{ "status": "ok", "generated_at": "2026-10-02T04:43:35Z", "window_days": 90, "bar": { "win_rate_pct": 62.0, "profit_factor": 1.4 }, "fill_basis": "TradingView List-of-Trades exports, strategy-tester fills, export's own contract size", "live": [ { "key": "drift_vwap", "name": "Drift VWAP Pullback", "version": "v3.6.2", "instrument": "MNQ", "role": "live", "note": "Live since 2026-09-06 with one contract. Take-profit limits traded through on 87-92% of exits when checked against real MNQ one-minute data, so the export's fills are close to honest.", "live_size": "1 contract", "status": "ok", "export_date": "2026-09-27", "export_size_contracts": 2, "last_90d": { "trades": 115, "from": "2026-06-29", "to": "2026-09-25", "calendar_days": 89, "trading_days": 54, "net_usd": 14044, "win_rate_pct": 86.1, "profit_factor": 7.37, "avg_win_usd": 164, "avg_loss_usd": -138, "expectancy_usd": 122.1, "max_dd_usd": 471, "biggest_loss_usd": -336, "biggest_win_usd": 412, "best_day": { "date": "2026-08-18", "usd": 1137 }, "worst_day": { "date": "2026-09-03", "usd": -245 }, "per_day_usd": 260, "trades_per_day": 2.13, "clears_bar": true, "spark": [ 206, 301, 404, 612, 821, 846, 1115, 1218, 1298, 1563, 1654, 1733, 1743, 2154, 2478, 2682, 2785, 2780, 3020, 3098, 2762, 2893, 3157, 3419, 3229, 3437, 3384, 3714, 3972, 4230, 4151, 4101, 4302, 4383, 4496, 4819, 4490, 4745, 4817, 4851, 5100, 5204, 5452, 5700, 5773, 5839, 6084, 6390, 6587, 6785, 6865, 6958, 6909, 6996, 7198, 7399, 7267, 7474, 7682, 7946, 8037, 8088, 8184, 8391, 8399, 8514, 8589, 8646, 8751, 8868, 9137, 9404, 9671, 10003, 10005, 10084, 10325, 10588, 10849, 11111, 11117, 11066, 11161, 11365, 11569, 11896, 11973, 12049, 12157, 11912, 12116, 12112, 12182, 12204, 12409, 12428, 12633, 12582, 12365, 12162, 12171, 12430, 12519, 12683, 12719, 12918, 13125, 13207, 13312, 13376, 13168, 13441, 13641, 13854, 14044 ] }, "full": { "trades": 236, "from": "2026-03-31", "to": "2026-09-25", "calendar_days": 179, "trading_days": 112, "net_usd": 20364, "win_rate_pct": 79.2, "profit_factor": 3.19, "avg_win_usd": 159, "avg_loss_usd": -190, "expectancy_usd": 86.3, "max_dd_usd": 781, "biggest_loss_usd": -405, "biggest_win_usd": 412, "best_day": { "date": "2026-06-26", "usd": 1209 }, "worst_day": { "date": "2026-04-23", "usd": -561 }, "per_day_usd": 182, "trades_per_day": 2.11, "clears_bar": true, "spark": [ -312, -170, 423, -249, 93, 168, 561, 726, 499, -54, 74, 234, 47, 504, 344, 487, 1093, 1728, 1843, 1974, 1731, 1823, 1713, 1749, 1606, 1589, 2346, 2385, 2494, 3392, 3238, 3404, 3633, 3850, 3929, 4043, 4343, 4814, 5044, 5638, 6320, 6723, 7166, 7618, 8053, 8798, 9100, 9082, 9739, 9704, 10550, 10622, 11139, 11137, 11524, 12093, 12710, 13184, 13316, 13587, 14266, 14504, 14834, 15071, 15724, 16325, 16907, 17437, 17685, 18293, 18232, 18502, 18748, 18685, 18750, 19039, 19527, 19488, 20174, 20364 ] }, "verdict": { "word": "CLEARS THE BAR", "basis": "90d", "line": "Win rate 86.1% and PF 7.37 over 115 trades (90d) clear the house bar of 62% and 1.4 together.", "comeback": null }, "prose": [ "Ninety days of Drift VWAP Pullback v3.6.2 gave the desk its best day $1,137 and its worst day only $-245, well inside the $1,000 daily loss limit that governs the account. Win rate ran 86.1%, profit factor 7.37 across 115 trades, net $14,044. Max drawdown on closed-trade equity sat at $471, comfortably under the $2,000 ceiling. The house bar for a sub-year backtest is 62% win rate and 1.4 profit factor together: this strategy clears both by a wide margin.", "The full export, six months