The evidence
One out-of-sample test of the strategy TROID trades, on weeks the models had never seen, and what it does not prove. The live test is the demo account's own record.
The result
Copying only when both scores clear their bars, the test made +7.40 bps per copied position after costs, on the trades TROID can copy live: 20 of 22 weeks positive, t 5.19, over 20,888 sampled positions, 2026-05-10 to 2026-10-04.
- Chosen on the same weeks. The markets TROID trades, and copying only when both models agree, were chosen after the first 20 test weeks were seen. The models and their bars were set on earlier weeks only, but that choice was not, so the figure can overstate what live trading makes.
- Checked on newer weeks. On the 2 weeks after that (from 2026-09-27), on which nothing was chosen, the same rule made +10.39 bps per position, 2 of 2 weeks positive. That is a short check.
- Overnight financing is not charged. A broker charges a fee for holding a position overnight on some markets, and the figure leaves it out. On the newer weeks, charging it on BTCUSD and ZECUSD gives +9.05 bps per position instead of +10.39.
- A sample. The test counted the positions opened in one minute out of every 4 (1,592,942 of 6,219,853 positions), not every position.
| Tier | Market | Per position bps after costs | Weeks positive | How sure t | Positions |
|---|---|---|---|---|---|
| Tier A | BTCUSD measured in 18 of the 22 weeks | 16 of 18 | 5.64 | 12,263 | |
| Tier A | USOIL | 16 of 22 | 3.28 | 2,628 | |
| Tier A | ZECUSD measured in 10 of the 22 weeks | 8 of 10 | 2.13 | 3,461 | |
| Tier A | XAUUSD | 15 of 22 | 1.93 | 907 | |
| Tier A | SPX500 | 19 of 22 | 3.96 | 1,629 | |
| A | All 5 markets the trades TROID can copy live | 20 of 22 | 5.19 | 20,888 |
Tier A: both models agree, on every market. Per position: the average result of one copied position, in basis points (100 bps = 1%), after the broker's spread both ways. How sure (t): above the usual bar of 2 a result this size is unlikely to be luck; below it, as for tier A XAUUSD (t 1.93), it may be. Every row counts the trades TROID can copy live: accounts that make markets are left out, as the live feed leaves them out. The positions are a sample: those opened in one minute out of every 4.
How it was tested
- Out of sample: 22 weeks, 2026-05-10 to 2026-10-04, on trades the models had never seen: the first 20 weeks graded, then 2 newer weeks from 2026-09-27 on which nothing was chosen.
- Models retrained every 4 weeks on earlier data only.
- Positions opened before a model's training cut excluded.
- Market-making accounts excluded before the cut-offs and the books, as the live engine never scores them.
- Entry at the next minute bar after the trader's first fill.
- Broker bid/ask spread paid both ways.
- Exit with the trader or after 480 minutes.
- Results in bps per position after costs.
- The live engine's own inputs. Each position was scored by the models as tested, from the facts the live engine itself computes at the trader's first fill.
- Bars held as live holds them. The live engine keeps each market's bars where they were last set until they are refreshed; the test held them the same way, each block of weeks keeping the bars set on the week before it.
What it does not prove
- It is a test on past trades, not a track record, and it promises no return.
- Below the usual bar of 2, and so possibly luck: tier A XAUUSD (t 1.93).
- Fewer weeks measured: BTCUSD (measured in 18 of the 22 weeks) and ZECUSD (measured in 10 of the 22 weeks).
- One week, the week of 2026-09-20, made 27% of everything the test made, at +28.05 bps per position; the other 21 weeks made +5.81 bps per position.
- The worst week of the whole test was the week of 2026-05-10, at -6.55 bps per position. Weeks like those can come again.
- Live orders can fill later or worse than the test's next-minute price. More on this.