s01-D US500 4-hour buys, 1.5R trailing stop
US500 · 4H chart · a variation of Sweep and Engulf · paper account since 2026-10-22
The same sweep-and-engulf candle on the S&P 500 4-hour chart, buys only while the last Daily close is above its 50-day EMA. No fixed target: once a trade is 1.5R in profit the stop trails 1.5R behind the best price. Added after LuxAlgo backtested the same idea and our own test found indices work on the 4-hour chart.
+70.1R in 2018-23 and +41.4R in 2024-26 (zero cost), 2026 so far +12.0R, 44-47% wins, largest drop 18.1R, about 4 trades a month. 95% of the 80 nearby settings were profitable in both periods.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s01-D (this) | s01-D-AUDJPY (main) |
|---|---|---|---|
| Direction Which signals are traded: buys, sells or both. The base indicator trades both. | both | buy | buy |
| EMA trend filter Buys only when price is above the moving average (sells only below it). | no | yes | yes |
| EMA length How many candles the trend moving average covers (the base uses 200, the variations 50). | 200 | 50 | 50 |
| EMA timeframe Which chart the trend average is measured on. The variations use the Daily chart, read from the last fully closed day. | 4H | D | D |
| Trail starts at (R) How far in profit, in R, the trade must get before the stop starts to follow price. | off | 1.5 | 1.5 |
| Trail distance (R) How far behind the best price, in R, the trailing stop follows. | 1 | 1.5 | 1.5 |
| Fixed take profit Whether trades close at a fixed profit target (2R in the base). The variations turn it off and use a trailing stop instead. | yes | no | no |
All 35 settings of s01-D
mode = mixedDirection = buyRejection wick must be bigger = norequire body = noEMA trend filter = yesEMA length = 50EMA timeframe = DMarket-structure filter = offstruct len 4h = 3struct len d = 2Swing point rule = pivotswing filter = offswing len = 3wait = 3pivot ties = strictatr len = 14tz = UTCasian hours = [22,6]london hours = [6,12]new york hours = [12,21]sessions = offdays = offmin range atr = 0max range atr = offStraight-line trend skip = {}tp r = 2use be = nobe trigger r = 1.5sl atr mult = 0stop steps = []Trail starts at (R) = 1.5Trail distance (R) = 1.5Fixed take profit = nopartial r = offpartial frac = 0.5Balance (R)
Calendar
Closed trades
| Side | Signal (UTC) | Exit (UTC) | Entry | Stop | Exit | Outcome | Result |
|---|---|---|---|---|---|---|---|
| ▲ Buy | 2026-10-26 22:00 | 2026-10-27 06:00 | 7,694.80 | 7,668.20 | 7,668.20 | loss | −1.00R |
Last event: close at 2026-10-27 10:00 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2018 | 28 | 57% | +8.2R |
| 2019 | 54 | 37% | +7.0R |
| 2020 | 43 | 35% | −5.3R |
| 2021 | 49 | 53% | +22.0R |
| 2022 | 28 | 36% | +8.2R |
| 2023 | 55 | 47% | +30.1R |
| 2024 | 67 | 55% | +34.0R |
| 2025 | 71 | 39% | −4.7R |
| 2026 | 50 | 48% | +12.0R |
Dukascopy data until 2026-10-09, in R at zero cost (R = the amount risked on a trade). Your own spread, commission, account and risk go in the Money calculator tab. Settings were partly chosen by looking at this history, so the live account is the real test.
Turn the backtest's R into money for your own account: starting balance, risk per trade (fixed or compounding) and your broker's costs. Nothing else on the site uses money.
Balance after each trade
| Year | Trades | R before costs | R after costs | Profit | Return |
|---|---|---|---|---|---|
| 2018 | 28 | +8.2R | +6.9R | +$689 | +6.9% |
| 2019 | 54 | +7.0R | +4.5R | +$448 | +4.2% |
| 2020 | 43 | −5.3R | −6.1R | −$612 | −5.5% |
| 2021 | 49 | +22.0R | +20.8R | +$2,084 | +19.8% |
| 2022 | 28 | +8.2R | +7.6R | +$761 | +6.1% |
| 2023 | 55 | +30.1R | +28.6R | +$2,860 | +21.4% |
| 2024 | 67 | +34.0R | +32.3R | +$3,231 | +19.9% |
| 2025 | 71 | −4.6R | −5.9R | −$587 | −3.0% |
| 2026 | 50 | +12.0R | +11.3R | +$1,129 | +6.0% |
Replays the backtest trades with raw costs: 0.40 spread. A trade's cost in R = cost ÷ its stop distance, so tight stops pay more R. Risk is set when a trade opens; trades can overlap, like the backtest. Year = the year the trade opened (UTC); return = profit ÷ the balance at the year's first trade. Not included: swap / overnight financing, taxes. Past results, not a forecast.
This variation's backtest trades on a prop firm account: pick a firm, an account size, a period and your risk per trade. Costs come from the Money calculator tab (now: raw costs: 0.40 spread).
FTMO · 2-Step Challenge: Target 10% then 5% · max loss 10% fixed · daily loss 5% · min 4 trading days · 80% split · first payout after 14 days · $96 fee · fee refunded with payout #1.
Not simulated: Fees are EUR (€89-€1,080) at ~1.08 USD. Funded Standard account: no orders 2 min around major news, no holding over weekends (Swing account exempt).
Rules checked against the firm's site on 2026-10-28; firms change them often.
Net cash over time (payouts − fees)
Every account (2)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 2 | 2024-07-24 | – | Still in evaluation | 146 | – | 0 | $0 | −$96 |
| 1 | 2018-01-12 | 2024-07-24 | Blown when funded | 299 | 59.0 months · 201 tr | 19 | +$2,781 | −$96 |
Replays this variation's backtest trades (raw costs: 0.40 spread) from 2018-01-12 to 2026-10-07, risking a fixed 0.5% of the account size per trade. A blown account is replaced at once; payouts are taken as soon as the rules allow. Floating losses use each trade's worst point on its own (open trades are not added together); the trading day runs 17:00 to 17:00 New York. Futures firms are simulated with the CFD backtest in R. Past results, not a forecast.