Zenith Shrike
| Trades | Win rate | Profit factor | Return / DD | Period | |
|---|---|---|---|---|---|
| Backtest Hypothetical | 477 | 53.2% | 1.34 | 5.4x | 2017-10-12 → 2026-08-13 |
| Live tracking Verified forward | 2 * | — | — | — | 2026-08-27 → 2026-08-28 |
These figures do not depend on position size. A percentage return would: it is decided by the lot size and money management chosen when the test was run, so the same trades can be made to show a modest gain or a spectacular one without a single entry changing. Profit factor and return-per-drawdown are unaffected by that, and they mean the same thing on one instrument as on another. Both include spread, commission and swap. Because we hand over the strategy itself rather than a locked program, you can re-run it at whatever size you actually intend to trade and see the money figures for yourself.
StrategyQuant divided this backtest on 2022-01-05, holding back 258 trades as out-of-sample — marked on the chart. We do not count it as independent evidence: strategies whose held-back period disappointed were never published, so that period took part in choosing this one. The split is in the trade list, which you can download and check.
* Fewer than 30 live trades so far. Ratios over a sample this small are withheld rather than shown, because a flattering win rate across a handful of trades says nothing about the strategy.
Backtested results are hypothetical. They come from running the strategy over historical data, with the benefit of hindsight and no capital at risk, and do not represent live trading. The shaded region marks out-of-sample data, which was not used to build the strategy. Past performance, whether backtested or live, is not a reliable indicator of future results. Risk disclosure
These are results from our own accounts, at our own position sizes, with our own broker and spreads. Yours will differ. Past performance, whether backtested or live, is not a reliable indicator of future results. Risk disclosure
This strategy file has not changed since the date above. Verify the copy you download by running shasum -a 256 Full publication ledger →
A systematic risk-controlled strategy that dynamically adjusts position size to predefined risk, limits daily trading activity, and uses time-based exits to manage trade duration.