Indices on FX Backtest Diaryhttps://etherpoc.com/en/tags/indices/Recent content in Indices on FX Backtest DiaryHugoenFri, 24 Jul 2026 00:00:00 +0000An index sleeve broke my 0.47% monthly ceiling, then shorting indices sank to PF 0.13https://etherpoc.com/en/posts/index-sleeve-story/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/index-sleeve-story/<p>My trading system was stuck at a monthly return of 0.47% no matter what I tuned. Adding one stock index sleeve on the long side lifted that to 0.53% monthly at PF 1.45, and the drawdown got smaller at the same time, from -9.0% to -8.3%. Meanwhile, a strategy that shorted the very same indices finished at -29.6% overall with a PF of 0.13. Same market, opposite direction, opposite fate.</p>