Published results
No results from filled orders yet.
Results from our own trading — dated profit and loss from orders that actually filled — will be exported straight from our trade records, never typed by hand. There are none to publish: our own rules are not trading often enough yet to make a record worth the name, and a page of six rows would be decoration.
What is published is hypothetical: Trade Results, a backtest of our NQ strategies from Jan 2, 2026 and every trade recorded live since Oct 21, 2026, session by session with its drawdown.
So is the screening record, open to search in the ledger. The forward record — the same seven strategies, only the trades recorded live, set against their own backtest — is shown below.
The forward record
What our strategies said, before anyone knew.
The seven strategies on Trade Results, every trade recorded live as our engine generated it during the session, from Oct 21, 2026 on. It is the one record here that cannot have been fitted to anything, because each trade was written down before its outcome was known. Every session is published, whatever it shows.
It is not a record of realised trading. No money changed hands for any figure below: these are simulated entries and exits, one contract per strategy, after two ticks a round trip for commission and slippage.
Trades recorded live
23
3 sessions, Oct 21, 2026 to Oct 23, 2026
Net, one contract each
$28,685
maximum drawdown $9,720
Win rate
52%
12 won, 11 lost, after costs
Backtest, per session
$2,897
live so far $9,562 per session
The number that decides what this means
Recorded live, the seven made $9,562 a session on average over 3 sessions. Their own backtest, over 201 sessions of 2026, made $2,897 a session. The live average sits 0.81 standard errors above it, which a sample this size cannot tell apart from the backtest.
Most of that backtest overlaps the research that chose these strategies, so it carries hindsight; the live record is the test of it, and it is published as it comes in.
What this cannot yet resolve. At 3 sessions, the smallest average a session this record could tell from zero at 80% power is about $20,421, using the backtest’s session-to-session spread. Anything smaller is invisible at this size; the figures above are published because they are what the record says, not because they settle anything.
Computed from the Trade Results journal, written each night from what our engine recorded during the session. Sessions where the data feed was down are shown on Trade Results and left out of the averages.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
These are hypothetical results derived from simulation. They are not a record of actual trading and no representation is made that any account will achieve similar results — see the full disclosure.
What you can explore today
The screening record is published and checkable today: our specifications, every verdict, and the gate that decided each one. Screens run for customers are counted in its totals and never listed.
Tell me when results go up
One email when the first exported week is published.