Range & reversal · M5 / H1
PO3 London Sweep Strategy
Exact UTC range, liquidity sweep, structure confirmation and executable retest rules, with a matching MT5 EA and 48 cost-aware native tests.
Tested variant lost money · EA included31 detailed rule specifications
Forex trading strategies
Explore trend following, breakouts, reversals and currency portfolios. Each guide includes entry rules, protective stops, exits, indicator settings, worked examples and genuine MT5 chart context.
Test coverage — 22 September 2026
27 strategies: 600 mechanical historical runs. Results include every listed pair, two cost scenarios and separate 2025/2026 periods. No tested pair currently meets every research-screen criterion. Open a guide for returns, drawdown, sample size and limitations.
Three portfolio strategies: additional monthly family research is now available using public MIT data. Their exact daily execution and stop rules remain incompletely tested; monthly research is labelled separately.
31 strategies
Breakouts · D1
Donchian 20/10 Close Breakout
A daily channel rule that enters after a completed close exceeds the previous 20-session extreme and uses the opposite 10-session channel for a close-based exit.
Mechanical bar tests completed; profitability unverified
Trend & pullback · D1 (monthly rebalance)
252-Day Time-Series Momentum
A monthly decision based on roughly one year of price momentum. Published momentum research motivates the family; the retail spot rules and protective stop below are a separate specification.
Mechanical bar tests completed; profitability unverified
Trend & pullback · D1
SMA 50/200 Daily Crossover
A long-horizon moving-average crossover whose deliberately slow timing trades only a crossover visible at a daily close.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
EMA20 Pullback in EMA200 Trend
A trend-pullback rule that waits for a confirmed return through the fast average while price remains on the correct side of the long average.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
ADX/DMI Trend Continuation
A directional-movement continuation rule that combines the documented DI relationship with a trend-strength and price-location filter.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
MACD Signal Crossover with EMA Trend Filter
A filtered MACD crossover that acts after the histogram and signal relationship is final, using EMA(200) to restrict countertrend trades.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
Ichimoku Cloud Trend Break
An H4 cloud-break strategy that keeps the cloud displayed over the signal candle separate from the spans calculated there and projected forward.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
ATR Supertrend Continuation
An ATR-band trend-following specification using a conventional Supertrend construction, stated here as an editorial rule rather than a standardized MT5 built-in.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
Parabolic SAR with ADX Filter
A SAR reversal rule filtered for directional strength, so the stop-and-reverse signal is not taken in every low-trend condition.
Mechanical bar tests completed; profitability unverified
Breakouts · H4
Keltner Channel Breakout
A volatility-adjusted channel breakout whose channel is an editorial definition: EMA(20) plus or minus twice ATR(20).
Mechanical bar tests completed; profitability unverified
Breakouts · H4
Bollinger Squeeze Breakout
A compression-and-break rule using 20-period Bollinger Bands with two standard deviations and a precisely defined 120-bar bandwidth minimum.
Mechanical bar tests completed; profitability unverified
Breakouts · D1
NR7 Volatility Breakout
A next-session range break after the narrowest daily range of the prior seven completed sessions, with unambiguous stop-entry handling.
Mechanical bar tests completed; profitability unverified
Breakouts · M15
London Opening-Range Breakout
A time-defined breakout of the first 60 minutes after the London session opens, using explicit UTC handling so daylight-saving changes do not silently alter the sample.
Mechanical bar tests completed; profitability unverified
Breakouts · H4
Inside-Bar Breakout with Trend Filter
A price-pattern breakout in which the completed signal bar lies strictly inside the prior completed mother bar, filtered by the 50-period average.
Mechanical bar tests completed; profitability unverified
Breakouts · H1
Prior-Week High/Low Breakout
A weekly reference-level breakout executed on H1 after a confirmed close beyond the prior fully completed week’s extreme.
Mechanical bar tests completed; profitability unverified
Range & reversal · H1
Bollinger-Band Range Mean Reversion
Original educational specification: fade a confirmed outer-band excursion only while a slow average is flat. It is a testable hypothesis, not a claim that Bollinger-band touches predict reversals.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
RSI(2) Trend Pullback
Original closed-bar pullback rule using a very short RSI within a defined H4 uptrend or downtrend.
