MT5DEPOT ORIGINAL

Windrose

A single-position AUD/CAD reverter that fades RSI extremes — but only when the move that made them was violent.

RSI(13) below 25 on a bar whose body dwarfs the recent average. One buy at 0.1 lot, a 114-pip stop and a 114-pip target, and then it waits — sometimes for weeks.

Rentabilidad total
+14.5%
Factor de beneficio
1.38
Drawdown máximo de capital
4.9%
Posiciones máx.
1
AUD/CADH1Reversión a la mediaOne Position At A TimeSymmetric 114-Pip Stop And TargetNo Grid, No Martingale

Registro de rendimiento verificado

El registro completo: el backtest publicado y todo lo posterior.

  • v1.0
  • Configuración bloqueada
  • Out-of-sample
Seguimiento activo
Backtest (2019–1 abr 2026) Seguimiento futuro (1 abr 2026–)
95% 100% 105% 110% 115% 120% Estrategia publicada y bloqueada 1 abr 2026 2019 2020 2021 2022 2023 2024 2025 20 jul 2026 95% 100% 105% 110% 115% 120% Estrategia publicada y bloqueada 1 abr 2026 2019 2020 2021 2022 2023 2024 20 jul 2026

Crecimiento normalizado, rebasado al 100% al inicio del backtest. Todo lo posterior al 1 abr 2026 está fuera de muestra.

-1% 0% +1% +2% +3% 1 abr 2026 20 jul 2026 -1% 0% +1% +2% +3% 1 abr 2026 20 jul 2026

Rendimiento desde la fecha de bloqueo de la estrategia, rebasado al 0% el 1 abr 2026.

Registro completo

Backtest publicado más todo lo medido desde el bloqueo: un registro continuo.

Rentabilidad total
+14.5%
Drawdown máximo de saldo
4.5%
Operaciones cerradas
108
Factor de beneficio
1.38

1 ene 2019 – 20 jul 2026

Desde el bloqueo de la estrategia

Solo los días posteriores al bloqueo de la estrategia. Nunca se fusionan con las cifras contiguas.

Rentabilidad continua
+2.5%
Drawdown de saldo posterior al bloqueo
0.9%
Operaciones posteriores
7
Periodo de seguimiento
110 días

1 abr 2026 – 20 jul 2026

Historial de Operaciones

Las 108 posiciones cerradas del registro, de la más reciente a la más antigua. Todas las posiciones son de 0.1 lotes.

