Signal engine
Rule-based strategies, ranked by expectancy — not win rate.
Win rate alone is misleading. A 75%-win strategy loses money when the losers are 3× the winners. The number that matters is expectancy: average R won per trade taken.
Strategy
Risk per trade
Position size is derived from the ATR stop, so every trade risks the same amount regardless of instrument volatility.
Squeeze Breakout · backtest
Equity · 92 trades
+8.6%
£10,000 → £10,857
Avg win
+2.66R
Avg loss
−0.98R
Wins
43
Losses
49
Rules
Waits for Bollinger bandwidth to compress into the lowest decile, then trades the break of the 20-bar Donchian range. Stop 2x ATR, target 3R.
≈35-42% win rate · ≈2.6 avg R · streaky, long dry spells
Last signals
Squeeze release · range low break
Squeeze release · range low break
Squeeze release · range low break
Squeeze release · range low break
Squeeze release · range high break
Squeeze release · range low break
Backtested on a deterministic synthetic series. Past performance — simulated or live — does not predict future results.