back to March, tells a steadier but less flattering story. Win rate falls to 79.2%, profit factor to 3.19, expectancy to $86.3 a trade against $122.1 in the last 90 days. Average loss widened too, from $-138 to $-190, and the worst single day in the full history was $-561 in April, more than double the worst day of the recent window. Drawdown across the full export reached $781. The edge has not vanished, but it was rougher before this summer's run and the export sizes trades at 2 contracts against 1 live, and TradingView fills, not broker fills, so treat every dollar figure as directional, not exact.", "This is live capital, one contract, so watch three things: any daily loss approaching the $245 recent worst, since the $1,000 limit gives room but not infinite room; a drawdown pushing past the $471 recent mark toward the $781 seen in the full history; and average loss size drifting back toward $-190. Take-profit fills traded through 87-92% of the time on real data, which is the closest this export comes to honesty, and about as close as a broadsheet gets to a compliment." ], "prose_by": "the strategy desk" }, { "key": "tokyo_drift", "name": "Tokyo Drift", "version": "v2.2.5", "instrument": "MGC", "role": "live", "note": "Live since 2026-09-06 with one contract on Micro Gold. Asia-session drift model; fills confirmed against real orders, so the export's numbers are not a spot-gold proxy.", "live_size": "1 contract", "status": "ok", "export_date": "2026-09-27", "export_size_contracts": 1, "last_90d": { "trades": 68, "from": "2026-06-26", "to": "2026-09-23", "calendar_days": 90, "trading_days": 39, "net_usd": 6691, "win_rate_pct": 85.3, "profit_factor": 5.81, "avg_win_usd": 139, "avg_loss_usd": -139, "expectancy_usd": 98.4, "max_dd_usd": 213, "biggest_loss_usd": -213, "biggest_win_usd": 263, "best_day": { "date": "2026-08-21", "usd": 549 }, "worst_day": { "date": "2026-07-15", "usd": -186 }, "per_day_usd": 172, "trades_per_day": 1.74, "clears_bar": true, "spark": [ 151, -37, 193, 156, 306, 457, 607, 758, 908, 954, 1107, 1259, 1490, 1642, 1668, 1817, 1630, 1860, 2007, 2155, 2304, 2145, 2296, 2447, 2601, 2593, 2593, 2744, 2751, 2563, 2717, 2870, 3024, 2866, 3071, 3258, 3189, 3343, 3499, 3665, 3917, 4079, 4256, 4289, 4460, 4633, 4805, 4592, 4765, 4795, 4855, 5117, 4932, 4947, 4957, 5123, 5283, 5448, 5612, 5618, 5781, 5799, 5960, 6108, 6271, 6286, 6445, 6691 ] }, "full": { "trades": 129, "from": "2026-03-31", "to": "2026-09-23", "calendar_days": 177, "trading_days": 81, "net_usd": 8478, "win_rate_pct": 72.9, "profit_factor": 2.84, "avg_win_usd": 139, "avg_loss_usd": -131, "expectancy_usd": 65.7, "max_dd_usd": 781, "biggest_loss_usd": -223, "biggest_win_usd": 272, "best_day": { "date": "2026-08-21", "usd": 549 }, "worst_day": { "date": "2026-06-02", "usd": -369 }, "per_day_usd": 105, "trades_per_day": 1.59, "clears_bar": true, "spark": [ 9, 194, 36, 112, -97, -243, -292, -256, 194, -38, -282, 50, 399, 409, 577, 833, 1001, 1334, 1668, 1815, 1907, 1907, 1957, 1588, 1405, 1405, 1723, 1879, 1869, 1913, 1788, 1751, 1944, 2244, 2545, 2742, 3047, 3430, 3604, 3647, 3943, 3933, 4235, 4380, 4531, 4351, 4658, 4654, 5045, 5130, 5453, 5867, 6077, 6420, 6379, 6583, 6905, 6735, 6910, 7235, 7406, 7587, 7896, 8073, 8478 ] }, "verdict": { "word": "CLEARS THE BAR", "basis": "90d", "line": "Win rate 85.3% and PF 5.81 over 68 trades (90d) clear the house bar of 62% and 1.4 together.", "comeback": null }, "prose": [ "Ninety days of Tokyo Drift v2.2.5 give the reader one comfort above all others: the