Tjr core model: 4 Backtests
Data last updated
0 of 4 strategies finished ahead of the benchmark on the raw number, and 0 had an unadjusted p-value under 0.05. None cleared the correction for trying 1,774 tests in total (a q-value below 0.10), so no result here is a confirmed edge. Scored 2026-10-31, using data up to 2025-03-15.
Strategies here tested on crypto. See the full family index, the full method and every result, or download the raw registry (JSON).
Results
| Rule | Market | Vs benchmark | Sample | p-value | Corrected q | Receipt |
|---|---|---|---|---|---|---|
| Core TJR model, step 3: after sweep + BOS, enter the first rejection of the 50% equilibrium of the displacement leg (crypto 1h) receipt Source: c1031/tjr | crypto | −92.4 pts/yr | 1,515 trades | 1.000 | 1.000 | On-site receipt |
| Core TJR model, step 1-2: swing-high sweep confirmed by a break of structure, target the prior liquidity draw (crypto 1h) receipt Source: c1031/tjr | crypto | −99.0 pts/yr | 2,046 trades | 1.000 | 1.000 | On-site receipt |
| Core TJR model, iFVG confirmation: sweep of a swing high, then a close through the outer edge of the bullish FVG stack (crypto 1h) receipt Source: c1031/tjr | crypto | −118.3 pts/yr | 5,009 trades | 1.000 | 1.000 | On-site receipt |
| HTF-bias-gated sweep: fade a swept 1h swing extreme only in the direction of the 4H structure, target the 4H swing (crypto 1h) receipt Source: c1031/tjr | crypto | −124.0 pts/yr | 7,670 trades | 1.000 | 1.000 | On-site receipt |
- Core TJR model, step 3: after sweep + BOS, enter the first rejection of the 50% equilibrium of the displacement leg (crypto 1h)
crypto · −92.4 pts/yr · 1,515 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Core TJR model, step 1-2: swing-high sweep confirmed by a break of structure, target the prior liquidity draw (crypto 1h)
crypto · −99.0 pts/yr · 2,046 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- Core TJR model, iFVG confirmation: sweep of a swing high, then a close through the outer edge of the bullish FVG stack (crypto 1h)
crypto · −118.3 pts/yr · 5,009 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
- HTF-bias-gated sweep: fade a swept 1h swing extreme only in the direction of the 4H structure, target the 4H swing (crypto 1h)
crypto · −124.0 pts/yr · 7,670 trades · corrected q 1.000
Source, p-value and result file
- Source
- c1031/tjr
- p-value
- 1.000
- Corrected q
- 1.000
- Receipt
- On-site receipt
How to read these results
"Vs benchmark" is the strategy's annualized return minus an equal-weight benchmark, rebalanced daily, on the same assets and days. Strategies are charged trading costs; the benchmark pays none. Ahead is not a confirmed edge: the p-value is the unadjusted chance of a gap this large by luck, and the corrected q allows for how many strategies were tried, because testing hundreds of ideas throws up lucky winners. Every strategy saw only data up to the same cutoff date. The receipt is the frozen result file for that rule.
"Sample" is trades for rules that enter and exit a position, and rebalances for portfolio rules. A rebalance is a scheduled date on which a portfolio rule re-ranks and held at least one position. It is the sample size for portfolio rules. A holdings change is a rebalance where what the portfolio held, or its weights, differed from the previous one. Only these cost money to trade. The two are different counts and are never swapped. Definitions.