Forward-Test Metrics

Winning is invigorating. Losing is tiring.

This page shows the good, the bad and, sometimes, the ugly. That's intentional. Real testing includes winning streaks, losing streaks, drawdowns, recoveries and periods when very little seems to happen.

The purpose isn't to make every result look impressive. It's to show what forward testing actually looks like when the results are allowed to speak for themselves.

A drawdown does not automatically mean a strategy has failed, just as a winning streak does not prove that it will continue. A strategy can be working even while it feels terrible to trade.

I am not looking for the highest profit factor at any cost. I would rather find a strategy with a modest profit factor that demonstrates persistent, consistent performance than one with an impressive profit factor that produces unreliable results. A smaller edge that continues to appear over time can be far more valuable than a larger edge that cannot be depended upon.

My goal is not to find just one successful strategy. I hope to find more than one diamond — perhaps the same market traded by a different robot, or perhaps a market I never expected to perform well. The goal is to develop multiple independent opportunities so performance does not depend entirely on a single strategy. When one is experiencing a drawdown, another may be performing better.

Results are presented by market and robot, but specific trading times, entry rules, stop logic and other proprietary strategy conditions are intentionally not published. The purpose of these reports is to show the research process and forward-tested evidence, not provide a recipe for reproducing the trades.

Results are updated every weekend.