In this historical simulation, the Wiseman Strategy turned $10,000 into $73,063.73 across bull, bear, and sideways markets—with modeled fees and slippage included.
$63,063.73 net profitReport-generated equity and drawdown history. Green and red segments mark long and short trade periods; the deepest historical drawdown was −19.91%.
EDGE PROFILE
Built around payoff—not a high hit rate.
The strategy won 31.35% of its 587 trades. Its average winner was 3.39× its average loser, producing a 1.55 profit factor and positive expectancy over the full test.
Profit factor
1.55
Average win
$967.25
Average loss
−$285.14
Win / loss payoff
3.39×
Expectancy per trade
$107.43
Market exposure
47.50%
REGIME COVERAGE
Performance persisted across both halves.
FIRST HALF23.38%CAGR · 1.05 SharpeversusSECOND HALF29.38%CAGR · 1.01 Sharpe
The report measured a 25.66% CAGR difference and a 3.66% Sharpe difference between halves.
ROBUSTNESS CHECKS
The headline result survived noise—but not without a material caveat.
2 / 4 · moderate
15% SIGNAL-FLIP STRESS17.31%
Average CAGR across 100 randomized runs, with a −33.25% average maximum drawdown.
SYSTEM QUALITY NUMBER2.97
The report classifies this SQN result as tradable across the full trade sample.
TOP-WINNER DEPENDENCYMaterial
Removing the top 5% of winners reduced CAGR to −11.04% and profit factor to 0.76. The result materially depends on capturing outsized trends.