65 Ganadoras43 Perdedoras

Ganancia media
+$81.37
Pérdida media
-$89.38
Mejor operación
+$92.18
Peor operación
-$148.35
CierreDirecciónSímboloEntradaSalidaDuraciónP/G
20 jul 2026 07:38CompraAUD/CAD0.979540.9786512d-$6.35
26 jun 2026 02:19VentaAUD/CAD0.988970.9775711d+$72.18
14 jun 2026 21:37CompraAUD/CAD0.975490.986894d+$81.49
7 jun 2026 21:33VentaAUD/CAD0.991890.980449d+$77.06
21 may 2026 17:54CompraAUD/CAD0.975680.987082d+$82.75
19 may 2026 13:25VentaAUD/CAD0.989300.9779012d+$76.40
6 may 2026 10:47VentaAUD/CAD0.976830.9882428d-$102.57
23 mar 2026 11:11CompraAUD/CAD0.952180.963581h+$83.19
17 mar 2026 12:48CompraAUD/CAD0.960960.972364d+$83.18
9 mar 2026 00:51CompraAUD/CAD0.958010.946615d-$83.82
25 feb 2026 03:53VentaAUD/CAD0.960840.9722416d-$93.62
5 feb 2026 15:26VentaAUD/CAD0.961640.950212d+$81.04
3 feb 2026 07:36VentaAUD/CAD0.949790.961208d-$88.74
23 ene 2026 01:03VentaAUD/CAD0.932340.9437416d-$94.09
6 ene 2026 16:10VentaAUD/CAD0.916520.92792105d-$148.35
5 sept 2025 14:03VentaAUD/CAD0.898090.9094914d-$91.50
21 ago 2025 05:07VentaAUD/CAD0.902310.890918d+$75.76
13 ago 2025 08:31CompraAUD/CAD0.890430.9018727d+$83.13
10 jul 2025 19:30CompraAUD/CAD0.888910.900324d+$83.47
26 jun 2025 08:35CompraAUD/CAD0.884470.8958827d+$83.39
27 may 2025 10:12VentaAUD/CAD0.898700.8873014d+$73.97
5 may 2025 01:20CompraAUD/CAD0.881890.8932912d+$82.59
4 abr 2025 14:46CompraAUD/CAD0.869840.858444h-$80.09
4 abr 2025 10:57CompraAUD/CAD0.880810.869417h-$80.51
4 abr 2025 03:29CompraAUD/CAD0.892780.881371d-$80.98
21 mar 2025 14:16VentaAUD/CAD0.911900.9005011d+$71.44
5 mar 2025 15:37CompraAUD/CAD0.895780.907185d+$79.22
20 feb 2025 08:13CompraAUD/CAD0.894730.906138d+$80.19
20 ene 2025 03:51CompraAUD/CAD0.886420.8978210d+$78.89
10 ene 2025 13:30CompraAUD/CAD0.899890.8884523d-$79.39
4 dic 2024 03:19CompraAUD/CAD0.914960.9035525d-$81.04
8 nov 2024 16:55VentaAUD/CAD0.926740.915341d+$81.27
7 nov 2024 14:50CompraAUD/CAD0.913540.9249710d+$82.46
29 oct 2024 00:19VentaAUD/CAD0.924940.9135418d+$71.21
8 oct 2024 02:26VentaAUD/CAD0.928970.9175511d+$77.32
6 sept 2024 16:05VentaAUD/CAD0.916240.9048418d+$71.03
8 ago 2024 17:40CompraAUD/CAD0.893240.904653d+$83.07
31 jul 2024 05:36CompraAUD/CAD0.908740.897347d-$82.32
23 jul 2024 07:03VentaAUD/CAD0.923710.9123112d+$76.37
11 jul 2024 09:05VentaAUD/CAD0.910120.9215338d-$109.45
15 may 2024 12:31VentaAUD/CAD0.896770.9082116d-$94.37
24 abr 2024 02:15CompraAUD/CAD0.879920.891335d+$83.55
19 abr 2024 00:18CompraAUD/CAD0.894840.883448d-$82.75
9 abr 2024 12:20VentaAUD/CAD0.888080.8994949d-$115.92
20 feb 2024 13:48CompraAUD/CAD0.876410.8878419d+$84.56
1 feb 2024 06:58VentaAUD/CAD0.890380.878988d+$78.18
18 ene 2024 00:30CompraAUD/CAD0.893450.882026d-$84.63
5 ene 2024 13:30VentaAUD/CAD0.903400.8919823d+$70.78
14 dic 2023 00:53CompraAUD/CAD0.891790.903209d+$84.52
21 nov 2023 08:33VentaAUD/CAD0.892000.903406d-$86.93
14 nov 2023 18:39VentaAUD/CAD0.880110.8915318d-$93.50
27 oct 2023 13:36VentaAUD/CAD0.869260.8806828d-$100.52
