The Kilo

MGC Tokyo Open (TOCOM)
MGCLIVE-VALIDATED
MGC · Tokyo hours — the gold evening open
$58,600on a $5,000 drawdown · best window 11.72× return on drawdown
Return on drawdown · what a dollar of pain buys 11.72×

RoDD is the metric this catalog is priced on. Profit factor says the engine works; RoDD says what it costs to hold: net profit divided by the worst peak-to-valley drawdown. This system’s window: $6.4k net ÷ $500 max drawdown = 11.72×. Slide your drawdown budget — the projection scales with it, and so does the pain.

NOT BUILT FOR THIS SIZE The deepest published max drawdown ($3,300, full record) exceeds a $1k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
NOT BUILT FOR THIS SIZE The deepest published max drawdown ($3,300, full record) exceeds a $2.5k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
THIN CUSHION The deepest published drawdown ($3,300, full record) is more than half this budget — one bad stretch uses most of your room. A drawdown budget of $5k historically returned ~$58,600 over the best window. Over the full record, $4,700. Past results, not a forecast.
RECOMMENDED SIZE The smallest budget that clears the deepest published drawdown ($3,300, full record). A drawdown budget of $10k historically returned ~$117,200 over the best window. Over the full record, $9,400. Past results, not a forecast.
A drawdown budget of $25k historically returned ~$293,000 over the best window. Over the full record, $23,500. Past results, not a forecast.
A drawdown budget of $50k historically returned ~$586,000 over the best window. Over the full record, $47,000. Past results, not a forecast.

Linear scaling of the published window; not a projection of future results. See the disclaimer below.

Strategy Tester — The Kilo validated run · commissions + slippage modeled
Equity $3.2k Drawdown -$3.3k Full record · 401 closed trades · 2024-01-08 → 2026-08-26
-$2.0k$0$2.0kJan 24Jun 24Nov 24May 25Oct 25Mar 26Aug 26 08 Jan 24 · $810 Jan 24 · $2216 Jan 24 · $1005 Feb 24 · $1016 Feb 24 · $2021 Feb 24 · -$1428 Feb 24 · -$3208 Mar 24 · -$7418 Mar 24 · -$12026 Mar 24 · -$14431 Mar 24 · -$10602 Apr 24 · -$9805 Apr 24 · -$8010 Apr 24 · -$15816 Apr 24 · -$10618 Apr 24 · -$10823 Apr 24 · -$8401 May 24 · -$6605 May 24 · -$4409 May 24 · -$11616 May 24 · -$8822 May 24 · -$13623 May 24 · -$21429 May 24 · -$27403 Jun 24 · -$32005 Jun 24 · -$31210 Jun 24 · -$39613 Jun 24 · -$38417 Jun 24 · -$37021 Jun 24 · -$34425 Jun 24 · -$38226 Jun 24 · -$41403 Jul 24 · -$50605 Jul 24 · -$54410 Jul 24 · -$53618 Jul 24 · -$67622 Jul 24 · -$65426 Jul 24 · -$73631 Jul 24 · -$71405 Aug 24 · -$66207 Aug 24 · -$67813 Aug 24 · -$75014 Aug 24 · -$74219 Aug 24 · -$82222 Aug 24 · -$82629 Aug 24 · -$81402 Sep 24 · -$80610 Sep 24 · -$81412 Sep 24 · -$87816 Sep 24 · -$89018 Sep 24 · -$94824 Sep 24 · -$93001 Oct 24 · -$96603 Oct 24 · -$99411 Oct 24 · -$1,00015 Oct 24 · -$98217 Oct 24 · -$97222 Oct 24 · -$95424 Oct 24 · -$93628 Oct 24 · -$1,01430 Oct 24 · -$1,00001 Nov 24 · -$1,04606 Nov 24 · -$1,10012 Nov 24 · -$1,10421 Nov 24 · -$1,07625 Nov 24 · -$1,03610 Dec 24 · -$1,10620 Dec 24 · -$1,10407 Jan 25 · -$1,12609 Jan 25 · -$1,15214 Jan 25 · -$1,24223 Jan 25 · -$1,33831 Jan 25 · -$1,30807 Feb 25 · -$1,27812 Feb 25 · -$1,22420 Feb 25 · -$1,19826 Feb 25 · -$1,16207 Mar 25 · -$1,11412 Mar 25 · -$1,08420 Mar 25 · -$1,10425 Mar 25 · -$1,20028 Mar 25 · -$1,17602 Apr 25 · -$1,13808 Apr 25 · -$1,50810 Apr 25 · -$1,53214 Apr 25 · -$1,53815 Apr 25 · -$1,47422 Apr 25 · -$1,35830 Apr 25 · -$1,40404 May 25 · -$1,28208 May 25 · -$1,42613 May 25 · -$1,42216 May 25 · -$1,33820 May 25 · -$1,47026 May 25 · -$1,39603 Jun 25 · -$1,32406 Jun 25 · -$1,34810 Jun 25 · -$1,30612 Jun 25 · -$1,42416 Jun 25 · -$1,36017 Jun 25 · -$1,36023 Jun 25 · -$1,27225 Jun 25 · -$1,19626 Jun 25 · -$1,24604 Jul 25 · -$1,30808 Jul 25 · -$1,24615 Jul 25 · -$1,21417 Jul 25 · -$1,20221 Jul 25 · -$1,16629 Jul 25 · -$1,32030 Jul 25 · -$1,29806 Aug 25 · -$1,48208 Aug 25 · -$1,40812 Aug 25 · -$1,36014 Aug 25 · -$1,32618 Aug 25 · -$1,29020 Aug 25 · -$1,28422 Aug 25 · -$1,29226 Aug 25 · -$1,27229 Aug 25 · -$1,34803 Sep 25 · -$1,45004 Sep 25 · -$1,55610 Sep 25 · -$1,48012 Sep 25 · -$1,46016 Sep 25 · -$1,52424 Sep 25 · -$1,63229 Sep 25 · -$1,72401 Oct 25 · -$1,71402 Oct 25 · -$1,66008 Oct 25 · -$1,80010 Oct 25 · -$2,09813 Oct 25 · -$2,31816 Oct 25 · -$2,45620 Oct 25 · -$2,62423 Oct 25 · -$2,61627 Oct 25 · -$3,21429 Oct 25 · -$2,98003 Nov 25 · -$3,07413 Nov 25 · -$3,20419 Nov 25 · -$3,27824 Nov 25 · -$3,28428 Nov 25 · -$3,20204 Dec 25 · -$3,12010 Dec 25 · -$3,07812 Dec 25 · -$2,96817 Dec 25 · -$2,90022 Dec 25 · -$2,78224 Dec 25 · -$2,58606 Jan 26 · -$2,27212 Jan 26 · -$2,01620 Jan 26 · -$1,87403 Feb 26 · -$1,22617 Feb 26 · -$74206 Mar 26 · -$75211 Mar 26 · -$32217 Mar 26 · -$29819 Mar 26 · -$36823 Mar 26 · -$8025 Mar 26 · $37830 Mar 26 · $55831 Mar 26 · $78009 Apr 26 · $33613 Apr 26 · $36817 Apr 26 · $46422 Apr 26 · $55824 Apr 26 · $66629 Apr 26 · $73801 May 26 · $80405 May 26 · $91008 May 26 · $1,16411 May 26 · $1,29415 May 26 · $1,39620 May 26 · $1,53422 May 26 · $1,59026 May 26 · $1,75202 Jun 26 · $1,86205 Jun 26 · $1,97609 Jun 26 · $1,60215 Jun 26 · $1,83217 Jun 26 · $1,90219 Jun 26 · $2,05423 Jun 26 · $2,15424 Jun 26 · $2,29230 Jun 26 · $2,26403 Jul 26 · $2,38806 Jul 26 · $2,32010 Jul 26 · $2,37414 Jul 26 · $2,48020 Jul 26 · $2,55622 Jul 26 · $2,46624 Jul 26 · $2,54228 Jul 26 · $2,62230 Jul 26 · $2,53603 Aug 26 · $2,37206 Aug 26 · $2,51210 Aug 26 · $2,51012 Aug 26 · $2,65018 Aug 26 · $2,79420 Aug 26 · $2,82824 Aug 26 · $2,98626 Aug 26 · $3,154
Net profit$6.4k
Total trades118
Profitable85.6%
Profit factor4.17
Max drawdown$0.5k
Avg trade$54

Curve: the full record. Figures: best window · 02 Dec 2025 - 26 Aug 2026.

