REJECTED"Intraday Zoo v2 (120d, 24 syms) — quality-filtered variants"
2026-08-12
| Variant | Trades | PF | WR | Net $ | Avg R |
|---|
| MOM t1.0 | 22 | 2.018 | 50.0% | +1,777 | +0.162 |
| MOM t1.0 | 22 | 2.018 | 50.0% | +1,777 | +0.162 |
| MOM t1.25 | 22 | 2.018 | 50.0% | +1,777 | +0.162 |
| ORB early | 567 | 0.995 | 35.8% | -205 | -0.001 |
| ORB top_half | 971 | 0.891 | 37.0% | -5,634 | -0.012 |
| ORB vol15 | 1,792 | 0.886 | 35.9% | -11,082 | -0.012 |
| FADE strict | 1,169 | 0.862 | 32.9% | -10,430 | -0.018 |
| ORB all | 1,428 | 0.859 | 36.4% | -10,750 | -0.015 |
| BURST z2.0x1.5 | 360 | 0.820 | 31.4% | -4,978 | -0.028 |
| BURST z1.5x2.0 | 387 | 0.805 | 32.3% | -5,071 | -0.026 |
| BURST z1.5x1.5 | 728 | 0.804 | 31.9% | -9,928 | -0.027 |
| MOM t0.75 | 569 | 0.801 | 29.7% | -9,806 | -0.034 |
| BURST z2.5x2.0 | 113 | 0.800 | 29.2% | -2,046 | -0.036 |
| BURST z2.0x2.0 | 198 | 0.740 | 29.3% | -4,046 | -0.041 |
| BURST z2.5x1.5 | 194 | 0.734 | 28.9% | -4,651 | -0.048 |
Verdicts
- MOM t1.0: REJECT (PF 2.02, 22 trades)
- MOM t1.0: REJECT (PF 2.02, 22 trades)
- MOM t1.25: REJECT (PF 2.02, 22 trades)
- ORB early: REJECT (PF 0.99, 567 trades)
- ORB top_half: REJECT (PF 0.89, 971 trades)
- ORB vol15: REJECT (PF 0.89, 1792 trades)
- FADE strict: REJECT (PF 0.86, 1169 trades)
- ORB all: REJECT (PF 0.86, 1428 trades)
- BURST z2.0x1.5: REJECT (PF 0.82, 360 trades)
- BURST z1.5x2.0: REJECT (PF 0.80, 387 trades)
- BURST z1.5x1.5: REJECT (PF 0.80, 728 trades)
- MOM t0.75: REJECT (PF 0.80, 569 trades)
- BURST z2.5x2.0: REJECT (PF 0.80, 113 trades)
- BURST z2.0x2.0: REJECT (PF 0.74, 198 trades)
- BURST z2.5x1.5: REJECT (PF 0.73, 194 trades)