In this historical simulation, the Wiseman Strategy turned $10,000 into $136,119.61 across bull, bear, and sideways markets—with modeled fees and slippage included.
$126,119.61 net profitReport-generated equity and drawdown history. Green and red segments mark long and short trade periods; the deepest historical drawdown was −26.24%.
EDGE PROFILE
Built around payoff—not a high hit rate.
The strategy won 33.45% of its 580 trades. Its average winner was 3.39× its average loser, producing a 1.71 profit factor and positive expectancy over the full test.
Profit factor
1.71
Average win
$1,572.05
Average loss
−$463.36
Win / loss payoff
3.39×
Expectancy per trade
$217.45
Market exposure
49.37%
REGIME COVERAGE
Performance persisted across both halves.
FIRST HALF39.04%CAGR · 1.51 SharpeversusSECOND HALF32.85%CAGR · 1.33 Sharpe
The report measured a 15.85% CAGR difference and an 11.94% Sharpe difference between halves.
ROBUSTNESS CHECKS
The headline result survived noise—but not without a material caveat.
3 / 4 tests robust
15% SIGNAL-FLIP STRESS22.41%
Average CAGR across 100 randomized runs, with a −27.75% average maximum drawdown.
SYSTEM QUALITY NUMBER4.14
The report classifies this SQN result as strong across the full trade sample.
TOP-WINNER DEPENDENCYMaterial
Removing the top 5% of winners reduced CAGR to −0.76%. The strategy depends on capturing a small number of outsized trends.
