we turn complex technical analysis into reports you can actually trade with. for day traders, prop firm traders, and algo traders.
Miami, FL
Joined June 2023
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a profitable algo can start dying before your P&L shows it…
out-of-sample tracking is how you catch it early.
🤖 ALGO - OPTIMIZATION DAY
The other side of re-running the @edgeful optimizer.
$MES 5m ORB, the setup that held up out of sample earlier this month, faded on the latest run. The held back result came in at about half of what training expected.
This is where the Edgeful is amazing. Every run pulls straight into my own platform, so I can watch a setup's score move week to week and catch it fading before my P&L does.
A setup has to keep earning its seat. This one is under review.
how do you test a setup today?
say you’ve got an NQ setup you like. before you put real size behind it, what do you actually do?
10%gut feel + screen time
30%scroll back on charts
10%spreadsheet / code
50%i run the data first
10 votes • 2 daysnew edgeful algo templates every two weeks, and the ones that hold up on data the optimizer never saw are the ones he keeps:
🤖 ALGO - OPTIMIZATION DAY
New algo templates from @edgeful every two weeks, and the next batch drops tomorrow.
This is how I find new setups. A fresh template lands, I run it through the optimizer, test it on data it never saw, and the ones that hold up go on my globe.
More raw material, same process.
the new week opening gap report is live on edgeful.
the weekend gap "always gets filled," right?
on NQ over the last 6 months, gap ups filled back to friday's close 85.71% of the time. gap downs, 90.91%.
that's at least 8 out of 10 weeks, either direction.
the part I like most is the by weekday subreport. it shows the day the gap filled first.
so if it's thursday and the gap's still open, you'll know exactly how rare that's been.
one caveat: 6 months is only about 26 weeks. run it over a longer range before you lean on it.
the first hour candle on $ES has set the bias for most Mondays…
over the last 6 months, on Mondays:
→ green first hour, closed green: 76.92%
→ red first hour, closed red: 84.62%
21 of the last 26 Mondays on $ES closed the same color as the first hour candle.
takeaway:
first hour candle on a Monday = favor continuation in its direction into the close
the IB low forming first on $NQ tells you exactly which trade to look for:
over the last 6 months, on days the 60min IB low formed first:
→ IB high broke first: 76.56%
→ IB low broke first: 20.31%
49 of the 64 days that formed the IB low first on $NQ broke the IB high first.
takeaway:
IB low forms first = look for longs targeting the IB high
Claude can use edgeful data to give you feedback on your trade ideas:
edgeful integrated with Claude is really look. I send a picture of my chart and ideas and ask it to use the edgeful data to give me feedback for potential swing positions.
@edgeful the data never lies.
5 for 5 on the 8:12–9:12 range last week, and $NQ broke both sides of that range on 73% of Mondays over the last 12 months:
register for free: edgeful.wistia.com/live/even…
$34,490 profit in 6 months from a fully automated $GC engulfing candle algo… check it out:
it's the engulfing candle strategy inside the algo templates, over the last 6 months:
→ $34,490 net profit
→ 65.2% win rate
→ 2.61 profit factor
→ 89 trades
→ -$3,370 max drawdown
then on untouched holdout data:
→ 68.4% win rate
→ 4.09 profit factor
→ $7,870 out-of-sample profit
→ $414 average per trade
takeaway:
the holdout sample is only 19 trades, so don't read too much into any one number…
but the win rate (65.2% to 68.4%) and the average per trade ($388 to $414) both held up on data the optimizer never saw, and that's the part worth paying attention to.
want to try this $GC engulfing candle algo yourself?
it's inside the edgeful algo templates:
edgeful.com/features/algos
One of my new favorite custom reports.
15m orb first break.
NQ typically lags behind ES. We can take advantage of this with the 15m orb first break custom report.
When ES breaks the high of the 15m orb first, 85% of the time NQ follows, 73% if the low breaks first @edgeful
the people around you think you're chasing money. you're not. you're chasing proof that the hours meant something. that the sacrifice had a point. that the version of yourself you believed in wasn't fiction.
the IB by rejection has been one of the most popular setups in our community.
but you have to wait until 10:30AM ET to use it.
so we wanted to see if there was another option for traders who want to be active in the first 30 minutes.
here's how you can trade the 15min ORB instead:
you can run the ORB by rejection report on your own ticker, with the ending zone, at:
edgeful.com
that's it for today.
if you enjoyed this post:
1. follow us @edgeful for more breakdowns like these
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