@tradex_labs: We didn’t just backtest these strategies in TradingView. We cross-validated them across NinjaTrader, TradeStation, our own Python backtesting engine, and other environments to make sure the results weren’t simply a platform-specific artifact. The graphics shown here were generated using Databento MNQ tick data. But a backtest alone is never enough. Before releasing these systems, my team and I ran them through additional robustness testing including walk-forward analysis, parameter stability testing, Monte Carlo simulations, out-of-sample testing, and more. We’ve also calculated metrics like Deflated Sharpe, with a DSR of 0.95. More importantly we’ve been running live and are up YTD… Are the statistics perfect? No. And chasing a “perfect” strategy is usually the wrong objective anyway. These systems were never designed to compete at an institutional level. We don’t have their data, infrastructure, execution stack, or research budgets… and neither does the average retail trader. These were specifically designed around the prop firm environment. They are still regime-dependent. They can still lose. And in my opinion, they should be traded as part of a portfolio rather than relied on as one standalone system. If that doesn’t fit what you’re looking for, don’t buy them. If you understand what the data is actually showing and why we built them this way… Visit link in bio for access! #daytrading #futures #forex #stocks #propfirmtrading

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Thursday 29 October 2026 20:14:16 GMT