Our trades
Trades made with Edge Filter on, using our own money. Follow our account, the setups we’re watching, and the results along the way.
Actual account results · on
Return this month
Advanced statistics
We built advanced simulation machinery to rigorously replay this exact strategy over the past 20 years and measure how it would have performed.
We trade what the screener finds
Our own money, fixed rules, no hand-picking.
We trade the setups our screener ranks. It buys breakouts, and only sells short while the S&P 500 is below its 200-day average. Every night the screener drops the breakout patterns without a real record behind them, so what is left is what gets traded.
The same rules on every trade
Each trade risks 0.65% of the account, with a stop at the last swing low.
The buy order waits at the breakout line. If price jumps over the line overnight we buy at the open, and skip it if the jump is more than 5%. Once a trade reaches its target, the stop is cancelled and we hold until it closes below its 10-day average.
20 years, replayed
26.4% a year in a provisional simulation, against 11.4% for the S&P 500.
54% of 1,998 backtested trades won, and the average win was 1.51× the average loss, from 2006 to 2026 with modeled trading costs. This is a historical simulation, not live results, and not a promise of future returns. Its deepest drop along the way was 26.7%. Every trade in it started as a setup on the screener.