Research
Rigorous backtests and quantitative analysis of popular trading strategies.
ICT Strategy
ICT First Hour Dealing Range + FVG: Coin Flip or Edge?
We backtested ICT's claim: when a candle body breaks the first hour's dealing range, enter on the first presented FVG. 12 years of 1-minute DJI data (1.2M bars, 3,180 trading days) analyzed. The "trending day" qualifier is doing all the work.
ICT Strategy
ICT Turtle Soup + FVG Carryover: Does It Actually Work?
We backtested ICT's claim that carrying a Fair Value Gap from a turtle soup during the 2-hour launch period to the next day predicts the high or low of the day. 6 months of 1-minute NQ futures data analyzed.