i tested 13 strategies on 2 years of gold and nasdaq futures data. only 3 survived
been building trading bots for a while and got tired of strategies that look good on a chart and die live. so i ran 13 common setups through 2 years of data with real costs.
10 failed. the 3 that held up:
gold pullback after the opening range, profit factor 1.52
gold afternoon trend, profit factor 1.40
nasdaq prior day breakout, profit factor 1.46
biggest lesson: most "high win rate" setups lost money once you add slippage and fees. the ones that survived win around half the time but make more on wins than they lose.
happy to answer questions on how i tested them