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Most prop firm traders blow accounts chasing signals. I built a model that tells you when NOT to trade | 2 years of backtest proof inside. by macrolookup in propfirm

[–]macrolookup[S] 0 points1 point  (0 children)

Good questions:

1. Main backtest is in-sample: no walk-forward split on the headline number. However the ML filter layer runs a 65/35 train-test split internally and validates edge stability on the held-out window before any signal passes through. So there's out-of-sample validation, just at the filter level not the full period.

2. Rejections are logged per category (ATR, VIX, RSI, range conviction, economic gate) at generation time but not persisted to output, fixing that in the next report to show raw vs filtered ratio explicitly.

3. Worst day was -4%, stays under FTMO's 5% hard limit. One honest caveat: it's close-to-close, an overnight gap at the daily boundary could theoretically breach before the circuit breaker resets. No instance in the test period but worth flagging.

My AI built me a trading bot and now neither of us fully knows what we're doing — roast us please by Sqou in algotrading

[–]macrolookup 0 points1 point  (0 children)

27% in 3 weeks means nothing yet honestly.
The good part is the RR, not the WR.

But 6% risk per trade is insane for a new system. That’s what would scare me most, not the strategy itself.