Every strategy we’ve tested, in one table — the winners, the maybes, and the dead. Profit factors are net of slippage on the stated window. ✅ Survived means it held an edge through a full-year test. 🔬 In testing means the short-window result is promising but the year-long out-of-sample gauntlet isn’t done. ❌ Failed means it died under honest testing — those stay on the board, because the failure rate is the base rate.
The board
| Strategy | Market / TF | Result | Window | Verdict |
|---|---|---|---|---|
| Opening Range Breakout (IB structure) | NQ / 1m | PF ~1.7 | 365d + slippage | ✅ Survived |
| IB bottom-quartile close, long | NQ / 5m | PF ~1.5 | 365d | ✅ Survived |
| Linear-regression stretch fade, short-only | NQ / 5m | PF ~1.3 | 365d | ✅ Survived (thin) |
| Gap-down half-fill long | YM, ES / 5m | PF ~2.6–3.0 | 90d | 🔬 In testing |
| Session VWAP reclaim, long-only | NQ / 5m | PF ~2.0 | ~100d | 🔬 In testing |
| 3pm power-hour continuation | NQ / 5m | PF ~3.0 | 90d | 🔬 In testing |
| First-FVG-of-the-open continuation | NQ / 5m | PF ~1.3 | ~100d | 🔬 In testing |
| 15m fair-value-gap first-touch bounce | NQ / 5m | PF ~2.1 | ~100d | 🔬 In testing |
| “Magic hour” overnight sweep-reclaim fade | NQ / 5m | PF 0.86 (claimed 2.17) | faithful reproduction | ❌ Failed |
| RSI mean-reversion, tight target / wide stop | NQ / 5m | 1.40 → 0.91 | collapsed at 365d | ❌ Failed |
| 1-minute VWAP-cross trend flip | QQQ / 1m | PF 0.97 | ~1yr | ❌ Failed |
| NQ shorts (breakout variants, as a class) | NQ / all | negative edge | 2025–26 uptrend | ❌ Failed |
The graveyard, briefly
- Magic hour sweep — a shared dashboard with a suspiciously smooth equity curve. Faithful reproduction with costs: losing system. Cause of death: no transaction costs + cherry-picked hours. Full autopsy here.
- RSI mean-reversion — great on 100 days, dead on 365. Cause of death: tight-target/wide-stop geometry hiding a fat left tail the short window never sampled.
- VWAP trend flip — legit structure, but the win/loss math only worked in one regime. Cause of death: regime dependence.
- NQ shorts — nearly every short-side variant we test bleeds in a market that goes up. Cause of death: fighting the tape.
Rows move down this page 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. Numbers are rounded; exact parameter sets aren’t published for the live survivors. Everything here is subject to the risk disclaimer.