Weekly validation
Every strategy, re-tested every week
Each week we re-run every strategy in every stack on the latest data with the same costs, publish a report to subscribers, and flag or remove anything that stops meeting the bar.
A process, not a guarantee. Weekly validation is a process, not a guarantee. It can catch strategies that stop meeting our bar; it cannot predict whether a strategy will make money in the future. Weekly entries start after launch — this baseline is the first run.
Process
What happens each week
Re-test
Rolling 2-year window, same costs (4-tick slippage, $2.50/side).
Check the bar
PnL > 0, PF ≥ 1.30, max drawdown ≤ $15k, ≥ 30 trades, net profit ≥ ~3× max drawdown. Plus recent-trade form and year-by-year PF.
Set status
Pass · Watch · Flagged · Removed — with the reason.
Publish
Weekly report to subscribers; this log shows the changes.
Status legend
- Pass Meets the pass bar on the most recent run.
- Watch Still passes on the main window, but recent trades or an extended window show weakness. Subscribers are told; position-size caution advised.
- Flagged Passes only under conditions (e.g. half size) or carries a known fragility. Kept out of headline numbers and marked low priority.
- Removed Fails the bar or a robustness check. Taken out of the stack and announced in the weekly report. (None removed yet.)
Planned but not yet run for any strategy: neighbor-timeframe checks, ±15% parameter nudges, per-year PF ≥ 1.15 across the board, next-bar-open fills. Results of those will be added to the log when completed.
Current status
Last validated: 2026-10-16 (baseline). Next: Weekly after launch (date TBD).
| Strategy | Mkt / TF | Status | Note | Last validated |
|---|---|---|---|---|
| NQ Connors RSI Reclaim Tier A | NQ 30m | Watch | Passes on the 2-year window; extended list falls below the net ÷ DD bar after 4 later losing trades. | 2026-10-16 |
| NQ Supertrend Flip Tier A | NQ 1h | Pass | Passes the bar on 1h; year 1 PF 2.53 and year 2 PF 2.18 both clear 1.15. | 2026-10-16 |
| NQ Volume Zone Oscillator Cross Tier B · fragile | NQ 30m | Flagged | Passes only at half size; weak recent months; single strong timeframe. | 2026-10-16 |
| NQ DPO Zero Cross Tier B · fragile | NQ 15m | Flagged | Long-history validation FAILED; year 1 nearly flat. | 2026-10-16 |
| NQ Kalman Trend Cross Tier B · fragile | NQ 30m | Flagged | Year 1 lost money; weak recent form; single timeframe. | 2026-10-16 |
| NQ RMI Reclaim Tier B · fragile | NQ 15m | Flagged | Single timeframe (15m only); year 1 PF only 1.11; 49 trades. | 2026-10-16 |
| ES Weak Close Dip Buy (B12_01) Tier A | ES 1h | Pass | Passes the bar in both years. | 2026-10-16 |
| ES RSI2 Next-Day Dip Buy (B3_04) Tier A | ES 1h | Watch | Passes on 2 years; weakest recent form of the ES group (3-month PF 0.45). | 2026-10-16 |
| ES ATR-Scaled Drop Dip Buy (B8_02) Tier A | ES 1h | Watch | Profit front-loaded into year 1; last 6 months slightly negative. | 2026-10-16 |
| ES Two-Day Slide Dip Buy (B8_03) Tier A | ES 30m | Watch | Last quarter was a clear losing stretch (1 win in 8 trades — small sample); year 2 weak. | 2026-10-16 |
| ES Ten-Day Depth Pullback (B8_04) Tier A | ES 1h | Pass | Most even year split in the ES group (both years PF > 2.1). | 2026-10-16 |
| ES Two-Day Composite IBS Dip Buy (B12_03) Tier B · fragile | ES 1h | Flagged | Passes only on 1h; 39 trades; more than half the net comes from year 1. | 2026-10-16 |
| GC KAMA Cross Tier A | GC 30m | Pass | Passes (3.44× net ÷ DD on TradingView's DD); year 1 PF 1.23; last 3 months flat; heavily overlaps the other crosses. | 2026-10-16 |
| GC RSI2 COMEX Reclaim (B3_04) Tier A | GC 30m | Pass | Passes the bar; year 1 flat (+$360); 98% of profit came in year 2. | 2026-10-16 |
| GC Coral MA Cross (B12_01) Tier B · fragile | GC 30m | Flagged | Best PF in the GC set (2.69) but year 1 lost money; single timeframe. | 2026-10-16 |
| GC McGinley Dynamic Cross (B10_04) Tier B · fragile | GC 30m | Flagged | Single-timeframe; flat recent form; near-duplicate of the other crosses. | 2026-10-16 |
| GC Elder Force Index Zero Cross (B10_03) Tier B · fragile | GC 30m | Flagged | Single-timeframe; weak year 1 and negative last 3 months, but it is part of the GC Stack's best combined set. | 2026-10-16 |
| GC EMA Ribbon Pullback (B3_01) Tier B · fragile | GC 30m | Flagged | Single-timeframe; PF barely above the bar; year 1 loss; does not help any stack. | 2026-10-16 |
Changelog
Validation log
2026-10-16
All-Instrument Stack: mixed NQ + ES + GC set computed (replaces the earlier NQ + ES reference set)
- Source: TV4REAL's all-instrument file, run on the saved TradingView trade lists (one position at a time across all three instruments; same costs and window as everything else; year split at exits 2025-09-23). Site numbers are recomputed from the trade lists and match the file exactly.
