shred
- Ran my $MNQ ORB strategy through @edgeful's full analyzer. 86 trades, Nov 3 → May 5. Raw: 74.4% win rate, 2.45 PF, +$8,333 net, -$1,760 max DD (21%). Strategy Health — 6/6 PASS: → PF realistic for live trading → Win rate realistic → Concentration risk 28% (profit isn't from a few outliers) → 5 of 7 months profitable → +14% win rate change across halves — no performance decay → DD is a manageable 21% of total profit Monte Carlo (1,000 sims): 100% profitable, median +$8,391, worst 5% +$4,924. Topstep $50K: 98.7% pass rate, avg 31 trades to clear. Note I’ve sized down recently as this is spread across multiple accounts.
- $NQ $MNQ ALGO - ECHO - V3 Getting really deep with this one.
- ALGO - ECHO - $MNQ - v5 I did something special today. 365 day backtest:
Ran my $MNQ ORB strategy through @edgeful's full analyzer. 86 trades, Nov 3 → May 5. Raw: 74.4% win rate, 2.45 PF, +$8,333 net, -$1,760 max DD (21%). Strategy Health — 6/6 PASS: → PF realistic for live trading → Win rate realistic → Concentration risk 28% (profit isn't from a few outliers) → 5 of 7 months profitable → +14% win rate change across halves — no performance decay → DD is a manageable 21% of total profit Monte Carlo (1,000 sims): 100% profitable, median +$8,391, worst 5% +$4,924. Topstep $50K: 98.7% pass rate, avg 31 trades to clear. Note I’ve sized down recently as this is spread across multiple accounts.
$NQ $MNQ ALGO - ECHO - V3 Getting really deep with this one.
ALGO - ECHO - $MNQ - v5 I did something special today. 365 day backtest:
