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VX-12

TESSELLATE ML Ensemble

BACKTESTMachine Learning

Gradient-boosted feature ensemble on FX and index returns.

23.7%
CAGR · 11.5 years
$100,000$1,149,846
Total return
+1049.8%
$1,049,846
Max drawdown
-16.55%
364d longest
Sharpe
1.79
Sortino 2.06
Calmar
1.43
Recovery 63.4x
Profit factor
1.22
Expectancy 0.16R
Win rate
54.8%
4,449 trades
Payoff
1.01x
Avg win $2,374
Current DD
-1.25%
Ulcer 4.46

Equity curve — net of commission & swap

2015-01-052026-06-30

Underwater / drawdown

Monthly returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2015-0.10.6-1.22.82.53.2-2.00.30.8-2.61.13.89.3
2016-4.32.82.2-3.81.21.54.90.24.20.81.39.221.4
20179.8-2.310.8-4.40.74.53.6-0.8-1.64.2-3.4-0.221.5
20182.13.02.3-0.43.35.15.5-2.56.75.95.3-1.041.0
20191.27.21.6-6.2-0.15.30.9-0.83.91.22.6-0.217.2
2020-1.61.62.4-3.20.56.58.6-6.010.5-2.8-3.7-2.69.2
20211.72.40.24.38.22.11.0-2.05.12.9-3.77.333.2
20226.10.3-2.73.45.19.14.93.8-6.02.71.8-0.530.7
20233.09.04.80.41.711.60.01.610.80.66.2-3.854.9
2024-0.25.80.9-3.46.15.2-3.13.41.14.6-1.6-5.613.1
2025-3.81.3-3.5-0.3-0.55.61.10.61.35.911.7-1.418.5
20264.80.4-1.62.01.32.3······9.4

R-multiple distribution

Best trade
$31,468
Worst trade
-$11,852
Longest win streak
19
Longest loss streak
10
Avg hold
20.3h
Commission paid
-$385,698
Swap
-$204
Daily VaR 95%
-1.09%

Year by year

YearReturnP&LTradesWin %Max DDBest moWorst mo
2015+9.3%$9,28737753.8-7.0%3.8%-2.6%
2016+21.4%$23,35138554.8-7.4%9.2%-4.3%
2017+21.5%$28,53238652.3-7.6%10.8%-4.4%
2018+41.0%$66,03839457.9-5.9%6.7%-2.5%
2019+17.2%$39,10137553.3-8.6%7.2%-6.2%
2020+9.2%$24,37539253.3-11.1%10.5%-6.0%
2021+33.2%$96,48437756.5-6.9%8.2%-3.7%
2022+30.7%$118,82038855.7-9.3%9.1%-6.0%
2023+54.9%$277,90639159.8-5.3%11.6%-3.8%
2024+13.1%$102,87639051.3-8.9%6.1%-5.6%
2025+18.5%$164,02039654.3-10.1%11.7%-3.8%
2026+9.4%$99,05619855.1-4.9%4.8%-1.6%

Program specification

Status
BACKTEST
Platform
Python research stack · walk-forward
Broker
Modelled: IC Markets Raw cost profile
Account
Backtest · walk-forward · USD
Base capital
$100,000
Timeframe
H1
Holding
4–48 hours
Sessions
London, London/NY, New York
Instruments
EURUSD · GBPUSD · USDJPY · US500 · NAS100 · XAUUSD
Risk / trade
0.5%
Max positions
6
Leverage
1:20
Martingale
NO
Grid
NO
Hedging
NO
News filter
YES
Trades / month
32.2
Monthly win rate
69.6%

Thesis & edge

An ensemble of gradient-boosted trees over 64 microstructure, seasonality and cross-asset features, retrained every 60 sessions with a strict purged walk-forward and embargo to prevent leakage.

Backtest only — no live capital. Costs modelled at 1.4x observed broker spread plus commission and 0.35 pip slippage. Shown here as the honest research counterpart to the live sleeves; treat with the scepticism any backtest deserves.

Backtest · purged walk-forward, out-of-sample only equity shown, costs stressed 1.4x.

Rule set

Entry
  • Model outputs a calibrated probability; trade only when p > 0.58 after isotonic calibration.
  • Purged k-fold with 5-day embargo — no label leakage across the retrain boundary.
  • Feature set frozen since the 2019 research cut; only weights retrain.
Exit
  • Horizon exit at the model's target bar (4–48h) or probability decay below 0.5.
  • ATR stop at 2.2x ATR(24).
Risk
  • Kelly-fraction sizing capped at 0.25 Kelly.
  • Model-degradation monitor: 3 consecutive negative retrain windows disable the sleeve.

Instrument attribution

USDJPY78656.7%$285,198
XAUUSD74455.0%$202,136
US50073556.6%$165,876
EURUSD73553.6%$165,713
NAS10074754.6%$142,552
GBPUSD70252.3%$88,371

Session attribution

Sydney43253.0%$48,075
Tokyo129354.2%$245,539
London84054.0%$197,196
London/NY83456.7%$276,917
New York105055.5%$282,118

P&L by entry hour (UTC)

Execution ledger — last 200 of 4,449 closed trades

TicketSymbolSideOpenCloseHoldLotsEntryExitSLTPPipsCommSwapRP&LEquityTag
196501USDJPYBUY2026-06-30 14:512026-07-01 06:1915.5h38.24150.3147.93148.38152.53-237-209.090.00-1.23-$7,055.05$1,149,846SLIPPED STOP
196500GBPUSDSELL2026-06-30 12:432026-07-01 11:2522.7h25.401.296471.3261.319371.2699-295.3-281.900.00-1.29-$7,488.46$1,156,901SLIPPED STOP
196496USDJPYSELL2026-06-29 12:202026-06-30 04:5216.5h38.19147.6142.29150.7144531-213.290.001.71$9,267.86$1,164,389TARGET
196493US500SELL2026-06-26 15:362026-06-28 04:2636.8h251.505210.665199.365234.425183.1113-258.8922.130.48$2,393.61$1,155,122TARGET
196491XAUUSDSELL2026-06-25 07:232026-06-26 17:4734.4h252.782299.842325.522325.572270-256.8-302.7722.24-1.00-$5,832.80$1,152,728STOP
196489US500SELL2026-06-24 14:152026-06-25 13:5023.6h254.025207.495235.685236.585173.74-281.9-279.520.00-0.97-$5,695.46$1,158,561STOP
196487NAS100BUY2026-06-23 20:192026-06-25 05:3133.2h252.3818348.7718378.9718327.3918373.57302-289.74-22.211.41$7,529.29$1,164,256TARGET
196483USDJPYBUY2026-06-22 17:502026-06-23 15:3521.8h38.46150.11146.4146.81153.94-371-302.340.00-1.13-$6,587.46$1,156,727SLIPPED STOP
196482GBPUSDSELL2026-06-19 10:362026-06-19 11:2852m25.171.235711.20861.250821.21818271.1-209.830.001.79$9,721.79$1,163,314TARGET
196481NAS100SELL2026-06-18 05:472026-06-18 10:334.8h253.2617895.0217929.5317922.9117862.67-345.1-279.860.00-1.24-$7,174.91$1,153,593SLIPPED STOP
196477USDJPYBUY2026-06-18 14:322026-06-19 23:1832.8h38.14151.47155.68148.21155.26421-212.77-22.151.29$6,912.14$1,160,767TARGET
196474US500SELL2026-06-17 03:472026-06-17 17:0913.4h253.295126.715162.135155.825092.94-354.2-260.400.00-1.22-$7,038.94$1,153,855SLIPPED STOP
196473XAUUSDSELL2026-06-17 04:032026-06-18 14:3634.5h251.542277.242243.082300.122250.7341.6-275.9422.141.49$8,009.43$1,160,894TARGET
196472GBPUSDBUY2026-06-16 19:432026-06-16 21:091.4h25.301.23161.199981.205311.26209-316.2-214.360.00-1.20-$6,909.88$1,152,885SLIPPED STOP
196470EURUSDSELL2026-06-15 18:302026-06-16 04:5310.4h25.141.076561.032581.107861.04026439.8-286.250.001.41$7,486.45$1,159,795TARGET
196468GBPUSDBUY2026-06-15 19:292026-06-16 04:399.2h25.291.288911.260161.264641.31707-287.5-169.470.00-1.18-$6,758.31$1,152,308SLIPPED STOP
196464NAS100SELL2026-06-12 16:172026-06-13 14:3422.3h251.1218280.6818256.3918296.7718262.02242.9-262.250.001.51$8,078.86$1,159,067TARGET
196462US500SELL2026-06-12 10:122026-06-13 13:3527.4h249.395319.955283.665344.355291.65362.9-194.01-21.951.49$7,944.87$1,150,988TARGET
196461USDJPYBUY2026-06-11 11:222026-06-11 15:063.7h37.97150.19147.66147.57153.23-253-282.670.00-0.96-$5,589.49$1,143,043STOP
196459US500SELL2026-06-11 21:352026-06-13 04:2230.8h251.865272.865303.425303.25237.66-305.6-179.5922.16-1.01-$5,737.35$1,148,632STOP
196455XAUUSDBUY2026-06-10 04:162026-06-12 01:0444.8h250.722359.132374.712343.522377.23155.8-294.2322.061.00$5,235.27$1,154,370TARGET
196454US500BUY2026-06-09 19:222026-06-10 15:4820.4h251.905388.465374.95373.755405.52-135.6-289.200.00-0.92-$5,400.89$1,149,134STOP
196453GBPUSDBUY2026-06-09 19:472026-06-10 16:0120.2h25.051.269021.293211.248571.29275241.9-186.710.001.18$6,331.25$1,154,535TARGET
196450GBPUSDSELL2026-06-08 08:022026-06-09 15:5331.9h24.871.261311.222921.28531.23348383.9-233.0821.881.60$8,540.01$1,148,204TARGET
196446US500BUY2026-06-08 13:012026-06-10 05:2140.3h247.265227.895242.675215.695242.05147.8-222.7221.761.21$6,387.70$1,139,664TARGET
196443NAS100SELL2026-06-05 09:012026-06-06 22:3737.6h245.5418530.7518498.6318552.0118506.09321.2-286.1321.611.51$7,897.59$1,133,276TARGET
196439EURUSDBUY2026-06-04 12:482026-06-06 00:0735.3h24.451.064291.080071.047331.08396157.8-202.60-21.520.93$4,780.75$1,125,379TARGET
196436USDJPYSELL2026-06-04 07:062026-06-04 08:581.9h37.28154.8157.75157.16152.06-295-241.240.00-1.25-$7,015.39$1,120,598SLIPPED STOP
