TL;DR: Backtested a fractal breakout strategy over various date ranges for many, many assets. Currently I'm going to deploy this live for some extended forward testing on Solana on the 5 minute timeframe. 1.3 Sharpe, 8.96% max drawdown, 114/398 winning trades since Feb 2026. Code is open source. Starting live forward test today. Will post 15/30/60-day updates with real results, good or bad.

The idea

This strategy looks for Bill Williams fractals as points of contention and breakout opportunities. It enters when price crosses above a fractal that you design, and price is also above (or below for shorts) a volume weighted variable moving average. The thesis is to capture micro trends with simple entry logic.

Methodology

• Instrument(s): Literally any. This strategy is super robust.
• Timeframe: Depending. Indices like to have shorter time frames, 5m-1hr. Yet Crypto likes higher time frames like 4h or 8h.
• Backtest period: Feb 8 2026 – June 30 2026 ([X] years/months)
• Entry rule: BW fractal crossover (x candles before must completely be below high of target candle, y number of candles after target must also be fully below) High of target candle is held in memory and when price crosses above that price, and price is above the variable moving average, enter position. Pyramiding is allowed in this version of the strategy.
• Position sizing: 100% of equity
• Slippage/commission assumptions: slippage: 1 tick. Commission was not factored in for this particular backtest.

Results

Metric	Value
Total return	21%
Sharpe ratio	1.309
Max drawdown	8.96%
Win rate	34.76%
Profit factor	1.265
Number of trades	328
Avg trade duration	14 five minute bars

https://preview.redd.it/tavvszqs0nah1.png?width=1394&format=png&auto=webp&s=e207b97caeb94e97f14dd6b271f1c1e259896a52

Honest caveats

• Overfitting risk: Strategy remains surprisingly robust over many different backtesting regimes, securities, timeframes. This particular backtest is definitely overfit though.
• Sample size: Again, shown backtest isn't really enough to show that this is worth a damn, but you could customize this as much as you'd like given the code is free to use.
• Regime dependency: thorough regime resilience.
• What would make this strategy fail? looking back through losses, the biggest chink in this strategy's armor is the tendency to reverse. Finding good balance between entering ALL fractal breakouts and the right ones can be difficult. these pivot points are pivot points for a reason. this strategy struggles in ranging markets without the random walk + upwards or downwards.

What's next

The real test is live money reacting to live conditions. Starting today I'm running this forward on a dedicated Alpaca account so the numbers are separated from my other strategies and easy to audit.

I'll post updates at 15 days, 30 days, and 60 days with unedited performance — win or lose.

I'm implementing this (the alert → broker wiring) using a tool I built called Algorelay. Mentioning it since it's how I'm running the forward test and connecting this to alpaca, not because this post is trying to sell it. Full strategy code is free and open source regardless of what you use to run it. But if you just want the pinescript without having to copy and paste the cocde I've published the strategy on TV as well: https://www.tradingview.com/script/iBDdbEvy-TImeframed-Variable-MA-Breakout/

Code: https://github.com/AlgoPulse-Research/pine_library · License: MIT · Forward test account: [Alpaca account nickname, e.g. algorelay-strat-00X] · Questions/pushback welcome, that's the point of posting the honest numbers.

I've always been interested in alternative model architectures to the autoregressive types most people make. I've created a few diffusion models that potentially have some alpha to them, but frankly are too compute heavy to have production relevance.

I've been inspired by the world model and specifically the aspect that it "learns the physics" of the world, in this case the financial markets.

Using CEM just like the world model does in order to produce inferences based on families of optimal trajectory.

Interested if anyone has done something similar so I can bounce some Ideas off of you!

I started AlgoPulse Research because my friends and family were always asking me for trading advice. "Is now a good time buy bitcoin?" "What are some good stocks to look at right now?"

I've always wanted to give sound, profitable advice, so I ended up using one of my already developed algorithms in TradingView to send webhooks to telegram so the people close to me could access it, and frankly stop utilizing my decision making at their whim. The trading signals were easily set up using a no code solution called Pipedream. This service for what it's worth, had some delays, but worked fantastically for what I needed it for.

The idea came upon me: Why Don't I just sell trading signals??

I was super stoked to get going on this project. Building the website, building out the payment systems, optimizing for seo, getting going with marketing (never done it before). I even built out an entire educational platform with modules lessons and quizzes all for free to generate traffic. I ended up trying several different marketing strategies. Everything from organic social media growth on instagram and tiktok, to spending massive amounts on ads for a brand that didn't have any recognition and bad copy.

I toiled with trying everything through the last few years. Eventually, I had to have uncomfortable conversations with myself lately that this might not be a business, but an unprofitable hobby. With still no paying customers (had some free ones) after three years, and monthly costs starting to add up with AlgoPulse signals, I eventually had to call it quits on this project.

Then I had an Idea. What I was trying to sell was TRUST. What I need to sell is an essential service with VALUE. I'm not going to give up completely on the subject of trading tools, but I didn't have trust with users, and it would take years to gain that trust. Plus, in the world of trading, signals have a very bad stigma already for being scams, and being lazy for not developing your own strategy. I had a few backtests to show performance over the last few years, I had profitable strategies, but people are way more likely to trust themselves than any rando on the internet. (Even if I did actually know what I was doing).

If people are willing to trust themselves and their own strategies, why not create a tool that enables them to do what they are already doing, but faster, better, and more accurately?

About a month ago, I started building algorelay. This is a bridge that will take tradingview alerts that you create yourself, and turn those alerts into automated broker orders on your broker of choice. I currently have successfully implemented ~ 5 brokers for both live and paper trading.

I plan on documenting my story here, in this subreddit. Currently I'm ironing out some bugs, working to build out a marketing plan, and hitting hard on reddit organic growth. I'm not quite ready for a launch on producthunt or other similar tools, but I'll be making updates in this subreddit (if the mods allow).

I really believe in this new product. As a trader, the amount of relief I felt when I finally went fully automated years ago was indescribable. There are several similar products already in place, which confirms there is a market for it. Most of the other tools I see are bulky, difficult to use, and not very visually appealing. Once a user sees their orders coming through to their broker, they will hopefully see my service as essential, and will likely stick to it for some time, and recommend it if they are happy.

Anyway, thanks for your time if you read all the way through this. I appreciate any feedback or criticism that you might have!