Transparency

Performance, caveats & methodology

HYPOTHETICAL / BACKTESTED RESULTS. Risk disclosure. Futures trading involves substantial risk of loss and is not suitable for every investor. All strategy results shown are hypothetical / backtested and have inherent limitations: they do not reflect actual trading and are designed with the benefit of hindsight. There are no live or forward results. Past performance does not guarantee future results. No guarantee of profit is made or implied. Content is for education only and is not financial, investment or trading advice. Stacked Edge is not a registered investment advisor or commodity trading advisor. You are solely responsible for your own trading decisions.

Tested set snapshot

Read this first. Backtest only — no live or forward results. One 2-year window (2024-09-23 to 2026-09-23), a strongly rising market, and the strategies were selected on the same data (selection bias). Profit skews to year 2. Fills assume entry at bar close. No robustness checks (neighbor timeframes, parameter nudges) have been completed yet. Tier B strategies are flagged fragile. Expect live results to be worse.

Live / forward results: none yet. See the forward track record (begins when stacks go live) and the weekly validation report.

Equity curve — All-Instrument tested set (in-sample)

Drawdown

Combined sets — NQ / ES / multi-instrument (one position at a time)

Tier B, stated plainly. Three of the six members of the All-Instrument tested set — GC Coral, NQ DPO and GC Elder Force — are Tier B (fragile). DPO is the biggest single contributor ($56,005 of $210,412) and it failed long-history validation (2019–2026: PF 1.29, DD $21,275). In the NQ-only stack DPO is left out (its taken trades net −$785 there and adding DPO + Kalman lifts DD to $14,655); in the mixed set it fills days the other markets leave open. Both statements are in-sample backtest results; neither is a forecast.

The All-Instrument tested set uses priority ES B12_01 > NQ Supertrend 1h > ES B8_03 > GC Coral > NQ DPO > GC Elder Force (the rarest-first rule used in the search), 1 contract each, year split at exits 2025-09-23. The earlier NQ + ES reference set (Connors + ES B12_01 + half-size VZO) is kept in the table, marked superseded, with its original 2025-09-01 split.

NQ Stack

NQ combined sets

In-sample, one window. The Tier A pair (Connors + Supertrend) never traded on the same day in this window. The core adds half-size VZO. The best-looking set adds RMI 15m but was ranked from 372 subsets of nine candidates on the same data, RMI and VZO are single-timeframe, and 64% of its profit came in year 2. DPO and Kalman are not offered: DPO's taken trades net −$785 in the stack, and the set clears the $15k drawdown cap in only 12 of 120 priority orders. Year split at exits 2025-09-23.
ES Stack

ES combined sets

One engine, not six strategies. All six ES strategies buy at the same two decision bars (about 08:00 and 10:00 PT), hold to the close and trade at most once a day — only one can trade on any day, and their entry days overlap 30–90%. A stack of them behaves like the best single member plus filler. Stacking all six is worse than B12_01 alone (+$30,410 vs +$45,952; drawdown $14,168 vs $6,378). Best sets were picked after searching 57 subsets on the same window — not predictions.
GC Stack

GC combined sets

Year 1 made only $460 (PF 1.01) for the GC Stack; year 2 made $95,300 (PF 2.40) — 99.5% of the profit. Gold's profit is almost all in year 2: Coral lost $4,710 in year 1, and the conservative Coral + G4 pair lost $3,730. This is a 2026-weighted result in a strong gold run, ranked from 57 subsets on the same window. The GC strategies share one stop/target/trail template (Coral and Elder share 47 identical trades), so all four exported crosses together earn less than Coral + Elder, and G5 never helps. Priority order does not change the GC totals. Year split at exits 2025-09-23.

Strategy-by-strategy

Net profit is always shown alongside maximum drawdown and net profit ÷ max drawdown. Click a strategy for rules, year split, other timeframes and caveats.

Monthly results — All-Instrument tested set

Limitations

Read these before anything else

Caveats

Not computed / not available

Methodology

How these numbers are produced

Net profit, PF, win rate, trade count and max drawdown for each strategy are TradingView Strategy Tester figures. Where a saved trade list exists, the headline numbers were reproduced from it and matched exactly; equity curves, combined sets, year splits and monthly P&L are computed from those trade lists using a one-position-at-a-time merge. When live or forward results exist they will be reported separately and labeled as such. Weekly validation →