Performance summary: best window vs full 2024+ window
MetricBest windowFull record
Net profit$6.4k$3.2k
Total closed trades118401
Percent profitable85.6%70.1%
Profit factor4.171.34
Max drawdown$0.5k$3.3k
Avg per trade$54$8
Return on max drawdown11.720.94
RoDD per month1.330.03
Months in window932
Every closed trade in the validated record, newest first, with a running account ledger
#DayEntryExitNet P&LAccount
40126 Aug 264710.04700.3$95.50$3,154.50
40025 Aug 264739.44746.9$73.50$3,059.00
39924 Aug 264680.34689.1$86.50$2,985.50
39821 Aug 264572.94565.6$71.50$2,899.00
39720 Aug 264567.64561.2$62.50$2,827.50
39619 Aug 264396.34393.5$-29.50$2,765.00
39518 Aug 264484.64493.4$86.50$2,794.50
39413 Aug 264473.04478.9$57.50$2,708.00
39312 Aug 264439.14447.3$80.50$2,650.50
39211 Aug 264466.34472.4$59.50$2,570.00
39110 Aug 264395.24389.3$57.50$2,510.50
39007 Aug 264308.84303.1$-58.50$2,453.00
38906 Aug 264330.94341.4$103.50$2,511.50
38804 Aug 264114.04117.8$36.50$2,408.00
38703 Aug 264133.44111.2$-223.50$2,371.50
38631 Jul 264157.04150.9$59.50$2,595.00
38530 Jul 264140.04131.5$83.50$2,535.50
38429 Jul 264027.04010.2$-169.50$2,452.00
38328 Jul 264070.54067.9$24.50$2,621.50
38227 Jul 264098.54104.1$54.50$2,597.00
38124 Jul 264047.54045.3$20.50$2,542.50
38022 Jul 264131.84137.6$56.50$2,522.00
37922 Jul 264081.24096.8$-157.50$2,465.50
37821 Jul 264018.64025.5$67.50$2,623.00
37720 Jul 263990.53986.6$37.50$2,555.50
37617 Jul 263987.33991.2$37.50$2,518.00
37514 Jul 263999.83995.2$44.50$2,480.50
37413 Jul 264089.44095.8$62.50$2,436.00
37310 Jul 264127.74124.8$27.50$2,373.50
37209 Jul 264081.14078.3$26.50$2,346.00
37106 Jul 264171.74169.5$20.50$2,319.50
37006 Jul 264190.24198.9$-88.50$2,299.00
36903 Jul 264146.34150.6$41.50$2,387.50
36801 Jul 264014.34005.9$82.50$2,346.00
36730 Jun 264023.84017.8$58.50$2,263.50
36626 Jun 264031.64040.2$-87.50$2,205.00
36524 Jun 264022.14029.4$71.50$2,292.50
36423 Jun 264106.74099.9$66.50$2,221.00
36323 Jun 264212.74214.9$20.50$2,154.50
36221 Jun 264163.94155.7$80.50$2,134.00
36119 Jun 264204.04203.0$8.50$2,053.50
36018 Jun 264313.64328.0$142.50$2,045.00
35917 Jun 264351.04347.7$31.50$1,902.50
35816 Jun 264341.34345.3$38.50$1,871.00
35715 Jun 264312.84318.1$51.50$1,832.50
35610 Jun 264232.84214.8$178.50$1,781.00
35509 Jun 264338.94352.5$-137.50$1,602.50
35408 Jun 264367.94344.4$-236.50$1,740.00
35305 Jun 264486.14478.9$70.50$1,976.50
35203 Jun 264481.64486.2$44.50$1,906.00
35102 Jun 264507.94503.2$45.50$1,861.50
35028 May 264474.54468.0$63.50$1,816.00
34926 May 264518.94525.5$64.50$1,752.50
34826 May 264561.84551.8$98.50$1,688.00
34722 May 264530.84531.1$-4.50$1,589.50
34621 May 264548.94555.1$60.50$1,594.00
34520 May 264496.84503.2$62.50$1,533.50
34418 May 264535.24527.6$74.50$1,471.00
34315 May 264654.74648.1$64.50$1,396.50
34214 May 264700.14696.1$38.50$1,332.00
34111 May 264769.94776.7$66.50$1,293.50
34011 May 264692.14685.7$62.50$1,227.00
33908 May 264714.74724.8$99.50$1,164.50
33806 May 264612.54628.2$155.50$1,065.00
33705 May 264534.34538.3$38.50$909.50
