 · HO PF +2t 1.81 · MC DD95 $8,174 vs backtest DD $14,168 (0.58x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 2.90 · HO PF +2t 2.69 · MC DD95 $19,708 vs backtest DD $13,662 (1.44x)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $47,335 vs backtest DD $35,211 (1.34x)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.48 · HO PF +1t 2.94 · HO PF +2t 2.75 · MC DD95 $46,295 vs backtest DD $35,211 (1.31x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,382 vs backtest DD $14,329 (0.93x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.11 · HO PF +1t 2.74 · HO PF +2t 2.45 · MC DD95 $13,185 vs backtest DD $14,369 (0.92x)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.76 · HO PF +1t 2.93 · HO PF +2t 2.79 · MC DD95 $36,272 vs backtest DD $17,001 (2.13x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.64 · HO PF +1t 2.79 · HO PF +2t 2.54 · MC DD95 $18,212 vs backtest DD $13,920 (1.31x)
#29 TK8-NQ-rk1s_nt_14-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.03 · HO 3.07 | trades 565 / 235 / 286 | net +$352,167 (IS +$157,095 · OOS +$62,034 · HO +$133,038) | max DD −$12,140 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.80 · HO PF +1t 2.72 · HO PF +2t 2.42 · MC DD95 $13,698 vs backtest DD $12,140 (1.13x)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.04 · HO PF +1t 2.72 · HO PF +2t 2.43 · MC DD95 $13,659 vs backtest DD $15,506 (0.88x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.63 · HO PF +1t 3.02 · HO PF +2t 2.97 · MC DD95 $30,508 vs backtest DD $25,247 (1.76x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.09 · HO PF +1t 2.45 · HO PF +2t 2.04 · MC DD95 $11,783 vs backtest DD $7,239 (1.63x)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.67 · HO PF +1t 2.76 · HO PF +2t 2.52 · MC DD95 $18,608 vs backtest DD $13,360 (1.39x)
#34 TK8-NQ-rk1s_nt_7-vol_width-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.23 · OOS 4.71 · HO 3.04 | trades 369 / 146 / 121 | net +$57,679 (IS +$9,061 · OOS +$28,414 · HO +$20,205) | max DD −$6,332 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.67 · HO PF +1t 2.45 · HO PF +2t 2.01 · MC DD95 $3,629 vs backtest DD $6,332 (0.57x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.36 · HO PF +1t 2.92 · HO PF +2t 2.87 · MC DD95 $30,278 vs backtest DD $28,760 (1.05x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.32 · HO PF +1t 2.83 · HO PF +2t 2.66 · MC DD95 $22,264 vs backtest DD $21,888 (1.02x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.09 · HO PF +1t 2.76 · HO PF +2t 2.57 · MC DD95 $24,263 vs backtest DD $15,687 (1.55x) · +1 tick OOS/HO PF <= 1.2
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.19 · HO PF +2t 1.71 · MC DD95 $9,118 vs backtest DD $20,144 (0.45x)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.32 · HO PF +1t 2.83 · HO PF +2t 2.70 · MC DD95 $13,372 vs backtest DD $6,430 (2.06x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.25 · HO PF +1t 2.77 · HO PF +2t 2.69 · MC DD95 $16,986 vs backtest DD $12,420 (1.37x) · replay mismatch
#41 TK8-NQ-rk1s_nt_6-obc-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Opposite Bar (OBC) / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.12 · OOS 2.46 · HO 2.96 | trades 498 / 152 / 176 | net +$57,980 (IS +$8,411 · OOS +$19,436 · HO +$30,133) | max DD −$10,513 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.97 · HO PF +1t 2.41 · HO PF +2t 1.99 · MC DD95 $5,709 vs backtest DD $10,513 (0.54x)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.74 · HO PF +2t 2.54 · MC DD95 $22,590 vs backtest DD $13,659 (1.65x)
#43 TK8-NQ-rk1s_nt_6-pb_first-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / First Pullback Bar / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.04 · OOS 1.67 · HO 2.92 | trades 227 / 67 / 73 | net +$25,392 (IS +$1,919 · OOS +$8,283 · HO +$15,190) | max DD −$8,022 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.48 · HO PF +1t 2.53 · HO PF +2t 2.19 · MC DD95 $9,096 vs backtest DD $8,022 (1.13x)
#44 TK8-NQ-rk1s_nt_8-pivot-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.49 · OOS 2.44 · HO 2.91 | trades 529 / 189 / 200 | net +$205,970 (IS +$110,989 · OOS +$38,038 · HO +$56,944) | max DD −$7,501 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.39 · HO PF +2t 2.00 · MC DD95 $9,154 vs backtest DD $7,501 (1.22x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.79 · HO PF +1t 2.81 · HO PF +2t 2.73 · MC DD95 $19,839 vs backtest DD $14,632 (1.46x) · replay mismatch
NQ / Pivot Watch / tick-built Renko 24 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.20 · HO PF +1t 2.66 · HO PF +2t 2.47 · MC DD95 $15,189 vs backtest DD $9,260 (1.64x)
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.47 · HO PF +1t 2.68 · HO PF +2t 2.53 · MC DD95 $48,927 vs backtest DD $53,540 (0.91x)
#48 TK8-NQ-rk1s_nt_30-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.14 · OOS 1.74 · HO 2.84 | trades 53 / 40 / 47 | net +$104,379 (IS +$35,617 · OOS +$19,806 · HO +$48,957) | max DD −$13,899 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.61 · HO PF +1t 2.65 · HO PF +2t 2.48 · MC DD95 $29,323 vs backtest DD $13,899 (2.11x)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.44 · HO PF +1t 2.19 · HO PF +2t 1.74 · MC DD95 $3,300 vs backtest DD $7,073 (0.47x)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 2.34 · HO PF +2t 1.96 · MC DD95 $6,809 vs backtest DD $10,689 (0.64x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.18 · HO PF +1t 2.62 · HO PF +2t 2.44 · MC DD95 $23,068 vs backtest DD $15,499 (1.49x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,358 vs backtest DD $10,313 (1.10x)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.41 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $11,323 vs backtest DD $12,495 (0.91x)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.00 · HO PF +1t 2.06 · HO PF +2t 1.46 · MC DD95 $8,017 vs backtest DD $5,795 (1.38x) · +1 tick OOS/HO PF <= 1.2
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.55 · HO PF +1t 2.73 · HO PF +2t 2.68 · MC DD95 $3,121 vs backtest DD $2,120 (1.47x)
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.08 · HO PF +1t 2.41 · HO PF +2t 2.10 · MC DD95 $14,775 vs backtest DD $12,256 (1.21x) · +1 tick OOS/HO PF <= 1.2
#57 TK7-NQ-rk1s_nt_9-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.62 · HO PF +1t 2.30 · HO PF +2t 1.93 · MC DD95 $5,723 vs backtest DD $7,368 (0.78x)
#58 TK8-NQ-rk1s_nt_7-obc-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.35 · OOS 2.54 · HO 2.74 | trades 490 / 159 / 176 | net +$67,609 (IS +$19,800 · OOS +$21,545 · HO +$26,263) | max DD −$16,240 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.01 · HO PF +1t 2.17 · HO PF +2t 1.76 · MC DD95 $4,829 vs backtest DD $16,240 (0.30x)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.35 · MC DD95 $25,131 vs backtest DD $18,784 (1.34x)
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.19 · HO PF +1t 2.51 · HO PF +2t 2.35 · MC DD95 $28,131 vs backtest DD $19,206 (1.46x) · +1 tick OOS/HO PF <= 1.2
