s10-B Nasdaq, Double 7s
NAS100 · D chart · a variation of Daily Dip Buy · paper account since 2026-10-19
Uses the Double 7s rule instead: buy at the close of a 7-day low and sell at a 7-day high, allowing up to 10 days. It waits for a deeper pullback and a fuller recovery, so it trades about half as often as A.
149 trades, 60% wins, +27.9R, with a largest drop of 9.5R (more than double A's). Its yearly results move differently from A, but it is weaker overall.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s10-B (this) | s10-A (main) |
|---|---|---|---|
| Dip rule Which weak-close rule is used: IBS (closed in the bottom 20% of its range) or Double 7s (lowest close of 7 days). | ibs | double7 | ibs |
| Entry timing Buy at the next day's open, or at the signal day's own close. | next_open | close | next_open |
| Maximum days held The trade is closed after this many daily candles at the latest, bounce or not. | 5 | 10 | 5 |
All 18 settings of s10-B
Dip rule = double7ibs max = 0.2rsi max = 5trend = noneEntry timing = closeMaximum days held = 10stop atr = 1.5Take profit (R) = offtp r = 2use be = nobe trigger r = 1.5sl atr mult = 0stop steps = []trail start r = offtrail dist r = 1use tp = nopartial r = offpartial frac = 0.5Balance (R)
Calendar
Open trades
| Side | Signal (UTC) | Entry | Stop | Target |
|---|---|---|---|---|
| ▲ Buy | 2026-10-21 22:00 | 28,922.80 | 28,065.14 | no fixed target |
Closed trades
Last event: open at 2026-10-22 22:01 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 14 | 57% | +1.8R |
| 2020 | 17 | 65% | +7.5R |
| 2021 | 20 | 55% | +1.0R |
| 2022 | 30 | 53% | −0.9R |
| 2023 | 16 | 75% | +5.3R |
| 2024 | 19 | 74% | +9.5R |
| 2025 | 20 | 60% | +4.1R |
| 2026 | 13 | 46% | −0.4R |
Dukascopy data until 2026-10-05, 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 |
|---|---|---|---|---|---|
| 2019 | 14 | +1.8R | +1.7R | +$168 | +1.7% |
| 2020 | 17 | +7.5R | +7.4R | +$741 | +7.3% |
| 2021 | 20 | +1.0R | +1.0R | +$97 | +0.9% |
| 2022 | 30 | −0.9R | −1.0R | −$98 | −0.9% |
| 2023 | 16 | +5.3R | +5.3R | +$530 | +4.9% |
| 2024 | 19 | +9.5R | +9.5R | +$945 | +8.3% |
| 2025 | 20 | +4.1R | +4.0R | +$405 | +3.3% |
| 2026 | 13 | −0.4R | −0.4R | −$38 | −0.3% |
Replays the backtest trades with raw costs: 1.00 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: 1.00 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 (1)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 1 | 2019-01-28 | – | Still in evaluation · passed phase 1 | 149 | – | 0 | $0 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-28 to 2026-09-17, 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.