33604 May 264617.24610.3$67.50$871.00
33501 May 264638.24635.3$27.50$803.50
33430 Apr 264570.64574.6$38.50$776.00
33329 Apr 264611.34614.9$34.50$737.50
33228 Apr 264710.24714.1$37.50$703.00
33124 Apr 264715.94722.4$63.50$665.50
33023 Apr 264737.14732.6$43.50$602.00
32922 Apr 264758.64760.3$15.50$558.50
32819 Apr 264782.14774.0$79.50$543.00
32717 Apr 264809.14804.8$41.50$463.50
32615 Apr 264841.54847.1$54.50$422.00
32513 Apr 264692.44705.5$129.50$367.50
32410 Apr 264775.64785.2$-97.50$238.00
32309 Apr 264721.84741.6$-199.50$335.50
32208 Apr 264872.94848.5$-245.50$535.00
32131 Mar 264719.44728.5$89.50$780.50
32031 Mar 264548.94562.4$133.50$691.00
31930 Mar 264478.64458.3$201.50$557.50
31826 Mar 264527.34525.3$-21.50$356.00
31725 Mar 264533.54561.5$278.50$377.50
31624 Mar 264412.74394.7$178.50$99.00
31523 Mar 264467.84447.2$204.50$-79.50
31420 Mar 264656.24664.7$83.50$-284.00
31319 Mar 264850.04840.1$-100.50$-367.50
31218 Mar 265009.55012.7$30.50$-267.00
31117 Mar 265019.65015.3$-44.50$-297.50
31013 Mar 265108.15115.2$69.50$-253.00
30911 Mar 265211.15218.6$73.50$-322.50
30809 Mar 265071.15035.4$355.50$-396.00
30706 Mar 265078.15088.3$-103.50$-751.50
30605 Mar 265175.85185.3$93.50$-648.00
30517 Feb 264995.94983.5$122.50$-741.50
30406 Feb 264739.84703.5$361.50$-864.00
30303 Feb 264841.14850.0$87.50$-1,225.50
30228 Jan 265565.45621.7$561.50$-1,313.00
30120 Jan 264776.44783.3$67.50$-1,874.50
30014 Jan 264610.94618.4$73.50$-1,942.00
29912 Jan 264562.24581.7$193.50$-2,015.50
29809 Jan 264479.84473.4$62.50$-2,209.00
29706 Jan 264451.94442.8$89.50$-2,271.50
29629 Dec 254533.34510.6$225.50$-2,361.00
29524 Dec 254535.44546.3$107.50$-2,586.50
29423 Dec 254499.64508.5$87.50$-2,694.00
29322 Dec 254386.64395.2$84.50$-2,781.50
29219 Dec 254360.24356.6$34.50$-2,866.00
29117 Dec 254339.34343.1$36.50$-2,900.50
29016 Dec 254331.74328.4$31.50$-2,937.00
28912 Dec 254304.14300.1$38.50$-2,968.50
28811 Dec 254269.34276.6$71.50$-3,007.00
28710 Dec 254241.14243.4$21.50$-3,078.50
28605 Dec 254235.14232.9$20.50$-3,100.00
28504 Dec 254241.64244.9$31.50$-3,120.50
28402 Dec 254257.74252.5$50.50$-3,152.00
28328 Nov 254198.74202.9$40.50$-3,202.50
28226 Nov 254175.64179.9$41.50$-3,243.00
28124 Nov 254056.64053.2$32.50$-3,284.50
28020 Nov 254100.14096.3$-39.50$-3,317.00
27919 Nov 254077.34062.0$-154.50$-3,277.50
27817 Nov 254038.24029.9$81.50$-3,123.00
27713 Nov 254192.24212.9$-208.50$-3,204.50
27607 Nov 253998.54006.4$77.50$-2,996.00
27503 Nov 253983.14000.4$-174.50$-3,073.50
27430 Oct 253969.03977.2$80.50$-2,899.00
27329 Oct 253980.03994.7$145.50$-2,979.50
27228 Oct 254016.64025.7$89.50$-3,125.00
27127 Oct 254079.04107.1$-282.50$-3,214.50
27024 Oct 254121.64153.1$-316.50$-2,932.00
26923 Oct 254082.84091.0$-83.50$-2,615.50
26821 Oct 254119.64110.2$92.50$-2,532.00
26720 Oct 254242.04228.9$129.50$-2,624.50
26617 Oct 254388.44358.8$-297.50$-2,754.00
26516 Oct 254217.94237.3$-195.50$-2,456.50
26415 Oct 254185.94191.7$56.50$-2,261.00
26313 Oct 254139.24142.2$28.50$-2,317.50
26213 Oct 254046.44071.1$-248.50$-2,346.00
26110 Oct 254007.33994.6$-128.50$-2,097.50
