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.

NQ Swing

NQ VWAP Reclaim

Session-reclaim system on Nasdaq futures with breakeven protection at 1R. High signal frequency — ~15 signals/month. Pairs well with morning-breakout systems for diversified signal flow.

Expectancy / trade
+$2,085
Profit Factor
1.31
Win rate
58.7%
Trades
109

Aug 2025 - Mar 2026 (OOS)

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NQ Swing

NQ Swing Breakout

Hourly channel-breakout system on NQ with momentum filter. Best swing system — $769/trade OOS expectancy, 45% win rate. Adaptive trailing exit.

Expectancy / trade
+$769
Profit Factor
1.66
Win rate
45.3%
Trades
223

Aug 2025 - Mar 2026 (OOS)

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NQ Swing

NQ Swing Momentum

Hourly trend-following system on NQ with momentum confirmation. Catches trend shifts early. $669/trade OOS expectancy.

Expectancy / trade
+$669
Profit Factor
1.60
Win rate
45.3%
Trades
106

Aug 2025 - Mar 2026 (OOS)

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ES Swing

ES VWAP Steady

Conservative session-reclaim system on ES with breakeven stop at 1R. Higher trade count, moderate expectancy. Steady equity curve for funded accounts.

Expectancy / trade
+$661
Profit Factor
1.16
Win rate
53.6%
Trades
112

Aug 2025 - Mar 2026 (OOS)

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NQ Swing

NQ Swing Trend

Hourly channel-breakout system on NQ with trend filter. Highest signal count of swing bots — 274 OOS trades. $534/trade expectancy.

Expectancy / trade
+$534
Profit Factor
1.44
Win rate
44.2%
Trades
274

Aug 2025 - Mar 2026 (OOS)

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NQ Swing

NQ Swing Structure

Market-structure analysis on NQ hourly bars. Best structure bot — 53% WR, PF 2.06. Trap fades + trend-aligned breakouts. +56R over 9-month OOS period.

Expectancy / trade
+$488
Profit Factor
2.06
Win rate
53.0%
Trades
115

Jul 2025 - Mar 2026 (OOS)

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ES Swing

ES Swing Structure

Market-structure analysis on ES hourly bars. Trap fades at 62% WR — strongest swing trap signal. PF 1.51, +33R over 9-month OOS period.

Expectancy / trade
+$266
Profit Factor
1.51
Win rate
46.8%
Trades
124

Jul 2025 - Mar 2026 (OOS)

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ES Swing

ES Swing Breakout

Hourly channel-breakout system on ES with momentum filter. Conservative swing signal for S&P 500 futures. Adaptive trailing exit.

Expectancy / trade
+$62
Profit Factor
1.10
Win rate
42.1%
Trades
228

Aug 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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