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6 STRATEGIES 4 INSTRUMENTS · MNQ / MGC / NAS / XAU

Strategies.
Six independent, statistically-verified edges.

Each strategy is a standalone automated system with its own setup logic, instrument coverage and risk profile. Portfolios stack 2–4 of these on a single account.

All figures below are from the same 12-month empirical backtest (May 1, 2025 — April 30, 2026), aggregated across every instrument each strategy trades. Equity curves show cumulative net P&L. Click any strategy for the full instrument-by-instrument breakdown.

18.1
Highest profit factor
Pivot
$94.3k
Highest Net / yr
Reject
93%
Highest win rate
Pivot
6
Independent strategies
4 instruments
All 6 strategies

Full roster

Each card aggregates the strategy across all instruments it trades. Net / yr is cumulative realised P&L over the 12-month sample (Jun 2025 — May 2026). Profit factor, win rate and trade count are empirical, not modelled.

Open
Range Break
4 INSTRUMENTS
Range expansion + retest + breakout. Widest deployment of the six — four-instrument coverage.
Instruments · MNQ · MGC · NAS · XAU
2.33
Profit factor
$55.8k
Net / yr
61%
Win rate
331
Trades / yr
View Open detail page →
Hook
Multi-leg Sweep
2 INSTRUMENTS
Liquidity-sweep pattern with multi-leg confirmation. Selective, high-conviction setups — few trades, high payoff.
Instruments · MNQ · NAS
3.59
Profit factor
$34.3k
Net / yr
67%
Win rate
43
Trades / yr
View Hook detail page →
Pivot
False Break Reversal
2 INSTRUMENTS
False-breakout reversal at key levels with three-target scale-out. Highest profit factor of the six.
Instruments · MGC · XAU
18.05
Profit factor
$19.9k
Net / yr
93%
Win rate
153
Trades / yr
View Pivot detail page →
Reject
Rejection Wick
2 INSTRUMENTS
Highest-velocity strategy — over 1,300 trades/yr. Fastest path to first payout. Higher reward, higher turnover.
Instruments · MGC · XAU
2.10
Profit factor
$94.3k
Net / yr
89%
Win rate
1,308
Trades / yr
View Reject detail page →
Trace
Asymmetric R-multiple
3 INSTRUMENTS
Larger wins, smaller losses by design. Broad instrument set, high frequency on gold.
Instruments · MNQ · NAS · XAU
1.73
Profit factor
$45.9k
Net / yr
38%
Win rate
359
Trades / yr
View Trace detail page →
Anchor
Anchored Value
2 INSTRUMENTS
Mean-reversion at session VWAP with two-target scale-out. Steady, consistent equity build.
Instruments · MNQ · NAS
2.87
Profit factor
$35.6k
Net / yr
73%
Win rate
229
Trades / yr
View Anchor detail page →
Why six strategies

Six edges, not one.

Each strategy exploits a different, repeatable market behaviour. Because they fire on different setups, days and instruments, their losing periods rarely overlap — which is exactly what makes them combine into low-variance portfolios.

01
Different setups, different days
Open breaks the opening range, Pivot reverses false breaks at key levels, Reject fades rejection wicks, Anchor mean-reverts to session VWAP. A flat day for one is often an active day for another.
02
Spread across 4 instruments
MNQ (micro Nasdaq), MGC (micro gold), NAS and XAU. Every strategy is tuned per instrument — the same logic behaves differently on equities vs metals, and the figures above reflect that.
03
Empirical, not modelled
Every number on this page comes from raw TradingView Strategy Tester exports over a 12-month period. Profit factor, win rate and trade count are observed results, then stress-tested with 1,500-path Monte Carlo at the portfolio level.
Methodology

How each strategy is validated

From raw trades to the figures above

1. Raw trade lists — each strategy is exported from the TradingView Strategy Tester for every instrument it trades, over a 12-month empirical period (May 2025 — April 2026).

2. Aggregation — trades are combined across instruments to produce the cumulative net P&L curve and the headline stats (PF, win rate, trade count) shown on each card.

3. Profit factor & win rate — computed directly from realised trade P&L: gross profit / gross loss, and winning trades / total trades. No modelling, no curve-fitting.

4. Monte Carlo stress test — when strategies are combined into portfolios, 1,500-path block-bootstrap simulation over a 3-year horizon confirms the edge survives realistic sequencing and drawdown constraints.

See the methodology page for full statistical detail.

FAQ

Common questions

Are these the equity curves of single strategies or portfolios?
Single strategies. Each curve is the cumulative net P&L of one strategy aggregated across every instrument it trades, over the 12-month sample. Portfolios — which stack 2–4 of these on one account — are on the portfolios page.
Why do some strategies trade far more often than others?
It's by design. Reject is a high-velocity rejection-wick strategy that fires very frequently; Hook is a selective multi-leg sweep that takes few, high-conviction setups. Neither is "better" — they contribute different things to a portfolio.
Can I run a single strategy on its own?
Yes. The Single tier gives you one strategy on one instrument. Most users combine strategies into a portfolio for lower variance, but a standalone strategy is a valid starting point — see pricing.
Is profit factor the same as win rate?
No. Win rate is the percentage of trades that close in profit. Profit factor is gross profit divided by gross loss. A strategy like Trace can have a lower win rate but still be strongly profitable because its wins are much larger than its losses.
What period do these results cover?
A 12-month empirical sample, May 1, 2025 — April 30, 2026, taken directly from TradingView Strategy Tester exports. Past performance does not guarantee future results.

Ready to deploy?

Single unlocks one strategy on one instrument. Track Combo and Ultimate bundle multiple strategies into ready-made portfolios. Founders Lifetime tiers at 30% off — first 50 spots only.

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