Higher-frequency validation packet

Prior Sweep Momentum 80

Opening Range Baseline plus a guarded prior-sweep add-on. This is designed as a faster discretionary signal stream and possible demo-automation branch, while still staying near the 80% win-rate profile. Historical replay only, not a live-funded guarantee.

Download research PDF

Trades476

Win Rate80.0%

Target RR0.3-1.25R

Net R+85.5

Expectancy+0.180R

Max DD5.51R

Target/RR Profile

0.3-1.25R target profile. short-target base plus guarded sweep add-on. The displayed RR is the modeled take-profit multiple from the research artifacts; live fills can vary with slippage, fees, and platform execution.

Equity Curve

Prop Bootstrap

Risk-normalized 50K-style bootstrap at $350 risk/trade, 5,000 runs. Pass/fail assumes historical day resampling and prop drawdown mechanics.

60d pass

31.7%

60d fail

4.3%

120d pass

76.2%

120d fail

7.2%

250d pass

91.0%

Module Split

Module	Trades	Win	Net R	PF
Opening Range Baseline	353	86.1%	+46.0	1.87
Guarded prior-sweep add-on	124	62.9%	+40.0	1.79

Quality Read

Sharpe approx	4.41
Sortino approx	7.30
Ulcer index	1.44R
Positive active days	79.8%
Monte Carlo final R p10/p50/p90	65.6 / 86.3 / 105.1

Execution Rules Tested

Add-on filter: MES only, risk <= 48 ticks, max 3 trades per day, stop adding trades after roughly -2R realized day loss. This profile is a candidate for paper/demo first, not a claim of live profitability.

TradingView buyer preview

PineScript chart proof

LuxAlgo Quant AI baseline compiled in TradingView Pine Editor on the CME_MINI:ES1! chart. The public page shows the compiled chart preview; the Pine source stays in the private buyer deliverable packet.

Prior Sweep Momentum 80 TradingView PineScript chart preview — Prior Sweep Momentum 80 PineScript preview: compile-tested in TradingView, screenshot captured for buyer review, not published to the TradingView public library.

Testing Method and Sources

This page is a public validation summary generated from local historical replay artifacts. Exact rules, source code, and raw signal files stay private unless the strategy is free/unlocked.

Instruments

MES/MNQ micro futures are referenced against CME contract specs for size and tick structure.

CME MES specs CME MNQ specs

Historical data

Replay files came from local futures research exports and Databento historical pulls where available.

Databento Historical API

Validation

Stats use closed trades, R-multiple expectancy, equity reconstruction, Monte Carlo bootstrap, and modeled prop-style pass/fail stress tests.

Limits

Not live audited. Fees, slippage, latency, missed fills, roll handling, platform behavior, and market regime changes can alter results.