OPTIMISED STRATEGIES · FUTURES

We tested 10 popular futures setups and 8 failed

We tuned each one on 16 months of CME data. Then each had to make money on the 8 months after, which nobody had looked at. Only 2 made money there and beat the textbook version. Their scripts are free with an account.

All 10 setups we tested
ICT power of three on NQPassedMade $1,809 in 47 trades on the 8 months it never saw: a thin passICT Silver Bullet on goldPassedMade $763 in 43 trades on the 8 months it never saw: a thin pass
Opening range breakout on NQFailedLost $8,174 on the 8 months it never saw
ICT Silver Bullet on NQFailedLost $921 on the 8 months it never saw
Fair value gap retracement on NQFailedNo setting held up over the first 16 months
Liquidity sweep reversal on NQFailedNo setting held up over the first 16 months
ICT New York killzone reversal on NQFailedNo setting held up over the first 16 months
VWAP reclaim on NQFailedMade $1,480 on the 8 months. The textbook made $3,813
ICT power of three on goldFailedLost $2,443 on the 8 months it never saw
Opening range breakout on crude oilFailedNo setting held up over the first 16 months

The 8 that failed and why

  • Opening range breakout on NQ: The optimised version lost $8,174 on the 8 months it never saw. The textbook lost $8,660.
  • ICT Silver Bullet on NQ: The optimised version lost $921 on the 8 months it never saw. The textbook lost $983.
  • Fair value gap retracement on NQ: The fixes took the textbook's 16-month loss of $13,126 to about break-even. No setting made money in all four stretches with its neighbours holding up too. It never reached the locked months.
  • Liquidity sweep reversal on NQ: Before costs it made money in R in every stretch. With $6 of costs a round trip it lost in two of the four. Sizing each trade by its risk didn't change that. No tuned setting kept its neighbours. It never reached the locked months.
  • ICT New York killzone reversal on NQ: Before costs it made $630 over the first 16 months. Costs on its tight stops turned that into a $1,090 loss. A daily trend filter helped. All of its profit came from 18 trades. Only 2 of 144 settings made money in all four stretches. Neither kept its neighbours. It never reached the locked months.
  • VWAP reclaim on NQ: The optimised version made $1,480 on the 8 months it never saw. The textbook made $3,813. Over the first 16 months it had lost $2,633. Its 2026 gains came mostly from long trades the optimised rules skip.
  • ICT power of three on gold: The optimised version lost $2,443 on the 8 months it never saw. The textbook lost $4,766.
  • Opening range breakout on crude oil: The textbook lost $9,165 over the first 16 months. The losses came from breakouts in the direction of the overnight gap and from fills in the half hour after the 9:30 stock open. Filters for the gap, the daily trend and the stock open turned it into a thin profit. It held only at the slowest trend and widest gap settings. One step either way broke it. It never reached the locked months.

Is your version one of the 8?

Yours isn't ours. Paste it into the tester and see what it made over the last 2 years. It's free.

If it loses money, the Optimiser in Pro re-tunes its settings and checks the result on months it never saw.

How each one is tested

  1. Start from the textbook rules traders actually paste. Run them on 2 years of CME minutes with costs taken off.
  2. Read the textbook's losing trades on the first 16 months only: where, when and why they lost.
  3. Make a change for each reason found, then tune the settings together on those 16 months.
  4. Keep only settings that made money in all four 4-month stretches and whose neighbouring settings did too.
  5. Run it once on the 8 months nobody looked at. Publish it only if it made money there and beat the textbook.
These are past results on historical data with costs taken off. They don't forecast anything and they aren't advice to trade. Futures can lose more than an account holds.