EMA cross · Sell
The leading candidate did not qualify.
What passed—or failed
- FailedEarlier-period profit factor was below 1.2.
- FailedScreening-holdout profit factor was below 1.2.
Same rules across the complete window
Modelled account returns use USD 10,000 start, 1% risk per trade, compounding. Earlier and screening-holdout periods are part of one continuous replay; full-period return is not their arithmetic sum.
| Period | Modelled return | PF | Trades | Max DD |
|---|---|---|---|---|
| Full five years | +3.09% | 1.05 | 126 | -9.5R |
| Earlier 70% | -0.15% | 1.01 | 87 | -9.0R |
| Screening holdout 30% | +3.25% | 1.16 | 39 | -6.0R |
Full-period annualized modelled return: 0.61%. Full-period modelled account drawdown: -9.53%.
Costs and consistency
The screening holdout is used to qualify and present results; it is not a final untouched confirmation period.
What this does not prove
Managed benchmark results use the recorded historical bid/ask spread with no separate commission. Slippage and overnight financing are not included. The robustness check doubles the recorded spread. Actual broker costs can differ.
These cases were selected after an earlier engineering batch to illustrate three different output types. They are not a random sample and do not estimate how often a search will qualify a strategy.
Historical results do not guarantee future performance. This is research software, not a signal, personalized investment advice, or a finished algorithm.
Audit references
Window: 2021-08-24 to 2026-08-24 UTC · Profile: managed_market_data_v2 version 2026-08-25.1 · Cost policy: managed_spread_only_v1
Run IDreplay_516e5a572ac227ffRun fingerprint516e5a572ac227ffad8870246126c15e9f58ca102322d5aaf09766394624d054Scientific result SHA-256a2e19f6f2afa8d8be119560dfa13deb7abfbc1790c6db122fd888e4dc64e9c5dRun your own private search.
Your completed report includes the exact rules and every qualifying variation from your search.