The strategies each program approved on the S&P 500, trading prices neither of them had seen, since Monday 19 October 2026. Updated every Saturday morning, whoever is ahead.
Market S&P 500 index
Candles daily (D1)
BotFactoryFX 13 strategies
StrategyQuant X 13 strategies
Where it stands
BotFactoryFX
13 of 13
beat random entries
13 strategies, the ones its judge rated highest. 13 have traded so far, 22 trades in all; 13 are in profit.
Average per strategy: +78.6 S&P points
Different trades: 8 of 22
StrategyQuant X
6 of 13
beat random entries
13 strategies, the ones it approved with its own tests. 13 have traded so far, 39 trades in all; 5 are in profit.
Average per strategy: −75.7 S&P points
Different trades: 20 of 39
Too early to call: 17 trading days and 61 trades so far. With this few, one good or bad day decides the score: read it as how it is going, not who is winning.
Corrected on 1 November 2026. StrategyQuant X’s quarantine prices had been loaded three hours out of step since 19 October, so its daily candles closed at the wrong time. We loaded them again and measured both weeks again: StrategyQuant X beats random in 6 of 7 in week 1 (we had published 2 of 7) and in 4 of 11 in week 2 (we had published 6 of 11). BotFactoryFX’s figures did not change.
Changed on 4 November 2026: 13 against 13. Until then BotFactoryFX fielded all 24 strategies its judge rated 45 or more, against StrategyQuant X’s 13. Now each side fields 13: BotFactoryFX plays with the 13 its judge rated highest, with the scores it gave them before the duel began (a tie at 60 for the last place went to the one its search had ranked higher). We counted both weeks again with those 13; no trade changed. Week 1: BotFactoryFX beats random in 1 of 2 (it was 1 of 6). Week 2: 12 of 12 (it was 22 of 22). StrategyQuant X’s figures do not change.
BotFactoryFXStrategyQuant XS&P 500, bought before the start
Average per strategy: what you would have if you had split your money equally among all the strategies on each side, one S&P unit each. Only closed trades count. The dotted line is the S&P 500 itself, bought at the close before the duel began.
Week by week
Each row counts everything from 19 October up to that day.
Week
Up to
Trading days
BotFactoryFX beats random
StrategyQuant X beats random
BotFactoryFX, points per strategy
StrategyQuant X, points per strategy
1
23 October 2026
5
1 / 2
6 / 7
+0.2
+7.5
2
30 October 2026
11
12 / 12
4 / 11
+33.4
−66.0
3
6 November 2026
17
13 / 13
6 / 13
+78.6
−75.7
Strategy by strategy
BotFactoryFX: the 13 its judge rated highest
Strategy
Judge’s score
Trades
Points
Against random entries
Chandrasekhar momentum,volatility long s2 #8
75
4
+174.5
better than 99%
Nestor reversion,trend both s1 #3
73
1
+44.0
better than 100%
Alcestis reversion,trend both s1 #6
72
1
+44.0
better than 100%
Oceanus reversion,trend long s1 #2
72
2
+118.5
better than 99%
Selene reversion,trend both s1 #2
71
1
+44.0
better than 100%
Alcyone reversion,trend both s1 #4
71
1
+44.0
better than 100%
Adonis reversion,trend both s1 #5
71
1
+44.0
better than 100%
Alpheus reversion,trend long s1 #6
70
3
+99.6
better than 97%
Arethusa reversion,trend long s1 #8
69
3
+98.8
better than 97%
Maeander reversion,trend long s1 #3
64
2
+118.1
better than 99%
Compton momentum,volatility long s1 #7
61
1
+96.3
better than 93%
Aurora reversion,trend both s1 #8
61
1
+53.6
better than 100%
Liszt divergence,momentum both s2 #7
60
1
+42.0
better than 85%
Why they are called that:
Chandrasekhar. Momentum, so a physicist: Subrahmanyan Chandrasekhar, Nobel Prize in Physics. Born on 19 October 1910; the duel’s strategies were found on 17 October.
