{
  "generated_at": "2026-10-25T18:00:08.908232+00:00",
  "period": {
    "from": "2024-10-24",
    "to": "2026-10-24"
  },
  "year_split": "2025-10-24",
  "profiles": {
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      "limits": {
        "risk_per_trade": 0.01,
        "max_open": 5,
        "daily_loss": 0.02,
        "drawdown_halt": 0.08,
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          "silver": 0.5,
          "crypto": 0.5,
          "indices": 0.8
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      },
      "groups": {
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          "years": {
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          },
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            "p_daily_loss_breach": 0.4005
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          "risk_per_trade": 0.008
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        "Metals": {
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          "years": {
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      "combined": {
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          "trades": 902,
          "return": 0.16801304406940942,
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        },
        "monte_carlo_1y": {
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    },
    "MODERATE": {
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        "max_open": 8,
        "daily_loss": 0.039999999999999994,
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          "crypto": 0.7,
          "indices": 0.9
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      },
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            "max_drawdown": 0.047283821794313674,
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            "year 2": {
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          "risk_per_trade": 0.0135
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        "Metals": {
          "two_years": {
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            "return": -0.11333261011081441,
            "max_drawdown": 0.12710017806189622,
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          "years": {
            "year 1": {
              "trades": 102,
              "return": -0.09159862943450603,
              "max_drawdown": 0.11833699025125766,
              "avg_r": -0.1222990196078431
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            "year 2": {
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              "max_drawdown": 0.0789439004063226,
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          },
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            "p_daily_loss_breach": 0.0
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          "risk_per_trade": 0.0075
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        "FX": {
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            "return": -0.1329970906714002,
            "max_drawdown": 0.16251973103141748,
            "halted_at": "2025-08-13"
          },
          "years": {
            "year 1": {
              "trades": 170,
              "return": -0.1329970906714002,
              "max_drawdown": 0.16251973103141748,
              "avg_r": -0.10389957983193278
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            "year 2": {
              "trades": 248,
              "return": 0.12087298408635605,
              "max_drawdown": 0.07610327441509435,
              "avg_r": 0.06560685483870969
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          },
          "monte_carlo_1y": {
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            "p_breach_profile_dd": 0.377,
            "p_breach_ftmo_10pct": 0.7315,
            "p_daily_loss_breach": 0.0
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          "risk_per_trade": 0.0075
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      },
      "combined": {
        "two_years": {
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          "return": -0.14819064965867856,
          "max_drawdown": 0.1565906131892706,
          "halted_at": "2025-04-06"
        },
        "monte_carlo_1y": {
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          "p05_return": -0.21799366304179998,
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          "p_breach_ftmo_10pct": 0.859,
          "p_daily_loss_breach": 0.3925
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    },
    "AGGRESSIVE": {
      "limits": {
        "risk_per_trade": 0.025,
        "max_open": 12,
        "daily_loss": 0.08333333333333333,
        "drawdown_halt": 0.25,
        "min_confidence": 0.55,
        "target_r": 2.0,
