Aller Uja / Profil

What a robot does after a loss, in a bad week and after a good run decides more about how it feels to own than any single figure on its page. Bitcoin Interval does the same thing in all three: it follows the rules it started with.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream. When a window closes, it asks how far price travelled against recent volatility, whether the move held inside the window, and whether the daily trend agrees. Only when all three agree does it enter, at the market. The stop goes out with the entry and the position carries a hard time limit, so every trade has a known worst case and a known end.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 47.1% of trades closed in profit. Every calendar year in the window is positive, including the thin ones: 2025 returned +9.0% at a profit factor of 1.17.

🔍 Three moments you will live through, and what it does in each. All of it is in the listing's "What it does not do" block.

After a loss, it does not try to win it back. No martingale, no grid, no averaging down, no recovery mode, and no holding a losing position open to avoid booking the loss. The next trade is sized by the same risk setting as the last one.

In a bad week, it stops opening, not managing. Daily and weekly loss latches block new entries only. Every open position keeps its broker-side stop, which is verified on every pass and repaired if it goes missing. If it cannot be repaired, the position is closed at market.

After a good run, it does not stop because the account is up. There is no profit cap. The next window is judged by the same three questions as the last one.

⚠️ The honest part. The latches cap what a bad week costs, they do not make it a good week. And every broker other than our test sources is untested: on the four other brokers we measured, the profit factor ran 1.44 to 1.51 and the return landed 12 to 34 percent below the reference feed. Run the free demo on your own broker's data first.

📈 The same rules run at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account shared with other products from the line, so its curve belongs to all of them together: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Bitcoin Interval's first month on your account will be about five trades. Five trades tell you almost nothing about a robot, and it is better to know what they can look like before they happen than after.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream. When a window closes, it asks how far price travelled against recent volatility, whether the move held inside the window, and whether the daily trend agrees. Only when all three agree does it enter, at the market. The stop goes out with the entry and the position carries a hard time limit, so every trade has a known worst case and a known end. No martingale, no grid, no averaging down.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 47.1% of trades closed in profit. Every calendar year in the window is positive, including the thin ones: 2025 returned +9.0% at a profit factor of 1.17.

🔍 What five trades can look like. Fewer than half of its trades are profitable, by design: the winners are bigger than the losers. Take the test's own 47.1% and count the winners in five trades. Out of 100 first months, about 4 would have no winning trade at all, 18 exactly one, 33 two, 29 three, 13 four and 2 all five. So about 23 first months in 100 show one winner or none. Nothing is broken in those months. That is simply what 47 in 100 looks like over five tries.

That is why the listing says to judge it by the profit factor and the payoff ratio, not the win rate, and why it reports the result by calendar year. A month is the wrong unit for a robot that trades sixty times a year.

⚠️ The honest part. Those odds treat every trade as independent. Real trades cluster, so a first month can be worse than this. And every broker other than our test sources is untested: on the four other brokers we measured, the profit factor ran 1.44 to 1.51 and the return landed 12 to 34 percent below the reference feed. Run the free demo on your own broker's data first.

📈 The same rules run at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account shared with other products from the line, so its curve belongs to all of them together: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Bitcoin Interval before the first trade: what it needs from your account, and what it does when something is missing. The answer to the second question is always the same. It says so on the panel and does not trade around it, so a wrong setup costs you a warning, not a position.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream. When a window closes, it asks how far price travelled against recent volatility, whether the move held inside the window, and whether the daily trend agrees. Only when all three agree does it enter, at the market. The stop goes out with the entry and the position carries a hard time limit. No martingale, no grid, no averaging down.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 397 trades, 47.1% of them closed in profit.

🔧 Five things to check before you attach it.

1. Account. Hedging, leverage 1:100 or higher. Every published figure was measured on one. On a netting account it still runs, but the two modules take turns: a new position opens only while the symbol is flat, so nothing ever merges.
2. Symbol. A broker offering Bitcoin against the dollar. The symbol name and its suffix are inputs. If the symbol is not found, the EA starts, warns on the panel and does not trade. It never quietly trades the chart symbol instead.
3. Chart. Attach it to any single chart. That chart's symbol and timeframe are both ignored.
4. Account size. From 500 USD. The minimum position is 0.01 BTC and cannot be divided, so on a smaller account the calculated size rounds up to that minimum and the real risk per trade is above your setting. The EA takes the trade anyway and reports it.
5. Tester. One-minute bars and the tick model agree. Open prices only is not supported.

⚠️ The honest part. Every broker other than our test sources is untested, and crypto spreads vary far more between brokers than currency spreads. On the four other brokers we did measure, the profit factor ran 1.44 to 1.51 and the return landed 12 to 34 percent below the reference feed. Run the free demo on your own broker's data. That result, not the product page, is what your account would have seen.

📈 The same rules run at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account shared with other products from the line, so its curve belongs to all of them together: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Bitcoin Interval already knows its holiday dates. From 20 December to 3 January it opens no new trades, and it ships that way.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream. When a window closes, it asks how far price travelled against recent volatility, whether the move held inside the window, and whether the daily trend agrees. Only when all three agree does it enter, at the market. The stop goes out with the entry and the position carries a hard time limit. No martingale, no grid, no averaging down.

🗓️ The year-end pause. Around the turn of the year liquidity thins out and spreads widen, so a move in those days does not carry the same information as the same move in March. The pause is on by default, from 20 December until 3 January, both days included. It blocks new entries only. A position that is already open keeps its stop, its exits and its time limit, and the stop is still checked and repaired. Nothing is left unattended over the holidays. Both dates are inputs, so you can move them or switch the pause off.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade, measured with the pause on as it ships: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 397 trades, 47.1% of them closed in profit. Every calendar year in the window is positive, the thin ones included: 2025 returned +9.0% at a profit factor of 1.17.

