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Current best demo candidate

MNQ/MES DBP Morning Filter Router

A 556-trade hierarchical opening-structure router. It keeps the current detector-ready anchor but blocks one DBP open-drive reclaim component during 08:00-08:59 entry time, because that slice increased prop-firm drawdown tail risk.

Trades5562023-06-01 to 2026-05-27
Win rate60.8%338 wins / 218 losses
Net return+213.0Rclosed-trade R units
Expectancy+0.383Rper closed trade
Profit factor2.06gross wins / gross losses
Max drawdown5.63Rhistorical path
Frequency3.56/wk1.62 per active day
SymbolsMES 56, MNQ 500tradebook split

Bottom line

Best current profile: use the safe/default governor for funded-style survival and paper observation. Use the faster governor only as an evaluation-mode A/B profile after live paper evidence exists.

Profile Risk Daily locks Max trades 44d pass/fail 66d pass Median/p75 Funded60 payout Decision
Safe/default $400 $800 profit / $350 loss 4/day 74.33% / 6.29% 88.09% 26d / 38d 98.69% Preferred paper profile
Faster eval A/B $450 $1000 profit / $500 loss 2/day 78.88% / 8.65% 88.21% 23d / 34d 98.57% Faster but rougher stress tail
Equity Curve Preview 556 filtered trades
Reality gate

What still has to happen

  • Load current data access and rerun the launch gate.
  • Observe one fresh accepted signal with source entry minute visible.
  • Send exactly one supervised paper bracket before any paid evaluation order.
  • Keep private exact code and thresholds locked until checkout/access flow exists.
Audit trail

Why this was promoted

No-leak filter

The exclusion uses candidate id plus pre-entry minute bucket. It does not use MAE, MFE, final result, final R, or hold-time diagnostics as entry filters.

Detector patch

The live detector now exposes source signal minute and source entry minute, and DBP9 is blocked only for 08:00-08:59 source entry time.

Prop metrics

The safe governor improved failure tail versus the prior 608-row anchor while preserving funded-mode payout survival.

Current status

Site candidate and demo candidate. Not automation candidate for paid Topstep/eval until live paper proof exists.

Risk note

Strategy research is educational software and trading research, not financial advice. Backtests and Monte Carlo simulations can fail in live markets because of fees, slippage, latency, platform behavior, missed fills, rule changes, and regime shifts.