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These are real backtests on bundled futures data, run right now through the same Honesty Score engine the paid product uses — no signup, no cherry-picking. The score is deliberately hard to impress: it corrects for sample size, skew and kurtosis, and a backtest that hasn't survived out-of-sample validation is capped at grade C. We show you the misses, not just the wins.

RSI(14) mean-reversionES · 1d

Go long the E-mini S&P when RSI(14) dips below 30; hold 5 days.

50/100C

Partial score (3/4). Run walk-forward and the market-independence decomposition to fill in: ES correlation R² (independence). Fold stability is not part of this score: measuring overfitting from search requires comparing competing parameter sets across folds, which this product does not yet compute. The check is left out of the denominator rather than scored as a pass or filled with a number, and no command fills it. Its points are not redistributed, so the highest score reachable here is 75/100 — and 10/100 of that is a check this run cannot score either, so 65/100 is the real limit here.

A partial score is capped below grade B, however good the numbers look.

Trades5Win rate80%Sharpe (ann.)1.82Max DD3.4%Total return21.7%
SMA 20/50 trendNQ · 1d

Go long the Nasdaq-100 when the 20-day SMA crosses above the 50-day; hold 10 days.

51/100C

Partial score (3/4). Run walk-forward and the market-independence decomposition to fill in: ES correlation R² (independence). Fold stability is not part of this score: measuring overfitting from search requires comparing competing parameter sets across folds, which this product does not yet compute. The check is left out of the denominator rather than scored as a pass or filled with a number, and no command fills it. Its points are not redistributed, so the highest score reachable here is 75/100 — and 10/100 of that is a check this run cannot score either, so 65/100 is the real limit here.

A partial score is capped below grade B, however good the numbers look.

Trades6Win rate83%Sharpe (ann.)1.02Max DD3.0%Total return7.3%
20-day breakoutCL · 1d

Go long crude oil on a 20-day high breakout; hold 5 days.

25/100F

Partial score (3/4). Run walk-forward and the market-independence decomposition to fill in: ES correlation R² (independence). Fold stability is not part of this score: measuring overfitting from search requires comparing competing parameter sets across folds, which this product does not yet compute. The check is left out of the denominator rather than scored as a pass or filled with a number, and no command fills it. Its points are not redistributed, so the highest score reachable here is 75/100 — and 10/100 of that is a check this run cannot score either, so 65/100 is the real limit here.

A partial score is capped below grade B, however good the numbers look.

Trades17Win rate59%Sharpe (ann.)0.08Max DD24.5%Total return-0.6%

Hypothetical results — not investment advice, and no guarantee of future performance. Disclaimers

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Methodology: deterministic backtests via the native engine on committed daily continuous-futures bars (approximate front-month, no contract rolls). Costs and slippage are applied; entries fill next-bar-open. The verdict is a partial Honesty Score — the walk-forward / overfitting checks run only after you validate a strategy in the app.