Tier A faster-pass portfolio branch
Opening Structure Plus Portfolio
The current best portfolio-addition result. It adds a 40-trade independent sleeve to the 756-trade speed anchor, raising the book to 796 accepted trades and 5.12 trades/week while improving balanced median pass speed to 17 modeled trading days.
Combined trades796+40 unique vs speed anchor
Frequency5.12/wkroughly daily signal flow
Win rate62.7%combined portfolio
Target RR1.0-1.5Rpositive-R brackets
Expectancy+0.342Rper accepted trade
Profit factor2.03gross wins / gross losses
Historical DD5.73Rcombined path
Baseline pass99.5%$200 risk / 5,000 paths
Baseline fail0.5%trailing/max-loss model
p95 DD$1,378before pass/fail
Combined Equity Curve796-trade normalized R path
Stress comparison
Better frequency without breaking the rule filter.
The Plus branch improves frequency and baseline median pass while keeping the +0.10R cost stress above 95% modeled pass on the balanced profile. It still needs paper-forward fill proof before any prop-account automation.
| Stress | Trades | Win | ExpR | PF | Eval pass | Eval fail | Median | p95 DD | Funded payout |
|---|---|---|---|---|---|---|---|---|---|
| Baseline | 796 | 62.7% | +0.342R | 2.03 | 99.5% | 0.5% | 17d | $1,378 | 100.0% |
| +0.05R cost | 796 | 62.3% | +0.292R | 1.83 | 98.3% | 1.6% | 20d | $1,645 | 100.0% |
| +0.10R cost | 796 | 61.8% | +0.242R | 1.66 | 95.7% | 3.7% | 22d | $1,826 | 99.9% |
| Random 10% miss + 0.03R | 709 | 61.2% | +0.293R | 1.83 | 97.8% | 2.0% | 21d | $1,628 | 100.0% |
| Skip every 7th + 0.05R | 683 | 62.2% | +0.289R | 1.82 | 97.9% | 1.7% | 22d | $1,633 | 100.0% |
Operating rules
Paper automation profile.
| Area | Public rule | Implementation note |
|---|---|---|
| Market | MES/MNQ micros only until retested. | Sizing control is the point; do not jump to full contracts. |
| Timeframe | One-minute opening and RTH structure signals. | Next-bar intended fill; no intrabar repainting. |
| Entry | Router accepts active-RTH, prior-day sweep, failed-break, late-open pullback, and the plus add-on sleeve. | One global one-position governor controls sleeve stacking. |
| Stop | Immediate bracket stop based on sleeve structure risk. | No averaging down, no stop widening, no martingale. |
| Target | Positive-R bracket family, generally 1.0-1.5R. | Target stretch requires retesting. |
| Daily governor | Balanced default: $200 risk, $800 daily stop, $800 daily profit lock. | Safe demo option: $175 risk, $650 stop, $650 profit lock. |
| Kill criteria | Disable after abnormal slippage, duplicate orders, missed stops, daily lock failure, or rule drift. | Automation safety is part of the edge. |
Risk note
Strategy research is educational software and trading research, not financial advice. The modeled pass rate is not a guarantee. Live markets can break backtests through fees, slippage, latency, platform behavior, missed fills, rule changes, and regime shifts.