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.
