Lab entry styles
Each market trades the single classic strategy (below) that made the most after costs on the previous 600 bars; it enters only when that strategy points one way and the 12-bar move agrees by at least 1.5 standard deviations.
ATR stop and target on eToro; closes early if the chosen strategy flips or the trade goes nowhere for 4 hours.
5-min by default
Each trade risks at most the 'risk per trade' share of equity at its stop (default 0.5–1%), capped by the maximum single position (default 10% of equity), the per-class cap, free cash, and eToro's minimum size. Leverage multiplies exposure, not the cash taken: a $1,000 position at 5× is $5,000 of exposure.
eToro's own cost quote per market is charged on every simulated trade (round trip): about 0.002–0.06% for index, currency and commodity CFDs, 0.30% for stocks and ETFs, about 2% for crypto, plus overnight fees on CFDs. That is why crypto needs much larger moves.
Signals use only bars that had closed; trades fill at the next bar's open. Recipes are chosen on the older half of the data and verified on the newer half.
| Asset class | Best recipe of this style | Trades | Chosen-on half / month · PF | Out-of-sample half / month · won · PF | Max drawdown |
|---|---|---|---|---|---|
| commodities | 15-min best-fit momentum (current) (1.5σ), stop 1.5 ATR, target 1.5 ATR | 202 | +1.26% · 1.17 | −6.95% · 38% · 0.42 | 5.8% |
| crypto | 4-hour best-fit momentum (current) (1.5σ), stop 3 ATR, target 6 ATR, stop to break-even after +1 ATR | 131 | −0.07% · 0.97 | −3.82% · 14% · 0.43 | 26.3% |
| fx | 15-min best-fit momentum (current) (1.5σ), stop 2 ATR, target 3 ATR | 379 | +0.22% · 1.29 | −0.59% · 37% · 0.73 | 0.6% |
| indices | 15-min best-fit momentum (current) (1.5σ), stop 3 ATR, target 2 ATR | 226 | +0.60% · 1.36 | +0.86% · 64% · 1.23 | 0.8% |
| stocks | 15-min best-fit momentum (current) (1.5σ), stop 1 ATR, target 2 ATR | 12 | 0.00% · 0.0 | −0.97% · 25% · 0.2 | 1.1% |
Per market, per month, before leverage, after costs. Test dates per class are on the performance page.