#61 TK8-NQ-rk1s_nt_7-vol_width-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Vol Width Bars / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 3.04 · HO 2.68 | trades 597 / 176 / 212 | net +$44,945 (IS +$2,449 · OOS +$20,793 · HO +$21,704) | max DD −$5,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.68 · HO PF +1t 2.36 · HO PF +2t 2.08 · MC DD95 $3,436 vs backtest DD $5,265 (0.65x)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $27,708 vs backtest DD $25,247 (1.39x) · replay mismatch
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.37 · HO PF +1t 2.63 · HO PF +2t 2.59 · MC DD95 $29,825 vs backtest DD $25,247 (1.50x) · replay mismatch
#64 TK8-NQ-rk1s_nt_12-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.64 · OOS 2.27 · HO 2.67 | trades 252 / 96 / 116 | net +$99,504 (IS +$36,461 · OOS +$24,121 · HO +$38,922) | max DD −$10,209 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.96 · HO PF +1t 2.33 · HO PF +2t 2.04 · MC DD95 $11,348 vs backtest DD $10,209 (1.11x)
NQ / DtbAir / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 2.17 · HO 2.66 | trades 325 / 112 / 103 | net +$65,084 (IS +$15,181 · OOS +$22,267 · HO +$27,636) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.73 · HO PF +1t 2.12 · HO PF +2t 1.75 · MC DD95 $13,358 vs backtest DD $12,446 (1.07x)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 2.35 · HO PF +2t 2.08 · MC DD95 $5,975 vs backtest DD $3,918 (1.53x)
#67 TK7-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.54 · HO 2.66 | trades 368 / 112 / 128 | net +$10,451 (IS +$4,108 · OOS +$2,879 · HO +$3,464) | max DD −$1,012 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 1.91 · HO PF +2t 1.34 · MC DD95 $786 vs backtest DD $1,012 (0.78x)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct: not run for this row (no result in the robustness file)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.74 · HO 2.63 | trades 278 / 145 / 164 | net +$180,963 (IS +$65,236 · OOS +$35,751 · HO +$79,976) | max DD −$24,043 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.58 · HO PF +1t 2.39 · HO PF +2t 2.19 · MC DD95 $19,979 vs backtest DD $24,043 (0.83x)
MNQ / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.68 · HO PF +1t 2.53 · HO PF +2t 2.44 · MC DD95 $6,553 vs backtest DD $3,570 (1.84x)
NQ / Custom Trail entry / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.56 · OOS 2.01 · HO 2.62 | trades 588 / 242 / 305 | net +$52,253 (IS +$18,547 · OOS +$12,099 · HO +$21,606) | max DD −$5,326 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 1.99 · HO PF +2t 1.47 · MC DD95 $2,293 vs backtest DD $5,326 (0.43x)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.15 · OOS 4.55 · HO 2.60 | trades 167 / 73 / 112 | net +$356,850 (IS +$131,507 · OOS +$118,695 · HO +$106,647) | max DD −$22,768 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 4.22 · HO PF +1t 2.43 · HO PF +2t 2.27 · MC DD95 $30,330 vs backtest DD $22,768 (1.33x)
#73 TK8-NQ-rk1s_nt_9-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.60 · OOS 3.79 · HO 2.59 | trades 533 / 158 / 196 | net +$451,114 (IS +$247,243 · OOS +$118,411 · HO +$85,460) | max DD −$10,199 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 3.17 · HO PF +1t 2.15 · HO PF +2t 1.83 · MC DD95 $14,445 vs backtest DD $10,199 (1.42x)
#74 TK8-NQ-rk1s_nt_8-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 1.70 · HO 2.58 | trades 352 / 112 / 128 | net +$40,702 (IS +$11,607 · OOS +$9,457 · HO +$19,638) | max DD −$5,600 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.39 · HO PF +1t 2.09 · HO PF +2t 1.73 · MC DD95 $6,254 vs backtest DD $5,600 (1.12x)
#75 TK8-NQ-rk1s_nt_32-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 1.31 · HO 2.58 | trades 188 / 93 / 146 | net +$290,073 (IS +$148,202 · OOS +$18,158 · HO +$123,713) | max DD −$22,561 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.21 · HO PF +1t 2.41 · HO PF +2t 2.25 · MC DD95 $23,123 vs backtest DD $22,561 (1.02x)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.08 · HO PF +1t 2.39 · HO PF +2t 2.23 · MC DD95 $18,505 vs backtest DD $10,242 (1.81x) · +1 tick OOS/HO PF <= 1.2
#77 TK7-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.90 · HO 2.57 | trades 353 / 112 / 128 | net +$43,784 (IS +$12,294 · OOS +$11,632 · HO +$19,858) | max DD −$6,565 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.55 · HO PF +1t 2.09 · HO PF +2t 1.72 · MC DD95 $5,642 vs backtest DD $6,565 (0.86x)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.52 · HO PF +2t 2.49 · MC DD95 $206,598 vs backtest DD $108,466 (1.90x) · replay mismatch
XAUUSD / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.82 · HO PF +1t 2.56 · HO PF +2t 2.55 · MC DD95 $38,615 vs backtest DD $25,835 (1.49x)
#80 TK8-NQ-rk1s_nt_6-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.38 · OOS 2.30 · HO 2.56 | trades 357 / 112 / 128 | net +$40,517 (IS +$14,187 · OOS +$11,277 · HO +$15,053) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.75 · HO PF +1t 1.95 · HO PF +2t 1.53 · MC DD95 $3,935 vs backtest DD $5,228 (0.75x)
#81 TK7-GC-rk1s_nt_3p8-div_air-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
GC / DtbAir / tick-built Renko 38 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.88 · HO 2.56 | trades 291 / 60 / 66 | net +$96,102 (IS +$38,704 · OOS +$29,946 · HO +$27,451) | max DD −$11,558 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 2.49 · HO PF +1t 2.20 · HO PF +2t 1.91 · MC DD95 $15,364 vs backtest DD $11,558 (1.33x)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.51 · HO PF +2t 2.48 · MC DD95 $213,378 vs backtest DD $108,466 (1.97x) · replay mismatch
#83 TK8-NQ-rk1s_nt_38-pivot-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.94 · HO 2.54 | trades 85 / 39 / 57 | net +$109,991 (IS +$18,160 · OOS +$28,069 · HO +$63,762) | max DD −$25,089 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.83 · HO PF +1t 2.39 · HO PF +2t 2.24 · MC DD95 $53,141 vs backtest DD $25,089 (2.12x)
#84 TK8-NQ-rk1s_nt_10-pivot-05 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.47 · OOS 1.83 · HO 2.54 | trades 249 / 82 / 105 | net +$70,951 (IS +$26,548 · OOS +$14,601 · HO +$29,802) | max DD −$11,712 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.59 · HO PF +1t 2.22 · HO PF +2t 1.95 · MC DD95 $11,688 vs backtest DD $11,712 (1.00x)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.66 · HO 2.54 | trades 206 / 103 / 176 | net +$285,950 (IS +$85,738 · OOS +$40,070 · HO +$160,142) | max DD −$28,457 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.53 · HO PF +1t 2.37 · HO PF +2t 2.21 · MC DD95 $40,400 vs backtest DD $28,457 (1.42x)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.51 · OOS 1.75 · HO 2.52 | trades 113 / 53 / 44 | net +$14,057 (IS +$3,980 · OOS +$3,952 · HO +$6,125) | max DD −$1,474 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct: not run for this row (no result in the robustness file)
#87 TK8-NQ-rk1s_nt_30-CE5-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Combined Entries 5 / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.22 · HO 2.51 | trades 54 / 31 / 33 | net +$35,328 (IS +$8,146 · OOS +$5,295 · HO +$21,887) | max DD −$15,350 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.21 · HO PF +1t 2.48 · HO PF +2t 2.45 · MC DD95 $24,518 vs backtest DD $15,350 (1.60x)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $5,762 vs backtest DD $5,703 (1.01x)