- Tested set (priority order): ES B12_01 1h > NQ Supertrend Flip 1h > ES B8_03 30m > GC Coral 30m > NQ DPO 15m > GC Elder Force 30m. Net +$210,412, PF 1.94, win 48.7%, 433 trades taken of 611 signals (178 blocked), closed-trade max DD $7,138, net ÷ DD 29.5×, average entry-day overlap 21%.
- Year 1 +$78,825 (PF 1.80); year 2 +$131,588 (PF 2.05) — 63% of the net in year 2. Last 3 months: 53 trades, +$13,672, PF 1.43. By instrument (taken trades): NQ 150 trades +$82,745 PF 1.92; ES 70 trades +$51,312 PF 2.33; GC 213 trades +$76,355 PF 1.81. The five best trades are 45% of net. Weakest full quarter: 2025 Q3 (+$3,852, PF 1.16).
- Compared with the single-instrument stacks (same engine and window): higher net and lower drawdown than all of them (net ÷ DD 29.5× vs 12.4× NQ best set, 12.6× GC best pair, 6.6× ES best-PF pair), but a LOWER profit factor than the best NQ set (2.02), the ES pair (2.06), ES B12_01 + B12_03 (2.56) and GC Coral + G4 (2.59). Higher than the GC best set (1.82).
- FLAGGED — selection bias: the set is the product of a search over 16,455 mixed subsets of 17 strategies, all scored on the same two years, so net ÷ DD (29.5×) is optimistic; neighbouring sets are nearly as good, so the exact membership is not special. The window is a strong uptrend.
- FLAGGED — three of the six members are Tier B: DPO failed long-history validation (2019–2026 PF 1.29, DD $21,275, 2020-crash PF 0.28, walk-forward positive in 48% of folds) yet is the biggest contributor (119 trades, +$56,005); Coral lost $4,710 in its own year 1 (PF 0.73, 107% of its net in year 2); Elder Force lost $4,145 over the last 3 months (PF 0.78). Coral and Elder overlap heavily (73% of Coral's entry days).
- Reconciling earlier wording: the NQ Stack still leaves DPO (and Kalman) out because inside the NQ-only stack DPO's taken trades net −$785 and DD rises to $14,655; in the mixed set DPO fills slots the other markets leave open. Both are in-sample statements. DPO stays flagged (Tier B) and the earlier 'Tier B stays out of headline numbers' wording now applies to the NQ-only numbers.
- Leave-one-out (net / PF / DD): without DPO $145,955 / 1.86 / $9,562; without Coral $170,528 / 1.81 / $8,758; without ES B12_01 $181,888 / 1.80 / $14,018; without Supertrend $191,580 / 1.89 / $13,075; without Elder $203,625 / 2.18 / $9,260; without ES B8_03 $211,512 / 1.97 / $9,740 (B8_03 nets only $4,668 here).
- Priority order matters for net: all 720 orders keep closed DD at or under $15k (DD $7,138–$10,328) but net ranges $195,535–$247,328. The stated rarest-first order was kept rather than the best-net order to avoid another layer of selection.
- Not done: neighbour timeframes, ±15% parameter nudges, per-year PF ≥ 1.15 for every member, next-bar-open fills. Backtest only; no forward results. The All-Instrument Stack stays 'building' / waitlist (billing not open).
- The earlier NQ + ES reference set (Connors + ES B12_01 + half-size VZO: +$102,042, PF 2.02, DD $12,175) is kept in the combined-sets table, marked superseded.