196432NAS100SELL2026-06-03 12:572026-06-03 18:325.6h245.0418015.9817998.8618035.3817993.47171.2-223.100.000.88$4,532.32$1,127,613TARGET
196431USDJPYBUY2026-06-03 19:002026-06-04 18:1223.2h36.94147.88149.84146.09149.96196-183.790.001.10$5,689.85$1,123,081TARGET
196428EURUSDBUY2026-06-02 20:202026-06-03 20:3524.3h24.271.113511.144451.082781.14915309.4-242.54-21.361.01$5,111.70$1,117,391TARGET
196425NAS100BUY2026-06-01 21:252026-06-02 04:227.0h244.0318060.9118044.9918046.7218077.37-159.2-179.830.00-1.12-$6,205.83$1,112,280SLIPPED STOP
196422USDJPYSELL2026-06-01 21:172026-06-02 14:2517.1h37.15154.71157.06157.13151.9-235-210.750.00-0.97-$5,452.53$1,118,485STOP
196421EURUSDBUY2026-05-29 15:102026-05-31 00:1633.1h24.381.105421.14351.074811.14093380.8-184.1421.451.24$6,508.09$1,123,938TARGET
196420NAS100SELL2026-05-28 06:512026-05-28 18:1111.3h243.2817799.6917793.2517812.7317784.5664.4-232.360.000.49$2,409.35$1,117,430TARGET
196418NAS100SELL2026-05-28 20:102026-05-29 11:0514.9h242.5318037.0418027.4418051.2818020.5296-175.890.000.67$3,423.06$1,115,020TARGET
196417XAUUSDSELL2026-05-27 14:362026-05-27 15:491.2h243.712256.682280.742281.812227.53-240.6-260.310.00-0.96-$5,395.50$1,111,597STOP
196415NAS100SELL2026-05-26 20:362026-05-27 17:1320.6h244.9518138.5818164.3518163.918109.21-257.7-211.180.00-1.02-$5,695.40$1,116,993STOP
196413USDJPYBUY2026-05-26 01:112026-05-26 12:2511.2h36.93150.02152.87147.38153.08285-194.880.001.08$5,599.68$1,122,688TARGET
196409USDJPYBUY2026-05-25 21:132026-05-25 23:442.5h37.09155.01152.49152.15158.32-252-165.710.00-0.88-$4,914.65$1,117,089STOP
196407USDJPYBUY2026-05-25 16:212026-05-26 17:1024.8h36.87152.95157.58149.43157.03463-284.7521.411.32$6,786.57$1,122,003TARGET
196403XAUUSDSELL2026-05-22 11:252026-05-23 09:3222.1h241.622286.872230.132324.342243.4567.4-252.660.001.51$7,795.69$1,115,217TARGET
196402USDJPYSELL2026-05-21 05:452026-05-22 12:2630.7h36.83150.62153.9153.3147.52-328-281.8621.39-1.23-$6,815.80$1,107,421SLIPPED STOP
196399US500BUY2026-05-21 13:052026-05-22 21:1932.2h242.475211.875227.355185.65242.34154.8-267.3821.340.59$2,897.79$1,114,237TARGET
196395GBPUSDSELL2026-05-20 10:382026-05-21 09:3222.9h24.151.245121.233781.258481.22962113.4-162.110.000.85$4,350.11$1,111,339TARGET
196394GBPUSDBUY2026-05-19 05:222026-05-19 22:2917.1h24.281.23541.198241.198941.27769-371.6-255.500.00-1.02-$5,699.22$1,106,989STOP
196392EURUSDBUY2026-05-19 01:352026-05-21 04:3451.0h24.171.093891.116151.070871.1206222.6-181.32-42.540.97$4,916.95$1,112,688TARGET
196388USDJPYSELL2026-05-18 03:132026-05-19 09:4430.5h36.85147.03148.58148.24145.62-155-200.03-21.40-1.27-$7,031.92$1,107,771SLIPPED STOP
196385NAS100SELL2026-05-18 18:002026-05-19 05:5311.9h241.8017982.4817956.6318002.8117958.89258.5-206.980.001.27$6,556.50$1,114,803TARGET
196383GBPUSDBUY2026-05-15 03:122026-05-17 05:2550.2h23.831.237671.344331.20291.278011066.6-169.55-41.953.07$15,870.79$1,108,247TAIL WIN
196379NAS100BUY2026-05-15 11:062026-05-16 17:5230.8h239.4718005.2717988.8517988.0118025.29-164.2-197.0921.07-0.95-$5,189.76$1,092,376STOP
196377NAS100BUY2026-05-14 13:022026-05-16 00:4535.7h241.0218755.2118716.0218724.8918790.38-391.9-221.35-21.21-1.29-$7,096.22$1,097,566SLIPPED STOP
196373GBPUSDBUY2026-05-14 15:052026-05-14 20:565.8h24.031.240031.257091.214731.26937170.6-165.210.000.67$3,399.08$1,104,662TARGET
196371XAUUSDBUY2026-05-13 04:132026-05-13 05:291.3h239.562342.442364.932308.882381.37224.9-250.200.000.67$3,281.34$1,101,263TARGET
196369XAUUSDBUY2026-05-12 04:082026-05-12 19:2515.3h241.052249.982211.862219.152285.74-381.2-281.310.00-1.24-$6,838.48$1,097,981SLIPPED STOP
196367NAS100SELL2026-05-12 11:382026-05-13 15:5028.2h239.5718199.8218181.4118213.5418183.91184.1-281.8921.081.34$6,811.89$1,104,820TARGET
196366EURUSDBUY2026-05-11 20:532026-05-12 17:3620.7h24.081.077171.059231.058791.09849-179.4-262.800.00-0.98-$5,433.07$1,098,008STOP