#89 TK8-NQ-rk1s_nt_8-div_swing-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $6,032 vs backtest DD $5,703 (1.06x)
#90 TK8-NQ-rk1s_nt_8-div_swing-03 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1new vs previous Top 100robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$41,329 (IS +$10,599 · OOS +$11,567 · HO +$19,163) | max DD −$6,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.54 · HO PF +1t 2.04 · HO PF +2t 1.68 · MC DD95 $5,983 vs backtest DD $6,360 (0.94x)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.47 · OOS 1.02 · HO 2.51 | trades 118 / 39 / 37 | net +$457,948 (IS +$285,993 · OOS +$3,163 · HO +$168,793) | max DD −$108,556 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.00 · HO PF +1t 2.46 · HO PF +2t 2.44 · MC DD95 $191,967 vs backtest DD $108,556 (1.77x) · replay mismatch, +1 tick OOS/HO PF <= 1.2
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.69 · HO PF +1t 1.91 · HO PF +2t 1.49 · MC DD95 $3,959 vs backtest DD $5,228 (0.76x)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.43 · OOS 1.25 · HO 2.51 | trades 114 / 38 / 37 | net +$508,384 (IS +$284,013 · OOS +$47,808 · HO +$176,563) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.23 · HO PF +1t 2.46 · HO PF +2t 2.43 · MC DD95 $211,534 vs backtest DD $108,466 (1.95x) · replay mismatch
NQ / Vol Width Bars / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 2.47 · HO 2.51 | trades 841 / 282 / 296 | net +$81,830 (IS +$5,220 · OOS +$36,198 · HO +$40,411) | max DD −$12,863 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.98 · HO PF +1t 2.03 · HO PF +2t 1.66 · MC DD95 $6,565 vs backtest DD $12,863 (0.51x)
#95 TK7-NQ-rk1s_nt_14-ct_entry-01 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: FRAGILE
NQ / Custom Trail entry / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.01 · HO 2.48 | trades 297 / 149 / 214 | net +$209,680 (IS +$71,425 · OOS +$1,115 · HO +$137,140) | max DD −$36,023 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 0.92 · HO PF +1t 2.27 · HO PF +2t 2.09 · MC DD95 $23,130 vs backtest DD $36,023 (0.64x) · +1 tick OOS/HO PF <= 1.2
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.39 · OOS 1.14 · HO 2.48 | trades 117 / 38 / 37 | net +$430,378 (IS +$238,608 · OOS +$26,308 · HO +$165,463) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay does not match; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.13 · HO PF +1t 2.43 · HO PF +2t 2.40 · MC DD95 $189,340 vs backtest DD $108,466 (1.75x) · replay mismatch, +1 tick OOS/HO PF <= 1.2
GC / Price Swings / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.21 · OOS 1.32 · HO 2.47 | trades 132 / 51 / 49 | net +$7,995 (IS +$2,307 · OOS +$1,244 · HO +$4,444) | max DD −$1,736 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.05 · HO PF +1t 2.02 · HO PF +2t 1.66 · MC DD95 $2,676 vs backtest DD $1,736 (1.54x) · +1 tick OOS/HO PF <= 1.2
#98 TK7-NQ-rk1s_nt_7-div_swing-02 PROVISIONALversion v0.15.0.1.3.1.1.1.1.1.1.1.1.1robustness: ROBUST
NQ / Div Swing Rev / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.40 · OOS 2.46 · HO 2.46 | trades 162 / 51 / 65 | net +$23,565 (IS +$7,991 · OOS +$6,816 · HO +$8,759) | max DD −$5,186 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.95 · HO PF +1t 1.96 · HO PF +2t 1.60 · MC DD95 $4,176 vs backtest DD $5,186 (0.81x)
NQ / Opposite Bar (OBC) / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 1.93 · HO 2.46 | trades 484 / 156 / 172 | net +$73,408 (IS +$27,893 · OOS +$17,744 · HO +$27,771) | max DD −$11,602 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.60 · HO PF +1t 2.03 · HO PF +2t 1.70 · MC DD95 $6,951 vs backtest DD $11,602 (0.60x)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.26 · OOS 2.15 · HO 2.45 | trades 515 / 160 / 193 | net +$321,182 (IS +$189,595 · OOS +$55,103 · HO +$76,484) | max DD −$11,790 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Robustness check 28 Oct (tick replay matches; extra slippage per side; 1,000 Monte Carlo shuffles and 1,000 resamples): OOS PF +1t 1.81 · HO PF +1t 2.03 · HO PF +2t 1.72 · MC DD95 $18,555 vs backtest DD $11,790 (1.57x)
Roman Full · Top 100 Overall Champions · 28 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 14,400 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T7, 28 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 2,454 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. The Top 50 boards below are kept as they were; this list extends the same ranking to 100 rows. All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 100 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 40 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 20 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 24 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 12 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Vol Width Bars / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 22 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / DtbAir / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 2.17 · HO 2.66 | trades 325 / 112 / 103 | net +$65,084 (IS +$15,181 · OOS +$22,267 · HO +$27,636) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.54 · HO 2.66 | trades 368 / 112 / 128 | net +$10,451 (IS +$4,108 · OOS +$2,879 · HO +$3,464) | max DD −$1,012 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 16 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.74 · HO 2.63 | trades 278 / 145 / 164 | net +$180,963 (IS +$65,236 · OOS +$35,751 · HO +$79,976) | max DD −$24,043 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
MNQ / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
NQ / Custom Trail entry / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.56 · OOS 2.01 · HO 2.62 | trades 588 / 242 / 305 | net +$52,253 (IS +$18,547 · OOS +$12,099 · HO +$21,606) | max DD −$5,326 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.15 · OOS 4.55 · HO 2.60 | trades 167 / 73 / 112 | net +$356,850 (IS +$131,507 · OOS +$118,695 · HO +$106,647) | max DD −$22,768 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.26 · OOS 1.90 · HO 2.57 | trades 353 / 112 / 128 | net +$43,784 (IS +$12,294 · OOS +$11,632 · HO +$19,858) | max DD −$6,565 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
XAUUSD / Opposite Bar (OBC) / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
