Bot Performance

Live walk-forward validated results across all instruments and strategies.

16
Active Bots
5
Supported Brokers
40
Strategies Tested
6/8
Walk-Forward Pass Rate

Walk-Forward Validated Bots

70/30 in-sample/out-of-sample split. Only bots with OOS PF ≥ 1.1 are deployed live.

Instrument Strategy TF IS PF OOS PF OOS Trades OOS WR Status
SPX 500 Matty's Revenge 1H 1.69 1.56 68 45.6% Validated
SPX 500 Matty's Revenge 4H 1.69 1.22 68 41.2% Validated
Gold PullbackEMA 1H 1.10 1.29 157 34.4% Validated
Gold MomentumRecovery 4H 1.37 2.24 16 50.0% Validated
NAS 100 PullbackEMA 1H 0.97 1.34 95 33.7% Validated
NatGas NatGasMomentum 1H 1.49 1.11 77 36.4% Validated
USD/JPY MACDMomentum 1D 1.25 0.72 11 27.3% Replacing
Brent Oil CrudeBounce 1H 1.18 0.72 13 23.1% Replacing

ETF Sector Rotation

10 of 12 sector ETFs show profitable edge. Daily bars, $10k equity.

ETF Sector Strategy PF Trades P&L
XLVHealthcareMatty's Revenge3.5132+$18,965
SPYS&P 500Matty's Revenge2.7826+$3,791
XLREReal EstateMatty's Revenge2.7625+$21,229
XLCCommunicationsOrderBlock2.7110+$2,086
XLKTechnologyMatty's Revenge2.3818+$2,612
XLYConsumer Disc.Matty's Revenge2.2224+$3,138

Crypto (Optimized)

Daily bars via Alpaca Markets. Optimized confidence and risk parameters.

Coin Strategy Conf Risk Side PF Trades
ETH/USDPullbackEMAany3%Short5.339
BCH/USDMatty's Revenge≥0.40.5%Both4.587
BTC/USDMatty's Revengeany3%Both1.8125
SOL/USDBitcoinEMA≥0.71.5%Both1.797

Paper Testing Crypto bots are in paper testing phase. Promotion to live after 4 weeks.

End Stock/ETF/Crypto hidden section -->

Portfolio Correlation

High correlation means concentrated risk. Bots on correlated instruments may enter trades simultaneously.

Danger (≥0.85)

SPX 500 / US 30: 0.94

SPX 500 / NAS 100: 0.93

Best Diversifiers

AU 200 / NatGas: 0.00

Gold / NatGas: 0.01

NAS 100 / Copper: 0.02

Supported Brokers

OANDA
Primary
IG Markets
REST API
MetaTrader 5
Pepperstone, IC, FP
IBKR
TWS / Gateway
CMC Markets
AU Retail

Live Bot Status

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Active Bots
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Open Trades
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Unrealised P&L
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Last 20 Win Rate

Open Positions

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Recent Trades

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