        "multipliers": {
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          "forex_minor": 1.0,
          "gold": 0.5,
          "silver": 0.5,
          "crypto": 0.85,
          "indices": 1.0
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      },
      "groups": {
        "US indices": {
          "two_years": {
            "trades": 264,
            "return": 0.6645782850391129,
            "max_drawdown": 0.08622067763972951,
            "halted_at": null
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          "years": {
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              "trades": 133,
              "return": 0.2198827237967802,
              "max_drawdown": 0.08622067763972951,
              "avg_r": 0.06153157894736842
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            "year 2": {
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              "return": 0.3645396008710198,
              "max_drawdown": 0.04058722261762382,
              "avg_r": 0.0959206106870229
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          "monte_carlo_1y": {
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            "p_breach_profile_dd": 0.0025,
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            "p_daily_loss_breach": 0.0
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          "risk_per_trade": 0.025
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        "Metals": {
          "two_years": {
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            "return": -0.18034733992938767,
            "max_drawdown": 0.21333461936852538,
            "halted_at": null
          },
          "years": {
            "year 1": {
              "trades": 102,
              "return": -0.15031845915408992,
              "max_drawdown": 0.19139458204236492,
              "avg_r": -0.1222990196078431
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            "year 2": {
              "trades": 102,
              "return": -0.03534133593793576,
              "max_drawdown": 0.13227910699152212,
              "avg_r": -0.021207843137254906
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          },
          "monte_carlo_1y": {
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            "p05_return": -0.27413272695562557,
            "p95_drawdown": 0.29882461512354574,
            "p_breach_profile_dd": 0.158,
            "p_breach_ftmo_10pct": 0.877,
            "p_daily_loss_breach": 0.0
          },
          "risk_per_trade": 0.0125
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        "FX": {
          "two_years": {
            "trades": 171,
            "return": -0.22540487183328295,
            "max_drawdown": 0.26849570651441546,
            "halted_at": "2025-08-13"
          },
          "years": {
            "year 1": {
              "trades": 171,
              "return": -0.22540487183328295,
              "max_drawdown": 0.26849570651441546,
              "avg_r": -0.10535020920502092
            },
            "year 2": {
              "trades": 248,
              "return": 0.19063412512203204,
              "max_drawdown": 0.1354410450095992,
              "avg_r": 0.06331975806451613
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          },
          "monte_carlo_1y": {
            "median_return": -0.07511347090799386,
            "p05_return": -0.3142352985089306,
            "p95_drawdown": 0.3725808138248631,
            "p_breach_profile_dd": 0.3575,
            "p_breach_ftmo_10pct": 0.975,
            "p_daily_loss_breach": 0.0
          },
          "risk_per_trade": 0.0125
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      },
      "combined": {
        "two_years": {
          "trades": 201,
          "return": -0.24279211549919177,
          "max_drawdown": 0.25379229625609934,
          "halted_at": "2025-04-06"
        },
        "monte_carlo_1y": {
          "median_return": 0.07739114257871593,
          "p05_return": -0.34058327155422713,
          "p95_drawdown": 0.4449861504376758,
          "p_breach_profile_dd": 0.4915,
          "p_breach_ftmo_10pct": 0.9955,
          "p_daily_loss_breach": 0.3925
        }
      }
    }
  },
  "symbols": {
    "US500.cash": {
      "year 1": {
        "trades": 41,
        "avg_r": 0.05747073170731708
      },
      "year 2": {
        "trades": 39,
        "avg_r": 0.11104871794871794
      }
    },
    "US100.cash": {
      "year 1": {
        "trades": 39,
        "avg_r": 0.07134871794871794
      },
      "year 2": {
        "trades": 43,
        "avg_r": 0.08010930232558139
      }
    },
    "US30.cash": {
      "year 1": {
        "trades": 53,
        "avg_r": 0.05744905660377359
      },
      "year 2": {