26009 Oct 254025.84042.6$-169.50$-1,969.00
25908 Oct 254017.24019.9$25.50$-1,799.50
25807 Oct 253997.33981.0$-164.50$-1,825.00
25702 Oct 253884.83886.5$15.50$-1,660.50
25602 Oct 253883.23879.2$38.50$-1,676.00
25501 Oct 253891.93891.5$-5.50$-1,714.50
25430 Sep 253861.33863.0$15.50$-1,709.00
25329 Sep 253793.73804.9$-113.50$-1,724.50
25225 Sep 253775.63777.9$21.50$-1,611.00
25124 Sep 253794.03793.9$-0.50$-1,632.50
25019 Sep 253669.73680.4$-108.50$-1,632.00
24916 Sep 253715.63725.2$-97.50$-1,523.50
24815 Sep 253671.73668.1$34.50$-1,426.00
24712 Sep 253669.23667.2$18.50$-1,460.50
24611 Sep 253684.33684.5$0.50$-1,479.00
24510 Sep 253667.33662.6$45.50$-1,479.50
24409 Sep 253677.13680.4$31.50$-1,525.00
24304 Sep 253602.63605.2$24.50$-1,556.50
24204 Sep 253606.93619.9$-131.50$-1,581.00
24103 Sep 253594.23605.9$-118.50$-1,449.50
24001 Sep 253509.73507.8$17.50$-1,331.00
23929 Aug 253476.53477.1$4.50$-1,348.50
23828 Aug 253454.03446.1$-80.50$-1,353.00
23726 Aug 253414.33422.2$77.50$-1,272.50
23625 Aug 253415.83410.2$-57.50$-1,350.00
23522 Aug 253379.93382.0$-22.50$-1,292.50
23421 Aug 253388.43386.8$14.50$-1,270.00
23320 Aug 253355.23356.8$-17.50$-1,284.50
23219 Aug 253374.63372.2$22.50$-1,267.00
23118 Aug 253385.53387.8$21.50$-1,289.50
23015 Aug 253381.93383.6$15.50$-1,311.00
22914 Aug 253412.13414.1$18.50$-1,326.50
22813 Aug 253400.03398.4$14.50$-1,345.00
22712 Aug 253401.93404.2$21.50$-1,359.50
22611 Aug 253455.43452.6$26.50$-1,381.00
22508 Aug 253497.23502.8$54.50$-1,407.50
22407 Aug 253437.33439.5$20.50$-1,462.00
22306 Aug 253438.43433.4$-51.50$-1,482.50
22204 Aug 253415.43402.3$-132.50$-1,431.00
22130 Jul 253332.43334.0$14.50$-1,298.50
22030 Jul 253385.03385.9$7.50$-1,313.00
21929 Jul 253313.43310.3$-32.50$-1,320.50
21823 Jul 253450.63438.5$-122.50$-1,288.00
21721 Jul 253411.53409.8$15.50$-1,165.50
21618 Jul 253344.63342.4$20.50$-1,181.00
21517 Jul 253352.03350.3$15.50$-1,201.50
21416 Jul 253338.63338.4$-3.50$-1,217.00
21315 Jul 253356.73358.6$17.50$-1,213.50
21211 Jul 253336.73338.3$14.50$-1,231.00
21108 Jul 253307.53305.5$18.50$-1,245.50
21007 Jul 253334.33329.7$44.50$-1,264.00
20904 Jul 253336.03340.4$-45.50$-1,308.50
20802 Jul 253344.53346.0$-16.50$-1,263.00
20726 Jun 253332.63330.7$17.50$-1,246.50
20626 Jun 253354.03347.4$-67.50$-1,264.00
20525 Jun 253339.73341.3$14.50$-1,196.50
20424 Jun 253358.83352.6$60.50$-1,211.00
20323 Jun 253383.23377.4$56.50$-1,271.50
20219 Jun 253395.53398.9$32.50$-1,328.00
20117 Jun 253405.63404.3$11.50$-1,360.50
20017 Jun 253421.53420.4$-12.50$-1,372.00
19916 Jun 253459.93455.0$47.50$-1,359.50
19812 Jun 253407.43409.3$17.50$-1,407.00
19712 Jun 253378.13391.4$-134.50$-1,424.50
19611 Jun 253353.53355.2$15.50$-1,290.00
19510 Jun 253342.33340.3$18.50$-1,305.50
19409 Jun 253332.43329.9$23.50$-1,324.00
19306 Jun 253379.73385.2$-56.50$-1,347.50
19204 Jun 253378.13374.6$33.50$-1,291.00
19103 Jun 253405.93400.6$51.50$-1,324.50
19027 May 253343.73341.5$20.50$-1,376.00
18926 May 253339.13334.5$44.50$-1,396.50
18823 May 253295.03292.0$28.50$-1,441.00