worst single day cost $186, on July 15th. That is a fifth of the account's $1,000 daily loss ceiling, and it came from 68 trades, one contract each, on Micro Gold. Win rate over that window ran 85.3 percent, profit factor 5.81, both clearing the house bar of 62 and 1.4 with room to spare. Net gain $6,691, expectancy near $98 a trade. These are TradingView strategy-tester fills, though the desk note says they were checked against real live orders, not a spot-gold stand-in.", "Pull back to the full export, March 31st through September 23rd, and the shine dims some. Win rate drops to 72.9 percent, profit factor to 2.84, still clear of the bar but nowhere near the 90-day showing. Max drawdown widens from $213 to $781 on closed-trade equity, worst day to $369 on June 2nd. Average win and loss barely move, $139 against $131. The strategy did not change character. The last three months simply ran hotter than the eighteen before them, and one contract on Micro Gold is not the place a trader learns humility the hard way.", "This one is live, so watch the drawdown line, not the win rate. A $781 max drawdown already eats most of the account's headroom under the $2,000 cap. If a losing stretch pushes past that figure, or a daily loss starts crowding the $1,000 limit the way June 2nd did, the edge the export claims is no longer showing up in the fills that matter." ], "prose_by": "the strategy desk" } ], "bench": [ { "key": "crt_sniper", "name": "CRT Sniper", "version": "v3.2.8 single-leg", "instrument": "MNQ", "role": "bench", "note": "Candle-range-theory sweep model. Not deployed: its worst loss is a range-sized stop (203 points on 2026-07-30), which is the size of stop a 50K account cannot wear twice in a day.", "live_size": null, "status": "ok", "export_date": "2026-09-06", "export_size_contracts": 1, "last_90d": { "trades": 107, "from": "2026-06-08", "to": "2026-09-03", "calendar_days": 88, "trading_days": 52, "net_usd": 3156, "win_rate_pct": 48.6, "profit_factor": 1.69, "avg_win_usd": 149, "avg_loss_usd": -84, "expectancy_usd": 29.5, "max_dd_usd": 612, "biggest_loss_usd": -408, "biggest_win_usd": 411, "best_day": { "date": "2026-06-23", "usd": 581 }, "worst_day": { "date": "2026-06-10", "usd": -363 }, "per_day_usd": 61, "trades_per_day": 2.06, "clears_bar": false, "spark": [ -39, -94, -104, -115, -467, -56, -25, 220, 149, 304, 471, 459, 566, 499, 630, 829, 706, 620, 922, 1294, 1287, 1125, 1323, 1504, 1557, 1406, 1779, 1683, 1527, 1412, 1618, 1755, 1625, 1402, 1364, 1365, 1366, 1270, 1207, 1166, 1422, 1330, 1391, 1582, 1836, 1811, 1689, 1511, 1508, 1398, 1319, 1495, 1466, 1651, 1577, 1417, 1716, 1309, 1475, 1581, 1582, 1579, 1530, 1480, 1406, 1407, 1305, 1498, 1677, 1678, 1832, 1802, 1979, 1980, 1939, 2029, 1924, 2059, 2005, 2188, 2172, 2258, 2154, 2289, 2226, 2524, 2494, 2558, 2633, 3008, 2968, 2891, 3139, 3126, 3169, 3169, 3170, 3076, 3169, 3230, 3130, 3141, 3128, 3057, 3250, 3221, 3156 ] }, "full": { "trades": 148, "from": "2026-04-30", "to": "2026-09-03", "calendar_days": 127, "trading_days": 73, "net_usd": 3505, "win_rate_pct": 46.6, "profit_factor": 1.54, "avg_win_usd": 146, "avg_loss_usd": -83, "expectancy_usd": 23.7, "max_dd_usd": 946, "biggest_loss_usd": -408, "biggest_win_usd": 680, "best_day": { "date": "2026-05-19", "usd": 642 }, "worst_day": { "date": "2026-05-18", "usd": -482 }, "per_day_usd": 48, "trades_per_day": 2.03, "clears_bar": false, "spark": [ -131, 116, 20, -41, -162, -200, -281, -222, -291, -347, -830, -188, -95, -40, 109, 99, 302, 268, 171, 425, 349, 