196364EURUSDSELL2026-05-11 06:152026-05-12 07:0124.8h23.961.092781.06321.121351.05964295.8-266.2521.091.04$5,212.60$1,103,441TARGET
196362EURUSDBUY2026-05-08 15:322026-05-09 05:0713.6h23.921.063821.073881.036991.09494100.6-185.200.000.37$1,788.14$1,098,228TARGET
196361USDJPYBUY2026-05-08 12:242026-05-08 22:4310.3h36.42148.53146.06145.85151.64-247-259.950.00-0.92-$5,136.37$1,096,440STOP
196358GBPUSDSELL2026-05-07 05:272026-05-07 06:301.1h24.151.254321.281481.28411.21977-271.6-269.400.00-0.91-$5,113.15$1,101,577STOP
196356XAUUSDSELL2026-05-07 14:092026-05-08 18:2728.3h240.582293.162276.72313.832269.18164.6-180.8221.170.80$4,053.41$1,106,690TARGET
196354USDJPYBUY2026-05-06 16:402026-05-07 00:217.7h36.37148.88150.54145.65152.63166-203.010.000.51$2,500.72$1,102,636TARGET
196350NAS100SELL2026-05-05 11:082026-05-06 13:2826.3h239.0718191.4618169.4918216.2518162.71219.7-264.1921.040.89$4,418.86$1,100,136TARGET
196347USDJPYBUY2026-05-04 21:312026-05-05 23:0825.6h36.44147.83144.59145.12150.98-324-200.5021.16-1.19-$6,493.36$1,095,717SLIPPED STOP
196345XAUUSDBUY2026-05-04 11:552026-05-05 02:3714.7h241.562327.982317.112315.892342.01-108.7-166.390.00-0.90-$4,945.25$1,102,210STOP
196344US500BUY2026-05-01 14:032026-05-02 00:2010.3h243.025290.545263.145267.855316.86-274-218.450.00-1.21-$6,675.27$1,107,155SLIPPED STOP
196341GBPUSDSELL2026-05-01 05:042026-05-02 02:1521.2h24.201.284171.260811.309451.25484233.6-207.060.000.92$4,710.65$1,113,831TARGET
196340EURUSDBUY2026-04-30 01:252026-05-01 22:1444.8h24.051.054581.097361.021921.09247427.8-170.09-21.171.31$6,740.12$1,109,120TARGET
196338EURUSDBUY2026-04-30 03:542026-05-01 12:1032.3h23.971.073251.101481.035281.11729282.3-249.9021.090.74$3,692.69$1,102,380TARGET
196336EURUSDBUY2026-04-29 04:052026-04-30 07:3027.4h23.881.064421.097651.026671.10821332.3-252.05-21.010.88$4,351.41$1,098,687TARGET
196333US500BUY2026-04-28 14:232026-04-29 12:1021.8h237.045347.95394.715317.955382.64468.1-235.510.001.56$7,915.59$1,094,336TARGET
196330USDJPYBUY2026-04-28 16:272026-04-29 14:3322.1h35.73155.59157.06154.27157.12147-280.870.001.11$5,487.68$1,086,420TARGET
196327USDJPYSELL2026-04-27 11:052026-04-28 03:1316.1h35.95154.79157.82157.22151.97-303-184.410.00-1.25-$6,690.64$1,080,933SLIPPED STOP
196326USDJPYBUY2026-04-24 13:112026-04-25 10:1921.1h35.77150.15152.03148.42152.16188-185.960.001.08$5,435.06$1,087,623TARGET
196325EURUSDBUY2026-04-24 10:512026-04-24 23:3212.7h23.761.080931.038581.047011.12028-423.5-263.200.00-1.25-$6,788.96$1,082,188SLIPPED STOP
196323NAS100BUY2026-04-23 01:032026-04-23 18:0417.0h239.0118358.4918322.5418328.4918393.29-359.5-163.040.00-1.20-$6,464.36$1,088,977SLIPPED STOP
196322US500SELL2026-04-23 05:402026-04-24 08:3126.9h240.505422.745448.225443.155399.06-254.8-222.06-21.16-1.25-$6,848.12$1,095,441SLIPPED STOP
196318USDJPYBUY2026-04-22 15:442026-04-24 01:4934.1h36.65154.73152.02152.44157.39-271-195.2121.29-1.18-$6,460.79$1,102,290SLIPPED STOP
196316USDJPYSELL2026-04-21 18:242026-04-21 22:244.0h36.82152.82155.41155.62149.58-259-225.590.00-0.93-$5,177.47$1,108,750STOP
196314GBPUSDSELL2026-04-20 17:322026-04-21 20:0826.6h24.111.268751.248221.280871.25469205.3-175.2921.221.69$8,829.15$1,113,928TARGET
196311EURUSDBUY2026-04-17 13:492026-04-18 04:0014.2h24.031.087981.105021.064891.11477170.4-187.000.000.74$3,712.90$1,105,099TARGET
196308XAUUSDBUY2026-04-17 16:302026-04-18 06:2013.8h238.352350.042372.792336.952365.22227.5-167.040.001.74$8,949.88$1,101,386TARGET
196304XAUUSDBUY2026-04-16 21:342026-04-18 01:3828.1h237.842341.62348.062328.682356.5964.6-247.54-20.930.50$2,348.96$1,092,436TARGET
196300US500SELL2026-04-16 01:322026-04-17 01:5124.3h239.075203.565240.575239.395162-370.1-238.8621.04-1.03-$5,651.57$1,090,087STOP
196297GBPUSDSELL2026-04-15 20:442026-04-16 10:5814.2h24.031.302041.318371.31861.28283-163.3-254.160.00-0.99-$5,466.88$1,095,738STOP