18720 May 253219.53233.2$-138.50$-1,469.50
18619 May 253235.33234.5$6.50$-1,331.00
18516 May 253241.03234.6$62.50$-1,337.50
18414 May 253255.43253.0$22.50$-1,400.00
18313 May 253242.93245.4$23.50$-1,422.50
18209 May 253315.33317.2$-20.50$-1,446.00
18108 May 253383.53386.8$31.50$-1,425.50
18006 May 253334.73352.1$-175.50$-1,457.00
17904 May 253254.03257.8$36.50$-1,281.50
17801 May 253275.53266.8$85.50$-1,318.00
17730 Apr 253333.83326.9$-70.50$-1,403.50
17624 Apr 253326.23328.8$24.50$-1,333.00
17522 Apr 253433.43424.2$90.50$-1,357.50
17417 Apr 253361.13358.4$25.50$-1,448.00
17315 Apr 253264.23268.8$44.50$-1,473.50
17215 Apr 253231.03233.2$20.50$-1,518.00
17114 Apr 253242.93236.9$-61.50$-1,538.50
17011 Apr 253214.93220.5$54.50$-1,477.00
16910 Apr 253104.83110.0$50.50$-1,531.50
16809 Apr 252985.12992.3$-73.50$-1,582.00
16708 Apr 252993.23013.4$-203.50$-1,508.50
16603 Apr 253164.53181.0$-166.50$-1,305.00
16502 Apr 253148.73150.7$18.50$-1,138.50
16431 Mar 253120.13118.1$18.50$-1,157.00
16328 Mar 253099.43100.3$7.50$-1,175.50
16227 Mar 253026.73028.6$17.50$-1,183.00
16125 Mar 253013.73016.9$-33.50$-1,200.50
16021 Mar 253055.23049.0$-63.50$-1,167.00
15920 Mar 253061.33062.6$11.50$-1,103.50
15818 Mar 253012.43009.5$-30.50$-1,115.00
15712 Mar 252920.92919.0$17.50$-1,084.50
15611 Mar 252887.42886.1$11.50$-1,102.00
15507 Mar 252914.92912.4$23.50$-1,113.50
15405 Mar 252924.02921.4$24.50$-1,137.00
15326 Feb 252934.32935.6$11.50$-1,161.50
15226 Feb 252933.82936.5$25.50$-1,173.00
15120 Feb 252957.92959.2$11.50$-1,198.50
15020 Feb 252953.02954.5$13.50$-1,210.00
14912 Feb 252924.22922.7$13.50$-1,223.50
14811 Feb 252945.42949.6$40.50$-1,237.00
14707 Feb 252883.62885.2$14.50$-1,277.50
14606 Feb 252887.82889.5$15.50$-1,292.00
14531 Jan 252856.02858.5$23.50$-1,307.50
14424 Jan 252763.62764.5$7.50$-1,331.00
14323 Jan 252762.72764.1$-15.50$-1,338.50
14221 Jan 252735.72727.8$-80.50$-1,323.00
14114 Jan 252687.52687.3$-3.50$-1,242.50
14013 Jan 252721.12712.5$-87.50$-1,239.00
13909 Jan 252677.32676.0$11.50$-1,151.50
13808 Jan 252665.82662.2$-37.50$-1,163.00
13707 Jan 252644.02647.1$-32.50$-1,125.50
13603 Jan 252673.72675.0$11.50$-1,093.00
13520 Dec 242608.12606.9$10.50$-1,104.50
13416 Dec 242670.42669.6$-9.50$-1,115.00
13310 Dec 242724.42726.0$14.50$-1,105.50
13210 Dec 242681.22689.4$-83.50$-1,120.00
13125 Nov 242622.92620.3$24.50$-1,036.50
13022 Nov 242674.32676.0$15.50$-1,061.00
12921 Nov 242655.62657.3$15.50$-1,076.50
12820 Nov 242638.62640.0$12.50$-1,092.00
12712 Nov 242630.42628.6$-19.50$-1,104.50
12608 Nov 242715.52717.1$14.50$-1,085.00
12506 Nov 242754.32748.0$-64.50$-1,099.50
12405 Nov 242744.32743.0$11.50$-1,035.00
12301 Nov 242757.82756.3$-16.50$-1,046.50
12231 Oct 242796.22799.0$-29.50$-1,030.00
12130 Oct 242788.22788.9$5.50$-1,000.50
12028 Oct 242755.62756.5$7.50$-1,006.00
11928 Oct 242752.52744.7$-79.50$-1,013.50
11825 Oct 242746.12745.7$2.50$-934.00
11724 Oct 242734.62736.2$14.50$-936.50
11622 Oct 242760.72760.3$2.50$-951.00
11522 Oct 242738.52740.0$13.50$-953.50
11418 Oct 242709.52710.2$5.50$-967.00
