Inconclusive · Instruments & watchlist · 2026-09-29 (first trade); ongoing
Live forward test of the 90 alerts
What this means
Only 3 live trades have closed (one +2R win and two −1R losses, net 0R), with 5 still open. That is far too few to compare with the backtest; at a 47-50% setup win rate, many dozens of closed trades are needed before any gap means anything. Two of the three closed trades also used the backend's fallback 2%/2R levels rather than the strategy's own. Nothing can be concluded yet.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: live forward test, not a backtest | ||
| 1-hour | Not tested: live forward test, not a backtest | ||
| 4-hour | Not tested: live forward test, not a backtest | ||
| Daily | Not tested: live forward test, not a backtest | ||
- Hypothesis
- Live trades will match universe-level backtest results (~47-50% setup win, ~+0.2R).
- Method
- Real alerts -> backend -> Firestore trade records, $500 per R; frozen settings; review ~2027-04.
- Result
- 8 trades by 2026-10-09: 3 closed (MSCI +2R, BTCUSDT -1R, ALLE -1R; net 0R), 5 open. Two of the closed trades used the backend's fallback 2%/2R levels, not the strategy's.
- How much to trust it
- Low: 3 closed trades
- Did it change the live rule?
- settings frozen for 6 months
- Notes
- Backend books TP1 as +1.0R where the strategy books +0.75R (bookkeeping overstates partials).
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).