Strategy Lab
The best strategy setups — ranked by statistical performance across 29 instruments, 4 timeframes, and 8 risk profiles. Each category shows the Top 3 setups with full Monte Carlo simulation. Click any setup to load it into the backtester with all parameters pre-filled.
Running analysis across 29 instruments…
How This Works
5 strategies tested across 29 instruments on 4 timeframes (15m, 1H, 4H, Daily) with 8 risk profiles each. Over 4,600 backtests run nightly.
Each result gets 500 randomized trade-order simulations to calculate survival probability and confidence ranges.
Setups are grouped by asset class, timeframe, strategy, and risk profile. Only the Top 3 per category are shown.
Click any setup to load it into the backtester with all parameters pre-filled — strategy, instrument, and the exact risk settings tested. Adjust as you see fit.
Each setup is tested with a unique risk profile — different stop-losses, take-profit targets, and trailing stops. "pts" = points. "—" = trailing disabled. Hover over a strategy name to see its risk parameters.
How These Setups Are Calculated
1. Data Source — Each backtest pulls 1 year of clean, historical price data from Yahoo Finance via the yfinance Python package. Daily close prices and intraday bar data (OHLCV) for the exact timeframe required (15m, 1H, 4H, or Daily). 15m data is limited to 60 days of history by Yahoo Finance.
2. Strategies Tested — Five pre-defined rule-sets, each with fixed default parameters:
- • EMA + RSI + ADX — 9/21 EMA crossover, RSI (14) confirmation, ADX (14) ≥ 25 trend filter
- • Donchian Breakout — 20-period channel breakout (long on price > high-20, short on price < low-20)
- • Bollinger Bounce — 20-period, 2-std Bollinger Bands; buy at lower band, sell at upper band, RSI confirmation
- • MACD Crossover — 12/26/9 MACD line crossover with ADX trend filter
- • RSI Reversal — RSI < 30 (oversold) → buy, RSI > 70 (overbought) → sell
3. Risk Profiles — Each strategy is tested with 8 different trader profiles: Conservative, Standard, Aggressive, Trail-Tight, Trail-Std, Trail-Wide, Scalper, and Swing. Each has different stop-loss multipliers, reward/risk ratios, and trailing stop settings.
4. Backtest Engine — Each setup is backtested with $10,000 starting balance, 1% risk per trade, and the strategy's default parameters. The engine records every trade's P/L, win rate, profit factor, Sharpe ratio, max drawdown, and total return.
5. Monte Carlo Simulation — 500 randomized trade-order simulations per setup to calculate: survival rate (% of runs that never hit zero), median P/L, 5th/95th percentile outcomes, and median max drawdown.
6. Composite Score — Setups are ranked by a weighted composite: 0.3×Sharpe + 0.2×ProfitFactor + 0.3×MCSurvival + 0.1×WinRate + 0.1×ReturnPct. Negative P/L setups have their score halved.
7. Categorisation — Setups are grouped into 18+ categories: overall best, by asset class (indices, forex, metals, energy, agricultural, stocks), by timeframe (15m, 1H, 4H, Daily), by strategy type, and by risk profile. Only the top 3 per category are shown.
Disclaimer — Past performance does not guarantee future results. These setups are statistical observations from historical data, not trading advice. Always do your own research and risk management.