255, 234, 293, 569, 653, 808, 848, 1178, 969, 1643, 1474, 1853, 1755, 2032, 1761, 2104, 1751, 1714, 1619, 1516, 1680, 1931, 2161, 1860, 1748, 1844, 2000, 1766, 1658, 1930, 1928, 1829, 1756, 1847, 2027, 2151, 2329, 2378, 2408, 2537, 2607, 2639, 2873, 2908, 3358, 3240, 3475, 3519, 3426, 3579, 3490, 3406, 3570, 3505 ] }, "verdict": { "word": "BELOW THE BAR", "basis": "90d", "line": "PF 1.69 with win rate 48.6% over 107 trades (90d). Profitable on paper, below the house bar of 62% / 1.4.", "comeback": "Not eligible on these numbers. The win rate is the problem, and a filter that raises it would have to be measured on a window this export has not seen." }, "prose": [ "The 90-day window's loudest fact is a single loss: $-408, the dollar side of a 203-point stop from 2026-07-30. Alone it sits under the $1,000 daily cap, but the desk notes a 50K account cannot wear two such stops in a day. Win rate stands at 48.6%, profit factor 1.69 over 107 trades, net $3,156, expectancy $29.5 per trade. Max drawdown $612, worst day $-363, both inside account limits. Figures come from TradingView's strategy tester at one contract per trade, not broker fills, and that gap matters most where the stop size does.", "The full export, 2026-04-30 through 2026-09-03, adds 148 trades over 73 days, and the picture softens, not breaks. Win rate falls to 46.6%, profit factor to 1.54, net climbs to $3,505 only because six extra weeks added trades, not edge. Per-day profit drops from $61 to $48. Drawdown widens to $946, worst day to $-482, both still inside the $2,000 ceiling. The worst trade stays at $-408: the same range-sized stop, in either window.", "CRT Sniper v3.2.8 single-leg on MNQ is benched, not buried. The one condition for return is stated plainly in the verdict: a filter that lifts win rate to 62% alongside a profit factor of 1.4, proven on a window this export has not seen. Until that run exists, the strategy stays on paper. Dry comfort: a 203-point stop makes fine bar-room talk and poor daily risk management, especially twice in one day." ], "prose_by": "the strategy desk" }, { "key": "magic_hour", "name": "Magic Hour Blueprint", "version": "v1.9.1 prop-friendly", "instrument": "MNQ", "role": "bench", "note": "Added to the bench 2026-09-06. Session-window breakout with a hard flatten; take-profits traded through 95% of the time in the fill check. Not deployed.", "live_size": null, "status": "ok", "export_date": "2026-09-06", "export_size_contracts": 1, "last_90d": { "trades": 95, "from": "2026-06-08", "to": "2026-09-03", "calendar_days": 88, "trading_days": 58, "net_usd": 5333, "win_rate_pct": 55.8, "profit_factor": 2.52, "avg_win_usd": 167, "avg_loss_usd": -83, "expectancy_usd": 56.1, "max_dd_usd": 793, "biggest_loss_usd": -226, "biggest_win_usd": 604, "best_day": { "date": "2026-07-30", "usd": 604 }, "worst_day": { "date": "2026-07-13", "usd": -308 }, "per_day_usd": 92, "trades_per_day": 1.64, "clears_bar": false, "spark": [ 176, 271, 260, 713, 711, 910, 1171, 1420, 1594, 1438, 1844, 1923, 1921, 2157, 2277, 2151, 2328, 2486, 2384, 2286, 2059, 2228, 2226, 2267, 2458, 2659, 3169, 3016, 3014, 3220, 3178, 3219, 3151, 3282, 3167, 2952, 3079, 2976, 3106, 3005, 2798, 2795, 2750, 2642, 2532, 2489, 2678, 2731, 2793, 2877, 2725, 2956, 3175, 3196, 3194, 3158, 3067, 2967, 2814, 3419, 3272, 3191, 3238, 3421, 3356, 3243, 3119, 3046, 3038, 3162, 3413, 3740, 3738, 3817, 3919, 3808, 3711, 4031, 4172, 4170, 4317, 4534, 4599, 4695, 4593, 4756, 4790, 4798, 4837, 4904, 5012, 5133, 5220, 5335, 5333 ] }, "full": { "trades": 