11317 Oct 242690.72691.3$4.50$-972.50
11216 Oct 242676.92676.3$4.50$-977.00
11115 Oct 242665.72665.1$4.50$-981.50
11014 Oct 242663.92662.4$13.50$-986.00
10911 Oct 242653.12652.2$-10.50$-999.50
10810 Oct 242624.72624.1$4.50$-989.00
10703 Oct 242682.62678.8$-39.50$-993.50
10602 Oct 242679.82678.5$11.50$-954.00
10501 Oct 242658.22658.1$-2.50$-965.50
10426 Sep 242679.42682.6$-33.50$-963.00
10324 Sep 242649.82648.9$7.50$-929.50
10223 Sep 242642.92641.6$11.50$-937.00
10118 Sep 242601.22601.0$-3.50$-948.50
10017 Sep 242611.52606.1$-55.50$-945.00
9916 Sep 242609.52607.7$-19.50$-889.50
9813 Sep 242587.82588.7$7.50$-870.00
9712 Sep 242539.02542.5$-36.50$-877.50
9611 Sep 242548.12545.6$-26.50$-841.00
9510 Sep 242533.72533.9$-3.50$-814.50
9405 Sep 242527.22526.8$-5.50$-811.00
9302 Sep 242528.82528.4$2.50$-805.50
9230 Aug 242551.82551.1$5.50$-808.00
9129 Aug 242542.02542.9$7.50$-813.50
9022 Aug 242522.22522.9$5.50$-821.00
8922 Aug 242549.12548.4$5.50$-826.50
8821 Aug 242550.52551.4$-10.50$-832.00
8719 Aug 242545.32536.5$-89.50$-821.50
8616 Aug 242494.92496.1$10.50$-732.00
8514 Aug 242486.22486.6$2.50$-742.50
8413 Aug 242503.12502.5$4.50$-745.00
8313 Aug 242516.82508.0$-89.50$-749.50
8208 Aug 242426.22428.1$17.50$-660.00
8107 Aug 242422.82425.3$-26.50$-677.50
8005 Aug 242448.22447.0$10.50$-651.00
7905 Aug 242479.42475.6$36.50$-661.50
7802 Aug 242492.52494.2$15.50$-698.00
7731 Jul 242452.92452.0$7.50$-713.50
7629 Jul 242397.62399.3$15.50$-721.00
7526 Jul 242364.12355.4$-88.50$-736.50
7423 Jul 242398.12398.8$5.50$-648.00
7322 Jul 242409.52407.9$14.50$-653.50
7218 Jul 242445.32444.4$7.50$-668.00
7118 Jul 242461.12466.6$-56.50$-675.50
7017 Jul 242471.42479.5$-82.50$-619.00
6910 Jul 242372.82372.9$-0.50$-536.50
6809 Jul 242369.32370.2$7.50$-536.00
6705 Jul 242363.92368.0$-42.50$-543.50
6604 Jul 242368.02368.7$5.50$-501.00
6503 Jul 242341.62338.9$-28.50$-506.50
6428 Jun 242338.62332.4$-63.50$-478.00
6326 Jun 242307.82307.4$2.50$-414.50
6226 Jun 242334.82331.5$-34.50$-417.00
6125 Jun 242341.62340.6$8.50$-382.50
6024 Jun 242330.62335.2$-47.50$-391.00
5921 Jun 242376.22377.8$14.50$-343.50
5818 Jun 242337.02338.3$11.50$-358.00
5717 Jun 242341.32340.2$9.50$-369.50
5614 Jun 242319.32320.0$5.50$-379.00
5513 Jun 242335.02333.9$9.50$-384.50
5411 Jun 242326.02325.6$2.50$-394.00
5310 Jun 242311.62312.5$-10.50$-396.50
5206 Jun 242373.72381.0$-74.50$-386.00
5105 Jun 242348.62349.0$2.50$-311.50
5004 Jun 242372.22372.9$5.50$-314.00
4903 Jun 242344.12349.2$-52.50$-319.50
4830 May 242358.62357.7$7.50$-267.00
4729 May 242361.22357.9$-34.50$-274.50
4627 May 242337.42339.9$-26.50$-240.00
4523 May 242334.22334.9$5.50$-213.50
4423 May 242385.22377.0$-83.50$-219.00
4322 May 242426.62427.0$2.50$-135.50
4221 May 242429.12434.0$-50.50$-138.00
4116 May 242398.92401.1$20.50$-87.50
4013 May 242366.12365.1$8.50$-108.00
3909 May 242314.42317.1$-28.50$-116.50
3808 May 242324.42320.1$-44.50$-88.00
3705 May 242308.32306.9$12.50$-43.50
3602 May 242333.62334.8$10.50$-56.00
3501 May 242300.52299.4$9.50$-66.50
3426 Apr 242342.22341.3$7.50$-76.00
