Corrected audit: the original apparent edge was created by entering at the open of the same bar that confirmed the signal. After moving entry to the next bar, the strategy is a severe loser.
Trades
91,032
Win Rate
12.6%
Avg R / Trade
≈−0.9R
Total R (net)
≈−80,000R
Profit Factor
0.015
Verdict
Severe loser
Max Drawdown
N/A (corrected audit)
Updated check
entry fixed
Long / Short
N/A
Symbols
~100
Status
Net loser
Exit mix
The original target logic was propped up by same-bar timing; once the entry is honest, the fixed target sits too far ahead or behind the real fill and the trade fails.
KPI cards on this page are the corrected 2026 YTD next-bar-open audit (91,032 trades, 12.6% win, net PF 0.015), not the original 600-day engine. See Updated Analysis for the entry-timing fix and both universes.