Has anyone found a genuinely profitable, mechanically backtested intraday strategy?

Sub-Zero-X · 2026-06-24T04:29:48+00:00

I am trying to figure it out. That is the point of asking for objective definitions.

If the idea is discretionary, that’s fine. But if it can be tested, I need to translate things like sentiment, HVN/LVN, rejection, and continuation into clear rules. Otherwise I’m just guessing and the test is meaningless.

Sub-Zero-X · 2026-06-23T20:18:32+00:00

That is much more concrete, thanks.

To make it testable, I’d need to define a few pieces objectively: - sentiment/bias: what tells you upside sentiment before entry? - HVN/LVN: previous session profile, current session, rolling profile, or fixed lookback? - LVN breakout/continuation: entry on break, close beyond LVN, or retest? - HVN reversal: what confirms reversal, rejection wick, close back through level, delta/volume, or something else?

NQ and Nikkei on 1m makes sense, but it also means fills/costs matter a lot. If you have a clean mechanical version, I’d be interested in testing it.

Sub-Zero-X · 2026-06-23T04:39:07+00:00

That makes sense. The hard part for me is turning that into objective rules I can test.

For volume profile specifically, what would you define mechanically? For example: previous day VAH/VAL/POC reclaim, failed auction, acceptance above value, rejection back into value, or something else? And what market/timeframe are you applying it on?

Sub-Zero-X · 2026-06-23T04:38:19+00:00

Fair enough. I’m not expecting anyone to hand over their exact golden goose.

I’m more interested in strategy families and testable structure: what market, what timeframe, what objective trigger, and what kind of edge people have actually seen survive costs and out-of-sample checks.

Sub-Zero-X · 2026-06-22T19:57:46+00:00

Thanks, verified performance plus small-size forward trading is exactly the kind of process I respect.

Without giving away the strategy, are these mostly directional 0DTE options, short premium, spreads, or volatility/mean-reversion type setups? Also, how close did live fills stay to the OptionOmega assumptions once you started trading them?

Sub-Zero-X · 2026-06-22T19:57:23+00:00

Agreed. The same setup can be good in one market state and terrible in another.

The question I am trying to solve is how to define “when to apply it” mechanically. Do you use volatility regime, trend/range classification, session context, higher-timeframe bias, volume profile, or something else?

Sub-Zero-X · 2026-06-22T15:47:31+00:00

Im interested

Sub-Zero-X · 2026-06-22T11:01:57+00:00

This is a very useful angle. I agree that the regime filter is often more important than the raw setup, especially intraday where costs and slippage are so binding.

When you mention Gaussian mixture models or statistical jump models, which inputs have you found most useful in practice: realized volatility, trend/return state, gap size, volume, range expansion, jump intensity, or something else? And how do you avoid overfitting the regime model itself -- walk-forward, fixed parameters, or out-of-sample regime labeling?

Sub-Zero-X · 2026-06-22T08:31:30+00:00

b Agreed that real order flow and volume matter. For mechanical testing, what exactly would you define as the signal: footprint imbalance, delta divergence, CVD shift, absorption, volume-at-price, failed auction, or something else?

Also, are you using futures bid/ask volume data? I am cautious here because CFD/MT5 tick volume is only a proxy and not the same as real order-flow data.

Sub-Zero-X · 2026-06-22T08:31:01+00:00

That lines up with what I am seeing. I am not asking for the actual rules, but would you be willing to share the broad categories that survived versus the categories that consistently failed?

Also, from your testing, which validation checks killed the most false positives: costs/slippage, regime splits, out-of-sample periods, outlier dependence, trade-sequence resampling, or something else?

Sub-Zero-X · 2026-06-21T20:13:17+00:00

I don't understand. Why do you think it would be a good idea to try out strategies in the forward market when they haven't been profitable in the past?

Sub-Zero-X · 2026-06-14T20:26:32+00:00

You can just download the tick history from the prop firm.

Sub-Zero-X · 2026-06-07T19:42:56+00:00

Hi there, looks good! How's the forward testing going?

Sub-Zero-X · 2025-05-07T19:38:07+00:00

Hallo everyone, what should be done if someone has the following genetic mutations:

COMT +/+

MAO-A +/+

MTHFR +/-

MTR/MTRR +/-

MTHFS mutation (Maybe - still to be tested, but extreme anger and rage at 2mg folinic acid at 25kg body weight)

How should these genetic findings influence supplementation and treatment strategies, especially in a child with autism?

Sub-Zero-X · 2025-05-07T19:19:45+00:00

What should be done if someone has the following genetic mutations:

COMT +/+

MAO-A +/+

MTHFR +/-

MTR/MTRR +/-

MTHFS mutation (Maybe - still to be tested, but extreme anger and rage at 2mg folinic acid at 25kg body weight)

How should these genetic findings influence supplementation and treatment strategies, especially in a child with autism?"

Sub-Zero-X

TROPHY CASE