196296NAS100SELL2026-04-15 07:492026-04-17 02:0742.3h241.5318473.0518494.7118493.7218449.07-216.6-227.60-21.25-1.05-$5,817.40$1,101,205STOP
196293USDJPYBUY2026-04-14 06:122026-04-15 17:2335.2h36.81155.3152152.43158.63-330-271.61-21.38-1.15-$6,441.88$1,107,023SLIPPED STOP
196292US500SELL2026-04-13 08:082026-04-14 05:2021.2h244.245331.095363.345361.395295.95-322.5-237.570.00-1.06-$5,956.90$1,113,465STOP
196291US500SELL2026-04-13 19:502026-04-13 21:211.5h243.275293.285269.645320.795261.37236.4-167.380.000.86$4,431.15$1,119,422TARGET
196290XAUUSDBUY2026-04-10 05:312026-04-11 05:5924.5h241.402290.682336.032263.262322.49453.5-197.30-21.241.65$8,564.45$1,114,990TARGET
196287US500SELL2026-04-10 06:432026-04-11 11:1328.5h240.285166.445135.335197.015130.97311.1-234.22-21.151.02$5,123.05$1,106,426TARGET
196285XAUUSDSELL2026-04-09 12:162026-04-10 05:1316.9h239.872329.042315.742361.072291.88133-276.560.000.42$1,914.22$1,101,303TARGET
196284XAUUSDSELL2026-04-09 05:562026-04-10 18:2236.4h238.462383.392352.612407.462355.47307.8-277.1220.981.28$6,452.50$1,099,389TARGET
196283USDJPYSELL2026-04-08 03:282026-04-08 08:184.8h36.02152.04150.53154.32149.39151-203.640.000.66$3,255.87$1,092,936TARGET
196282USDJPYSELL2026-04-08 03:012026-04-09 08:0429.1h35.83148.12143.92151.64144.03420-239.77-20.811.19$5,946.79$1,089,680TARGET
196280GBPUSDBUY2026-04-07 13:152026-04-07 18:044.8h23.751.262691.232931.229781.30087-297.6-265.630.00-0.90-$4,990.84$1,083,734STOP
196276GBPUSDSELL2026-04-07 15:302026-04-08 09:3218.0h23.911.231171.275231.265341.19153-440.6-204.240.00-1.29-$6,984.37$1,088,724SLIPPED STOP
196275USDJPYBUY2026-04-06 10:322026-04-08 04:1441.7h36.12147.09148.19145.36149.09110-279.15-20.980.64$3,034.01$1,095,709TARGET
196274US500SELL2026-04-03 13:342026-04-04 05:5416.3h236.705407.575367.785433.35377.72397.9-276.270.001.55$7,776.90$1,092,675TARGET
196272EURUSDSELL2026-04-02 11:152026-04-03 21:2234.1h23.581.090341.077481.10591.07229128.6-225.25-20.750.83$4,041.72$1,084,898TARGET
196268EURUSDBUY2026-04-01 18:392026-04-03 13:0942.5h23.721.083811.059031.06341.10749-247.8-209.9420.88-1.21-$6,525.39$1,080,856SLIPPED STOP
196266XAUUSDSELL2026-03-31 03:222026-03-31 04:421.3h235.712323.012293.042344.522298.05299.7-160.480.001.39$7,064.15$1,087,381TARGET
196264XAUUSDBUY2026-03-31 21:262026-04-02 16:3243.1h236.842282.262255.052253.42315.74-272.1-254.92-20.84-0.94-$5,188.50$1,080,317STOP
196262XAUUSDSELL2026-03-30 12:222026-04-01 16:5252.5h236.152344.442326.142372.452311.95183-194.31-41.560.65$3,158.61$1,085,506TARGET
196258XAUUSDSELL2026-03-30 08:442026-03-31 08:0223.3h237.612381.322418.812411.252346.6-374.9-163.710.00-1.25-$6,711.58$1,082,347SLIPPED STOP
196255USDJPYSELL2026-03-27 12:232026-03-28 16:0027.6h36.19155.87158.49158.42152.91-262-269.4321.02-1.03-$5,645.32$1,089,059STOP
196251GBPUSDSELL2026-03-26 07:582026-03-27 20:1336.3h23.841.243861.226561.281521.20017173-263.3820.980.46$2,166.31$1,094,704TARGET
196250NAS100BUY2026-03-26 08:312026-03-27 05:1020.6h239.6018767.3318733.2318734.1818805.79-341-223.100.00-1.03-$5,644.75$1,092,538STOP
196247XAUUSDBUY2026-03-25 10:212026-03-25 18:208.0h237.602312.062379.752274.392355.76676.9-193.540.001.80$9,198.82$1,098,183TARGET
196245NAS100SELL2026-03-24 04:082026-03-25 03:1423.1h238.9718358.2218381.0218377.818335.51-228-185.000.00-1.16-$6,305.98$1,088,984SLIPPED STOP
196241USDJPYBUY2026-03-23 21:262026-03-24 17:3420.1h35.98149.46152.14147.49151.75268-262.250.001.36$6,832.51$1,095,290TARGET
196239EURUSDBUY2026-03-20 11:122026-03-21 08:5821.8h23.631.067161.093321.043751.09431261.6-252.460.001.12$5,557.95$1,088,457TARGET
196236EURUSDBUY2026-03-19 17:262026-03-20 10:1516.8h23.461.086171.108871.070841.10395227-168.960.001.48$7,475.79$1,082,899TARGET
