Strategy & validation
Backtests with realistic costs, Monte Carlo, overfitting checks and mechanical tests of popular concepts: FVG, order blocks, liquidity sweeps, CRT, exit rules. 61 articles. Related hubs: /blog/ict-concepts-systematically-tested, /blog/how-to-read-monte-carlo-simulation-results, /methodology.
Which strategy timeframe fits your prop account?
Scalp, intraday or swing on a funded account — four things that change with timeframe, and how to combine styles.
Strategy & validationHow to read Monte Carlo simulation results
What P25, P50, P75 and P90 actually mean, how to read risk-of-ruin against a trailing floor, and why one backtest is a single draw from a distribution.
Strategy & validationHow to backtest order blocks
Turn the concept into numbers: impulse threshold, zone boundary, expiry — plus the random-zone control that separates the zones from the trade management.
Strategy & validationSilver Bullet ICT: does it actually work?
Strongest of the ICT variants tested. 56-61% win rate. But trade frequency is the limit.
Strategy & validationHow to read TradingView Deep Backtesting results
What Deep Backtesting changes versus the standard tester, the bar-magnifier catch, and a reading order that catches broken tests.
Strategy & validationWhich prop firm rules can a systematic strategy pass?
Consistency caps, trailing drawdown and minimum days each read one number from your strategy — and none of them reads your discipline. The full mapping, with dated July 2026 examples and the video breakdown.
Strategy & validationOne strategy is a coin flip
Every profitable system has a flat month. Alone on a funded account you’re betting on when it lands — twelve months of real numbers on the Open/Trace pair, plus the video breakdown.
Strategy & validationHow to pair strategies on one funded account
Three construction rules — different instrument, mechanism and clock — plus the sizing rule that keeps the pair inside the drawdown limit.
Strategy & validationHow I automated passing evals
Removing the live emotional moment.
Strategy & validationSystematic trading: the complete guide
Design, backtest, validate, automate — the full pipeline.
Strategy & validationThe dropout test: kill a strategy
What survives when a member stops working.
Strategy & validationSelected With Hindsight: The Trap in Most Strategy Track Records
Selected with hindsight means picking the winners after they won. Chosen and measured on the same window, the top 10% always looks brilliant; chosen on June 30 and measured in Q3, it faded to $0.9–3.9k against $26.4k for the whole catalog.
Strategy & validationExtreme reversion on a prop account: how Fade trades
Exhaustion first, confirmation second, entry last — the ninth family in the catalog, on four instruments, with the modeled and live layers kept apart.
Strategy & validationOpening range breakout for prop firms
Why the retest-confirmed version survives.
Strategy & validationDoes a trading system trade differently after a loss?
29 strategy versions, position size, win rate and timing before and after a loss — plus a permutation test on 2,000 shuffles.
Strategy & validationRisk of ruin & statistical significance
How many trades you actually need to trust an edge.
Strategy & validationIs your backtest overfit?
Stress-test it with Monte Carlo.
Strategy & validationHow long should you backtest?
Trade count and regime coverage matter more than calendar time. Practical thresholds.
Strategy & validationSurvivorship bias in strategy marketing
The graveyard behind every track record.
Strategy & validationEquity curve tricks sellers use
The cosmetics catalog, and the checks.
Strategy & validationProfit factor explained for prop strategies
What a good number looks like — and a bad sign.
Strategy & validationHow to verify a trading backtest is real
Tell a reproducible result from a screenshot.
Strategy & validationWhat is look-ahead bias (and how to avoid it)
The silent killer of trustworthy backtests.
Strategy & validationFrom idea to tested rules
How to turn a trading idea into a validated systematic strategy in five steps.
Strategy & validationRealistic backtest commissions and slippage
What commissions, slippage and fill assumptions to use in Pine so live matches backtest.
Strategy & validationChoosing strategy parameters without overfitting
The parameter-space problem, plateau vs spike, and why fewer knobs always beats more.
Strategy & validationMulti-timeframe confluence or curve-fitting?
When higher-timeframe filters add real value, and when they're just hidden overfit.
Strategy & validationTrend, mean reversion, breakout: choosing a type
Three strategy families, their regime dependence, and why hybrids usually underperform.
Strategy & validationBuilding strategies for prop firms
Why prop strategies are designed differently from retail — drawdown-first, time-bound thinking.
