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Production strategy evidence record

MNQ NY Breakout

MNQ5 MinuteNew Yorkv1.0
Pre-commercial publication: this strategy is currently published for evidence transparency but is not yet available for purchase.
Evidence provenance

Survival outside development

Development / Backtest01 Jan 2025 → 31 Dec 2025
Development-period performance metrics are not currently published.
Untouched OOS01 Jan 2026 → 29 May 2026
PF 1.36
Win Rate 55.6% · Avg Trade $5.34
Forward SIMNot available
No forward-SIM record is claimed.
Live07 Jun 2026 → Present
PF 1.29
Current health status: ACTIVE
Published metrics

Only confirmed values are shown.

OOS Profit Factor
1.36
OOS Win Rate
55.6%
OOS Average Trade
$5.34
Live Profit Factor
1.29
Execution assumptions

Trading costs are not ignored.

Commission

Included. Published evidence accounts for commission.

Slippage

Included. Slippage is included in the published validation assumptions.

Missing information policy

No numbers invented for completeness.

Trade count, net profit, average win/loss and maximum drawdown are not yet published for this record. They will be added only when confirmed from the accepted evidence source.
Configuration integrity

Commercial configuration will be frozen.

MNQ-NY-BO v1.0

The commercial strategy will use locked and hidden signal/trade-management parameters. Customer-accessible controls will be limited to approved operational and risk settings.