output/luxalgo-buyer-assets/pinescripts/open-drive-speed-pass.lux.pine
Tier A aggressive eval research
Open Drive Speed Pass
A faster open-drive reclaim variant designed for aggressive prop-evaluation attempts, with a validated speed-pass governor frontier.
Trades1651.11 per week
Win rate63.0%10k validated
Target RR1.0Rdefault model
Expectancy+0.208Rper trade
Profit factor1.56gross wins / losses
Max DD7.61Rhistorical path
Eval pass94.8%10,000 paths
Eval fail5.1%trailing/DD fail
Median pass26 daysp25 18 / p75 36
Funded payout100.0%modeled eligibility
Historical Equity Curveclosed-trade R path
Exact operating profile
Entry, stop, target, and governor logic
The public page shows the research-grade operating shape. Source code, alert wiring, and platform-specific automation files remain private until unlock.
| Item | Validated rule | Execution note |
|---|---|---|
| Chart | 2-minute execution chart | The speed variant is a 2-minute NY-open model. |
| Market | MES/MNQ micro futures | Micro contracts are the only reasonable starting point for prop-rule control. |
| Direction | Long only | The validated speed variant is long-only. |
| Session | NY-open window | Do not extend into midday without retesting. |
| Setup | Strong opening drive, bullish VWAP/EMA reclaim, and EMA200 trend alignment | This is a stricter trend-aligned cousin of Open Drive Prop 95. |
| Entry | Closed-bar signal, next-bar/market style entry in the approximation | No intrabar hindsight arrows. |
| Stop | Max of structure risk and 1.25 ATR, with minimum-risk floor | Stop is attached immediately. No widening. |
| Target | Fixed 1.0R target | Fast bracket target; do not manually stretch during eval mode. |
| Time exit | 20 bars on the validated 2-minute model | Longer hold horizon than the conservative 8-bar version. |
| Governor | Aggressive speed mode around $600-$700 modeled risk | Only demo after signal parity and fill audit; failure is materially higher. |
Fast-pass governor frontier
Speed versus survival settings
These rows keep the same signal logic and only change risk dollars plus daily lockouts. Faster pass settings raise drawdown failure risk, so they belong in demo first.
| Mode | Risk | Daily stop | Daily lock | Pass | Fail | Median | P75 | Avg DD |
|---|---|---|---|---|---|---|---|---|
| Best survival score | $200 | $500 | $500 | 98.1% | 1.9% | 36d | 49d | $819 |
| Fast-pass frontier 1 | $300 | $500 | $500 | 94.1% | 5.9% | 21d | 30d | $940 |
| Fast-pass frontier 2 | $275 | $650 | $500 | 94.5% | 5.5% | 23d | 32d | $881 |
| Fast-pass frontier 3 | $275 | $650 | $800 | 93.5% | 6.5% | 24d | 35d | $945 |
| Fast-pass frontier 4 | $275 | $500 | $500 | 95.0% | 5.0% | 25d | 34d | $924 |
Validated speed-pass mode
Five- and ten-day pass pressure
These are aggressive evaluation-only settings from a 10,000-path validation of the speed variant. The tradeoff is clear: faster pass attempts materially increase trailing drawdown failure risk.
| Mode | Risk | Daily stop | Daily lock | Pass <=5d | Pass <=10d | Total pass | Fail | Median | P95 DD |
|---|---|---|---|---|---|---|---|---|---|
| Rank 1 | $700 | $800 | $1000 | 24.9% | 58.7% | 79.6% | 20.4% | 7d | $1,952 |
| Rank 2 | $700 | $1000 | $800 | 24.4% | 58.6% | 79.3% | 20.7% | 7d | $1,956 |
| Rank 3 | $700 | $1000 | $1000 | 24.7% | 58.8% | 79.9% | 20.1% | 7d | $1,940 |
| Rank 4 | $700 | $800 | $1250 | 24.1% | 58.4% | 79.8% | 20.1% | 7d | $1,940 |
| Rank 5 | $700 | $1000 | $1250 | 25.1% | 58.6% | 79.3% | 20.7% | 7d | $1,958 |
TradingView package
PineScript approximation staged privately.
This is the speed-mode buyer package: same general open-drive family, but configured around the fast validated variant and aggressive eval governor.
Buy arrows, stop line, target line, session controls, and alert conditions are included in the staged script.
The script is private buyer/testing code and has not been published to the TradingView public library.
Sources and testing protocol
What this validation is based on
The page is a research summary, not audited live performance. These are the internal files and rule assumptions behind the published metrics.
| Area | Source | Test note |
|---|---|---|
| Market data | Normalized MES/MNQ continuous-contract intraday bars from work/databento_validation_normalized. | Coverage checked from source CSVs: 2023-06-01 through 2026-05-29. |
| Replay engine | work/drawing_board_edge_hunt_20260624.py plus work/prop_alpha_expanded_tournament.py. | 1-minute bars are resampled into the tested 2-minute and 5-minute execution views before signals are replayed. |
| Validation files | work/prop_alpha_expanded_validation_20260625 and work/prop_alpha_portfolio_validation_20260625. | Promoted candidates were rerun through 10,000 Monte Carlo prop-firm paths. |
| Rule template | Topstep-style 50K Combine/XFA simulator, verified from official Topstep help pages on 2026-06-25. | Includes MLL, optional DLL, contract limits, micro ratio, consistency, payout-day, and automation caveats. |
| Costs | $1.24 commission per side and 1 tick slippage per side in the current simulator template. | Live fills must be audited before scaling. If costs drift, the strategy is paused. |
Risk note
Strategy research is educational software and trading research, not financial advice. Backtests and Monte Carlo simulations can fail in live markets due to fees, slippage, latency, platform behavior, regime changes, and user execution.