Strategy performance review
Expectancy testing, drawdown simulation, out-of-sample validation. A strategy has to pass all three before anyone puts money behind it. Most retail traders expect a professional's returns without ever running analysis on their trading data — not because they are lazy, but because nobody has ever shown them what it looks like.
This is not a discipline problem, and it is not because you are not working hard enough. It is because the kind of trading performance review that financial institutions run has simply never been available to retail traders.
We take your trading journal and run it through the same checks a financial institution runs before approving a strategy, then send back a report telling you whether your edge is real, where it comes from, and what would break it.
Not just a dashboard full of numbers and complicated wording. A written document that reaches a conclusion, in plain English, with every term explained.
Then we go through it together on a call. We walk you through every section, explain what each number means for your trading, and answer whatever you want to ask. You are not left alone with a PDF.
If you do not have a journal yet, we will show you how to build one and coach you through the eight weeks or so it takes to gather enough trades to analyse.
It works for any market and any style — futures, forex, indices, crypto, equities. The analysis runs on your results, not on what you trade. What it needs is a journal with enough trades in it.
This is my own backtest, 597 trades across NQ and ES. The system worked, and the obvious next step was to sharpen it: only take the setups with the highest win rate. Each row below shows a rule that looked good on its own.
NQ and ES, 2020–2026, 597 trades
| Rules applied | Trades left | Win rate | Total profit |
|---|---|---|---|
| No filter — take every setup | 597 | 44.9% | +224R |
| Only with 15m SMT | 49 | 53.1% | +35R |
| …and only on ES | 22 | 54.5% | +19R |
| …and only the London session | 13 | 69.2% | +15R |
Without running the numbers, the win rate column is the only one you would ever see. The strategy looks like it is getting better right up until the account tells you otherwise — and by then it has been months.
Twenty-odd pages, in plain English, with every term explained. These are the questions it is built around.
The record gets resampled thousands of times and split in half by date, to separate a genuine edge from a lucky stretch.
Your trades are reshuffled ten thousand times. Same edge, different luck. Most traders size for the drawdown they have seen, not the one coming.
Your actual results, run through prop firm rules twenty thousand times, at every position size.
Session, instrument, setup, timeframe — every split tested for significance, consistency over time, and false positives.
Every trade matched against CPI, NFP, FOMC and the rest. With entry times, it narrows to the hour around each release.
Usually most of it. The report says plainly which of your rules make no measurable difference at all.
Steps 1 and 4 apply to everyone. Step 2 or step 3 depends on what you already have.
We go through your strategy and whatever data you have. You pull your real numbers from your broker or prop dashboard — accounts blown, total lost — and we keep them so we can compare later.
We audit the journal, fix what is fixable, and run the full review. We walk through it together on a call rather than emailing a PDF and disappearing.
We set up a journal template for your strategy, show you how to backtest properly, and we have weekly calls to track your progress while you build the sample. Twenty trades a week, roughly eight weeks. You get a short progress report each week.
Small size, from day one. Backtesting teaches you whether the strategy works. Only live trading teaches you whether you can run it.
Full programme at a reduced rate, in exchange for honest feedback on the programme and permission to use your report (anonymised) as a sample. This price is only for the first three people who sign up.
Consultation, journal template, weekly calls until 150 trades, the full report, and a call to walk through it.
You already have 150+ usable trades. Journal audit, full review, walkthrough call.
Weekly calls, live trade review, and building the sample toward something genuinely reliable. Optional, and only if it is worth it to you.
We have no idea whether you will. Nobody who tells you otherwise is telling you the truth.
Plenty of strategies do not, and the numbers do not care who built them. If yours is one of those, the report will say so directly — and finding that out in eight weeks instead of three years and four blown accounts is the point.
Most of the patterns that look meaningful on a chart turn out to be random once they are tested. And where there are not enough trades to give a real answer, the report says exactly that. Hearing that your data cannot prove something yet is frustrating. Acting on an answer we invented to fill the gap would cost you far more.
This needs about an hour a day from you for two months. If you cannot commit to that, this is not going to work and we would rather say so now.