2026-10-15
NQ Stack and GC Stack stats from exported trade lists; RMI added; GC Stack changed
- Exports landed for NQ Supertrend Flip 1h, GC Coral, McGinley, Elder Force and KAMA. Each reproduces its recorded headline exactly (e.g. Supertrend 45 trades / +$35,400 / PF 2.385; Coral 93 / +$67,685 / 2.687; McGinley 229 / +$69,855 / 1.601, win 45.41%; Elder 202 / +$46,310 / 1.490, win 48.51%; KAMA 222 / +$50,990 / 1.477). The 'stats not computed' labels are removed.
- Year-split convention: NQ and GC rows now split by exit date at 2025-09-23 (per the TV4REAL NQ and GC stack files). The ES sets and the All-Instrument headline set keep the older 2025-09-01 cut. Because of that, the earlier G4 + G5 pack's year split changes from −$2,740 / +$60,455 to −$5,580 (PF 0.91) / +$63,295 (PF 1.67) — same trades, different cut-off. (Superseded 2026-10-16: the All-Instrument headline set is now the mixed NQ + ES + GC set, split at 2025-09-23.)
- NQ Stack (in-sample, one window): core Connors > Supertrend 1h > VZO at half size = +$106,248, PF 1.93, closed DD $10,095, 245 trades, year 1 +$46,442 / year 2 +$59,805. Tier A pair Connors + Supertrend = +$71,110, PF 2.15, 98 trades, zero entry-day overlap. In-sample best (+ RMI 15m) = +$133,730, PF 2.02, DD $10,822, 271 trades — picked from 372 subsets; 64% of its profit in year 2.
- FLAGGED, not offered — NQ core + DPO + Kalman: +$112,565, PF 1.55, DD $14,655; clears the $15k cap in only 12 of 120 priority orders; DPO's 110 taken trades net −$785.
- GC Stack: Coral + G4 + Elder Force = +$95,760, PF 1.82, DD $10,120, 260 trades; year 1 +$460 (PF 1.01), year 2 +$95,300 (PF 2.40) — 99.5% of the profit in year 2. Picked from 57 subsets. Priority order does not change GC totals (shared stop/target/trail template).
- GC: all four exported crosses together earn less than Coral + Elder alone ($77,050 vs $84,520; 384 of 746 signals blocked). Coral and Elder share 47 identical trades. G5 never helps any set (all 16 over-cap subsets contain it) and is no longer in the GC Stack. Coral + G4 (PF 2.59, DD $6,450) lost $3,730 in year 1.
- WATCH — GC Elder Force (last 3 months −$4,145, PF 0.78), GC McGinley and KAMA (flat last 3 months), GC Coral (year 1 lost $4,710, PF 0.73), NQ RMI (recent form mixed; no trade since 2026-08-28).
- NQ RMI Reclaim 15m added as a flagged Tier B strategy (49 trades, +$48,895, PF 2.43; year 1 PF 1.11; 15m only).
- The All-Instrument tested set was unchanged by those files (they cover NQ-only and GC-only stacks). Superseded 2026-10-16: a mixed NQ + ES + GC set has now been computed — see the newest entry.
- Still not run for any strategy: neighbor-timeframe checks, ±15% parameter nudges, next-bar-open fill test.
2026-10-15
Baseline validation — 7 strategies selected
- Window: 2024-09-23 to 2026-09-23, TradingView Strategy Tester, 1 contract (NQ VZO at half size), slippage 4 ticks, $2.50 commission per side.
- Tier A (better evidence): NQ Connors RSI Reclaim 30m, ES B12_01 Weak Close Dip Buy 1h, NQ Supertrend Flip 1h, GC KAMA Cross 30m — all meet the pass bar on the 2-year window.
- Tier B (flagged fragile): NQ Volume Zone Oscillator 30m (passes only at half size), NQ DPO 15m (long-history validation failed; year 1 nearly flat), NQ Kalman 30m (year 1 lost money).
- WATCH — NQ Connors RSI Reclaim: 4 trades after the test window lost $7,250, taking net ÷ max DD from 3.05× to 2.48× (below the ~3× bar).
- Combined tested set (NQ Connors + ES B12_01 + half-size NQ VZO): +$102,042, PF 2.02, closed-trade max DD $12,175. Adding DPO and Kalman lifts drawdown to $20,588, so they stay out of headline numbers. (Earlier NQ + ES reference set — superseded 2026-10-16 by the mixed All-Instrument set.)
- Not yet run for any strategy: neighbor-timeframe checks, ±15% parameter nudges, next-bar-open fill test.
