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xinhmeo698
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Wednesday 04 November 2026 23:44:54 GMT
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hotrokeoxuhuong001
muốn Lên Xu Hướng Ib em 💬✅ :
2026-11-05 00:03:58
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Should you flip a losing trading strategy? Backtest of reversing Jdub's opening range and the MACD cross on 15 years of S&P and Nasdaq futures A viewer asked: when a strategy loses money, why not just flip it? YouTube is full of
Should you flip a losing trading strategy? Backtest of reversing Jdub's opening range and the MACD cross on 15 years of S&P and Nasdaq futures A viewer asked: when a strategy loses money, why not just flip it? YouTube is full of "do the opposite of a losing backtest" videos, so I tested it. Jdub's 5-minute opening range (4 versions) and Trading Rush's MACD cross (5 timeframes) on one-minute ES and NQ data, 2011 to 2025, one contract, $16.50 a round turn. 12 of the 18 versions lost money. Flipped, all 12 still lost, whether every trade was mirrored exactly or reversed with the same stop and target. Jdub's main S&P version lost $57,517 on 3,373 trades. Mirrored, it lost $53,792. The reason is one number: what the strategy made before costs. Jdub's version lost only $0.55 a trade before costs, against $16.50 a trade in costs. A flip only pays when a strategy loses more than twice its costs, meaning it lost more than its costs before you paid them. None of the 18 did, at $16.50 or at $33. Walked forward (expanding by year, 2014 to 2025, flipping any version whose earlier years lost money), flipping lost $1,220,528 across all 18 versions. Leaving them alone lost $252,963. Takeaway: check what your strategy makes before costs. If it is near zero, there is nothing to flip. Not modelled: the creators' discretion (confirmation candles, skipped trades), other markets, flipping only some trades. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #backtesting #algotrading #futurestrading #tradingstrategy
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