// ALGORITHM PERFORMANCE

Two systems.
Every trade on the record.

Per-algorithm testing evidence: trade-level statistics, equity curves, and benchmark comparison. The portfolio simulator models blended accounts — this page is the raw record each system stands on. All results are backtested / modeled; see disclosures below.

[01] // MNQ MORNING MOMENTUM CONTINUATION

Osiris

1-MIN MNQ · VWAP + RANGE POSITION · 09:00–11:59 CT
FIXED BRACKET 50PT / 2.5R · LIVE & AUTONOMOUS ON NT8
TRADES (5.0 YRS)
2,148
Jul 2021 → Jul 2026
WIN RATE
36.6%
avg win 2.03× avg loss
PROFIT FACTOR
1.173
net of $1.04 RT + slippage
EXPECTANCY
+0.11R
per trade ≈ $10.72/contract
MAX DRAWDOWN
26.3R
$2,627 per contract
LOSING YEARS
0
2021–2026, every year positive
MODELED GROWTH OF 100 — %-RISK SIZING VS S&P 500 · JUL 2021 → JUL 2026
SCALE: LOG● 1% RISK● 0.75%● 0.5%● S&P 500
100200400202120222023202420252026 1% · 7780.75% · 4860.5% · 293S&P · 172
MODELED — reconstructed from the certified backtest's aggregate statistics (trade count, win rate, profit factor, expectancy, max drawdown, streaks, yearly results match exactly); compounding at the stated %-of-equity risk per trade. S&P 500 is price-only, monthly. Sizing beyond a handful of contracts assumes fills the order book may not honor — the 0.5% line is the conservative read.
MODELED SCENARIOS — 5-YEAR WINDOW
RISK / TRADECAGRMAX DDSHARPE
1.0%49.8%−24.7%1.48
0.75%36.5%−18.8%1.48
0.5%23.6%−12.8%1.48
S&P 50011.5%−20.3%0.99
SYSTEM RULES
Entry — session-VWAP side + 60-bar range position, edge-triggered
Exit — 50-pt stop · 2.5R target · 14:50 CT hard flat
Guardrails — max 2 trades/day · 3R daily loss halt · trailing-DD halt
Worst losing streak — 15 trades · ~1.7 trades/day average
BY INSTRUMENT
MARKETTRADESNET R
MNQ — Micro Nasdaq2,148+230R
Single-market system by design — Osiris is fitted to MNQ's morning session only. +230R ≈ $23,027 at $100 risk per contract.
YEAR BY YEAR
YEARNET R
2021 (from Jul)+6.8R
2022+56.8R
2023+56.3R
2024+35.4R
2025+40.6R
2026 (thru Jul)+34.5R
Modeled yearly split — consistent with the certified backtest's every-year-positive record and aggregate totals.
[02] // MULTI-ASSET MARKET STRUCTURE

Cerberus

5-MIN BARS · CL YM ES RTY NQ · ZONE REJECTION + HTF CONTEXT
STRUCTURAL STOPS · 2R/3R TARGETS · CERTIFIED FROZEN BASELINE
TRADES (4.8 YRS)
309
Sep 2021 → Jul 2026
WIN RATE
42.1%
avg win 1.92R · avg loss −0.87R
PROFIT FACTOR
1.609
strict R-multiple accounting
EXPECTANCY
+0.31R
per trade
MAX DRAWDOWN
7.8R
on the strict-R equity curve
LOSING YEARS
1
2022 at −0.8R — essentially flat
MODELED GROWTH OF 100 — %-RISK SIZING VS S&P 500 · SEP 2021 → JUL 2026
SCALE: LOG● 1% RISK● 0.75%● 0.5%● S&P 500
1001502021202220232024202520261% · 2480.75% · 1990.5% · 159S&P · 169
MODELED — each of the 309 reviewed trades compounds at the stated %-of-equity risk (strict R-multiple accounting; months without trades carry forward). Net record +94.7R. 2022 finished −0.8R, the system's only non-positive year; 2023–2025 delivered +17.2R, +33.3R and +35.4R. S&P 500 is price-only, monthly.
MODELED SCENARIOS — 4.9-YEAR WINDOW
RISK / TRADECAGRMAX DDSHARPE
1.0%20.3%−5.5%1.42
0.75%15.0%−4.1%1.42
0.5%9.9%−2.7%1.43
S&P 50011.3%−20.3%0.98
SYSTEM RULES
Entry — supply/demand zone rejection + structural bias, trend & stage gates
Context — internally built 15m / 1h / daily higher-timeframe structure
Exit — structural stops (max 100 pts) · 2R/3R targets · time-to-live exit
Worst losing streak — 8 trades · ~64 trades/yr across 5 markets
BY INSTRUMENT
MARKETTRADESNET R
CL — Crude Oil175+43.8R
YM — Dow31+24.2R
ES — S&P 50058+18.1R
RTY — Russell24+4.4R
NQ — Nasdaq21+4.2R
YEAR BY YEAR
YEARNET R
2021 (from Sep)+1.3R
2022−0.8R
2023+17.2R
2024+33.3R
2025+35.4R
2026 (thru Jul)+8.2R
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