196235EURUSDBUY2026-03-18 19:562026-03-19 19:5424.0h23.601.094781.063281.066951.12707-315-227.920.00-1.13-$6,103.26$1,075,423SLIPPED STOP
196232USDJPYBUY2026-03-17 09:172026-03-19 14:2853.2h35.66150.37152.16147.33153.9179-236.73-41.420.59$2,774.23$1,081,527TARGET
196230XAUUSDBUY2026-03-16 14:422026-03-17 18:4628.1h236.652328.252290.722293.772368.24-375.3-217.18-20.83-1.09-$5,904.87$1,078,753STOP
196226EURUSDBUY2026-03-16 21:482026-03-17 01:303.7h23.601.114431.125681.095641.13623112.5-203.730.000.60$2,904.87$1,084,657TARGET
196223US500BUY2026-03-13 04:112026-03-14 06:2726.3h235.245255.875280.325222.415294.68244.5-228.7120.700.73$3,573.57$1,081,753TARGET
196222US500BUY2026-03-13 10:582026-03-14 04:2717.5h234.035422.715463.085386.675464.51403.7-203.880.001.12$5,563.23$1,078,179TARGET
196218GBPUSDSELL2026-03-12 13:262026-03-14 04:0638.7h23.541.27051.300941.296131.24077-304.4-258.9220.72-1.19-$6,388.67$1,072,616SLIPPED STOP
196216XAUUSDSELL2026-03-11 21:282026-03-12 04:186.8h235.062302.682294.412325.052276.7382.7-251.850.000.37$1,660.55$1,079,004TARGET
196214XAUUSDBUY2026-03-11 12:552026-03-11 16:594.1h236.352328.922294.982297.882364.93-339.4-226.590.00-1.09-$5,911.82$1,077,344STOP
196212XAUUSDSELL2026-03-10 01:122026-03-10 17:1116.0h237.622366.8624042401.492326.69-371.4-226.000.00-1.07-$5,832.25$1,083,256STOP
196211XAUUSDBUY2026-03-10 12:522026-03-10 18:405.8h236.762311.72331.192287.552339.72194.9-242.500.000.81$3,959.51$1,089,088TARGET
196210XAUUSDBUY2026-03-09 08:512026-03-09 22:4914.0h236.192338.872352.952312.982368.9140.8-215.160.000.54$2,610.81$1,085,128TARGET
196209GBPUSDBUY2026-03-09 03:152026-03-10 12:5133.6h23.751.283941.270681.271851.29796-132.6-183.7720.90-1.10-$5,895.43$1,082,518STOP
196207GBPUSDBUY2026-03-06 21:082026-03-07 19:2822.3h23.861.282911.259531.258461.31128-233.8-177.740.00-0.96-$5,196.19$1,088,413STOP
196204XAUUSDSELL2026-03-05 09:052026-03-05 12:543.8h239.912319.812351.752348.942286.02-319.4-198.040.00-1.10-$5,985.77$1,093,609STOP
196201EURUSDBUY2026-03-05 19:142026-03-05 21:021.8h23.811.094491.12941.072781.11968349.1-207.570.001.61$8,214.49$1,099,595TARGET
196198GBPUSDBUY2026-03-04 16:312026-03-04 22:095.6h23.961.301131.286151.288711.31554-149.8-258.020.00-1.21-$6,614.73$1,091,380SLIPPED STOP
196194GBPUSDSELL2026-03-04 19:322026-03-06 05:4234.2h23.851.260551.228871.29361.22222316.8-219.5320.990.96$4,831.49$1,097,995TARGET
196193GBPUSDSELL2026-03-03 01:472026-03-03 14:4513.0h23.991.255591.297251.292511.21276-416.6-227.850.00-1.13-$6,182.66$1,093,164SLIPPED STOP
196190USDJPYSELL2026-03-02 04:542026-03-03 06:3625.7h36.53147.82150.49150.51144.7-267-285.9021.21-1.00-$5,542.58$1,099,346STOP
196189GBPUSDBUY2026-02-27 01:482026-02-27 20:2518.6h24.241.268391.241441.243851.29686-269.5-210.370.00-1.10-$6,066.75$1,104,889STOP
196185USDJPYBUY2026-02-26 05:512026-02-26 22:5217.0h36.64146.92147.7145.41148.6778-231.240.000.52$2,516.10$1,110,956TARGET
196182US500SELL2026-02-25 15:192026-02-26 14:2623.1h240.975320.615293.785354.145281.72268.3-232.440.000.80$4,009.12$1,108,440TARGET
196178USDJPYBUY2026-02-24 15:122026-02-25 00:479.6h36.26155.7160.56152.45159.48486-189.730.001.49$7,665.98$1,104,430TARGET
196176GBPUSDSELL2026-02-24 11:562026-02-26 08:5645.0h24.051.26191.297041.296361.22193-351.4-290.28-21.17-1.02-$5,708.10$1,096,765STOP
196174NAS100SELL2026-02-23 14:522026-02-24 05:1714.4h240.1318843.0518833.9718865.51881790.8-261.010.000.40$1,875.36$1,102,473TARGET
196171US500BUY2026-02-23 12:002026-02-24 22:4234.7h241.605333.345318.065321.035347.62-152.8-169.0921.26-1.24-$6,746.11$1,100,597SLIPPED STOP
196169US500BUY2026-02-20 02:492026-02-20 23:0020.2h242.975347.245317.735321.125377.54-295.1-238.530.00-1.13-$6,277.20$1,107,343SLIPPED STOP
196166US500BUY2026-02-20 13:212026-02-21 14:4825.4h244.075239.315223.415221.645259.81-159-243.3721.48-0.90-$5,051.18$1,113,621STOP