29 sept 2023 01:32CompraAUD/CAD0.857450.868871d+$84.63
27 sept 2023 17:26VentaAUD/CAD0.869400.857995d+$82.32
21 sept 2023 04:35VentaAUD/CAD0.875790.8643929d+$64.36
23 ago 2023 13:47CompraAUD/CAD0.864040.875466d+$84.10
16 ago 2023 21:17CompraAUD/CAD0.879410.8678320d-$85.62
28 jul 2023 03:28VentaAUD/CAD0.894890.883453d+$83.14
24 jul 2023 13:17VentaAUD/CAD0.899220.8878211d+$80.39
13 jul 2023 01:50CompraAUD/CAD0.884920.8963220d+$86.44
23 jun 2023 01:40CompraAUD/CAD0.898110.886713d-$86.63
20 jun 2023 08:38VentaAUD/CAD0.909300.897905d+$84.24
13 jun 2023 06:21VentaAUD/CAD0.893950.905357d-$90.02
5 jun 2023 14:08CompraAUD/CAD0.879800.891205d+$84.85
24 may 2023 14:54CompraAUD/CAD0.899240.8878448d-$83.87
3 abr 2023 12:20CompraAUD/CAD0.899290.9107112h+$84.78
2 abr 2023 23:13CompraAUD/CAD0.911790.9003734d-$84.63
27 feb 2023 04:29CompraAUD/CAD0.924490.9130617d-$83.94
10 feb 2023 15:00VentaAUD/CAD0.937730.926321d+$84.69
7 feb 2023 17:53CompraAUD/CAD0.923240.934641d+$85.11
6 feb 2023 15:16CompraAUD/CAD0.935810.924383d-$84.96
26 ene 2023 00:19VentaAUD/CAD0.940660.952072d-$88.53
19 ene 2023 04:19VentaAUD/CAD0.942870.9314714h+$82.45
5 ene 2023 00:07VentaAUD/CAD0.931690.9202916h+$82.56
4 ene 2023 07:30VentaAUD/CAD0.919060.930497d-$88.41
15 dic 2022 15:29VentaAUD/CAD0.926950.915554d+$80.31
29 nov 2022 12:28VentaAUD/CAD0.896120.9075314d-$93.91
14 nov 2022 15:37VentaAUD/CAD0.879600.891004d-$87.18
3 nov 2022 15:32VentaAUD/CAD0.876540.865138d+$76.62
26 oct 2022 07:42CompraAUD/CAD0.864420.8758216d+$84.09
10 oct 2022 04:42CompraAUD/CAD0.881000.869596d-$83.06
28 sept 2022 04:24VentaAUD/CAD0.891790.8803619d+$71.79
17 ago 2022 14:54VentaAUD/CAD0.904840.893437d+$83.49
10 ago 2022 12:30CompraAUD/CAD0.891210.902618d+$88.55
22 jul 2022 13:45CompraAUD/CAD0.882170.8935821d+$88.92
15 jun 2022 18:38CompraAUD/CAD0.891490.902932d+$88.30
13 jun 2022 09:56CompraAUD/CAD0.907180.8957810d-$88.66
9 may 2022 11:31CompraAUD/CAD0.915580.9041814d-$88.06
18 abr 2022 02:00VentaAUD/CAD0.943580.932175d+$86.19
8 abr 2022 13:42VentaAUD/CAD0.948230.936823d+$87.00
18 mar 2022 15:34CompraAUD/CAD0.923940.935354d+$90.35
8 mar 2022 07:07VentaAUD/CAD0.944680.933261d+$88.34
4 mar 2022 16:50VentaAUD/CAD0.927790.939191d-$90.01
9 feb 2022 13:26VentaAUD/CAD0.900250.911659d-$96.02
27 ene 2022 13:36CompraAUD/CAD0.908520.8971220d-$89.80
7 ene 2022 13:31VentaAUD/CAD0.919290.9078823d+$72.74
13 dic 2021 19:59CompraAUD/CAD0.901910.9133410d+$89.32
3 dic 2021 13:33CompraAUD/CAD0.915320.9039023d-$89.42
10 nov 2021 01:23VentaAUD/CAD0.928300.9169015d+$80.28
19 oct 2021 13:30CompraAUD/CAD0.911260.9226611d+$92.18
23 sept 2021 08:26VentaAUD/CAD0.932040.9206421d+$75.48
2 sept 2021 06:02VentaAUD/CAD0.920080.9314913d-$99.49
19 ago 2021 07:40CompraAUD/CAD0.923970.9125629d-$89.62
21 jul 2021 05:52VentaAUD/CAD0.939420.928022d+$88.31
18 ene 2021 00:00VentaAUD/CAD0.989760.9775811d+$89.22
21 oct 2020 00:00CompraAUD/CAD0.924860.936261h+$86.80
12 ago 2020 00:00VentaAUD/CAD0.959770.9482321d+$73.11
6 jul 2020 00:00VentaAUD/CAD0.934000.9459733d-$109.99

