The 10,000-strategy hunt: good picks held up 5% of the time

Source: Popular YouTube backtesting channel

Random strategies held up 26% of the time. Real picks: 5%.

The random strategies held up more often than the real ones.

This verdict is about the strategy as published, not about the person who shared it.

The claim

Here’s what the strategy promises, in its own terms.

Backtest thousands of Nasdaq 5-minute strategies, keep the ones that pass, trade those.

How we tested it

Same six checks as everything else here: random entries, coin flips, a look-ahead audit, unseen years, double costs and a luck check. How we test →

What we found

We replicated 15 of the families with full rules on Nasdaq 5-minute data and then ran our own 316,624-combination filter search the same way, with 20 random-entry strategies mixed in as a control. Picks that looked great in January-June stayed good in July-September 5% of the time for real strategies and 26% of the time for the random ones. Choosing winners from a big search is selection, not edge. The original creator's own dashboard showed the same thing: all 10 of the survivors lost in the six-month exam. Method note: Two look-ahead bugs were found and fixed during this test; a planted-leak audit of 1,680 checks ran clean before the numbers were final.

The numbers

The headline numbers from our test.

Families replicated	15
Combos searched	316,624
Best family profit factor	1.09
Picks that held real	5%
Picks that held random	26%
His survivors that won exam	0 of 10

• Profit factor: money won divided by money lost. Below 1.0 loses money. Around 1.0 is break-even.
• R-multiple: profit or loss measured in units of the amount risked per trade. +1R means you made what you risked.
• vs random: how the strategy did against the same trades with random entries.

Two look-ahead bugs were found and fixed during this test; a planted-leak audit of 1,680 checks ran clean before the numbers were final.