Every strategy is stress-tested with the same statistical methods used to vet professional quant systems — and the numbers below are computed live from the actual track record, not a frozen marketing snapshot.
Three independent tests for whether an edge is real or a lucky run.
1,000 resample iterations test whether the edge holds up independent of sample size — the 95% confidence interval for per-trade expectancy.
1,000 random trade sequences per strategy test profitability regardless of luck-of-order — each is one possible path the same trades could have taken.
Detects data-mining bias — the sign-permutation p-value measures how often a random, edgeless version of the strategy would match this result.
Each faint line is one possible equity path if the trades had resampled differently. The bright line is the actual record.
Monte Carlo simulation · 1,000 resampled trade sequences per strategy · TradingView backtest data · 1 NQ contract · ESTIMATED · Past performance does not guarantee future results · Not financial advice
Industry threshold is 0.05. We’re 3× below it across the suite.