GC / DtbAir / tick-built Renko 38 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.88 · HO 2.56 | trades 291 / 60 / 66 | net +$96,102 (IS +$38,704 · OOS +$29,946 · HO +$27,451) | max DD −$11,558 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 30 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.66 · HO 2.54 | trades 206 / 103 / 176 | net +$285,950 (IS +$85,738 · OOS +$40,070 · HO +$160,142) | max DD −$28,457 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.51 · OOS 1.75 · HO 2.52 | trades 113 / 53 / 44 | net +$14,057 (IS +$3,980 · OOS +$3,952 · HO +$6,125) | max DD −$1,474 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.47 · OOS 1.02 · HO 2.51 | trades 118 / 39 / 37 | net +$457,948 (IS +$285,993 · OOS +$3,163 · HO +$168,793) | max DD −$108,556 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.43 · OOS 1.25 · HO 2.51 | trades 114 / 38 / 37 | net +$508,384 (IS +$284,013 · OOS +$47,808 · HO +$176,563) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Vol Width Bars / tick-built Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 2.47 · HO 2.51 | trades 841 / 282 / 296 | net +$81,830 (IS +$5,220 · OOS +$36,198 · HO +$40,411) | max DD −$12,863 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Custom Trail entry / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.01 · HO 2.48 | trades 297 / 149 / 214 | net +$209,680 (IS +$71,425 · OOS +$1,115 · HO +$137,140) | max DD −$36,023 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.39 · OOS 1.14 · HO 2.48 | trades 117 / 38 / 37 | net +$430,378 (IS +$238,608 · OOS +$26,308 · HO +$165,463) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
GC / Price Swings / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.21 · OOS 1.32 · HO 2.47 | trades 132 / 51 / 49 | net +$7,995 (IS +$2,307 · OOS +$1,244 · HO +$4,444) | max DD −$1,736 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.40 · OOS 2.46 · HO 2.46 | trades 162 / 51 / 65 | net +$23,565 (IS +$7,991 · OOS +$6,816 · HO +$8,759) | max DD −$5,186 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 1.93 · HO 2.46 | trades 484 / 156 / 172 | net +$73,408 (IS +$27,893 · OOS +$17,744 · HO +$27,771) | max DD −$11,602 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.26 · OOS 2.15 · HO 2.45 | trades 515 / 160 / 193 | net +$321,182 (IS +$189,595 · OOS +$55,103 · HO +$76,484) | max DD −$11,790 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 34 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.99 · OOS 1.13 · HO 2.45 | trades 146 / 62 / 102 | net +$217,168 (IS +$100,177 · OOS +$5,834 · HO +$111,157) | max DD −$41,849 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.75 · OOS 1.70 · HO 2.44 | trades 465 / 181 / 203 | net +$146,251 (IS +$66,395 · OOS +$25,285 · HO +$54,571) | max DD −$11,263 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / 5m / v0.15.0.1.2
PF IS 1.27 · OOS 1.05 · HO 2.44 | trades 124 / 47 / 45 | net +$22,016 (IS +$10,488 · OOS +$884 · HO +$10,644) | max DD −$8,301 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.34 · OOS 2.20 · HO 2.42 | trades 783 / 270 / 305 | net +$540,690 (IS +$316,348 · OOS +$98,238 · HO +$126,104) | max DD −$14,445 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Trails (Precision Trail) / 3m / v0.15.0.1.2
PF IS 1.23 · OOS 2.64 · HO 2.42 | trades 104 / 36 / 33 | net +$202,385 (IS +$46,104 · OOS +$86,558 · HO +$69,723) | max DD −$71,847 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 38 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.06 · OOS 3.02 · HO 2.41 | trades 122 / 57 / 78 | net +$169,074 (IS +$7,787 · OOS +$84,365 · HO +$76,922) | max DD −$33,559 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 5 / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.37 · OOS 1.90 · HO 2.41 | trades 173 / 83 / 133 | net +$45,736 (IS +$10,874 · OOS +$11,534 · HO +$23,327) | max DD −$6,251 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.18 · OOS 1.62 · HO 2.39 | trades 153 / 52 / 50 | net +$119,497 (IS +$31,392 · OOS +$33,059 · HO +$55,046) | max DD −$34,696 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 32 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 3.50 · HO 2.37 | trades 96 / 49 / 66 | net +$138,227 (IS +$35,732 · OOS +$49,163 · HO +$53,332) | max DD −$13,799 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.27 · OOS 1.11 · HO 2.37 | trades 181 / 84 / 120 | net +$158,717 (IS +$94,606 · OOS +$3,979 · HO +$60,131) | max DD −$32,062 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.62 · OOS 1.98 · HO 2.34 | trades 355 / 112 / 128 | net +$51,643 (IS +$24,888 · OOS +$10,627 · HO +$16,128) | max DD −$5,119 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
BTC / DtbAir / 5m / v0.15.0.1.3.1.1.1
PF IS 1.34 · OOS 1.25 · HO 2.34 | trades 164 / 46 / 45 | net +$94,156 (IS +$40,692 · OOS +$8,460 · HO +$45,004) | max DD −$24,298 | net of fees, fee USD 14.60 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / tick-built Renko 28 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.08 · OOS 1.39 · HO 2.33 | trades 129 / 44 / 43 | net +$45,251 (IS +$8,145 · OOS +$11,328 · HO +$25,778) | max DD −$20,851 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.53 · OOS 2.24 · HO 2.33 | trades 206 / 72 / 81 | net +$54,556 (IS +$21,572 · OOS +$14,390 · HO +$18,594) | max DD −$7,301 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m / v0.15.0.1.3.1.1.1.1
PF IS 1.07 · OOS 2.87 · HO 2.32 | trades 118 / 41 / 38 | net +$11,818 (IS +$835 · OOS +$6,144 · HO +$4,839) | max DD −$1,758 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Div Swing Rev / tick-built Renko 7 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.98 · HO 2.30 | trades 355 / 112 / 128 | net +$50,023 (IS +$23,763 · OOS +$10,627 · HO +$15,633) | max DD −$5,119 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.95 · OOS 1.88 · HO 2.29 | trades 115 / 49 / 68 | net +$252,576 (IS +$159,188 · OOS +$31,517 · HO +$61,871) | max DD −$16,222 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 1m / v0.15.0.1
PF IS 1.17 · OOS 1.14 · HO 2.27 | trades 104 / 37 / 42 | net +$35,034 (IS +$8,444 · OOS +$2,473 · HO +$24,117) | max DD −$11,867 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 10 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.85 · OOS 2.04 · HO 2.27 | trades 779 / 266 / 305 | net +$260,370 (IS +$132,334 · OOS +$53,359 · HO +$74,677) | max DD −$7,255 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
US30 / Div Swing Rev / tick-built Renko 6072 ticks / v0.15.0.1.3.1.1.1.1.1
PF IS 1.11 · OOS 1.08 · HO 2.27 | trades 136 / 72 / 49 | net +$3,001 (IS +$869 · OOS +$339 · HO +$1,793) | max DD −$2,341 | net of fees, fee USD 1.80 RT, 2 contract(s)/lot(s)
MGC / Vol Width Bars / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.16 · OOS 1.56 · HO 2.26 | trades 154 / 44 / 59 | net +$41,276 (IS +$12,147 · OOS +$8,849 · HO +$20,280) | max DD −$10,317 | net of fees, fee USD 1.92 RT, 3 contract(s)/lot(s)
MGC / Vol Width Bars / 1h / v0.15.0.1.3.1.1.1.1.1
PF IS 1.16 · OOS 1.51 · HO 2.24 | trades 148 / 44 / 59 | net +$44,124 (IS +$13,280 · OOS +$9,234 · HO +$21,611) | max DD −$10,454 | net of fees, fee USD 1.92 RT, 3 contract(s)/lot(s)