3323 Apr 242346.22347.9$15.50$-83.50
3219 Apr 242392.92391.8$9.50$-99.00
3118 Apr 242384.32386.6$21.50$-108.50
3017 Apr 242397.22399.5$-24.50$-130.00
2916 Apr 242398.12395.8$21.50$-105.50
2814 Apr 242378.22381.4$30.50$-127.00
2710 Apr 242373.72365.0$-88.50$-157.50
2609 Apr 242360.52361.8$11.50$-69.00
2505 Apr 242307.52306.5$8.50$-80.50
2403 Apr 242318.72317.7$8.50$-89.00
2302 Apr 242300.12298.5$14.50$-97.50
2202 Apr 242268.32268.7$-5.50$-112.00
2131 Mar 242263.32266.6$31.50$-106.50
2028 Mar 242210.52209.8$5.50$-138.00
1926 Mar 242171.62174.3$-28.50$-143.50
1820 Mar 242159.82159.1$5.50$-115.00
1718 Mar 242165.32165.7$2.50$-120.50
1618 Mar 242160.22155.4$-49.50$-123.00
1508 Mar 242169.12170.4$11.50$-73.50
1407 Mar 242158.42153.2$-53.50$-85.00
1328 Feb 242038.22037.8$2.50$-31.50
1222 Feb 242035.02036.8$-19.50$-34.00
1121 Feb 242034.32036.6$-24.50$-14.50
1020 Feb 242026.72027.6$-10.50$10.00
916 Feb 242014.92014.5$2.50$20.50
808 Feb 242052.12053.0$7.50$18.00
705 Feb 242054.02051.7$21.50$10.50
631 Jan 242056.42054.5$-20.50$-11.00
516 Jan 242056.72055.1$14.50$9.50
415 Jan 242049.32051.8$-26.50$-5.00
310 Jan 242031.32032.0$5.50$21.50
210 Jan 242034.42033.4$8.50$16.00
108 Jan 242035.92036.8$7.50$7.50

Every closed trade in the validated record · Newest first · Account is cumulative net from zero.

All our gold configurations date to January 2026, and this leg's strength is concentrated after December 2025: the full record (PF 1.34, about $8 per trade, with a $3.3k drawdown) is a different world from the recent window shown above. Size from the full record, not the best window.

What separates this strategy
  • Trades the Tokyo-session open on gold - the TOCOM kilobar hours, traded from the US evening.
  • 85.6% wins at PF 4.17 across the best window.
Daily results — last 6 months of the record
March 2026+$1,522
MTWTFSS
12345946−10478935610117412137014151617−44183019−1002084212223204241782527826−222728293020231223
April 2026$-4
MTWTFSS
12345678−2469−20010−981112131301415541617421819802021221623442464252627283829343038
May 2026+$1,040
MTWTFSS
128234685386156781009101112912131438156416171874192062216022−423242526163272864293031
June 2026+$448
MTWTFSS
12463444570678−2369−13810178111213141552163817321814219820218022238724722526−882728293058
July 2026+$332
MTWTFSS
1822342456−687892610281112136214441516173818192038216822−10123242025262754282429−17030843160
August 2026+$560
MTWTFSS
123−224436561047−5889105811601280135814151617188619−302062217222232486257426962728293031

All performance figures are backtested or validation-run results shown with commissions and slippage modeled, on the stated window. Backtested performance is hypothetical, does not represent live trading results, and is not a guarantee or projection of future returns. Futures trading involves substantial risk of loss and is not suitable for all investors. Nothing on this site is financial advice. Access provides the strategy tool only; you are responsible for your own trading decisions.

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