Mechanical bar tests completed; profitability unverified
Range & reversal · H1
RSI(14) Range Reversal
Original range-only reversal specification using conventional-length RSI.
Mechanical bar tests completed; profitability unverified
Range & reversal · H1
Stochastic Range Reversal
Original oscillator-cross reversal rule for quiet ranges.
Mechanical bar tests completed; profitability unverified
Range & reversal · H4
CCI Extreme Reversion
Original CCI re-entry rule that treats an extreme as a setup rather than a fill instruction.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
Williams %R Trend Pullback
Original pullback rule using Williams %R only in an established moving-average trend.
Mechanical bar tests completed; profitability unverified
Range & reversal · H1
False-Breakout Range Reversal
Original price-action rule for a breakout that closes back inside a pre-defined range.
Mechanical bar tests completed; profitability unverified
Range & reversal · M15
Daily Pivot Rejection
Original intraday pivot-rejection rule based on prior New York daily OHLC.
Mechanical bar tests completed; profitability unverified
Breakouts · H1
Horizontal Support/Resistance Break-and-Retest
Original closed-bar continuation rule after a resistance/support break and controlled retest.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
Engulfing Pullback
Original H4 trend-pullback rule requiring a strict real-body engulfing pattern.
Mechanical bar tests completed; profitability unverified
Range & reversal · H1
Pin-Bar Rejection
Original level-and-wick rejection rule with numerical pin-bar criteria.
Mechanical bar tests completed; profitability unverified
Trend & pullback · H4
Fibonacci Retracement Trend Pullback
Original, algorithmic Fibonacci pullback specification that avoids discretionary swing selection.
Mechanical bar tests completed; profitability unverified
Currency portfolios · D1 (monthly portfolio rebalance)
Cross-Sectional Currency Momentum
Original implementation of a cross-sectional momentum family: rank currencies by prior returns and hold winners against losers, with conservative execution rules.
EA v1.01 function tested; full-cost performance unverified
Currency portfolios · D1 (monthly portfolio rebalance)
Monthly Currency Carry
Original operational carry portfolio that ranks observable one-month FX forward discounts/premia, rather than inferring rates from a broker display.
Monthly family research; exact portfolio test incomplete
Currency portfolios · D1 (monthly portfolio rebalance)
Currency Carry with Trend Filter
Original carry portfolio that admits a ranked carry leg only when its own spot trend agrees; it is not a replication of an academic strategy.
Monthly family research; exact portfolio test incompleteChoose a rule you can evaluate
Start with a market regime and a timeframe you can actually monitor. A short-term range entry and a monthly carry portfolio have different data, execution and financing needs. Compare the failure conditions as carefully as the entry.
Use the position-size calculator and cost calculator, then follow the testing methodology. Never infer a win rate from a selected chart.
Strategy EAs and verified test status
Version 1.01 downloads are available for the 27 single-symbol strategies below. All 27 compiled without errors or warnings and completed native production-binary tests; 26 traded in those windows. Separate research tests observed trades for all 27. These are functional checks, not evidence of durable profitability. Each strategy page states the execution rules, cost assumptions, results and limitations.