NQ / Custom Trail entry / tick-built Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.69 · OOS 1.71 · HO 2.24 | trades 661 / 220 / 249 | net +$109,095 (IS +$56,662 · OOS +$19,467 · HO +$32,966) | max DD −$6,201 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / First Pullback Bar / tick-built Renko 26 ticks / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.13 · OOS 1.07 · HO 2.23 | trades 177 / 55 / 53 | net +$9,950 (IS +$2,749 · OOS +$498 · HO +$6,703) | max DD −$3,846 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 18 pts / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.52 · OOS 1.53 · HO 2.23 | trades 341 / 144 / 170 | net +$159,438 (IS +$60,608 · OOS +$25,489 · HO +$73,340) | max DD −$14,377 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / tick-built Renko 18 pts / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.52 · OOS 1.53 · HO 2.23 | trades 341 / 144 / 170 | net +$159,438 (IS +$60,608 · OOS +$25,489 · HO +$73,340) | max DD −$14,377 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Roman Full · Top 50 Overall Champions · updated with T7 · 28 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 14,400 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T7, 28 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 2,454 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. Rows tagged "new vs T6 board" were not on the 28 Oct T6 board below, which is kept as it was for comparison (12 new, 12 dropped out). All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 50 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_40 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_30 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_16 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.05 · OOS 1.73 · HO 3.45 | trades 147 / 76 / 114 | net +$121,431 (IS +$3,400 · OOS +$24,025 · HO +$94,006) | max DD −$27,452 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.53 · OOS 3.44 · HO 3.16 | trades 463 / 140 / 165 | net +$212,113 (IS +$112,581 · OOS +$48,712 · HO +$50,819) | max DD −$14,168 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_20 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.98 · OOS 1.85 · HO 3.15 | trades 335 / 154 / 234 | net +$334,620 (IS +$119,432 · OOS +$45,255 · HO +$169,933) | max DD −$13,662 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,538 (IS +$120,624 · OOS +$60,506 · HO +$97,408) | max DD −$14,369 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_36 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.29 · OOS 1.88 · HO 3.08 | trades 101 / 48 / 56 | net +$217,892 (IS +$95,274 · OOS +$31,378 · HO +$91,240) | max DD −$17,001 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_16 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.80 · OOS 1.80 · HO 3.08 | trades 332 / 171 / 188 | net +$236,089 (IS +$83,417 · OOS +$44,540 · HO +$108,132) | max DD −$13,920 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_9 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_16 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.84 · HO 3.05 | trades 373 / 177 / 189 | net +$241,150 (IS +$84,477 · OOS +$49,049 · HO +$107,624) | max DD −$13,360 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_32 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_20 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_24 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.42 · OOS 2.38 · HO 2.86 | trades 205 / 91 / 102 | net +$155,802 (IS +$39,612 · OOS +$46,836 · HO +$69,354) | max DD −$9,260 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_34 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko rk1s_nt_8 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 2.07 · OOS 2.36 · HO 2.82 | trades 288 / 122 / 168 | net +$305,130 (IS +$125,522 · OOS +$63,884 · HO +$115,725) | max DD −$15,499 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_12 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Vol Width Bars / Renko rk1s_nt_9 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.07 · OOS 3.17 · HO 2.77 | trades 383 / 128 / 137 | net +$52,953 (IS +$3,818 · OOS +$24,748 · HO +$24,386) | max DD −$7,368 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / DtbAir / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.24 · OOS 2.17 · HO 2.66 | trades 325 / 112 / 103 | net +$65,084 (IS +$15,181 · OOS +$22,267 · HO +$27,636) | max DD −$12,446 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1.1.1
PF IS 1.45 · OOS 2.54 · HO 2.66 | trades 368 / 112 / 128 | net +$10,451 (IS +$4,108 · OOS +$2,879 · HO +$3,464) | max DD −$1,012 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
Roman Full · Top 50 Overall Champions · updated with T6 · 28 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 14,008 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T6, 28 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 2,098 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. Rows tagged "new vs T5 board" were not on the 28 Oct T5 board below, which is kept as it was for comparison (11 new, 11 dropped out). All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 50 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.04 · OOS 2.11 · HO 5.17 | trades 219 / 78 / 78 | net +$146,172 (IS +$60,456 · OOS +$22,165 · HO +$63,552) | max DD −$21,275 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_40 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_30 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.49 · OOS 1.30 · HO 3.49 | trades 180 / 89 / 135 | net +$246,185 (IS +$58,142 · OOS +$16,384 · HO +$171,659) | max DD −$32,838 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_16 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.03 · OOS 2.11 · HO 3.46 | trades 268 / 135 / 157 | net +$224,056 (IS +$84,291 · OOS +$40,499 · HO +$99,266) | max DD −$12,212 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,298 (IS +$55,691 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_9 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_32 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.39 · OOS 1.18 · HO 2.98 | trades 282 / 132 / 212 | net +$323,085 (IS +$161,170 · OOS +$10,627 · HO +$151,288) | max DD −$15,687 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_20 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.61 · OOS 1.72 · HO 2.96 | trades 287 / 127 / 169 | net +$213,270 (IS +$64,017 · OOS +$33,387 · HO +$115,866) | max DD −$13,659 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_34 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.72 · OOS 1.57 · HO 2.84 | trades 189 / 94 / 117 | net +$287,105 (IS +$103,739 · OOS +$39,271 · HO +$144,094) | max DD −$53,540 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko rk1s_nt_8 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,741 (IS +$162,192 · OOS +$61,517 · HO +$62,032) | max DD −$12,495 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_12 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_22 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.18 · OOS 1.33 · HO 2.72 | trades 239 / 108 / 173 | net +$243,772 (IS +$115,805 · OOS +$15,435 · HO +$112,532) | max DD −$18,784 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_16 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 1.71 · OOS 1.74 · HO 2.63 | trades 278 / 145 / 164 | net +$180,963 (IS +$65,236 · OOS +$35,751 · HO +$79,976) | max DD −$24,043 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
MNQ / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_32 / v0.15.0.1.3.1.1.1.1.1.1.1.1