134, "from": "2026-05-01", "to": "2026-09-03", "calendar_days": 125, "trading_days": 82, "net_usd": 5969, "win_rate_pct": 54.5, "profit_factor": 2.15, "avg_win_usd": 153, "avg_loss_usd": -85, "expectancy_usd": 44.5, "max_dd_usd": 793, "biggest_loss_usd": -282, "biggest_win_usd": 604, "best_day": { "date": "2026-07-30", "usd": 604 }, "worst_day": { "date": "2026-07-13", "usd": -308 }, "per_day_usd": 73, "trades_per_day": 1.63, "clears_bar": false, "spark": [ 331, 425, 580, 699, 763, 938, 967, 1059, 656, 624, 725, 823, 817, 852, 761, 558, 608, 780, 532, 636, 907, 1349, 1546, 2056, 2074, 2559, 2793, 2787, 3122, 2922, 2864, 2903, 3295, 3652, 3856, 3855, 3918, 3589, 3613, 3641, 3432, 3278, 3125, 3368, 3513, 3592, 3832, 3794, 3603, 4055, 3827, 4057, 3879, 3682, 3798, 4376, 4453, 4444, 4667, 4806, 5170, 5331, 5392, 5435, 5541, 5770, 5971, 5969 ] }, "verdict": { "word": "BELOW THE BAR", "basis": "90d", "line": "PF 2.52 with win rate 55.8% over 95 trades (90d). Profitable on paper, below the house bar of 62% / 1.4.", "comeback": "Not eligible on these numbers. The win rate is the problem, and a filter that raises it would have to be measured on a window this export has not seen." }, "prose": [ "Ninety days of Magic Hour Blueprint v1.9.1 prop-friendly on MNQ turn on the win rate: 55.8%, the number keeping it off the desk. Ninety-five trades, fifty-eight trading days, profit factor 2.52, net $5,333, $92 a day. Worst day $-308 on 2026-07-13, well inside the $1,000 daily loss limit. Max drawdown $793 on closed-trade equity, a real bite of the $2,000 ceiling. Figures are TradingView strategy-tester fills at one contract, not broker fills.", "The full export, 2026-05-01 to 2026-09-03, holds rather than improves: 134 trades, 82 days, win rate down to 54.5%, profit factor down to 2.15, net $5,969, $73 a day. Average win $153, average loss $85, close to the 90-day split. Worst day and max drawdown are unchanged, both dated 2026-07-13. Tail risk has not grown with more data. Win rate has not grown either, still short of 62% in both windows.", "This is a BENCH strategy, not deployed. The desk note says take-profits traded through 95% of the time in the fill check, dry-desk shorthand for a strategy that rarely gets to keep its own profits. Whether it returns rests on one fact: win rate must clear 62% while profit factor holds above 1.4, together, on a window this export has not produced. Until a fresh sample clears both, Magic Hour Blueprint v1.9.1 prop-friendly on MNQ stays on the bench." ], "prose_by": "the strategy desk" } ], "retired": [ { "key": "qcs_preset", "name": "QCS-Preset", "version": "1-year export", "instrument": "MNQ", "role": "retired", "note": "The former main strategy, four contracts. Its edge watchdog went YELLOW in early September (rolling win rate 70%, three straight losses) and the desk moved on. Numbers here are per the export's four-contract size.", "live_size": null, "status": "ok", "export_date": "2026-08-19", "export_size_contracts": 4, "last_90d": { "trades": 41, "from": "2026-05-27", "to": "2026-08-17", "calendar_days": 83, "trading_days": 26, "net_usd": 6337, "win_rate_pct": 90.2, "profit_factor": 3.89, "avg_win_usd": 231, "avg_loss_usd": -548, "expectancy_usd": 154.6, "max_dd_usd": 551, "biggest_loss_usd": -551, "biggest_win_usd": 245, "best_day": { "date": "2026-06-05", "usd": 953 }, "worst_day": { "date": "2026-07-23", "usd": -551 }, "per_day_usd": 244, "trades_per_day": 1.58, "clears_bar": true, "spark": [ 237, 480, -70, 167, 400, 633, 869, 1108, 