- 01. Donchian 20/10 Close Breakout — EA and test status
- 02. 252-Day Time-Series Momentum — EA and test status
- 03. SMA 50/200 Daily Crossover — EA and test status
- 04. EMA20 Pullback in EMA200 Trend — EA and test status
- 05. ADX/DMI Trend Continuation — EA and test status
- 06. MACD Signal Crossover with EMA Trend Filter — EA and test status
- 07. Ichimoku Cloud Trend Break — EA and test status
- 08. ATR Supertrend Continuation — EA and test status
- 09. Parabolic SAR with ADX Filter — EA and test status
- 10. Keltner Channel Breakout — EA and test status
- 11. Bollinger Squeeze Breakout — EA and test status
- 12. NR7 Volatility Breakout — EA and test status
- 13. London Opening-Range Breakout — EA and test status
- 14. Inside-Bar Breakout with Trend Filter — EA and test status
- 15. Prior-Week High/Low Breakout — EA and test status
- 16. Bollinger-Band Range Mean Reversion — EA and test status
- 17. RSI(2) Trend Pullback — EA and test status
- 18. RSI(14) Range Reversal — EA and test status
- 19. Stochastic Range Reversal — EA and test status
- 20. CCI Extreme Reversion — EA and test status
- 21. Williams %R Trend Pullback — EA and test status
- 22. False-Breakout Range Reversal — EA and test status
- 23. Daily Pivot Rejection — EA and test status
- 24. Horizontal Support/Resistance Break-and-Retest — EA and test status
- 25. Engulfing Pullback — EA and test status
- 26. Pin-Bar Rejection — EA and test status
- 27. Fibonacci Retracement Trend Pullback — EA and test status
PO3 has its own EA and multi-period test report. Portfolio momentum, carry and value are separate implementations; their validation status is not included in the 27-EA release.
Multi-year EURUSD tests for 27 strategy EAs
All 540 planned cases are reconciled. Each strategy shows base/stress results, costs, financing limitations and execution issues. These independent-segment benchmarks do not establish continuous account returns or guaranteed profitability.
- 01. Donchian 20/10 Close Breakout — multi-year benchmark
- 02. 252-Day Time-Series Momentum — multi-year benchmark
- 03. SMA 50/200 Daily Crossover — multi-year benchmark
- 04. EMA20 Pullback in EMA200 Trend — multi-year benchmark
- 05. ADX/DMI Trend Continuation — multi-year benchmark
- 06. MACD Signal Crossover with EMA Trend Filter — multi-year benchmark
- 07. Ichimoku Cloud Trend Break — multi-year benchmark
- 08. ATR Supertrend Continuation — multi-year benchmark
- 09. Parabolic SAR with ADX Filter — multi-year benchmark
- 10. Keltner Channel Breakout — multi-year benchmark
- 11. Bollinger Squeeze Breakout — multi-year benchmark
- 12. NR7 Volatility Breakout — multi-year benchmark
- 13. London Opening-Range Breakout — multi-year benchmark
- 14. Inside-Bar Breakout with Trend Filter — multi-year benchmark
- 15. Prior-Week High/Low Breakout — multi-year benchmark
- 16. Bollinger-Band Range Mean Reversion — multi-year benchmark
- 17. RSI(2) Trend Pullback — multi-year benchmark
- 18. RSI(14) Range Reversal — multi-year benchmark
- 19. Stochastic Range Reversal — multi-year benchmark
- 20. CCI Extreme Reversion — multi-year benchmark
- 21. Williams %R Trend Pullback — multi-year benchmark
- 22. False-Breakout Range Reversal — multi-year benchmark
- 23. Daily Pivot Rejection — multi-year benchmark
- 24. Horizontal Support/Resistance Break-and-Retest — multi-year benchmark
- 25. Engulfing Pullback — multi-year benchmark
- 26. Pin-Bar Rejection — multi-year benchmark
- 27. Fibonacci Retracement Trend Pullback — multi-year benchmark
Currency momentum EA28: rules and tested execution
Cross-Sectional Currency Momentum now includes its EA28 v1.01 download, full execution rules and native test evidence. It ranks spot returns and trades a currency basket; it does not roll forwards. Eight entries were checked, with four monthly exits and four tester-end closes. The positive April–May case used zero commission, while earlier research pilots were negative. Profitability after costs remains unverified.
Match every strategy to its EA
Source mapping is complete for the 17 legacy strategy packages; testing is not complete. The main library contains 31 versioned strategy EAs. The older catalogue contains 17 strategy variants and 4 utilities. Related variants retain separate rules, downloads and evidence. Utilities have no autonomous entry strategy.
