Verified Backtest Data

Backtested
Performance

Every indicator is validated against historical data before going live. Here's what the numbers show across equities, futures, crypto, and FX.

Past performance does not guarantee future results. All trading involves risk.

How We Test

Our Methodology

Backtest integrity matters more than headline win rates. These are the standards every test is held to.

01
Historical Depth

Tests run on 2+ years of data where available. Shorter windows are flagged. Market regime diversity — bull, bear, and choppy — is required before conclusions are drawn.

02
No Cherry-Picking

All signals are included. No hand-selecting "good" setups and discarding losers. Every alert the indicator fired is counted, including trades taken in unfavorable conditions.

03
Realistic Costs

Results include commissions and slippage assumptions appropriate to each asset class. Options results reflect realistic bid-ask spreads at time of entry — not mid-price fills.

04
Full Transparency

Win rates and loss rates are both shown. A 25% win rate with 2.0R average means something very different from a 25% win rate with 0.3R. We show the complete picture.

Aggregate Performance

Performance Across Markets

Combined results across all tested symbols, timeframes, and asset classes. Individual strategy results below.

82,000+ Trades Backtested
129 Symbols Tested
2 Strategies
Positive Expectancy — Both Strats

Across equities, ETFs, and crypto — both strategies show positive R-expectancy with no cherry-picked windows. All tests include realistic cost assumptions. Results are continuously validated against live data.

LSR
Liquidity Sweep Retracer
Equities & ETFs · Sweep + Retracement Logic
56.4% Win Rate
1.84 Profit Factor
+0.27R Avg R / Trade
2,047 Total Trades
Best on: Equities PF 1.88 · ETFs PF 1.79
Strat Combos
Strategy Combination System
Equities, ETFs & Crypto · Multi-Signal Stack
56.3% Win Rate
2.56 Profit Factor
+0.68R Avg R / Trade
80,566 Total Trades
Best on: Crypto PF 3.64 · Equities PF 2.35 · Top combos: 2-1-2 (PF 3.53), 3-1-2 (PF 3.09)
Important Notice Risk Disclosure & Disclaimer

Past performance does not guarantee future results. Backtested data reflects historical market conditions that may not repeat. All performance figures shown are simulated.

All trading involves substantial risk of loss. Options trading in particular carries the risk of losing your entire investment. Never risk capital you cannot afford to lose.

Backtested results may differ from live trading. Slippage, market impact, platform latency, and emotional decision-making are not fully captured in historical simulations.

These are educational tools, not financial advice. The Algomist indicators are for informational and educational purposes only. We are not a registered investment advisor.

Read the full risk disclosure and disclaimer
Ready to Trade the Edge?

The numbers are in.
Now it's your move.

Every gate, every filter, every R-multiple improvement you saw above comes built into the indicators from day one. Pick your edge — or get both.

Save $19/mo with the Suite · Both indicators + full community access included