1349, 1586, 1828, 2065, 2304, 2549, 2781, 3018, 3253, 3488, 3724, 3965, 3422, 3661, 3895, 4130, 3579, 3818, 4055, 4291, 4526, 4757, 4996, 5234, 5475, 5710, 5945, 6177, 6410, 6647, 6884, 6334, 6337 ] }, "full": { "trades": 418, "from": "2024-08-22", "to": "2026-08-17", "calendar_days": 726, "trading_days": 257, "net_usd": 29210, "win_rate_pct": 78.2, "profit_factor": 1.62, "avg_win_usd": 233, "avg_loss_usd": -517, "expectancy_usd": 69.9, "max_dd_usd": 6019, "biggest_loss_usd": -555, "biggest_win_usd": 279, "best_day": { "date": "2024-08-22", "usd": 955 }, "worst_day": { "date": "2024-11-21", "usd": -1092 }, "per_day_usd": 114, "trades_per_day": 1.63, "clears_bar": true, "spark": [ 233, 871, 1860, 2502, 2361, 2214, 2854, 2705, 3351, 3990, 4628, 6059, 5445, 5282, 5137, 5779, 6604, 5676, 3189, 2829, 1908, 1745, 2377, 3000, 2826, 3455, 4879, 3950, 3016, 3667, 1678, 2310, 1991, 1297, 1150, 2404, 3829, 4463, 4008, 4639, 5283, 6690, 7344, 7373, 8013, 8656, 10061, 11469, 11094, 12522, 12737, 13377, 13992, 15402, 16041, 17438, 18864, 19541, 19399, 19258, 19878, 21293, 21929, 23352, 23981, 25421, 26838, 26690, 28107, 29519, 29210 ] }, "verdict": { "word": "CLEARS THE BAR", "basis": "90d", "line": "Win rate 90.2% and PF 3.89 over 41 trades (90d) clear the house bar of 62% and 1.4 together.", "comeback": "Eligible for a return on these numbers; the desk's condition is one contract on a practice account first." }, "prose": [ "The last 90 days for QCS-Preset flatter the ledger more than the account rules would like. Worst day was $-551, on 2026-07-23, more than half the desk's $1,000 daily loss limit, at the export's four-contract size. Win rate ran 90.2 percent, profit factor 3.89, net $6,337 across 41 trades. Max drawdown, closed-trade equity, sat at $551. Numbers this clean rarely survive a full sample.", "They did not survive here. TradingView's List of Trades, fills at four contracts, not broker fills, covers 418 trades over two years to 2026-08-17. Win rate fell to 78.2 percent, profit factor to 1.62, expectancy to $69.9 a trade from $154.6. Max drawdown widened from $551 to $6,019, three times the account's $2,000 ceiling. Worst day, $-1,092 on 2024-11-21, exceeded the $1,000 daily loss limit outright at that contract size. The 90-day window was the strategy's best face, not its default one.", "QCS-Preset sits retired since early September, moved off the desk when its edge watchdog turned yellow: rolling win rate 70, three straight losses. The verdict clears the house bar on the 90-day figures alone. Return is possible on paper, but only on the desk's own condition: one contract on a practice account first, given the full export's $1,092 worst day and $6,019 drawdown at four-contract size." ], "prose_by": "the strategy desk" }, { "key": "qc_trend_mgc", "name": "QC Trend", "version": "MGC export 2026-09-04", "instrument": "MGC", "role": "retired", "note": "The gold trend follower that ran beside QCS-Preset. Replaced on the gold slot by Tokyo Drift. Short export: three months only.", "live_size": null, "status": "ok", "export_date": "2026-09-04", "export_size_contracts": 1, "last_90d": { "trades": 80, "from": "2026-06-05", "to": "2026-09-02", "calendar_days": 90, "trading_days": 27, "net_usd": 1646, "win_rate_pct": 88.8, "profit_factor": 2.38, "avg_win_usd": 40, "avg_loss_usd": -133, "expectancy_usd": 20.6, "max_dd_usd": 436, "biggest_loss_usd": -260, "biggest_win_usd": 606, "best_day": { "date": "2026-07-30", "usd": 606 }, "worst_day": { "date": "2026-06-26", "usd": -258 }, "per_day_usd": 