196163XAUUSDSELL2026-02-19 01:252026-02-19 09:087.7h245.262298.342332.432333.72257.33-340.9-225.460.00-0.96-$5,427.33$1,118,672STOP
196162USDJPYBUY2026-02-18 05:152026-02-19 04:2523.2h36.87147.04152.79143.61151.02575-181.830.001.67$8,776.56$1,124,099TARGET
196159GBPUSDSELL2026-02-18 12:112026-02-18 23:3811.4h24.261.246011.222841.279841.20677231.7-210.110.000.68$3,445.18$1,115,323TARGET
196158GBPUSDBUY2026-02-17 18:082026-02-18 07:4413.6h24.211.275251.280851.263151.2892856-187.620.000.46$2,277.49$1,111,877TARGET
196156US500SELL2026-02-16 13:372026-02-16 17:464.2h240.805331.515295.825362.035296.1356.9-248.420.001.17$5,945.96$1,109,600TARGET
196155USDJPYSELL2026-02-16 14:122026-02-16 15:581.8h36.18154149.65156.45151.15435-215.330.001.77$9,091.73$1,103,654TARGET
196153NAS100SELL2026-02-13 21:512026-02-14 05:467.9h238.4318788.1918775.118821.8218749.18130.9-275.850.000.39$1,765.63$1,094,562TARGET
196149NAS100BUY2026-02-12 05:482026-02-13 04:2722.6h239.8918085.2718060.1818064.7218109.11-250.9-250.320.00-1.22-$6,693.93$1,092,797SLIPPED STOP
196148XAUUSDSELL2026-02-12 02:292026-02-13 05:3927.2h241.022262.572283.112284.722236.88-205.4-260.53-21.21-0.93-$5,198.72$1,099,490STOP
196145USDJPYBUY2026-02-11 17:042026-02-12 07:4314.7h36.22155.91162.05152.45159.93614-257.120.001.77$9,071.86$1,104,689TARGET
196141NAS100BUY2026-02-11 06:202026-02-11 22:5916.6h238.3218672.718693.5118641.718708.66208.1-222.690.000.67$3,296.99$1,095,617TARGET
196139EURUSDBUY2026-02-10 18:212026-02-10 21:433.4h23.751.063791.084621.037261.09457208.3-211.780.000.79$3,889.93$1,092,320TARGET
196137XAUUSDSELL2026-02-09 17:052026-02-10 04:4811.7h236.3822622242.682281.162239.78193.2-219.440.001.01$5,024.94$1,088,430TARGET
196136US500SELL2026-02-06 17:072026-02-08 20:3451.5h237.585400.445416.515416.275382.08-160.7-257.0941.81-1.02-$5,521.91$1,083,405STOP
196135US500SELL2026-02-05 07:212026-02-06 01:0717.8h238.965208.215249.255243.475167.31-410.4-165.250.00-1.16-$6,284.51$1,088,927SLIPPED STOP
196132US500BUY2026-02-05 20:272026-02-06 19:3923.2h237.535153.425193.855122.245189.59404.3-252.460.001.30$6,523.27$1,095,212TARGET
196131GBPUSDBUY2026-02-04 21:212026-02-04 23:262.1h23.691.300161.312241.280841.32257120.8-223.980.000.63$3,033.77$1,088,689TARGET
196130EURUSDBUY2026-02-03 12:282026-02-04 09:2921.0h23.621.096621.108381.078641.11748117.6-260.040.000.65$3,136.98$1,085,655TARGET
196126GBPUSDBUY2026-02-03 10:502026-02-04 19:5233.0h23.771.283541.256081.262321.30816-274.6-232.0120.92-1.29-$6,978.48$1,082,518SLIPPED STOP
196122USDJPYBUY2026-02-02 13:532026-02-03 17:3827.8h36.22152.46149.6149.98155.33-286-203.0721.04-1.15-$6,255.22$1,089,496SLIPPED STOP
196120EURUSDBUY2026-02-02 09:442026-02-02 23:4814.1h24.021.075361.049191.04651.10884-261.7-186.700.00-0.91-$4,978.28$1,095,752STOP
196117EURUSDBUY2026-01-30 07:102026-02-01 11:5752.8h24.131.074391.048521.047351.10575-258.7-256.1642.47-0.96-$5,293.37$1,100,730STOP
196113NAS100BUY2026-01-30 17:002026-01-31 23:1430.2h240.0118152.9118178.5618130.7818178.58256.5-178.3321.121.16$5,964.94$1,106,023TARGET
196111NAS100SELL2026-01-29 12:102026-01-30 05:0516.9h241.4118854.8618886.5618881.9218823.47-317-182.070.00-1.17-$6,403.20$1,100,058SLIPPED STOP
196109NAS100SELL2026-01-29 09:242026-01-29 19:169.9h242.9518032.6218049.3118045.6218017.54-166.9-193.590.00-1.28-$7,054.93$1,106,461SLIPPED STOP
196106US500SELL2026-01-28 07:122026-01-30 08:1949.1h241.275386.135356.535406.015363.06296-159.69-42.461.49$7,699.37$1,113,516TARGET
196105USDJPYBUY2026-01-27 08:122026-01-28 06:3022.3h36.75155.11152.07152.27158.4-304-240.650.00-1.07-$5,965.02$1,105,817STOP
196102XAUUSDBUY2026-01-26 14:222026-01-27 00:3110.2h241.462315.022339.332290.462343.51243.1-190.780.000.99$5,068.31$1,111,782TARGET
196100USDJPYBUY2026-01-26 13:392026-01-27 19:5630.3h36.78153.44151.58151.72155.44-186-226.7021.36-1.08-$5,980.85$1,106,714STOP
