How the forex strategies were tested
- Rules fixed first: every rule comes from published research and was written down, with the checks below and the pick rule, before its first run. Nothing was tuned after seeing results.
- Data: Yahoo Finance daily bars from 2005-01-03 to 2026-10-20. Yahoo's daily forex close is the price at the start of the London day, so each day's close here is the next bar's open; one-bar bad ticks are removed. Round 2 adds central bank policy rates (BIS) for the swap, real exchange rates (BIS) for value; round 3 adds each currency's home stock index (S&P 500, DAX, FTSE 100, Nikkei 225, All Ordinaries, NZX 50, S&P/TSX, SMI) for the month-end hedge rule; round 4 adds consumer prices (BIS) and 10-year government bond yields (OECD, the German Bund for the euro) for the inflation, real-rate and yield-curve rules.
- Costs: 0.03% a side for spread and slippage on every entry and exit, and from round 2 on the swap: the policy-rate gap earned or paid every day, minus a 0.5% a year broker markup. A second run with double costs is kept for each rule.
- Checks (all five to pass; the first four to count as profitable): Enough trades (and, for monthly rules, at least 200 rebalances); 2005-2015: made money with a profit factor of at least 1.2; 2016-today: made money with a profit factor of at least 1.2; Made money in at least 65% of the years; Sharpe ratio since 2016 at least the benchmark's. Benchmark: us dollar index (dxy) bought and held, with its carry.
- What was deleted: every rule that failed any of the first four checks, which was all of them. Their signals, live boards and trade lists are gone from the site; this page keeps their results so nobody is shown only survivors.
Why we publish no forex signals
A signal is only worth following if the rule behind it made money across good and bad years before anyone looked. None of the 20 forex rules did. Publishing a failed rule as if it had passed would most likely cost followers money, so the forex section shows prices, charts, tools and this honest record instead. The full numbers are on the forex backtest page; the same method picks the live crypto and stock signals.