Scoreboard

Every strategy backtest we’ve run, in one table — winners, maybes, and the dead. Profit factors are net of slippage on the stated window unless noted. Survivors held an edge through a full-year test with costs. In testing means promising on a shorter window with the year-long out-of-sample gauntlet pending. Failed means it died under honest testing. Failures stay on the board, because the failure rate is the base rate.

Survivors

StrategyMarket / TFResultWindow
Opening Range Breakout (IB structure)NQ / 1mPF ~1.7365d + slippage
IB bottom-quartile close, longNQ / 5mPF ~1.5 (NQ 5m only — died on 1m, 15m, and ES)365d
Linear-regression stretch fade, short-onlyNQ / 5mPF 1.8 @ 90d → 1.3 @ 365d (thin)365d

In testing

StrategyMarket / TFResultWindow
Gap-down half-fill longYM, ES, NQ / 5mYM ~3.0 · ES ~2.6 · NQ ~1.8 (GC dead)90d
IB break-retest (“IB Retrace”), cleanliness-gatedNQ / 5mPF ~3.4 (day-of-week gate may be overfit)~100d
Session VWAP reclaim, long-onlyNQ / 5mPF ~2.0 (ES ~1.3)~100d
3pm power-hour continuationNQ / 5mPF ~3.0 (ES ~1.9; dead on 1m/15m and YM)90d
First 5-minute FVG of the open, continuationNQ / 5mPF ~1.3, 66% win~3.5mo
15-minute FVG first-touch bounceNQ, ES / 5mNQ ~2.1 · ES ~1.6 (YM/GC dead)~3.5mo
BPR (balanced price range) rejectionNQ / 5mPF ~2.0, 70% win (only ~10 trades)~3.5mo
Gold VWAP bounce family (7 variants)GC / 1mPF 1.9–2.8, 41–54% winin-sample
Gold BB + EMA + engulfing (best of 10 GC systems)GC / 1mShort side PF ~1.6in-sample
Filtered opening-range breakout, long-onlyNQ / 5mPF ~1.1 (marginal)~3.5mo

Failed

StrategyMarket / TFResultWhy it died
“Magic hour” overnight sweep-reclaim fadeNQ / 5mPF 0.86 (claimed 2.17)No costs + cherry-picked hours in the original. Full autopsy
RSI mean-reversion, tight target / wide stopNQ / 5m1.40 @ 100d → 0.91 @ 365dFat left tail the short window never sampled
Tight-TP / wide-stop geometry (as a class)NQ / 5mEvery variant collapsed at 365dHigh win rate hides rare catastrophic losses; fits mean-reversion only
1-minute VWAP-cross trend flipQQQ / 1mPF 0.97 (long-only 1.09)Regime-dependent; short side bleeds in an uptrend
Prior-day high/low sweep-and-reclaimNQ / 5mPF ~1.1Too thin after costs
Multi-signal confluence engineNQ / 5mPF ~1.0Stacked filters just chased; complexity ≠ edge
IB size-regime switch (trade IB differently by range size)NQ / 5mNo effectThe regime split didn’t hold up in the data
FVG size filter (only trade “big” gaps)NQ / 5mWorse than unfilteredStop distance scales with gap size — filter raised risk faster than win rate
NQ shorts, breakout variants (as a class)NQ / allNegative edgeFighting a market that goes up
Gap fill on goldGC / 5mDead at every stop settingGold’s gaps don’t behave like index gaps

How to read this board

Rows move over time — that’s the point. When an “in testing” strategy clears (or fails) its year-long retest, it gets a verdict post and the board updates. A few patterns worth noticing across the full list: almost nothing survives the jump from 90 days to a full year; almost nothing transfers between instruments (what works on NQ dies on ES, and gold is its own animal); and every high-win-rate system with a wide stop eventually met the fat tail it was hiding. Numbers are rounded; exact parameter sets aren’t published for live survivors. Everything here is subject to the risk disclaimer.