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REJECTED

"Intraday Zoo v2 (120d, 24 syms) — quality-filtered variants"

2026-08-12

·
VariantTradesPFWRNet $Avg R
MOM t1.0222.01850.0%+1,777+0.162
MOM t1.0222.01850.0%+1,777+0.162
MOM t1.25222.01850.0%+1,777+0.162
ORB early5670.99535.8%-205-0.001
ORB top_half9710.89137.0%-5,634-0.012
ORB vol151,7920.88635.9%-11,082-0.012
FADE strict1,1690.86232.9%-10,430-0.018
ORB all1,4280.85936.4%-10,750-0.015
BURST z2.0x1.53600.82031.4%-4,978-0.028
BURST z1.5x2.03870.80532.3%-5,071-0.026
BURST z1.5x1.57280.80431.9%-9,928-0.027
MOM t0.755690.80129.7%-9,806-0.034
BURST z2.5x2.01130.80029.2%-2,046-0.036
BURST z2.0x2.01980.74029.3%-4,046-0.041
BURST z2.5x1.51940.73428.9%-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)