No traders, no testimonials, no invented track records — just every simple seasonality rule this data can express, run over the full history, charged a realistic spread, and tested on data it had never seen.
That funnel is the honest headline. Roughly 96% of these rules do not survive contact with a spread and a held-out sample. A leaderboard that showed you only the winners would be lying by omission — so this one shows you the denominator first.
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How every row was produced
Bars
Dukascopy H1, the same history the dashboard reads. Market-closed bars (zero range) are excluded.
The trade
Enter at the hour's open, exit at its close, every time that bucket occurs. No stops, no targets, no compounding — the rule alone.
Costs
A round-trip spread is deducted from every trade, sized per symbol at typical retail (EUR/USD 1.0 pip, GBP/JPY 2.0, Gold 3.0, US30 2.0 pts, BTC 20). Not best-case institutional pricing.
Out-of-sample
The last 30% of each symbol's history is held back. A rule only ranks here if it stayed profitable on the part it was never fitted to.
Minimums
n ≥ 300 trades, and instruments with under 10 years of history are ranked below those with more — "6 of 7 years positive" is a far easier bar than "18 of 23".
Ranking
Survived out-of-sample first, then share of calendar years in profit, then expectancy measured in multiples of that symbol's own spread.
What this is not. A backtest is a measurement of the past under assumptions, not a forecast and not an offer. Real fills slip, real spreads widen exactly when these edges cluster, and a rule chosen from thousands of candidates will always flatter itself somewhat — that is why the out-of-sample column exists, and why it is the first thing sorted on. Nothing here is financial advice. Read what the data can't do before you act on any of it.