Forward track record
The honest test of a backtest is what happens afterwards. This page will show each stack's forward results — built from follow-along posts published in real time — beside its backtest.
Forward tracking begins when stacks go live.
There are no live or forward results yet, so nothing is shown here. Every number on this site is a hypothetical backtest. We will not back-fill, estimate or “paper-trade after the fact” to put a number on this page.
Backtest vs forward, by stack
Same basis on both sides: 1 contract, 4-tick slippage per side, $2.50/side commission, one position at a time. Forward panels fill from a data file the moment real records exist.
NQ Stack
Set: NQ Stack core: Connors > Supertrend 1h > VZO ½. 2-year in-sample window, 1 contract.
ES Stack
Set: ES Stack pack: B12_01 > B8_03 (lowest overlap). 2-year in-sample window, 1 contract.
GC Stack
Set: GC Stack: Coral + G4 RSI2 + Elder Force. 2-year in-sample window, 1 contract.
All-Instrument Stack
Set: All-Instrument set: ES B12_01 > NQ Supertrend 1h > ES B8_03 > GC Coral > NQ DPO > GC Elder. 2-year in-sample window, 1 contract.
How the forward record will be kept
- Real-time only. A trade counts only if its post was published to subscribers before it happened (timestamped).
- Append-only. Entries are never edited or deleted; a correction is a new, labelled entry.
- Skipped entry setups included. Entry setups not taken because a position was open are listed, as in the backtests.
- Losers included. Every closed trade, in order — no cherry-picked start dates.
- Same costs as the backtest (4-tick slippage, $2.50/side) so the two columns are comparable; real fills will differ and the gap will be shown.
- Small samples flagged. Under 30 closed trades a stack is labelled “small sample — not meaningful yet” (proposed threshold).
- Per stack, not blended. No combined “best of” line across stacks.
- Forward results still do not guarantee anything. A good few months is not proof; a bad few months is not proof either.