196099NAS100BUY2026-01-23 03:412026-01-23 19:0815.4h242.1218476.8618496.1218444.5618514.33192.6-220.010.000.60$2,956.27$1,112,695TARGET
196096XAUUSDBUY2026-01-23 19:262026-01-24 13:4218.3h243.242355.312331.092328.662386.23-242.2-226.140.00-0.91-$5,089.69$1,109,738STOP
196092GBPUSDBUY2026-01-22 14:012026-01-23 07:2217.4h24.461.247841.209811.214451.28657-380.3-245.930.00-1.14-$6,375.17$1,114,828SLIPPED STOP
196091USDJPYSELL2026-01-21 15:112026-01-22 14:1623.1h37.27155.51159.03158.72151.79-352-249.550.00-1.10-$6,186.30$1,121,203STOP
196087US500BUY2026-01-20 01:472026-01-20 06:224.6h245.265293.135305.065274.65314.62119.3-194.460.000.64$3,278.77$1,127,389TARGET
196083XAUUSDSELL2026-01-20 03:362026-01-20 16:3613.0h238.392302.992074.862340.672259.282281.3-283.540.006.05$31,467.60$1,124,111TAIL WIN
196079USDJPYBUY2026-01-19 01:212026-01-19 21:4920.5h36.32147.93145.66145.93150.25-227-205.730.00-1.13-$6,180.41$1,092,643SLIPPED STOP
196077USDJPYBUY2026-01-19 14:592026-01-20 04:1313.2h36.23155.82156.74154.22157.6792-228.460.000.58$2,818.89$1,098,824TARGET
196075GBPUSDSELL2026-01-16 03:482026-01-16 10:597.2h23.811.293771.28241.305791.27983113.7-172.330.000.95$4,780.60$1,096,005TARGET
196073GBPUSDSELL2026-01-15 18:572026-01-17 08:5037.9h23.321.275651.125061.310241.235521505.9-173.9720.534.35$22,184.80$1,091,224TAIL WIN
196070USDJPYBUY2026-01-15 02:562026-01-16 03:5224.9h35.24153.66156.02149.98157.93236-224.9120.470.64$3,072.33$1,069,039TARGET
196067EURUSDSELL2026-01-14 12:552026-01-16 17:3152.6h23.061.116251.086251.132911.09692300-227.63-40.591.80$8,866.83$1,065,967TARGET
196065XAUUSDSELL2026-01-14 04:412026-01-15 20:5840.3h232.042353.722377.672373.442330.85-239.5-182.84-20.42-1.21-$6,404.24$1,057,100SLIPPED STOP
196064GBPUSDBUY2026-01-13 14:072026-01-13 18:284.3h23.331.248241.231641.232481.26653-166-167.730.00-1.05-$5,569.82$1,063,504STOP
196063USDJPYSELL2026-01-12 05:582026-01-13 20:0538.1h35.16154.1151.73156.17151.7237-193.95-20.421.14$5,624.36$1,069,074TARGET
196062USDJPYBUY2026-01-09 10:072026-01-10 07:3621.5h35.01152.2153.98150.25154.47178-260.970.000.91$4,380.30$1,063,450TARGET
196058NAS100SELL2026-01-08 06:222026-01-09 05:4023.3h232.1618813.9418826.1218826.7518799.08-121.8-158.020.00-0.95-$5,016.40$1,059,069STOP
196057US500BUY2026-01-08 08:202026-01-09 03:3319.2h231.305412.635432.675387.875441.35200.4-155.160.000.81$3,964.45$1,064,086TARGET
196055EURUSDSELL2026-01-07 07:322026-01-08 03:5520.4h23.271.096751.140781.133431.0542-440.3-201.560.00-1.20-$6,345.98$1,060,121SLIPPED STOP
196052GBPUSDBUY2026-01-06 02:002026-01-06 13:4311.7h23.161.271591.300131.242291.30558285.4-166.400.000.97$4,797.51$1,066,467TARGET
196049GBPUSDBUY2026-01-05 06:582026-01-05 22:2015.4h23.271.238311.20371.201791.28068-346.1-188.290.00-0.95-$5,040.74$1,061,670STOP
196047XAUUSDSELL2026-01-02 21:062026-01-04 16:0843.0h231.812384.572368.242403.572362.53163.3-158.2020.400.86$4,244.47$1,066,711TARGET
196045US500SELL2026-01-01 10:522026-01-03 13:3550.7h231.155224.95212.35244.225202.49126-255.95-40.680.65$3,019.76$1,062,466TARGET
196041USDJPYBUY2026-01-01 15:362026-01-03 16:1248.6h34.74154.19158.88151.52157.29469-253.5340.351.76$8,656.30$1,059,446TARGET
196038USDJPYBUY2025-12-31 17:182026-01-01 21:1127.9h34.93148.32146.52146.71150.18-180-271.24-20.29-1.12-$5,982.39$1,050,790SLIPPED STOP
196035USDJPYSELL2025-12-31 16:502026-01-02 02:3133.7h35.14149.58151.62151.32147.56-204-241.95-20.41-1.17-$6,244.89$1,056,772SLIPPED STOP
196031US500SELL2025-12-30 08:202025-12-31 12:4828.5h230.095348.685306.65373.235320.21420.8-236.13-20.251.71$8,420.65$1,063,017TARGET
196027GBPUSDSELL2025-12-30 03:582025-12-30 17:1813.3h23.141.268981.287131.284361.25114-181.5-181.930.00-1.18-$6,192.52$1,054,597SLIPPED STOP

Research backtest with modelled costs. Not a live track record and not a projection of future returns. Past performance is not indicative of future results.