Strategy & validationWhen to retire a strategy
Statistical signals of edge decay vs normal drawdown. The honest retirement decision process.
Strategy & validationORB trading strategy: opening range breakout for prop firms
Why retail loses on opening range breakout, what the math says, and where Puravida Edge applies it.
Strategy & validationMean reversion strategies for prop firms
High win rate isn't enough. Drawdown profile and regime sensitivity matter more.
Strategy & validationScalping strategies for futures prop firms: an honest review
Why backtests lie about scalping, real commission impact, and what actually works.
Strategy & validationICT methodology meets Monte Carlo
ICT setups mechanically tested with Monte Carlo simulation. What the numbers actually show.
Strategy & validationCRT (Candle Range Theory) systematically tested
Candle Range Theory backtested across MNQ, MGC, NAS, XAU. Where it works and where it doesn't.
Strategy & validationDo prop firms have positive expected value? The SSRN fixed-size study
10,000 zero-edge MNQ paths through a modeled Topstep 50K: mean net +$1,490 per account, 39.7% of runs lose. What the structure does and what the mean hides.
Strategy & validationICT and SMC concepts systematically tested: every result in one table
Nine mechanical tests of FVG, iFVG, order blocks, liquidity sweeps, CRT, Silver Bullet and VWAP, one row each with sample, win rate and profit factor.
Strategy & validationFair Value Gaps backtested honestly
FVG entries tested mechanically with realistic costs. Real profit factors across instruments.
Strategy & validationInverted Fair Value Gap (iFVG): a systematic test
Does iFVG outperform standard FVG? Mechanical test results and sample size caveats.
Strategy & validationLiquidity sweep strategies: backtest results from 2,000 trades
Marketing claims 70-80% win rates. Real data shows 51-55%. The strategy still works — differently.
Strategy & validationReset eval vs buy new account
The honest cost-and-mindset breakdown.
Strategy & validationWhy your Pine backtest won't match live
Repaint, lookahead, fills, costs.
Strategy & validationYour edge only shows over a large sample
Why individual trades are noise and the edge lives in the aggregate — focus on execution.
Strategy & validationWhat is mean reversion trading?
Stretched prices snap back to fair value — gold in ranges, ruin in trends. Our Anchor strategy's family.
Strategy & validationMean reversion vs trend following
Opposite philosophies, opposite regimes — and why combining them beats choosing one.
Strategy & validationShould you exit when an opposite FVG fills?
It can raise the odds of a stop — still not an exit.
Strategy & validationIs a liquidity sweep against you an exit?
The most convincing, least justified reason to bail.
Strategy & validationShould you exit when a trendline breaks?
You drew the line. Its break isn't a system event.
Strategy & validationDoes an opposing order block mean exit?
A retrospective drawing vs a prospective trade.
Strategy & validationIs a break of structure against you an exit?
LTF structure flips constantly inside a bigger move.
Strategy & validationShould you exit on momentum divergence?
The trend can stay divergent longer than you can wait.
Strategy & validationExit at an opposing supply/demand zone?
A box you drew around a hope.
Strategy & validationExit when price crosses VWAP against you?
An indicator your strategy doesn't use isn't a signal.
Strategy & validationIs a volume spike against you an exit?
Volume tells you it was loud, not who won.
Strategy & validationExit on a round-number rejection?
They fail as often as they hold — you remember the holds.
Strategy & validationExit when the higher timeframe reverses?
Only if the HTF is part of your strategy.
Strategy & validationIs an opposite reversal candle an exit?
A shape your brain loves and your edge ignores.
Strategy & validationAre equal highs/lows against you an exit?
Liquidity pools on both sides, always.
Strategy & validationWhat a 2005 study of Chicago pit traders says about your funded account
Professionals took above-average risk after a losing morning 31.2% of the time against 27% after a winning one — and why a prop account punishes it harder.
Strategy & validationHindsight & outcome bias
Good trade ≠ good decision. Judge the process.
Strategy & validation“This setup usually works” — the sample-size illusion
A coin flips 7/10 heads all the time.
10 strategies, 15 portfolios, one PDF.
Every result on this site, modeled and live separately, with the preset for each account tier. One PDF, then our letters with what the systems did.
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