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 Investor

ES Invest Momentum

Daily trend-following system on ES with momentum confirmation. Position trading for multi-week holds. PF 4.54 OOS across 8 years.

Expectancy / trade
+$8,627
Profit Factor
4.54
Win rate
50.0%
Trades
26

Jul 2018 - Mar 2026 (OOS, 8yr)

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GC Investor

GC Invest Trend

Daily breakout system on Gold with long-term trend filter. Best performer — PF 4.32, $7,410/trade OOS. Gold trend-following.

Expectancy / trade
+$7,410
Profit Factor
4.32
Win rate
51.0%
Trades
96

Jan 2019 - Mar 2026 (OOS, 7yr)

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NQ Investor

NQ Invest Trend

Daily breakout system on NQ with long-term trend filter. Captures multi-week Nasdaq trends. $5,270/trade OOS.

Expectancy / trade
+$5,270
Profit Factor
2.37
Win rate
36.2%
Trades
138

Jul 2018 - Mar 2026 (OOS, 8yr)

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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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ES Investor

ES Invest Trend

Daily breakout system on ES with long-term trend filter. High trade count — 141 OOS trades. Steady trend-following.

Expectancy / trade
+$2,709
Profit Factor
2.13
Win rate
40.4%
Trades
141

Jul 2018 - Mar 2026 (OOS, 8yr)

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CL Investor

CL Invest Momentum

Daily trend-following system on Crude Oil with momentum confirmation. Catches oil macro trends. PF 2.79 OOS.

Expectancy / trade
+$2,320
Profit Factor
2.79
Win rate
44.8%
Trades
29

Jul 2018 - Mar 2026 (OOS, 8yr)

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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 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 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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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 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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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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