61, "trades_per_day": 2.96, "clears_bar": true, "spark": [ 46, 83, 112, 176, 207, 229, 243, 260, 283, 357, 452, 497, 544, 284, 324, 388, 419, 260, 287, 198, 108, 130, 152, 188, 243, 275, 303, 152, 166, 182, 213, 249, 284, 305, 320, 356, 378, 398, 416, 435, 457, 487, 523, 612, 1218, 1232, 1251, 1269, 1298, 1316, 1338, 1377, 1404, 1427, 1454, 1478, 1496, 1399, 1274, 1306, 1333, 1372, 1423, 1455, 1500, 1519, 1544, 1582, 1619, 1637, 1682, 1712, 1734, 1752, 1769, 1632, 1674, 1588, 1616, 1646 ] }, "full": { "trades": 80, "from": "2026-06-05", "to": "2026-09-02", "calendar_days": 90, "trading_days": 27, "net_usd": 1646, "win_rate_pct": 88.8, "profit_factor": 2.38, "avg_win_usd": 40, "avg_loss_usd": -133, "expectancy_usd": 20.6, "max_dd_usd": 436, "biggest_loss_usd": -260, "biggest_win_usd": 606, "best_day": { "date": "2026-07-30", "usd": 606 }, "worst_day": { "date": "2026-06-26", "usd": -258 }, "per_day_usd": 61, "trades_per_day": 2.96, "clears_bar": true, "spark": [ 46, 83, 112, 176, 207, 229, 243, 260, 283, 357, 452, 497, 544, 284, 324, 388, 419, 260, 287, 198, 108, 130, 152, 188, 243, 275, 303, 152, 166, 182, 213, 249, 284, 305, 320, 356, 378, 398, 416, 435, 457, 487, 523, 612, 1218, 1232, 1251, 1269, 1298, 1316, 1338, 1377, 1404, 1427, 1454, 1478, 1496, 1399, 1274, 1306, 1333, 1372, 1423, 1455, 1500, 1519, 1544, 1582, 1619, 1637, 1682, 1712, 1734, 1752, 1769, 1632, 1674, 1588, 1616, 1646 ] }, "verdict": { "word": "CLEARS THE BAR", "basis": "90d", "line": "Win rate 88.8% and PF 2.38 over 80 trades (90d) clear the house bar of 62% and 1.4 together.", "comeback": "Eligible for a return on these numbers; the desk's condition is one contract on a practice account first." }, "prose": [ "QC Trend MGC's worst day in the last 90 was $258, on 2026-06-26, well under the account's $1,000 daily loss limit. Across 80 trades over 27 trading days the strategy won 88.8% of the time, profit factor 2.38, net $1,646. Average win $40 against average loss $133: frequent small wins, occasional larger losses. Max drawdown $436 on closed-trade equity, comfortably inside the $2,000 ceiling.", "The full export is the 90-day window, nothing more: 2026-06-05 to 2026-09-02, 80 trades, 27 trading days, same win rate, same profit factor, same net $1,646. Short history, as the desk note says outright, three months only. No older sample exists to test whether June's pace holds past September. These are TradingView strategy-tester fills at one contract per trade, not broker fills, and three months is thin ground for firm conclusions.", "QC Trend MGC ran beside QCS-Preset before Tokyo Drift took the gold slot, not for these figures failing but for a desk swap. On the numbers it clears the house bar of 62% win rate and 1.4 profit factor together, posting 88.8% and 2.38, good enough to make the desk wonder aloud why it was pulled at all. Eligible for a return, then, on the desk's own condition: one contract on a practice account before any funded size returns. Whether a fresh trial repeats three good months, the figures cannot say." ], "prose_by": "the strategy desk" }, { "key": "liqsweep_ifvg", "name": "LiqSweep + iFVG", "version": "S3", "instrument": "MNQ", "role": "retired", "note": "Liquidity-sweep into inverted fair-value-gap model, two contracts in the export. The research arc closed NULL on 2026-09-03: every variant landed below the bar.", "live_size": null, "status": "ok", "export_date": "2026-09-01", "export_size_contracts": 2, "last_90d": { "trades": 228, "from": "2026-06-02", "to": "2026-08-31", "calendar_days": 