Nestor. Mean reversion and trend, so a myth of return: Nestor came back home from Troy, to Pylos, quickly and unharmed.
Alcestis. Mean reversion and trend, so a myth of return: Alcestis comes back from the realm of the dead, brought by Heracles.
Oceanus. Mean reversion and trend, so a river of myth: for the Greeks, Oceanus was the river that ran round the world and flowed back into itself.
Selene. Mean reversion and trend, so a myth of return: Selene, the moon, wanes and comes back every month.
Alcyone. Mean reversion and trend, so a myth of return: for Alcyone, the halcyon days of calm come back every winter.
Adonis. Mean reversion and trend, so a myth of return: Adonis comes back from the underworld every year.
Alpheus. Mean reversion and trend, so a river of myth: Alpheus flows under the sea and comes up again in Sicily.
Arethusa. Mean reversion and trend, so a river of myth: Arethusa, the nymph turned spring in Syracuse, whom Alpheus crosses the sea to come back to.
Maeander. Mean reversion and trend, so a river of myth: the Maeander winds so much that it gave meanders their name; it turns back on itself and still runs to the sea.
Compton. Momentum, so a physicist: Arthur Compton showed that light carries momentum, and won the Nobel Prize for it in 1927.
Aurora. Mean reversion and trend, so a myth of return: Aurora, the dawn, comes back every morning.
Liszt. Divergence, so a composer: in counterpoint, two voices move apart. Franz Liszt was born on 22 October 1811; the duel’s strategies were found on 17 October.
StrategyQuant X: the 13 it approved
Strategy
Trades
Points
Against random entries
Strategy 1.3.488
4
+130.3
better than 81%
Strategy 1.8.545
3
+9.7
better than 40%
Strategy 2.12.336
4
−374.0
better than 9%
Strategy 2.13.552
3
−156.6
better than 29%
Strategy 2.15.501
1
−0.4
better than 57%
Strategy 2.17.381
4
−325.8
better than 15%
Strategy 2.17.450
3
−156.5
better than 29%
Strategy 2.18.380
1
−28.5
better than 78%
Strategy 2.18.539
3
−156.5
better than 29%
Strategy 2.19.561
4
+99.3
better than 90%
Strategy 2.20.527
2
+45.6
better than 82%
Strategy 2.8.486
4
−138.5
better than 45%
Strategy 4.18.419
3
+68.2
better than 86%
“Better than 92%” means its trades did better than 92% of the random entries it was measured against. BotFactoryFX’s go by a name of their own, chosen like the ones in The Factory, with the program’s name below; StrategyQuant X’s, by the name it gives them.
How it is measured
The same prices. The S&P 500 from Dukascopy, the daily candles that have closed since Monday 19 October 2026. Neither program had seen them.
The same contestants as in the duel, 13 a side. The 13 StrategyQuant X approved with its own tests, and the 13 that BotFactoryFX’s judge rated highest among the 24 it scored 45 or more (until 4 November 2026 all 24 played). Both sides chose them with prices only up to September 2022.
Each one on its own engine. Every Saturday StrategyQuant X re-tests its strategies itself on the new prices. BotFactoryFX’s engine measures its own, with the stops sized to volatility (ATR), the way the program sends a strategy to quarantine.
The same costs. 0.5 points of spread on each trade for both; BotFactoryFX also pays 0.1 of slippage.
The bar is chance, not profit. Each trade is repeated 500 times, entering at a random hour since 19 October, with the same direction, the same time in the market and the same cost. A strategy beats random when it did better than more than half of those draws. Making money in a rising market is not enough.
Read it with care
Few trades, for weeks. These are daily strategies that trade a few times a month. Until each side has dozens of trades, the score says how it is going, not who wins.
Each side’s strategies resemble each other. Several made the same trade on the same day: so far BotFactoryFX’s 22 trades are only 8 different ones, and StrategyQuant X’s 39 are 20. In practice each side is a handful of independent bets.
We built BotFactoryFX, and the duel too. StrategyQuant X runs with a trader’s templates, not the best setup anyone could build. We publish it whoever is ahead, and every week stays on this page.