Testing Standard v2: A Claimed Indicator Tested

A trader messaged Tickfloor about an indicator they said made about A$260,000 net in one month trading one Nasdaq-100 futures contract. Tickfloor rebuilt the kind of indicator described as 24 fixed versions, wrote the rules and pass bar down first, and tested them on an 18-month holdout that other Tickfloor research had already looked at. That produced 0 valid primary confirmations: the main test was voided for the 12 regular-hours versions and could not run for the 12 near-24-hour versions. A conditional complete-sessions table gives 12 descriptive rows, all losing money, which are not confirmations. The original claim could not be reproduced, so it is unverified. That does not make it false.

Reaching A$260,000 (about US$187,000) takes roughly 9,366 net NQ points, an average of 18.7 points over 500 trades. The best of the 24 rebuilds made 627.3 points in the month of the claim, 6.7% of that, on an unregistered schedule and as an exploratory figure. A flawed backtest can reach a number this size through lookahead or prices read off a finished chart; that shows how, not that the original test did.

Tickfloor then built and tested its own intraday indicator under the same rules. The registered outcome was underpowered, descriptive only: a two-year forward test can reliably detect only 7.6 to 8.9 points a day against a target of +5, so the result is also unverified.

The page sets out Tickfloor's Testing Standard v2: five outcome labels (invalid, insufficient, not confirmed, edge excluded, confirmed) and a before-and-after checklist for judging any strategy claim, plus the limits of this research.

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