Aggressive signal-stream validation

Prior Sweep Stack 79

Opening Range Baseline plus a guarded stacked prior-sweep add-on. This is a higher-frequency discretionary candidate with attractive historical expectancy, but the prop-fail profile is rougher than Prior Sweep Momentum 80.

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Trades485

Win Rate79.8%

Target RR0.3-1.25R

Net R+87.0

Expectancy+0.179R

Max DD6.56R

Target/RR Profile

0.3-1.25R target profile. aggressive base plus sweep stack. 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 Automation Read

Good enough to study and paper trade, but too failure-prone for first prop autopilot.

60d pass

34.9%

60d fail

6.2%

120d pass

75.5%

120d fail

10.4%

250d pass

88.4%

Module Split

Module	Trades	Win	Net R	PF
Opening Range Baseline	353	86.1%	+46.0	1.87
Guarded sweep stack	132	62.9%	+41.0	1.76

Quality Read

Automation label	Discretionary / aggressive demo
Sharpe approx	4.15
Sortino approx	6.79
Ulcer index	1.76R
Positive active days	80.0%
Monte Carlo final R p10/p50/p90	67.4 / 87.3 / 107.2

Execution Profile Tested

Add-on profile: MES-only, risk capped, max 3 trades per day, stop adding trades after roughly -2R realized day loss. Good research candidate; not my first choice for unattended unattended automation.

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 Stack 79 TradingView PineScript chart preview — Prior Sweep Stack 79 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.