Rentabilidades mensuales

+$57+$231-$6may 2026junjul

Calculado a partir de datos de mercado publicados después de la fecha de bloqueo de la estrategia.

Año por año

1 ene 2019 – 20 jul 2026

AñoOperacionesP/L netoTasa de acierto
202615+$19.7553%
202515+$379.5867%
202418+$209.3261%
202327+$181.0256%
202221+$369.9962%
20219+$236.2667%
20203+$49.9267%

Drawdown

0.0%-1.0%1 abr 202621 may 202620 jul 2026

Calculado a partir de datos de mercado publicados después de la fecha de bloqueo de la estrategia.(-0.9%)

Operaciones recientes

1 abr 2026 – 20 jul 2026

CierreDirecciónDuraciónPipsP/G
20 jul 2026Compra12d-8.9-$6.35
26 jun 2026Venta11d114+$72.18
14 jun 2026Compra4d114+$81.49
7 jun 2026Venta9d114.5+$77.06
21 may 2026Compra2d114+$82.75
Ver las 7 operaciones
CierreDirecciónDuraciónPipsP/G
19 may 2026Venta12d114+$76.40
6 may 2026Venta28d-114.1-$102.57

Verificación

Versión de la estrategia
v1.0
Fecha de bloqueo
1 abr 2026
Periodo de prueba
1 ene 2019 – 1 abr 2026
Periodo posterior
1 abr 2026 – 20 jul 2026
Símbolo
AUD/CAD
Timeframe
H1
Fuente de datos del bróker
Exness MT5 M1 history (AUDCADm), in the MetaTrader 5 strategy tester, every tick (generated from M1 bars) (Model 0), 0.1 lot on a $10,000 balance
Método de modelado
Reejecución diaria fuera de muestra
Saldo inicial
$10,000
Dimensionamiento de posición
0.1 lot per $10,000
Datos hasta
20 jul 2026
Checksum del archivo
19918f70280ba77a035eb0d2a37cb454b80fbaf7ed65b4f8b16ec980871d49ae

Descargar historial completo (CSV, backtest)Descargar todo el historial de seguimiento (CSV)

Lógica de la estrategia

Cómo opera Windrose

Fades violent RSI extremes on AUD/CAD H1 with one fixed-size position and a symmetric 114-pip stop and target.

01 Mercado

Cuándo opera

AUD/CAD, an uncrowded range-prone cross

The EA watches hourly AUD/CAD bars. Both currencies are commodity-linked, and the pair spends most of its time oscillating in broad ranges rather than trending — the behaviour a reverter needs.

02 Configuración

Qué busca

An RSI extreme made by a violent bar

RSI(13) closing below 25 (oversold) or above 75 (overbought) arms a signal — but only if the closed bar's body is at least twice the average body of the last 14 bars. A drifting market that grinds its way to RSI 25 is ignored; a sharp expansion bar is not.

03 Entrada

Cómo entra

One market order against the move

On the armed signal it buys the oversold extreme or sells the overbought one — one 0.1-lot market order, at most one entry per bar, and never while another position is open.

04 Riesgo

Cómo protege

A fixed 114-pip stop on every trade

Every position carries the same 114-pip stop-loss from the moment it opens. Nothing is added to losers and nothing trails — the stop is where the trade ends if the extreme keeps extending.

05 Salida

Cómo sale

A symmetric 114-pip target

The take-profit sits exactly as far away as the stop. Most recorded trades ended at one line or the other — the strategy's whole payoff is the 60% frequency at which reversion wins the race.

Arquitectura de riesgo

Límite de posiciones
1 position
Dimensionamiento de posición
Fixed 0.1 lot per trade (not balance-scaled)
Método de recuperación
None — no grid, no martingale, no averaging down
Salida de protección
Fixed 114-pip stop-loss attached at entry

Comportamiento del mercado

Rinde mejor en

  • Range-bound or mean-reverting phases where sharp AUD/CAD spikes get faded
  • Volatility bursts inside a broad range — the body filter needs a violent bar to fire

Puede tener dificultades en

  • Sustained one-way trends, where each faded extreme keeps extending into the stop (late 2025 to early 2026 in the record)
  • Long quiet drifts — signals stop coming, and open positions can sit for weeks accruing swap

Configuración publicada

Parámetros y Controles

La configuración exacta utilizada para las pruebas y el seguimiento forward.

Valores de parámetros publicados y qué controla cada uno
ParámetroValor publicadoQué controla
Magic number — Ajustable por el usuarioMagicNumber996892Trade ownership
Slippage — Ajustable por el usuarioSlippage3Max slippage (pips)
Once per bar — Bloqueado para el seguimientoOncePerBartrueEntry throttle
RSI period — Bloqueado para el seguimientoRSI_Period_n213Signal lookback
RSI applied price — Bloqueado para el seguimientoRSI_Price_n20Price source
Lot size — Ajustable por el usuarioLotSize0.1Position size
Buy stop-loss — Bloqueado para el seguimientoSL_Pips_n7114Buy-side stop (pips)
Buy take-profit — Bloqueado para el seguimientoTP_Pips_n7114Buy-side target (pips)
Sell stop-loss — Bloqueado para el seguimientoSL_Pips_n8114Sell-side stop (pips)
Sell take-profit — Bloqueado para el seguimientoTP_Pips_n8114Sell-side target (pips)
Body filter lookback — Bloqueado para el seguimientoRangeSizePeriod_rsfilt14Entry filter
Body filter multiplier — Bloqueado para el seguimientoRangeSizeMult_rsfilt2.0Entry filter
Bloqueado para el seguimientoAjustable por el usuarioSelecciona “Ver todos los parámetros” abajo para ver el rango y la descripción completa de cada uno.
Descargar .setVersión — actualizada el 14 ago 2026

