BacktestingMax

THE free backtesting platform.

[BacktestingMax @BacktestingMax]

Say hello to smarter trading! 🚀 Introducing BacktestingMax – the ONLY FREE backtesting platform for Forex, crypto, & stocks. Test your strategies with historical data. Join the revolution today: https://t.co/O0vkHSaGJ1 #BacktestingMax #Trading #backtesting #Crypto #forex

[BacktestingMax @BacktestingMax]

Does the inverse fair value gap make money? We backtested 480 versions on 5 markets (2024–25, costs incl.): 377 lost.

Best balance: 15-min, 9:30–11 New York, enter on the close, stop past the swing, 2x target: +52% Nasdaq, +24% S&P 500 (backtest).

#backtestingmax $QQQ

[BacktestingMax @BacktestingMax]

A red day was not more likely after 5 or more green days in a row on the Nasdaq 100. From 2013 to 2025, the next day still closed higher 58% of the time (195 days), compared with 56% on other days. Green day = a close above the day before (16:00 New York).

#backtestingmax $QQQ

[BacktestingMax @BacktestingMax]

From 2023 to 2025, the Nasdaq 100 stayed within 1% of its opening price on 54% of trading days (9:30–16:00 New York time). On the other 46%, it moved at least 1% above or below the open at some point in the day.

#backtestingmax $QQQ

[BacktestingMax @BacktestingMax]

@edgebrake Agreed. The best of the 24 led for 32 trading days in a row in spring 2025, during the stock drop, and still finished behind holding. It made 569 trades in 2 years, and each one paid costs. Holding was one buy and one sell.

[BacktestingMax @BacktestingMax]

Can day trading beat just holding the S&P 500?

We gave $10,000 to each of 24 day-trading strategies and $10,000 to holding (2024–25 backtest, with costs):
Holding: $14,350
Best strategy: $13,540

The best one was ahead on only 52 of 502 days. So no: holding won.

#backtestingmax

[BacktestingMax @BacktestingMax]

Does Bitcoin really dump at 10 am New York time? No.

700 US stock market days, Jan 2024 to Oct 2026:
From 10 to 11 am, $BTC fell on 348 days and rose on 352.
In every hour of the day, it fell on 45% to 53% of the days.

#backtestingmax

[BacktestingMax @BacktestingMax]

EUR/USD made its high or low of the day between 8:00 and 11:00 New York time on 47% of days (2023–2025). Between 8:00 and 11:00 London time: 25%, about the same as an average 3 hours of the day (24%). GBP/USD: 45% and 24%.

#backtestingmax $EURUSD

[BacktestingMax @BacktestingMax]

Stop day trading at 10:30 a.m. New York time? In 51 of our 75 backtests (5 strategies, 5 markets, 2024–25, costs incl.), trades after 10:30 lost money.

Bollinger Bands on the S&P 500, $10,000: stop at 10:30 → $11,414. All day → $4,241 (backtest).

#backtestingmax $SPY

[BacktestingMax @BacktestingMax]

We used 1 pip of trading costs per EUR/USD trade. With a 5-pip stop-loss and a 5-pip take-profit, a win makes 4 pips and a loss loses 6. So 60% of trades must win to break even. With 10 pips each, you need 55%. With 50 pips each, you need 51%.

#backtestingmax $EURUSD

[BacktestingMax @BacktestingMax]

A day-trading strategy lost 11 trades in a row, then made 44% in two years (backtest: Nasdaq 9/21 EMA cross, 1% risk a trade, costs incl.).

We ran 120 day-trading backtests, 8 strategies on 5 markets. All lost 6+ in a row, even the 31 that made money.

#backtestingmax $QQQ

[BacktestingMax @BacktestingMax]

After the S&P 500 fell 1% or more, the DAX opened below its previous close the next morning 63% of the time, compared with 42% on other mornings.

From its open to its close on those 323 days, the DAX rose on half and fell on the other half. 2014–2025.

#backtestingmax $SPY

[BacktestingMax @BacktestingMax]

Moving your stop-loss to breakeven (your entry price) too early costs you money.

120 backtests: 8 strategies, 5 markets, 3 exits.
On the 31 backtests that made money:
Breakeven at +0.5R (half your risk): 31% less profit
At +1R: 6% less
At +1.5R: 5% more

#backtestingmax

[BacktestingMax @BacktestingMax]

The S&P 500 broke both sides of its 15-minute opening range on 64% of days (2023–2025): it went above the range high and below the range low. The Nasdaq 100 broke both sides on 54% of days.

Opening range: the high and low from 9:30 to 9:45 New York time.

#backtestingmax $SPY

[BacktestingMax @BacktestingMax]

How much should you risk per trade?

We backtested 456 RSI trades on the S&P 500 at two risk sizes (2024–25, after costs):
10% per trade: $10,000 → $68,742 → $38
1% per trade: $10,000 → $11,304

26 backtests made money at 1% risk. At 10%, 21 of them lost.

#backtestingmax

[BacktestingMax @BacktestingMax]

Does the S&P 500 rise more during the trading day or overnight?

Every day, 2013–2025, New York time:
Trading day (9:30–4 pm): +2,075 points
Overnight (4 pm–9:30): +3,349 points

Overnight did better in 8 of 13 years.

#backtestingmax $SPY

[BacktestingMax @BacktestingMax]

A bullish engulfing candle (a green body that covers the red body before it) did not make gold rise more often.

On the daily chart (2010–2025), gold closed higher 3 trading days later 53% of the time after the pattern, and 53% after all other days.

#backtestingmax $XAUUSD

[BacktestingMax @BacktestingMax]

Is the 9 EMA with VWAP all you need to day trade?

We backtested 4 ways to trade them, each with 4 exits, on 4 markets, 2024–2025.
After costs, 6 of 64 versions made money.
VWAP alone, no EMA: 3 of 16 made money.
Gold: 15 of 16 made money before costs, 1 after.

#backtestingmax

[BacktestingMax @BacktestingMax]

The Nasdaq 100 made its weekly low on Monday in 36% of weeks, more often than on any other day. It made its weekly high on Friday in 38% of weeks. If every day were equal, each would be 20%.

555 full weeks, 2013–2025, New York trading hours (9:30–16:00).

#backtestingmax $QQQ

[BacktestingMax @BacktestingMax]

Do you make more money trading gold on the 1-minute chart, or the 4-hour?

We backtested one EMA strategy on 7 timeframes, 2023–2025, with costs.
1-minute: the account was gone in 7 trading days.
4-hour: +19%.

Costs were a third of a typical 1-minute stop-loss.

#backtestingmax

[BacktestingMax @BacktestingMax]

Prop firm challenge: you pass at +10% and fail at -10%. A winning strategy: 40% of trades win, and wins pay 2x the risk. By the math, at 1% risk per trade it fails 13% of challenges. At 2% risk, it fails 28%.

But at 1%, passing takes about 3x as many trades.

#backtestingmax