s26-C 30% entry, target the range edge (~76% wins)
NAS100 · 1m chart · a variation of Dave's 9am TBR (Nasdaq) · paper account since 2026-10-22
Dave's high-win-rate way: enter 30% into the range and take profit when price gets back to the edge that broke. Small, frequent winners.
Backtest: 2019-23 267 trades, 77% wins, +33.8R (largest drop 4.7R); 2024-26 144 trades, 76% wins, +14.9R; 2026 so far +4.2R; no losing year.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s26-C (this) | s26-G (main) |
|---|---|---|---|
| Entry level Where the limit order sits inside the range, as a share of the range from the side that broke (0.5 = halfway, 0.3 = 30%). | 0.5 | 0.3 | 0.3 |
| Exit 'target' = a fixed target in R; 'edge' = the range edge that broke; 'trail' = a trailing stop. | target | edge | edge |
| trend trail | off | off | 5m_hhhl |
All 30 settings of s26-C
direction = bothtbr start = 09:00val by = 11:00Entry level = 0.3entry until = 14:00Stop at (share of the range) = 1stop buffer = 0Exit = edgetarget r = 1.5Trail from (R) = 2Trail distance (R) = 1Break-even at (R) = offexit time = 16:00min risk = 4.5trend trail = offtrend pivot = 3trend trail at r = 1trend trail by r = 1trend hold = next_daytz = America/New_Yorktp 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
Closed trades
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 49 | 73% | +3.9R |
| 2020 | 53 | 75% | +4.5R |
| 2021 | 45 | 80% | +7.2R |
| 2022 | 58 | 74% | +5.3R |
| 2023 | 62 | 81% | +12.8R |
| 2024 | 50 | 74% | +3.5R |
| 2025 | 61 | 75% | +7.2R |
| 2026 | 33 | 79% | +4.1R |
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 | 49 | +3.9R | +1.6R | +$160 | +1.6% |
| 2020 | 53 | +4.5R | +3.3R | +$332 | +3.3% |
| 2021 | 45 | +7.3R | +6.2R | +$616 | +5.9% |
| 2022 | 58 | +5.3R | +4.6R | +$457 | +4.1% |
| 2023 | 62 | +12.9R | +11.5R | +$1,148 | +9.9% |
| 2024 | 50 | +3.5R | +2.5R | +$254 | +2.0% |
| 2025 | 61 | +7.2R | +6.5R | +$651 | +5.0% |
| 2026 | 33 | +4.2R | +3.9R | +$387 | +2.8% |
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 | 2019-01-03 | – | Funded, still open | 411 | 72.7 months · 321 tr | 16 | +$493 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-03 to 2026-10-01, 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.