PF IS 2.15 · OOS 4.55 · HO 2.60 | trades 167 / 73 / 112 | net +$356,850 (IS +$131,507 · OOS +$118,695 · HO +$106,647) | max DD −$22,768 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
XAUUSD / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.51 · OOS 1.75 · HO 2.52 | trades 113 / 53 / 44 | net +$14,057 (IS +$3,980 · OOS +$3,952 · HO +$6,125) | max DD −$1,474 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.47 · OOS 1.02 · HO 2.51 | trades 118 / 39 / 37 | net +$457,948 (IS +$285,993 · OOS +$3,163 · HO +$168,793) | max DD −$108,556 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Roman Full · Top 50 Overall Champions · updated 28 Oct 2026
PROVISIONAL · research only, not promoted. Ranked from all 13,662 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T5, 28 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 1,795 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. Rows tagged "new vs 27 Oct" were not on the 27 Oct board below, which is kept as it was for comparison (13 new, 13 dropped out). All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 50 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_40 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 4.53 · OOS 2.85 · HO 3.69 | trades 44 / 33 / 37 | net +$223,504 (IS +$99,104 · OOS +$42,105 · HO +$82,294) | max DD −$29,151 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.55 · OOS 2.64 · HO 3.13 | trades 113 / 51 / 74 | net +$225,288 (IS +$55,681 · OOS +$62,545 · HO +$107,062) | max DD −$35,211 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_14 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.92 · OOS 2.29 · HO 3.06 | trades 412 / 173 / 202 | net +$255,281 (IS +$103,478 · OOS +$55,786 · HO +$96,017) | max DD −$15,506 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_9 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 3.17 · OOS 2.56 · HO 3.05 | trades 445 / 149 / 187 | net +$348,485 (IS +$213,439 · OOS +$53,805 · HO +$81,241) | max DD −$7,239 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_32 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.47 · OOS 4.63 · HO 3.01 | trades 144 / 64 / 89 | net +$253,884 (IS +$48,818 · OOS +$99,990 · HO +$105,075) | max DD −$21,888 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_6 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.04 · HO 2.98 | trades 549 / 153 / 169 | net +$218,547 (IS +$123,762 · OOS +$46,158 · HO +$48,626) | max DD −$20,144 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Div Swing Rev / Renko rk1s_nt_8 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.20 · OOS 1.89 · HO 2.83 | trades 353 / 112 / 128 | net +$23,413 (IS +$5,716 · OOS +$5,743 · HO +$11,954) | max DD −$7,073 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.15 · OOS 2.07 · HO 2.82 | trades 479 / 148 / 166 | net +$61,030 (IS +$11,198 · OOS +$20,268 · HO +$29,564) | max DD −$10,689 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 2.40 · OOS 3.10 · HO 2.80 | trades 567 / 152 / 180 | net +$285,481 (IS +$161,933 · OOS +$61,517 · HO +$62,032) | max DD −$10,313 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / tick-built Renko 6 ticks / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.22 · OOS 1.36 · HO 2.79 | trades 83 / 45 / 43 | net +$14,015 (IS +$3,890 · OOS +$2,662 · HO +$7,462) | max DD −$5,795 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_12 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.58 · OOS 1.25 · HO 2.78 | trades 390 / 176 / 192 | net +$128,382 (IS +$53,119 · OOS +$10,304 · HO +$64,959) | max DD −$12,256 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
MNQ / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
XAUUSD / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.51 · OOS 1.75 · HO 2.52 | trades 113 / 53 / 44 | net +$14,057 (IS +$3,980 · OOS +$3,952 · HO +$6,125) | max DD −$1,474 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.47 · OOS 1.02 · HO 2.51 | trades 118 / 39 / 37 | net +$457,948 (IS +$285,993 · OOS +$3,163 · HO +$168,793) | max DD −$108,556 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.43 · OOS 1.25 · HO 2.51 | trades 114 / 38 / 37 | net +$508,384 (IS +$284,013 · OOS +$47,808 · HO +$176,563) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.39 · OOS 1.14 · HO 2.48 | trades 117 / 38 / 37 | net +$430,378 (IS +$238,608 · OOS +$26,308 · HO +$165,463) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
GC / Price Swings / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.21 · OOS 1.32 · HO 2.47 | trades 132 / 51 / 49 | net +$7,995 (IS +$2,307 · OOS +$1,244 · HO +$4,444) | max DD −$1,736 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 1.93 · HO 2.46 | trades 484 / 156 / 172 | net +$73,408 (IS +$27,893 · OOS +$17,744 · HO +$27,771) | max DD −$11,602 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.26 · OOS 2.15 · HO 2.45 | trades 515 / 160 / 193 | net +$321,182 (IS +$189,595 · OOS +$55,103 · HO +$76,484) | max DD −$11,790 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / 5m / v0.15.0.1.2
PF IS 1.27 · OOS 1.05 · HO 2.44 | trades 124 / 47 / 45 | net +$22,016 (IS +$10,488 · OOS +$884 · HO +$10,644) | max DD −$8,301 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
GC / Trails (Precision Trail) / 3m / v0.15.0.1.2
PF IS 1.23 · OOS 2.64 · HO 2.42 | trades 104 / 36 / 33 | net +$202,385 (IS +$46,104 · OOS +$86,558 · HO +$69,723) | max DD −$71,847 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko rk1s_nt_38 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.06 · OOS 3.02 · HO 2.41 | trades 122 / 57 / 78 | net +$169,074 (IS +$7,787 · OOS +$84,365 · HO +$76,922) | max DD −$33,559 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.18 · OOS 1.62 · HO 2.39 | trades 153 / 52 / 50 | net +$119,497 (IS +$31,392 · OOS +$33,059 · HO +$55,046) | max DD −$34,696 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Div Swing Rev / Renko rk1s_nt_7 / v0.15.0.1.3.1.1.1.1.1.1.1
PF IS 1.62 · OOS 1.98 · HO 2.34 | trades 355 / 112 / 128 | net +$51,643 (IS +$24,888 · OOS +$10,627 · HO +$16,128) | max DD −$5,119 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
BTC / DtbAir / 5m / v0.15.0.1.3.1.1.1
PF IS 1.34 · OOS 1.25 · HO 2.34 | trades 164 / 46 / 45 | net +$94,156 (IS +$40,692 · OOS +$8,460 · HO +$45,004) | max DD −$24,298 | net of fees, fee USD 14.60 RT, 3 contract(s)/lot(s)
Roman Full · Top 50 Overall Champions
PROVISIONAL · research only, not promoted. Ranked from all 13,379 Roman Full leaderboard rows (every instrument, entry family, timeframe and Renko size tested, all batches to T4, 27 Oct 2026). Rank rule: eligible only if PF > 1 in IS, OOS and HO and at least 30 OOS trades and 30 HO trades; ranked by HO PF, ties by OOS PF. 1,545 rows meet that bar. Rows on 1m-built Renko are left out of this ranking because the leaderboard marks their fills UNVERIFIED (tick replay pending); 7,851 of them would otherwise meet the bar. They stay on the Roman page boards. All figures are net of fees, with each row's round-trip fee stated (NQ USD 4.34, GC USD 5.02, others as shown). Net and max DD are over the whole test. Each name links to the Roman by-entry boards.