90, "trading_days": 65, "net_usd": -3276, "win_rate_pct": 46.1, "profit_factor": 0.88, "avg_win_usd": 226, "avg_loss_usd": -220, "expectancy_usd": -14.4, "max_dd_usd": 6468, "biggest_loss_usd": -646, "biggest_win_usd": 908, "best_day": { "date": "2026-06-12", "usd": 1034 }, "worst_day": { "date": "2026-06-24", "usd": -1701 }, "per_day_usd": -50, "trades_per_day": 3.51, "clears_bar": false, "spark": [ 510, 1296, 881, 1268, 1189, 1419, 868, 5, -726, 179, 1349, 1353, 1401, 555, 106, 400, 231, -702, -30, -1636, -1655, -491, -56, 337, -117, -88, -189, 80, -859, -1090, -1398, -1327, -1014, -286, 357, -426, -1110, -811, -1108, -832, -893, -926, -961, -1905, -2109, -2489, -2777, -3203, -2741, -2404, -2277, -2668, -2877, -3450, -3485, -3010, -2999, -2738, -2471, -2809, -3141, -2974, -3279, -3710, -4259, -3789, -3718, -4251, -4409, -4120, -4365, -4699, -4772, -4556, -4211, -3442, -3276 ] }, "full": { "trades": 229, "from": "2026-06-02", "to": "2026-08-31", "calendar_days": 91, "trading_days": 65, "net_usd": -3207, "win_rate_pct": 46.3, "profit_factor": 0.88, "avg_win_usd": 225, "avg_loss_usd": -220, "expectancy_usd": -14.0, "max_dd_usd": 6468, "biggest_loss_usd": -646, "biggest_win_usd": 908, "best_day": { "date": "2026-06-12", "usd": 1034 }, "worst_day": { "date": "2026-06-24", "usd": -1701 }, "per_day_usd": -49, "trades_per_day": 3.52, "clears_bar": false, "spark": [ 69, 1003, 1166, 1024, 1371, 1261, 1466, 601, -223, 383, 1278, 1579, 1345, 844, 96, 302, 407, -383, -502, -921, -1663, -118, -422, 302, -146, 154, 15, 219, -548, -1145, -1428, -1078, -1662, -495, 247, -241, -849, -1049, -1134, -839, -735, -913, -639, -1361, -1754, -2568, -2524, -3294, -2941, -2883, -2332, -2351, -2715, -3001, -3486, -2817, -2812, -2441, -2330, -3035, -2977, -3038, -3144, -3321, -3976, -3837, -3478, -4293, -4191, -4152, -4203, -4474, -4785, -4435, -4320, -3554, -3207 ] }, "verdict": { "word": "LOSING", "basis": "90d", "line": "Lost money in its own backtest (90d): PF 0.88, win rate 46.1% over 228 trades.", "comeback": "Not eligible. The export loses money before slippage." }, "prose": [ "The last 90 days close the book plainly: on 2026-06-24 this system lost $1,701 in one session, well past the account's $1,000 daily loss limit. Across 228 trades over 65 days, LiqSweep + iFVG S3 on MNQ won 46.1% of the time against a profit factor of 0.88, nowhere near the house bar of 62% win rate and 1.4 profit factor required for a sub-year backtest. Net result: $-3,276, or $-50 per trading day, with a max drawdown of $6,468 in closed-trade equity, more than triple the account's $2,000 maximum drawdown ceiling, a feat achieved for all the wrong reasons.", "The full export, one trade longer at 229 across the same 65 days, tells the same story: win rate 46.3%, profit factor 0.88, net $-3,207. The extra trade barely matters. Average win $225 against average loss $-220, expectancy $-14.0 per trade, figures drawn from TradingView strategy-tester fills at two contracts per trade, not broker fills. Worst day and worst trade are unchanged from the 90-day window: the wider sample rescues nothing.", "This strategy is RETIRED. The desk's research arc closed NULL on 2026-09-03: every variant landed below the bar. For it to return, the figures would need a profit factor above 1.4 and a win rate above 62% on a fresh sample. Nothing here is close: 0.88 and 46.1% is not a rounding error from the bar, it is a different strategy. File this one under lessons, not watchlist." ], "prose_by": "the strategy desk" } ] }