2026-10-15
Expansion — 10 more strategies (5 ES, 5 GC); ES Stack and GC Stack packs added
- Same basis: TradingView 2-year backtests (2024-09-23 to 2026-09-23), 1 full-size contract, slippage 4 ticks, $2.50/side; pass bar PF ≥ 1.30, max DD ≤ $15k, ≥ 30 trades, net ≥ ~3× DD.
- ES (one dip-buy engine): B3_04 RSI2 Next-Day, B8_02 ATR-Scaled Drop, B8_03 Two-Day Slide, B8_04 Ten-Day Depth Pullback pass; B12_03 Composite IBS passes on 1h only (Tier B, flagged).
- GC: B3_04 RSI2 Reclaim passes (year 1 flat); Coral, McGinley, Elder Force and EMA Ribbon are single-timeframe (Tier B, flagged).
- WATCH — ES B3_04 (last 3 months PF 0.45), ES B8_02 (year 2 PF 1.45; last 6 months negative), ES B8_03 (1 win in last 8 trades).
- ES Stack pack = B12_01 + B8_03: +$52,740, PF 2.06, closed-trade DD $10,378, 82 trades, 31% entry-day overlap. Stacking all six ES strategies is WORSE than B12_01 alone (+$30,410, DD $14,168 vs +$45,952, DD $6,378).
- GC Stack pack = G4 + G5: +$57,715, PF 1.37, closed-trade DD $10,470, 307 trades — year 1 −$2,740 (PF 0.95), year 2 +$60,455 (PF 1.60). [Superseded later the same day — see the newest entry: the GC Stack is now Coral + G4 + Elder Force; G4 + G5 is a reference row.]
- Combined GC stats including Coral, McGinley, Elder Force or KAMA: were pending at the time this entry was written — now computed (see the newest entry).
- Still not run for any strategy: neighbor-timeframe checks, ±15% parameter nudges, next-bar-open fill test. ES/GC thresholds were chosen in-sample; stack choices came from subset searches on the same window.
2026-10-15
Considered and not included (baseline)
- NQ Williams R Reclaim 15m — net ÷ max DD 2.27×, below the ~3× bar.
- NQ RMI Reclaim 15m — passes on 2 years but 30m has $17.6k DD, 1h has 9 trades, year 1 nearly flat (PF 1.11), no trade since 2026-08-28. Later added as a flagged Tier B strategy and an optional extension of the NQ in-sample best set (see the newest entry).
- NQ Coral MA Cross 30m and NQ Stiffness 5m — single-timeframe; robustness check not run; no trade list exported (no combined stats).
- NQ McGinley 30m, Laguerre 15m, RSI+MACD V2 1h, Kaufman ER 30m — fail the bar.
- Other ES dip-buys (B14_01, B14_03, B10_02, B16_02, B15_02) — pass, but 90–100% of entry days overlap B12_01. Treated as alternates, not extra diversification.
- Several other gold strategies — single-timeframe, robustness check not run.
- ES wider pool (14 more strategies, e.g. B12_02, B14_01/02/03, B10_01/02/03, B11_03, B8_01/05/06, B9_03, B3_06): pass or nearly pass but overlap B12_01 and each other 40–95% — near-duplicates, not extra diversification (B3_06: year 2 PF 1.09, last 3 months PF 0.32).
- GC: VIDYA Cross and T3 MA Cross (same family as KAMA/McGinley; single-TF), VPT Cross, Bressert DSS Reclaim (33 trades) — not selected. B2_02 (PF barely over the bar), B2_04 (DD $16.3k over the cap), B4_02, B5_03, SSL Channel Flip (net ÷ DD below 3×) fail a bar.
—
Template: weekly validation entry (starts after launch)
- Re-run each strategy on the rolling 2-year window with the same costs; record net, PF, win rate, trades, max DD, net ÷ DD.
- Record last-3-months form and any trades since the previous run.
- Status change (Pass / Watch / Flagged / Removed) with the reason.
- Stacks affected, and what subscribers should do (nothing / reduce size / stop following).
Weekly entries will be appended here and sent to subscribers in full. Past entries are not edited.
Risk disclosure. Futures trading involves substantial risk of loss and is not suitable for every investor. All strategy results shown are hypothetical / backtested and have inherent limitations: they do not reflect actual trading and are designed with the benefit of hindsight. There are no live or forward results. Past performance does not guarantee future results. No guarantee of profit is made or implied. Content is for education only and is not financial, investment or trading advice. Stacked Edge is not a registered investment advisor or commodity trading advisor. You are solely responsible for your own trading decisions.