Lab entry styles
No trend filter. Sell after the last 12 bars rose at least k standard deviations, buy after an equal fall (k = 2.0 or 2.5): a bet that very fast moves partly reverse.
ATR stop and target on eToro, optional break-even stop, time stop.
as above
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 fade stretched moves (2.5σ), stop 2.5 ATR, target 2 ATR | 111 | −2.12% · 0.69 | −1.59% · 43% · 0.73 | 3.9% |
| crypto | 4-hour fade stretched moves (2.5σ), stop 3 ATR, target 1.5 ATR | 118 | −2.07% · 0.48 | −4.40% · 49% · 0.33 | 42.1% |
| fx | 15-min fade stretched moves (2.5σ), stop 2 ATR, target 3 ATR, stop to break-even after +1 ATR | 175 | +0.22% · 1.46 | +0.35% · 41% · 2.13 | 0.1% |
| indices | 15-min fade stretched moves (2σ), stop 3 ATR, target 2 ATR | 183 | +0.99% · 1.5 | −1.53% · 45% · 0.53 | 1.7% |
| stocks | 1-hour fade stretched moves (2.5σ), stop 1.5 ATR, target 1.5 ATR | 38 | −1.15% · 0.18 | −0.20% · 58% · 0.83 | 3.6% |
Per market, per month, before leverage, after costs. Test dates per class are on the performance page.