No legacy EA currently qualifies for a profitability badge on the approved tick release. A functional entry or exit proves only the observed behaviour. The recent February 2024 diagnostics use real bid/ask ticks, zero added commission and delay, and unverified historical swap values; positive cash in that sample is not after-cost profitability.
| Legacy strategy / EA | Relationship | Evidence and remaining work |
|---|---|---|
| Donchian ATR | Related library strategy; different rules and executable | Frozen 20-case USDJPY H4 cost research: base and stress fee/delay scenarios; independent resets, unverified historical swap and no profitability qualification. |
| EMA Pullback ATR | Related library strategy; different rules and executable | Frozen 20-case EURUSD H4 cost research: base and stress fee/delay scenarios; reviewed skipped entries, independent resets and unverified historical swap; no profitability qualification. |
| RSI Trend Pullback | Related library strategy; different rules and executable | 20 USDJPY H1 cost tests: base USD 3.50/lot-side, 0 ms; stress USD 7.00/lot-side, 200 ms. Net before unverified financing: USD 23.12 / -131.06. Ten independent resets per scenario, no rejected entries recorded; profitability not established. |
| Bollinger RSI Range | Related library strategy; different rules and executable | 20 EURUSD H1 cost tests: one underlying October 2020 long TP per scenario and 9/10 inactive windows. Net before unverified funding: USD 32.31 / USD 31.77. Insufficient evidence; no profitability badge. |
| Atlas TrendGuard | Related library strategy; different rules and executable | February 2024: 12 entries, 9 SL exits, 2 TP exits and 1 tester-end close. |
| Session Breakout Research | Related library strategy; different rules and executable | Frozen 20-case EURUSD M5 cost evidence: 1,498 closed positions per scenario; base/stress net before unverified financing USD −3,013.00 / −4,239.41; PF 0.8759 / 0.8301. Corrected preset functional only; profitability not established. |
| Currency Carry Risk | Related library strategy; different rules and executable | Approved-tick fixture: 4 entries at USD 25,000 and 4 wrapper-cleanup exits; natural exits and performance remain. |
| Time-Series Momentum | Related library strategy; different rules and executable | February 2024: 11 entries, 1 SL exit, 9 other ordinary exits and 1 tester-end close. |
| Volatility Squeeze Breakout | Related library strategy; different rules and executable | Repaired v1.02: 20 USDJPY H1 cost tests. Base USD 3.50/filled-lot-side, 0 ms; stress USD 7.00/side, 200 ms. Net before unverified financing: USD +2870.50 / +2276.59; pooled PF 1.2527 / 1.1939. Ten independent resets per scenario, 7/10 positive. Historical research; profitability not established. |
| Asian Range Fade | Own documented strategy; no exact primary-library match | February 2024: 3 entries, 2 SL exits and 1 TP exit. |
| Weekend Gap Fade | Own documented strategy; no exact primary-library match | Frozen 20-case EURUSD H1 cost evidence: 75 positions per scenario; base/stress net before unverified financing USD −58.94 / −127.28; PF 0.8930 / 0.7780. Historical single-trade check retained; profitability not established. |
| London Fix Reversal | Own documented strategy; no exact primary-library match | February 2024: 19 entries, 3 SL exits and 16 other ordinary exits. |
| NR Inside-Bar Expansion | Related library strategy; different rules and executable | May 2024 follow-up: 1 entry and its ordinary 48-hour time exit confirmed. February had no setup. Profitability unproven. |
| EMA20 MACD Momo | Related library strategy; different rules and executable | February 2024: 5 entries and 6 exit deals: 4 SL, 1 partial and 1 tester-end close. |
| Turtle System 2 | Related library strategy; different rules and executable | February–March 2024 follow-up: 2 entries, 1 ordinary long-channel exit and 1 tester-end close. Warmup gaps disclosed; profitability unproven. |
| Monthly Currency Momentum | Related library strategy; different rules and executable | Hard-coded broker symbols need a separately reviewed custom-symbol adapter; no approved-data diagnostic yet. |
| EMA RSI Crossover | Own documented strategy; no exact primary-library match | February 2024: 4 entries, 3 SL exits and 1 TP exit. |
Versioned inventory and diagnostic status · EA downloads and utilities