StandardsellCool1m
Monday NY Sell (VWAP)
vwap_sell_monday_nybelow prev-wk VAH + NY VWAP > sVWAP + above prev-day VAH + Monday + delta < −100
⚠ In-sample backtest — walk-forward audit pending.
Lifetime WR61.1%
Profit factor2.28
Sample (n)72
Last 30d WR52.2%-8.9pp vs lifetime
Risk profile
1:2RRisk 1R to make 2R
EntryRTH close of signal barmarket or limit
Stop10pt (MNQ)risk unit (1R)
Target20pt (MNQ)2.0R payoff
Structural Monday fade — stop above NY VWAP, target a return to session mean.
Backtest · all R:R combinations
Which stop / target combo works best?
R:R grid · 1,189 fires · 171K-bar backtest
Optimal: 30/15 · +$0.22 MNQ · PF 1.01
| R:R | TP/SL | WR | MNQ $ | NQ $ | PF |
|---|---|---|---|---|---|
| 1:1 tight | 20/20 | 48.8% | $-0.23 | $-2.31 | 0.99 |
| 1:1 mid | 25/25 | 48.3% | $-0.40 | $-4.05 | 0.98 |
| 1:1 wide | 30/30 | 48.4% | $-0.16 | $-1.64 | 0.99 |
| 2:1★ | 30/15 | 37.2% | +$0.22 | +$2.22 | 1.01 |
| 2:1 wide | 40/20 | 35.9% | $-1.14 | $-11.45 | 0.95 |
| 2:1 big | 50/25 | 34.7% | $-3.67 | $-36.68 | 0.88 |
| 3:1 | 60/20 | 28.8% | $-3.44 | $-34.41 | 0.87 |
| 3:1 big | 75/25 | 31.5% | $-3.13 | $-31.33 | 0.90 |
| 3:1 huge | 90/30 | 31.2% | $-4.28 | $-42.84 | 0.89 |
| 4:1 | 100/25 | 27.7% | $-3.15 | $-31.47 | 0.91 |
| 4:1 big | 120/30 | 30.1% | $-2.76 | $-27.61 | 0.93 |
| 6:1 | 150/25 | 22.9% | $-4.53 | $-45.35 | 0.88 |
Last 30 days · expectancy trend6 fires · last fire 1d ago
Stub · wiring to outcomes feedReplay · coming next
See this edge on a real chart.
Click any of the last 10 fires below to open a snapshot of the market at signal time — bars, VWAP, confluences annotated. You'll be able to scrub forward to see how it resolved. Wiring to the outcomes feed next.
Last 10 fires · click to replay
Demo · outcomes feed wiringWhenEntryR-multOutcome
Click any row to open the replay — chart snapshot + confluences at signal fire. Stub data until outcomes feed wires up.