Top 50 · curves below each row
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.66 · OOS 1.34 · HO 5.25 | trades 102 / 36 / 44 | net +$23,046 (IS +$10,728 · OOS +$2,399 · HO +$9,919) | max DD −$4,780 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.42 · OOS 2.11 · HO 4.40 | trades 177 / 73 / 74 | net +$19,054 (IS +$6,582 · OOS +$4,923 · HO +$7,549) | max DD −$2,945 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 1.83 · OOS 1.60 · HO 3.99 | trades 100 / 33 / 38 | net +$72,245 (IS +$38,184 · OOS +$9,753 · HO +$24,308) | max DD −$13,510 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Combined Entries 2 / 5m / v0.15.0.1.2
PF IS 1.12 · OOS 1.79 · HO 3.91 | trades 122 / 47 / 33 | net +$7,483 (IS +$1,611 · OOS +$2,641 · HO +$3,232) | max DD −$4,558 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.35 · OOS 2.57 · HO 3.73 | trades 156 / 66 / 63 | net +$16,253 (IS +$4,978 · OOS +$5,219 · HO +$6,057) | max DD −$3,265 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 2.05 · HO 3.47 | trades 118 / 36 / 35 | net +$124,579 (IS +$36,451 · OOS +$34,303 · HO +$53,826) | max DD −$20,871 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1.2
PF IS 2.64 · OOS 1.92 · HO 3.30 | trades 105 / 35 / 40 | net +$90,023 (IS +$55,045 · OOS +$13,042 · HO +$21,936) | max DD −$8,525 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 14 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.01 · OOS 2.37 · HO 3.09 | trades 445 / 179 / 204 | net +$278,618 (IS +$120,704 · OOS +$60,506 · HO +$97,408) | max DD −$14,329 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.15 · OOS 2.63 · HO 3.06 | trades 101 / 31 / 31 | net +$114,440 (IS +$16,318 · OOS +$45,136 · HO +$52,986) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.22 · OOS 2.05 · HO 3.03 | trades 129 / 42 / 38 | net +$128,546 (IS +$30,780 · OOS +$41,555 · HO +$56,210) | max DD −$28,760 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
GC / Custom Trail entry / 5m / v0.15.0.1.2
PF IS 1.76 · OOS 1.38 · HO 2.96 | trades 100 / 36 / 41 | net +$40,221 (IS +$21,668 · OOS +$4,459 · HO +$14,094) | max DD −$6,430 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.32 · OOS 1.72 · HO 2.96 | trades 119 / 36 / 35 | net +$65,541 (IS +$24,027 · OOS +$14,273 · HO +$27,241) | max DD −$12,420 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.06 · OOS 1.78 · HO 2.89 | trades 105 / 33 / 31 | net +$33,228 (IS +$3,894 · OOS +$10,594 · HO +$18,741) | max DD −$14,632 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.10 · OOS 2.60 · HO 2.79 | trades 130 / 48 / 40 | net +$11,979 (IS +$1,268 · OOS +$6,032 · HO +$4,679) | max DD −$2,120 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko 28 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.64 · OOS 1.31 · HO 2.70 | trades 163 / 72 / 119 | net +$265,803 (IS +$136,114 · OOS +$11,938 · HO +$117,752) | max DD −$19,206 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.28 · OOS 2.43 · HO 2.68 | trades 101 / 32 / 30 | net +$109,760 (IS +$30,233 · OOS +$39,747 · HO +$39,780) | max DD −$25,247 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
NQ / First Pullback Bar / 5m / v0.15.0.1.2
PF IS 1.65 · OOS 2.19 · HO 2.66 | trades 85 / 30 / 30 | net +$29,530 (IS +$13,238 · OOS +$7,309 · HO +$8,984) | max DD −$3,918 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
BTC / Pivot Watch / 1h / v0.15.0.1.3.1.1.1
PF IS 1.56 · OOS 1.98 · HO 2.64 | trades 226 / 59 / 52 | net +$507,537 (IS +$230,480 · OOS +$108,293 · HO +$168,764) | max DD −$98,476 | net of fees, fee USD 14.60 RT, 2 contract(s)/lot(s)
MNQ / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 2.15 · OOS 1.75 · HO 2.63 | trades 76 / 44 / 30 | net +$23,198 (IS +$12,301 · OOS +$4,575 · HO +$6,323) | max DD −$3,570 | net of fees, fee USD 1.28 RT, 3 contract(s)/lot(s)
GC / Custom Trail entry / tick-built Renko 16 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.13 · OOS 1.17 · HO 2.57 | trades 105 / 47 / 39 | net +$30,722 (IS +$6,466 · OOS +$3,978 · HO +$20,278) | max DD −$10,242 | net of fees, fee USD 5.02 RT, 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.40 · OOS 1.25 · HO 2.57 | trades 114 / 38 / 37 | net +$497,764 (IS +$266,903 · OOS +$47,548 · HO +$183,313) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
XAUUSD / Opposite Bar (OBC) / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1.1
PF IS 1.24 · OOS 1.82 · HO 2.57 | trades 101 / 39 / 42 | net +$114,403 (IS +$32,491 · OOS +$31,404 · HO +$50,508) | max DD −$25,835 | net of fees, fee USD 15.00 RT (Global Prime Raw account, USD all-in USD 7.00 RT per lot + USD 8.00 spread), 2 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.33 · OOS 1.25 · HO 2.56 | trades 114 / 38 / 37 | net +$449,874 (IS +$219,953 · OOS +$47,548 · HO +$182,373) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.51 · OOS 1.75 · HO 2.52 | trades 113 / 53 / 44 | net +$14,057 (IS +$3,980 · OOS +$3,952 · HO +$6,125) | max DD −$1,474 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 8 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.26 · OOS 1.89 · HO 2.51 | trades 353 / 112 / 128 | net +$43,364 (IS +$12,634 · OOS +$11,567 · HO +$19,163) | max DD −$5,703 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.47 · OOS 1.02 · HO 2.51 | trades 118 / 39 / 37 | net +$457,948 (IS +$285,993 · OOS +$3,163 · HO +$168,793) | max DD −$108,556 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 2.23 · HO 2.51 | trades 357 / 112 / 128 | net +$39,497 (IS +$14,277 · OOS +$10,687 · HO +$14,533) | max DD −$5,228 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1.2
