Strategy Lab

Every bot. Every backtest. No hand-waving.

Each SixSigmaTraders bot is a rule-based system tested against years of out-of-sample historical data. Pick one to see its full track record — expectancy per trade, win rate, profit factor, and the period covered. Click any card for the complete signal history and live performance.

Sorted by expectancy per trade (out-of-sample, after fees). Higher = the bot makes more money per signal on average.

ES Day Trade

ES VWAP Reclaim

Session-level reclaim system on ES with volume confirmation. 3:1 reward-to-risk targeting. Best challenge bot — 66.7% PitBull pass rate in backtesting.

Expectancy / trade
+$4,808
Profit Factor
3.51
Win rate
71.4%
Trades
28

Aug 2025 - Mar 2026 (OOS)

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NQ Day Trade

NQ 5-Min ORB

Morning opening-range breakout system on NQ. Highest signal count — ~22 signals/month. Breakeven stop at 1R profit. Signal workhorse.

Expectancy / trade
+$1,908
Profit Factor
1.27
Win rate
51.3%
Trades
152

Aug 2025 - Mar 2026 (OOS)

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NQ Day Trade

NQ ORB Retest

Same morning-breakout system on NQ but waits for a pullback retest of the breakout level before entering. Fewer trades, slightly better fill quality.

Expectancy / trade
+$1,655
Profit Factor
1.23
Win rate
50.7%
Trades
150

Aug 2025 - Mar 2026 (OOS)

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NQ Day Trade

NQ Day Structure

Market-structure analysis on NQ intraday bars. Trap fades at 57% WR — strongest day signal. Validated breakouts as secondary. 48% overall WR, PF 1.36.

Expectancy / trade
+$188
Profit Factor
1.36
Win rate
48.0%
Trades
229

Jul 2025 - Mar 2026 (OOS)

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NQ Day Trade

OR-Bot NQ

Morning breakout system on Nasdaq-100 futures with multi-target scaling. Best performer — 56% OOS win rate.

Expectancy / trade
+$110
Profit Factor
1.22
Win rate
56.3%
Trades
151

Aug 2025 - Mar 2026 (OOS)

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ES Day Trade

ES Day Structure

Market-structure analysis on ES intraday bars with adaptive risk controls. Specialises in detecting and fading false breakouts above range highs (53% WR on trap fades). Trend-aligned breakouts as secondary signal.

Expectancy / trade
+$19
Profit Factor
1.03
Win rate
41.0%
Trades
200

Jul 2025 - Mar 2026 (OOS)

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Every number above is from out-of-sample backtest data — meaning the bot was built on one period and tested on a separate, later period it had never seen. More on how we test →

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