        "trades": 49,
        "avg_r": 0.09775510204081633
      }
    },
    "XAUUSD": {
      "year 1": {
        "trades": 47,
        "avg_r": -0.1576148936170213
      },
      "year 2": {
        "trades": 55,
        "avg_r": -0.14746545454545454
      }
    },
    "XAGUSD": {
      "year 1": {
        "trades": 55,
        "avg_r": -0.09212000000000001
      },
      "year 2": {
        "trades": 44,
        "avg_r": 0.12030454545454546
      }
    },
    "EURUSD": {
      "year 1": {
        "trades": 61,
        "avg_r": 0.09731803278688526
      },
      "year 2": {
        "trades": 67,
        "avg_r": 0.12210746268656718
      }
    },
    "GBPUSD": {
      "year 1": {
        "trades": 55,
        "avg_r": 0.04357818181818183
      },
      "year 2": {
        "trades": 72,
        "avg_r": 0.12411666666666671
      }
    },
    "USDJPY": {
      "year 1": {
        "trades": 61,
        "avg_r": -0.17890163934426226
      },
      "year 2": {
        "trades": 58,
        "avg_r": -0.003522413793103443
      }
    },
    "AUDUSD": {
      "year 1": {
        "trades": 61,
        "avg_r": -0.3630868852459016
      },
      "year 2": {
        "trades": 51,
        "avg_r": -0.012603921568627465
      }
    }
  },
  "groups": {
    "US indices": {
      "symbols": [
        "US500.cash",
        "US100.cash",
        "US30.cash"
      ],
      "strategy": "Daily dip (internal bar strength)"
    },
    "Metals": {
      "symbols": [
        "XAUUSD",
        "XAGUSD"
      ],
      "strategy": "H4 zone rejection, M15 confirmation"
    },
    "FX": {
      "symbols": [
        "EURUSD",
        "GBPUSD",
        "USDJPY",
        "AUDUSD"
      ],
      "strategy": "H4 zone rejection, M15 confirmation"
    }
  },
  "research": [
    {
      "idea": "H4 supply/demand zones (the original harness)",
      "markets": "Gold, FX, indices",
      "result": "about random (25% vs 23% reach +2R)"
    },
    {
      "idea": "Previous day/week highs and lows, round numbers",
      "markets": "7 symbols",
      "result": "no better than shifted fake lines"
    },
    {
      "idea": "Multi-touch major levels (marked as traders mark them)",
      "markets": "7 symbols",
      "result": "no better than shifted fake lines, with or without EMA trend"
    },
    {
      "idea": "Fading or breaking H4 zones",
      "markets": "6 symbols",
      "result": "lose (-0.13R)"
    },
    {
      "idea": "Intraday M15 ranges: fade, breakout, failed breakout",
      "markets": "6 symbols",
      "result": "about random, also before costs"
    },
    {
      "idea": "Opening-range breakouts (London, New York)",
      "markets": "Gold",
      "result": "fail"
    },
    {
      "idea": "Intraday momentum (first half hour)",
      "markets": "US indices",
      "result": "fails in 2024-26"
    },
    {
      "idea": "Trend following 55/20, 24 markets",
      "markets": "24 markets",
      "result": "fails after costs and swap"
    },
    {
      "idea": "London sweep of the Asian range (ICT/TJR)",
      "markets": "Gold, FX",
      "result": "loses (-0.13 to -0.16R)"
    },
    {
      "idea": "ICT Silver Bullet",
      "markets": "Gold, US indices",
      "result": "about random"
    },
    {
      "idea": "Internal bar strength (daily dip)",
      "markets": "US indices",
      "result": "PASSED: positive in every period"
    },
    {
      "idea": "FX 4pm fix reversal, month-end",
      "markets": "6 FX pairs",
      "result": "strong 2024-26, flat 2021-24: watch list"
    },
    {
      "idea": "Break and retest with the trend (M15/H1/H4)",
      "markets": "6 symbols",
      "result": "about random, also before costs"
    },
    {
      "idea": "Rule designed from the data (year 1), validated on year 2",
      "markets": "Gold, FX",
      "result": "passed year 1, failed year 2"
    },
    {
      "idea": "Range break-retest and strong sweep-rejection (M5)",
      "markets": "6 symbols",
      "result": "lose"
    },
    {
      "idea": "Top-down: two-year H4 zones + M15 entries",
      "markets": "6 symbols",
      "result": "about break-even, same at fake zones"
    },
    {
      "idea": "Order-flow ideas: stop/target clusters, cascades, fix windows",
      "markets": "6 symbols",
      "result": "no edge at retail costs"
    },
    {
      "idea": "Kronos market foundation model (direction / volatility)",
      "markets": "Gold, EURUSD",
      "result": "direction a coin flip; volatility mixed"
    },
    {
      "idea": "Take profit at the next level vs fixed 2R",
      "markets": "6 symbols",
      "result": "no method better; fixed 2R kept"
    },
    {
      "idea": "Trade management (breakeven, partial, trailing, 1:1)",
      "markets": "6 symbols",
      "result": "all within 0.02R; current kept"
    }
  ]
}