Todos los parámetros publicados

  • Magic numberMagicNumber
    Predeterminado
    996892
    Rango sugerido
    Any unique integer

    Identifies this EA's positions. Change it only to avoid a collision with another EA on the same account.

  • SlippageSlippage
    Predeterminado
    3
    Rango sugerido
    1 or more

    How far the fill may deviate from the requested price before the order is rejected. 3 pips is generous for AUD/CAD; tightening it can skip fills in fast markets.

  • Once per barOncePerBar
    Predeterminado
    true
    Rango sugerido

    Allows at most one entry per H1 bar. The published record was measured with this on; turning it off lets the EA re-enter inside the same bar and changes the strategy.

  • RSI periodRSI_Period_n2
    Predeterminado
    13
    Rango sugerido

    The RSI lookback the 25/75 extremes are measured on. The thresholds are compiled in, so changing the period shifts what counts as an extreme — it is part of the recorded strategy.

  • RSI applied priceRSI_Price_n2
    Predeterminado
    0
    Rango sugerido

    The price series RSI reads: 0 is the close. The record was measured on closes.

  • Lot sizeLotSize
    Predeterminado
    0.1
    Rango sugerido
    Broker min lot or more

    Fixed size for every trade — the EA does not scale it to your balance. The record is 0.1 lot per $10,000; keep that ratio (0.05 on $5,000, 0.01 on $1,000).

  • Buy stop-lossSL_Pips_n7
    Predeterminado
    114
    Rango sugerido

    Stop distance on buys. Symmetric with the target by design — widening it changes the win-rate/payoff balance the record was measured at.

  • Buy take-profitTP_Pips_n7
    Predeterminado
    114
    Rango sugerido

    Target distance on buys, the same 114 pips as the stop. The published 60% win rate only means anything against this symmetric payoff.

  • Sell stop-lossSL_Pips_n8
    Predeterminado
    114
    Rango sugerido

    Stop distance on sells — same value and same role as the buy side.

  • Sell take-profitTP_Pips_n8
    Predeterminado
    114
    Rango sugerido

    Target distance on sells — symmetric with the sell stop.

  • Body filter lookbackRangeSizePeriod_rsfilt
    Predeterminado
    14
    Rango sugerido

    How many recent bars the average candle body is taken over. The entry filter compares the signal bar against this average.

  • Body filter multiplierRangeSizeMult_rsfilt
    Predeterminado
    2.0
    Rango sugerido

    The signal bar's body must be at least this many times the average body to trade. At 2.0 the EA only fades moves that are genuinely violent; lowering it trades more and fades weaker moves.

  • Max positionsMaxPositions_n5
    Predeterminado
    1
    Rango sugerido

    Hard cap of one open position. This is what keeps the EA out of grid/averaging territory — raising it changes the risk profile entirely.

Entorno de ejecución

Requisitos y Compatibilidad

La plataforma, las condiciones del bróker y la configuración de cuenta necesarias para ejecutar la configuración publicada.

Requisitos de plataforma, cuenta y bróker
RequisitoEspecificación
PlataformaMetaTrader 5
GráficoAUD/CAD · H1
Capital inicial sugerido$10,000 — el saldo sobre el que se midió este registro publicado
Tamaño recomendado0.1 lote por $10,000
Mayor drawdown de capital medido4.9% de $10,000 — unos $486
Apalancamiento1:100 or higher
Account modeHedging or netting — the EA holds at most one position
SymbolAUD/CAD (attach to the H1 chart of your broker's AUD/CAD symbol)
Server clockNo GMT offset input — there is no session or time filter, so server time does not change what it does
Spread protectionNone built in — it fires on bar close; a wide-spread broker pays for it on every fill
WebRequestAllow https://mt5depot.com in Tools → Options → Expert Advisors (license check; the tester runs without it)
VPSRecommended — signals are on bar close, but stops and targets need the terminal running to modify nothing; they live on the server once set

Comprobación de compatibilidad

  • Attach to AUD/CAD H1, load windrose.set in the Inputs tab
  • Allow WebRequest for https://mt5depot.com
  • Enable Algo Trading
  • Keep LotSize at 0.1 per $10,000 of balance

Confirma cada punto antes de comparar tus resultados con el registro publicado.

