Ariadne

Its backtest

What the strategy did on the history it was tested on, from 9 March 2012 to 17 September 2026, as BotFactoryFX measured it when it went into quarantine, with the costs it pays there. A simulated account of 10,000 in the market’s currency, with a fixed size; every figure in % of that account.

Trades

80 in 14.5 years, 0.5 a month

Won

68%

Profit factor

3.77

Result

+96.2%

Worst drawdown

−5.8%

Average per trade

+1.20%

Average win · average loss

+2.43% · −1.34%

Best trade · worst trade

+17.12% · −4.73%

Longest losing streak

3 trades in a row

Years in loss

0 of 15

The result, trade after trade

Its drawdowns

How far below its previous high it was at each closed trade: what you would have had to sit through.

Year by year

The first and the last year are only part of a year.

How it was found and judged

BotFactoryFX found it in the 24/7 factory on 30 October 2026, the best of 2,527 candidate rule sets that search tried on S&P 500, daily candles.

Judge’s score

84/100 · Solid

On a similar market

the Dow Jones: 75/100 · Solid (correlation 0.96)

Judged on

history the search never saw, from 5 May 2022

History it was found on

from 16 January 2012 to 9 October 2026, 4,601 candles

Checks measured

13 of 13

The judge is BotFactoryFX’s Reality Check: 13 checks on the strategy, nine of them on history the search never saw. Our bar to put one in quarantine is Solid, 75 or more, on its own market and again on a similar one, judged from the same date.

The judge’s report, check by check

The search that found it on 30 October 2026 kept its score but not this report, so on 1 November 2026 we judged it again exactly as then: same history, costs and cut-off date. It gave the same score: 84/100, Solid. Holds up, including on other instruments and other timeframes. No check failed outright.

• Out of samplePassed71 %

  Does it still work on history it never saw?

  Profit factor 3.00 in sample, 5.13 out of sample.

• Period consistencyWarning6 / 6

  Does the edge hold across time, or was it one lucky stretch?

  6 of 6 windows closed in profit. The best window alone is 40% of the gains — the result leans on one stretch rather than repeating.

• Walk-forwardPassed3.84

  On history it never saw, would it survive being re-tuned as you went along?

  Re-tuned on past data only, the forward trades come out at profit factor 3.84 over 21 trades, profitable in 4 of 4 windows; the tuning picked different settings in 4 of them.

• Other instrumentsPassed100 %

  Does the edge exist anywhere else, or only here?

  The same rules stay profitable on USA30IDXUSD, USATECHIDXUSD, USSC2000IDXUSD. An edge that survives a change of instrument is harder to explain away as a fit to this history. There it was measured only from 2022-05-05, the stretch this one never saw: before that is the history it was built on. Its distances in pips were scaled to each instrument's typical bar: USA30IDXUSD ×0.99, USATECHIDXUSD ×3.65, USSC2000IDXUSD ×1.47.

• Other timeframesWarning0 %

  Does the edge survive on another clock, or only on these bars?

  Rebuilt on other clocks almost nothing survives — H4 0.82, against 3.77 on the original. That is the signature of a rule set fitted to this exact sequence of bars, though a strategy can also be genuinely specific to one timeframe. W1 was tried and had too few bars or trades to count.

• Better than chancePassedP97

  On history it never saw, does it beat that same history with the direction of each bar drawn at random?

  On 72 versions of the held-back history with the direction of each bar drawn at random, the same rules beat this result 2 times. Profit factor 5.13 here against a median of 1.48 with the directions drawn at random — the rules are reading the direction of the moves, not just their size.

• Parameter sensitivityPassed100 %

  Does it still work, on unseen history, if the numbers were slightly different?

  Nearby settings keep 100 % of the edge — a plateau, not a lucky point.

• DrawdownPassed6.7 %

  How deep underwater did you have to sit? A warning only: it does not count toward the score.

  Your statement would show 3.9 %, but open positions were 6.7 % underwater at the worst point — that is what you would actually have had to hold through.

• Monte CarloPassedPF 1.78

  On history it never saw, how bad does it look if the trades had fallen differently — or without its best ones?

  Resampling the 22 trades it took on unseen history 1000 times, the profit factor of the worst 5 % is 1.78 one by one, 2.83 in blocks of 3 consecutive trades, and 3.62 skipping one in ten at random; the worst of the three, 1.78, is the score. Without its 1 best trade it is 3.77.

• Sample sizeWarningt = 2.3

  On history it never saw, is the average trade distinguishable from zero?

  Over 22 trades on unseen history the average result stands 2.3 standard errors from zero — short of the 3 this asks for, so the edge could still be noise. The three best account for 53 % of gross profit.

• Cost tolerancePassed> 30 pips

  How much broker cost can it absorb before the edge dies?

  The edge is far larger than any plausible execution cost.

• PerturbationPassed80 %

  On history it never saw, does it hold up if that stretch had begun elsewhere and its prices had wobbled?

  Started at 40 random points of the unseen stretch with prices nudged by up to 15% of ATR, it keeps 80 % of its edge — profit factor 5.13 untouched against 4.30 in the middle of the runs, and 2.65 in the worst tenth.

• Bar resolutionPassedunambiguous

  Does it hold up when measured on finer bars?

  No exit depended on the order in which the high and the low happened inside a bar, so nothing here rests on an assumption about it.

What the report does not cover

• Everything above was measured on 4,601 bars — 14 years 9 months, 2012-01-16 to 2026-10-09. Nothing here was tested outside that window.
• That window does not include the 2008 collapse, so no check above could tell you what this strategy does in one.
• Deflated Sharpe: counting the 2,527 rule sets the search tried, there is a 44 % probability that this strategy's Sharpe on the history it was chosen on is more than luck — 0.441 per trade over 58 trades, against 0.461 expected from the best of that many rule sets with no edge. The spread of the tried rule sets' Sharpes is taken as that of strategies with no edge, because the search does not record it yet. It looks only at the stretch where the strategy was chosen: a pattern that was real there and then stopped, or a flaw in the data, scores as high as an edge.
• This was the best of 2,527 different rule sets the search tried. What a search that size scores on data with no edge in it was measured on hourly currency pairs, not on this instrument and timeframe, so there is no reference figure for it here: the more candidates a search tries, the more likely its best is best by luck.

Live, in quarantine

Since 30 October 2026, on prices it had never seen, with closed trades only.

Quarantine verdict: No trades yet

At its backtest’s pace, by now it would have closed about 0.1 trades and made +0.2%.

Its closed trades

No closed trades yet.

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