High-win monitored automation validation

Midday Sweep Model 85

Opening Range Baseline with a midday/late vault-sweep add-on. This candidate trades less aggressively than Prior Sweep Stack, but the historical win rate and prop-fail profile are cleaner.

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Trades390

Win Rate84.9%

Target RR0.3-1.25R

Net R+71.5

Expectancy+0.183R

Max DD5.15R

Target/RR Profile

0.3-1.25R target profile. short-target base plus sweep target. 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

Closer to prop-demo automation than Prior Sweep Stack because fail risk is lower, but pass speed is slower and it still needs live forward testing.

60d pass

15.3%

60d fail

1.0%

120d pass

62.3%

120d fail

2.4%

250d pass

94.6%

Module Split

Module	Trades	Win	Net R	PF
Opening Range Baseline	353	86.1%	+46.0	1.87
Vault sweep add-on	37	73.0%	+25.5	3.36

Quality Read

Automation label	Monitored demo automation candidate
Sharpe approx	4.70
Sortino approx	7.95
Ulcer index	1.18R
Positive active days	83.5%
Monte Carlo final R p10/p50/p90	55.3 / 71.4 / 86.8

Execution Profile Tested

Add-on profile: midday/late only, risk capped, max 3 trades per day, stop adding trades after roughly -2R realized day loss. Promising for monitored demo automation, not live-funded approval.

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.

Midday Sweep Model 85 TradingView PineScript chart preview — Midday Sweep Model 85 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.