I trade two fully mechanical strategies and publish everything about them: the backtests spanning 9–14.5 years, the out-of-sample results, and the live forward journal — including the trades where I broke my own rules. No cherry-picking. What didn't work is on here too.
Computed automatically from the journal. Measured in R (risk per trade = 1R).
Different logic, different session, different horizon — deliberately low-correlated.
A liquidity sweep of the Asia range or a swing point, a market-structure shift as gatekeeper, entry in the gap. Flat the same day (time-exit 22:45). Three tickers, one frozen rule set.
Extremely stretched price (short-period RSI at an extreme plus distance from the mean) with a trend filter and a sweep condition; exit back at the mean. Entries cluster in the NY afternoon, median 16 hours in the trade. US500 long-only.
Backtest results are hypothetical and include estimated costs; they are no guarantee of future performance. See proof & method for the full methodology.
Most trading sites only show winners. Here the deal is reversed: everything is visible — especially what failed.
Configurations are selected on a bounded time window; everything outside it is tested blind. OOS results are reported separately — those are the numbers that count.
Every rule change is first verified in a separate Python port and only then built in TradingView. Two implementations, same outcome — otherwise it doesn't count.
DAX was measured and rejected. Extra risk on gold: rejected. Whatever fails gets published, numbers included — that's half the evidence.
Every live trade is logged, including the ones where I deviated from my own rules. Trade #1 is already in there — with its deviation note.
The forward test runs on a real account at Darwinex. The track record is registered independently there — not self-reported.
The route, in order. No promises about the outcome — only about the process.
Both systems live on Darwinex, every trade in the journal. The question: does live do what the backtest promised?
OK System (3 tickers) + MR4H (3 sleeves) combined. Key measurement: cross-system correlation near zero → lower combined drawdown.
With proven forward results the system becomes investable as a DARWIN. Investors join through Darwinex's regulated platform; I only earn when they do.
Along the way I share the method: how to mechanise a discretionary system, backtest it honestly and make it robust. Possibly as an in-depth guide and tooling later.