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How StratGeeks tests

We build rules. We don’t train models.

Our strategies are built around market structure, volatility and defined price behaviour — then tested against real historical market data to see how those rules behave across different market conditions.

Methodology·Defined rules·Real market data

Section 01

Why we don’t use machine learning

We want the strategy to be understandable.

Machine learning can be useful for certain applications, but it introduces another layer between the trader and the strategy. A model can learn from data and change its behaviour as that data changes. That can make it harder to understand exactly why the system is behaving differently from one period to the next.

That is not how we want StratGeeks systems to work. Our strategies are built from defined rules and measurable market conditions. You should be able to understand what the system is looking for, why it takes a trade, and which parameters control its behaviour.

No hidden model making decisions behind the scenes.

Section 02

We respond to the market

The distinction

We don’t train our strategies to predict the market.We build them to respond to it.

Our strategies are built around observable characteristics of the market:

  • Market structure
  • Volatility
  • Momentum
  • Mean reversion
  • Opening ranges
  • Swing behaviour

The market doesn’t behave exactly the same way every day. Volatility expands and contracts. Price moves between trends and ranges. Market structure develops and changes.

Our systems are designed to respond to those conditions rather than constantly changing the underlying strategy itself.

The rules stay defined. The market determines how those rules behave.

Section 03

What backtesting actually tells us

Backtesting isn’t a crystal ball.

Backtesting isn’t there to prove that tomorrow will look exactly like yesterday. It is there to answer a much simpler question:

What happened when we applied these rules to real market data?

We use historical testing to evaluate how a defined strategy behaved over different periods of actual market movement. That lets us examine things like:

  • Entries
  • Exits
  • Stops
  • Targets
  • Position sizing
  • Trade frequency
  • Drawdown
  • Profitability
  • Behaviour as volatility and structure change

The purpose isn’t to create an impressive-looking number. The purpose is to understand the behaviour of the system.

Daily net profit How results were spread out

Tells you whether a result came from steady days or a handful of outliers — and how big the bad days were. A curve on its own hides both.

Cumulative net profit How they accumulated

Read the flat stretches and the dips, not just the end point. How long a system spent going nowhere matters as much as where it finished.

Performance summary The numbers behind both charts

Trade count, drawdown, commission, average win against average loss. This is where a chart that looks good either holds up or does not.

Drag a capture sideways to read it in full.

ORS: Fusion V2.7MNQ 09-26NinjaTrader Strategy Analyzer21 Apr – 20 Jul 2026

Shown as examples of what each output type tells you — the point here is how to read them, not how this particular test performed.

Hypothetical / simulated performanceHypothetical results have inherent limitations and do not represent actual trading results. Past performance does not guarantee future results. Full Risk Disclosure →

Section 04

Real data. Defined rules.

The same four steps behind every StratGeeks system.

01

Define the rules

We start with specific conditions that determine when the strategy can enter, manage and exit a trade.

02

Test real market behaviour

Those rules are applied to historical market data so we can see how they actually behaved.

03

Study the behaviour

We look beyond the final profit number. We examine trades, drawdown, volatility, frequency, and how the strategy behaves under different market conditions.

04

Take the same rules forward

Once we have a configuration we are comfortable with, the objective is to run that same defined system in the live market.

Section 05

Why this matters

Fully automated doesn’t have to mean fully mysterious.

Automation should remove the need to manually execute every decision. It shouldn’t remove your ability to understand the system.

That is why we build StratGeeks strategies around defined rules. You don’t have to wonder whether a model quietly changed overnight. You don’t have to guess what the system is looking for.

You can understand the rules, configure the parameters, test the behaviour, and then let the system execute them.

Technology

NinjaTrader

StratGeeks strategies run through the NinjaTrader platform.

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