Entorno de prueba

  • Exness MT5 M1 history (AUDCADm), in the MetaTrader 5 strategy tester, every tick (generated from M1 bars) (Model 0), 0.1 lot on a $10,000 balance
  • Swap is taken from the broker's history per leg; the per-deal values are in the published trade ledger.
  • 1 ene 2019 – 1 abr 2026 · 101 operaciones cerradas
  • 0.1 lot per $10,000

Instalación

Empieza en tres pasos

Instala Windrose en MetaTrader 5 con la configuración publicada.

  1. Paso 01 — Descarga los archivos

    Obtén el archivo del EA y el preset publicado que se usó en las pruebas y el seguimiento forward.

    • .ex5
    • .set
    • .pdf
    • Preset incluido
  2. Paso 02 — Adjúntalo al gráfico correcto

    Abre AUD/CAD en H1 en MetaTrader 5 y adjunta Windrose a un único gráfico.

    • AUD/CAD
    • H1
    • Solo un gráfico
  3. Paso 03 — Carga los ajustes publicados

    Importa el preset y mantén sin cambios la configuración auditada.

    • Cargar .set
    • WebRequest

Antes de ejecutarlo

  • MetaTrader 5 instalado
  • AUD/CAD disponible en Market Watch
  • Gráfico H1 seleccionado
  • Algo Trading activado
  • https://mt5depot.com permitido para WebRequest
  • Valores publicados sin modificar

Cumplir estas condiciones ayuda a reproducir el historial publicado.

Archivos incluidos

  • EA file windrose.ex5 The compiled, licensed Expert Advisor.
  • Preset windrose.set The shipped input values — load it in the Inputs tab before running.
  • Manual mt5depot-ea-manual-en.pdf Installation instructions, the same document for every EA.

Usa primero el preset, antes de hacer cambios propios.

Condiciones de medición

Cómo se midió este registro

Todos los brokers →
Ejecución de órdenes
El probador de estrategias ejecuta al precio solicitado: el deslizamiento, las recotizaciones y las órdenes rechazadas no se simulan. La ejecución en una cuenta real cambiará el resultado.
Informe del probador
Abrir el informe original — el archivo que MetaTrader 5 escribió al final de la ejecución (solo en inglés)

La compilación distribuida solo comprueba que la cuenta de trading esté vinculada a mt5depot como cuenta IB. Cualquiera de estos brókers sirve:

Preguntas frecuentes

Is there any martingale, grid, or averaging down?
No. The EA holds at most one position, always 0.1 lot, with a fixed stop attached at entry. It never adds to a loser and never scales size after wins or losses. MaxPositions is capped at 1 in the build.
How was the published record measured?
In the MetaTrader 5 strategy tester on Exness AUD/CAD M1 history, every tick generated from M1 bars (Model 0), from January 2019 to August 2026, 0.1 lot on a $10,000 balance — 108 trades, profit factor 1.38, max balance drawdown 4.51%. The exact binary, preset and full trade ledger behind those numbers are the ones shipped on this page.
Are swap costs included in the numbers?
Yes. Positions regularly stay open for days to weeks, and the record's per-deal swap totals -$521 across the 108 trades — it is inside the published profit figures, not on top of them. One 3.5-month trade closed at -$148 against a nominal -$91 stop because of accumulated swap.
Why did the record lose money from late 2025 to early 2026?
AUD/CAD spent those months in a persistent one-way climb, and a reverter keeps selling extremes that keep extending. Six months of that cost about 5 points of equity from the August 2025 peak. That losing shape is structural for this strategy, not a defect that was patched afterwards — expect it again in strong trends.
How often does it trade?
About 1.2 trades a month on average — 108 trades in 7.6 years. The body-expansion filter rejects most RSI extremes; whole months can pass without a signal, and that is normal operation, not a broken install.