PF IS 1.43 · OOS 1.25 · HO 2.51 | trades 114 / 38 / 37 | net +$508,384 (IS +$284,013 · OOS +$47,808 · HO +$176,563) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
GC / Vol Width Bars / 1h / v0.15.0.1
PF IS 1.39 · OOS 1.14 · HO 2.48 | trades 117 / 38 / 37 | net +$430,378 (IS +$238,608 · OOS +$26,308 · HO +$165,463) | max DD −$108,466 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
GC / Price Swings / tick-built Renko 24 ticks / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.21 · OOS 1.32 · HO 2.47 | trades 132 / 51 / 49 | net +$7,995 (IS +$2,307 · OOS +$1,244 · HO +$4,444) | max DD −$1,736 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
NQ / Opposite Bar (OBC) / Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.39 · OOS 1.93 · HO 2.46 | trades 484 / 156 / 172 | net +$73,408 (IS +$27,893 · OOS +$17,744 · HO +$27,771) | max DD −$11,602 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
NQ / Pivot Watch / Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.26 · OOS 2.15 · HO 2.45 | trades 515 / 160 / 193 | net +$321,182 (IS +$189,595 · OOS +$55,103 · HO +$76,484) | max DD −$11,790 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Div Swing Rev / 5m / v0.15.0.1.2
PF IS 1.27 · OOS 1.05 · HO 2.44 | trades 124 / 47 / 45 | net +$22,016 (IS +$10,488 · OOS +$884 · HO +$10,644) | max DD −$8,301 | net of fees, fee USD 5.02 RT, 1 contract(s)/lot(s)
GC / Trails (Precision Trail) / 3m / v0.15.0.1.2
PF IS 1.23 · OOS 2.64 · HO 2.42 | trades 104 / 36 / 33 | net +$202,385 (IS +$46,104 · OOS +$86,558 · HO +$69,723) | max DD −$71,847 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.18 · OOS 1.62 · HO 2.39 | trades 153 / 52 / 50 | net +$119,497 (IS +$31,392 · OOS +$33,059 · HO +$55,046) | max DD −$34,696 | net of fees, fee USD 4.34 RT, 2 contract(s)/lot(s)
BTC / DtbAir / 5m / v0.15.0.1.3.1.1.1
PF IS 1.34 · OOS 1.25 · HO 2.34 | trades 164 / 46 / 45 | net +$94,156 (IS +$40,692 · OOS +$8,460 · HO +$45,004) | max DD −$24,298 | net of fees, fee USD 14.60 RT, 3 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.07 · OOS 2.87 · HO 2.32 | trades 118 / 41 / 38 | net +$11,818 (IS +$835 · OOS +$6,144 · HO +$4,839) | max DD −$1,758 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Pivot Watch / Renko 36 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 2.95 · OOS 1.88 · HO 2.29 | trades 115 / 49 / 68 | net +$252,576 (IS +$159,188 · OOS +$31,517 · HO +$61,871) | max DD −$16,222 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 1m / v0.15.0.1
PF IS 1.17 · OOS 1.14 · HO 2.27 | trades 104 / 37 / 42 | net +$35,034 (IS +$8,444 · OOS +$2,473 · HO +$24,117) | max DD −$11,867 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
US30 / Div Swing Rev / tick-built Renko 6072 ticks / v0.15.0.1.3.1.1.1.1.1
PF IS 1.11 · OOS 1.08 · HO 2.27 | trades 136 / 72 / 49 | net +$3,001 (IS +$869 · OOS +$339 · HO +$1,793) | max DD −$2,341 | net of fees, fee USD 1.80 RT (Global Prime Raw account, USD all-in USD 0.00 RT per lot + USD 1.80 spread), 2 contract(s)/lot(s)
MGC / Vol Width Bars / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1.1
PF IS 1.16 · OOS 1.56 · HO 2.26 | trades 154 / 44 / 59 | net +$41,276 (IS +$12,147 · OOS +$8,849 · HO +$20,280) | max DD −$10,317 | net of fees, fee USD 1.92 RT, 3 contract(s)/lot(s)
MGC / Vol Width Bars / 1h (from 1s ticks) / v0.15.0.1.3.1.1.1.1.1
PF IS 1.16 · OOS 1.51 · HO 2.24 | trades 148 / 44 / 59 | net +$44,124 (IS +$13,280 · OOS +$9,234 · HO +$21,611) | max DD −$10,454 | net of fees, fee USD 1.92 RT, 3 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 15m / v0.15.0.1.2
PF IS 1.24 · OOS 1.90 · HO 2.22 | trades 103 / 32 / 30 | net +$40,524 (IS +$13,483 · OOS +$12,531 · HO +$14,510) | max DD −$12,385 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
NQ / Trails (Precision Trail) / 5m / v0.15.0.1.2
PF IS 1.16 · OOS 1.44 · HO 2.21 | trades 128 / 40 / 45 | net +$8,431 (IS +$2,534 · OOS +$1,826 · HO +$4,070) | max DD −$4,284 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
MGC / First Pullback Bar / 4h / v0.15.0.1.3.1.1.1
PF IS 1.23 · OOS 1.85 · HO 2.20 | trades 85 / 41 / 30 | net +$8,409 (IS +$1,434 · OOS +$3,230 · HO +$3,745) | max DD −$1,338 | net of fees, fee USD 1.92 RT, 1 contract(s)/lot(s)
GC / Opposite Bar (OBC) / 3m / v0.15.0.1
PF IS 1.86 · OOS 1.09 · HO 2.18 | trades 107 / 37 / 42 | net +$81,199 (IS +$51,949 · OOS +$2,833 · HO +$26,417) | max DD −$10,641 | net of fees, fee USD 5.02 RT, 3 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 6 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.38 · OOS 1.94 · HO 2.18 | trades 1631 / 552 / 630 | net +$40,547 (IS +$15,896 · OOS +$10,604 · HO +$14,046) | max DD −$5,201 | net of fees, fee USD 4.34 RT, 1 contract(s)/lot(s)
MNQ / Trails (Precision Trail) / 15m (from 1s ticks) / v0.15.0.1.3.1.1.1.1
PF IS 1.11 · OOS 2.38 · HO 2.14 | trades 118 / 44 / 38 | net +$9,800 (IS +$1,306 · OOS +$4,951 · HO +$3,543) | max DD −$1,424 | net of fees, fee USD 1.28 RT, 2 contract(s)/lot(s)
NQ / Div Swing Rev / Renko 9 pts / v0.15.0.1.3.1.1.1.1.1.1
PF IS 1.23 · OOS 2.11 · HO 2.12 | trades 348 / 112 / 126 | net +$44,375 (IS +$12,249 · OOS +$15,252 · HO +$16,874) | max DD −$6,195 | net of fees, fee USD 4.34 RT, 3 contract(s)/lot(s)
Tip: Pages is the site (Data Systems Global or Harbour). Layout lists every page and layout for that site. Hash #harbour opens Harbour.