Gold on FX Backtest Diary

A PF 1.03 YouTube strategy became my gold sleeve, but its winning filter didn't transplant

Fri, 24 Jul 2026 00:00:00 +0000

The strategy from the video measured out at PF 1.03. That is a coin flip, and normally the story ends right there with a “rejected” stamp. Yet today that same strategy trades gold inside my live system. And there is an epilogue: the filter that rescued it, the one piece that turned a coin flip into a keeper, did absolutely nothing when I transplanted it into my other gold logic.

The gold strategy that won on every setting, then dropped 7.2% in a single day

Fri, 24 Jul 2026 00:00:00 +0000

A strategy that made money on every single parameter setting nearly lost 7.2% of the account in one day. The culprit was not a failed stop loss. It was the open profit the strategy had spent months accumulating. This article traces the family history of the gold trend strategy inside my EA: how it was born, how a 1-minute stress test exposed its structural weakness, and how a two-entry experiment ended up choosing its final form. Three studies (16, 17 and 50 in my research log), one story.

The long-only trend strategy I had written off came back at +52.6% in forward testing

Fri, 24 Jul 2026 00:00:00 +0000

“Standard technical indicators hold no exploitable edge in FX price data.” I wrote that conclusion in my own research log. Then I had to retract it. One approach, long-only trend following (buying only, never shorting), turned out to be genuine, posting +52.6% total in forward testing. The thing hiding it had never been the market. It was my own test design.

I tested three roads to bigger returns. The winner was a 70,000-yen reserve

Tue, 21 Jul 2026 00:00:00 +0000

One conclusion in this project is immovable: the edge will not grow. The information inside price has been searched to exhaustion, and leverage saturates near 2.1% monthly. If the earnings are to grow anyway, the only lever left is capital.

Three candidate roads: tilt harder into gold, which keeps winning; switch to the prop firm’s newly announced easier plan; or multiply the accounts themselves. Four studies (research notes 221, 224, 231, 243) measured all three against the harshest yardstick available, ruin probability. One road survived, and its fate came down to how you spend 70,000 yen.