The record
Every trading idea tested so far, best score first. Updated 10 October 2026.
The score is the yearly return divided by how much it swings, after all trading costs, measured only on prices the idea had never seen. The pass mark is 1.00, and passing it is not enough: an idea also has to pass the tests for cost, consistency and luck.
"Never switched on" means that in no two-year stretch did any setting of the idea make money, so it was never allowed to trade in the test.
Said openly: the New York opening-range breakout was turned down by the judge (it failed the luck test). We still run it as a forward test on one prop-firm challenge account of our own, with a stop on every trade and a fixed daily loss limit. It is not an offer, it does not count as a pass, and nothing is sold on the strength of it. Its result will be published here either way.
As of 10 October 2026, this table lists the ideas tested so far, and none has passed every test.
The highest score in the table is 1.01, for New York opening-range breakout, from the test dated 8 October 2026, with 448 trades.
As of 10 October 2026, 4 ideas never switched on, and the main reason shown most often is score below the pass mark, on 20 rows.
| Idea | Kind | Trades in the test | Score | Verdict | Main reason | Tested |
|---|---|---|---|---|---|---|
| New York opening-range breakout | Session | 448 | 1.01 | Turned down | Cannot be told apart from luck | 2026-10-08 |
| Asian range breakout with a trend filter | Session | 211 | 0.96 | Turned down | Score below the pass mark and 4 more | 2026-10-08 |
| Breakout after an inside day | Volatility | 163 | 0.86 | Turned down | Too few trades to judge and 4 more | 2026-10-08 |
| Morning direction held to the New York close | Session | 775 | 0.77 | Turned down | Score below the pass mark and 2 more | 2026-10-08 |
| Morning direction, large moves only | Session | 423 | 0.73 | Turned down | Score below the pass mark and 2 more | 2026-10-08 |
| Daily momentum | Trend | 46 | 0.73 | Turned down | Too few trades to judge and 6 more | 2026-10-07 |
| Break of yesterday's high, second version | Trend | 479 | 0.71 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Volatility breakout from the day's open | Volatility | 304 | 0.58 | Turned down | Score below the pass mark and 5 more | 2026-10-08 |
| Silver leads gold | Cross market | 1387 | 0.45 | Turned down | Score below the pass mark and 3 more | 2026-10-10 |
| Range expansion from the open | Volatility | 357 | 0.45 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Time-of-day pattern | Calendar | 905 | 0.36 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Pullback in a four-hour trend | Trend pullback | 544 | 0.32 | Turned down | Score below the pass mark and 4 more | 2026-10-07 |
| Moving-average pullback with a VWAP filter | Trend pullback | 477 | 0.29 | Turned down | Score below the pass mark and 6 more | 2026-10-07 |
| Asian range breakout | Session | 525 | 0.09 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Break of yesterday's high in an uptrend | Trend | 150 | −0.01 | Turned down | Too few trades to judge and 7 more | 2026-10-08 |
| Hourly channel breakout | Trend | 232 | −0.03 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Breakout after a quiet squeeze | Volatility | 206 | −0.10 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| New York metals-open breakout | Session | 763 | −0.13 | Turned down | Score below the pass mark and 5 more | 2026-10-07 |
| Momentum after 08:30 New York news | News | 254 | −0.14 | Turned down | Score below the pass mark and 6 more | 2026-10-07 |
| Equity stress haven | Cross market | 132 | −0.23 | Turned down | Too few trades to judge and 7 more | 2026-10-10 |
| Gold against its dollar and real-yield value | Relative value | 60 | −0.31 | Turned down | Too few trades to judge and 7 more | 2026-10-08 |
| Many weak signals in one model | Ensemble | 253 | −0.32 | Turned down | Score below the pass mark and 6 more | 2026-10-08 |
| London direction carried into New York | Session | 601 | −0.42 | Turned down | Score below the pass mark and 6 more | 2026-10-07 |
| Fading sharp 15-minute moves | Mean reversion | 448 | −0.42 | Turned down | Score below the pass mark and 6 more | 2026-10-07 |
| New York session, long only (control) | Control | 256 | −0.60 | Turned down | Score below the pass mark and 6 more | 2026-10-08 |
| Narrowest day of seven, then the break | Volatility | 20 | −0.66 | Turned down | Too few trades to judge and 7 more | 2026-10-08 |
| Fading the edges of a quiet range | Mean reversion | 244 | −0.87 | Turned down | Score below the pass mark and 6 more | 2026-10-07 |
| Reversal after the afternoon gold fix | Fixing | 160 | −0.95 | Turned down | Too few trades to judge and 7 more | 2026-10-07 |
| Asian session mean reversion | Mean reversion | – | – | Turned down | Never switched on: no setting earned in training and 7 more | 2026-10-07 |
| Asian session sweep and reversal | Stop hunt | – | – | Turned down | Never switched on: no setting earned in training and 7 more | 2026-10-07 |
| Fading yesterday's high and low | Stop hunt | – | – | Turned down | Never switched on: no setting earned in training and 7 more | 2026-10-07 |
| Two-day channel breakout | Trend | – | – | Turned down | Never switched on: no setting earned in training and 7 more | 2026-10-08 |
The tests use gold prices from 2020 to 2025, in five-minute steps. Hover over a reason to see every test the idea failed. Every run, with its numbers · How the tests work · How to verify a gold EA's track record · Why gold EAs pass the backtest and fail live