⚠️ Switch the pause off and the robot trades days that no published figure includes. That is your call to make, but make it knowing the numbers above do not describe it. The usual cost row stands too: on four more brokers the profit factor ran 1.44 to 1.51 and the return landed 12 to 34 percent below the reference feed. Any other broker is untested, so run the free demo on your own broker's data first. Every figure here is a measurement of fixed rules on prices that already happened, not a promise.

📈 The same rules run at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account shared with other products from the line, so its curve belongs to all of them together: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Bitcoin was far cheaper when Bitcoin Interval's test window opened in January 2020 than it is today. A rule written in points would have meant one thing then and something quite different now. That is why this robot never counts points.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream. When a window closes, each module asks three questions in order. How far did price travel across the window, measured against recent volatility rather than a fixed number of points. Did that move hold inside the window, or was it given back before the window ended. Does the daily trend point the same way. Only when all three agree does it enter, at the market, on the bar after the window closes. The stop goes out with the entry and every position carries a hard time limit. No martingale, no grid, no averaging down.

📐 Why volatility and not points. The same move in points can be a real breakout in a quiet week and ordinary noise in a busy one. Measuring each window against the movement around it lets one fixed set of rules read 2020 and 2026 with the same yardstick, without anyone retuning a threshold as the price climbed. The stops are set the same way, so a trade's distance scales with the market it is in.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 397 trades, 47.1% of them closed in profit. Every calendar year in the window is positive, the thin ones included: 2025 returned +9.0% at a profit factor of 1.17.

⚠️ The same design has a cost. Because the stops come from volatility, a wider spread changes which setups clear the cost gate, so another broker gives a different list of trades. On four more brokers, each compared on the window both feeds actually cover, the profit factor ran 1.44 to 1.51 and the return landed 12 to 34 percent below the reference feed. Any other broker is untested. Run the free demo on your own broker's data before relying on any figure here. Every figure in this post is a measurement of fixed rules on prices that already happened, not a promise.

📈 The same rules run at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account shared with other products from the line, so its curve belongs to all of them together: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Bitcoin Interval can start on a 100 USD account. Most robots would print that as a selling point and stop. Here is what it actually does to the ride, measured, and why we still recommend 500.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year. It reads calendar windows rather than the tick stream: each module measures the price move across its window, requires that the move held inside the window, requires the daily trend to agree, and trades the continuation after the window closes. A hard broker-side stop on every position and a time limit in hours. No martingale, no grid, no averaging down.

📊 Strategy Tester, 2020 to 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year at a 16.77% worst equity drawdown, profit factor 1.50, 397 trades, 47.1% of them closed in profit.

🪙 From 100 USD. The same file was measured from a 100 USD start across twelve windows on two broker feeds, and every single run ended in profit. The full window turned 100 into 943. Starting at the November 2021 top it still made +601%, and the 2022 bear year on its own still closed positive.

⚠️ The price of starting small. The minimum position is 0.01 BTC and it cannot be divided. On a small account at current Bitcoin prices the size the EA calculates rounds up to that minimum, so the real risk on each trade is larger than the setting says. The EA takes the trade anyway and reports it, it does not skip it quietly. That is why the equity drawdowns from 100 USD ran 23-41%, against 16.77% at the reference. Same rules, same trades, a much wilder ride. From about 500 USD the EA behaves exactly as designed, which is why the page says 500 or more.

So the honest answer to "can I start with 100" is yes, if you can sit through a drawdown of up to two fifths of the account. If you cannot, start at 500 or wait. Every one of these figures is a Strategy Tester measurement of fixed rules on prices that already happened. Run the free demo on your own broker's data before relying on any of them.

📈 Live at factory defaults on the TechnoTrader EA Showcase, a 500 EUR account it shares with two other products, so the curve belongs to the three together. Its own BTCUSD row this morning: 10 deals in 10 weeks, +6 USD. At sixty trades a year that is far too few to judge anything, and we would rather say so than let a small number look like a result: https://www.mql5.com/en/signals/2387565

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Index Cadence has been measured on five brokers' data. Yours would be the sixth, and the free demo lets you run that test yourself before you pay anything. Here is how, and what to compare the result against.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it draws a band from how far this market normally travels by each time of day. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36.

🔧 Your own test, in five steps.

1. Download the free demo from the product page. It runs in the MetaTrader 5 Strategy Tester, on your broker's own price history.
2. Symbol: your broker's US tech index CFD, timeframe M15. Model: 1 minute OHLC. Real ticks give nearly the same result, Open prices only is not supported.
3. Account: 3000 USD, leverage 1:100, hedging, default inputs. If your broker charges a round-trip commission on the index, enter it in the commission input so the cost gate can see it.
4. Window: January 2020 to June 2026, then check where your broker's history really starts. Compare on the window your feed actually covers, not on the date range printed at the top of the report.
5. Read three numbers: profit factor, worst equity drawdown and win rate. The profit factor and the average win against the average loss are the ones to judge by, and both are in the report.

🔎 What to compare against. Across the five brokers measured so far, the result runs from 9.9% worse to 5.9% better than the primary feed, profit factor 1.34 to 1.42, win rate 42.3% to 44.2%.

⚠️ The honest part. Five is not the market. A sixth broker can sit outside that range, and a broker whose spread widens sharply at the US open would hurt more than any of these did. That is exactly why the test is worth ten minutes: that result, not the product page, is what your account would have seen.

💬 If you run it on a broker we have not tested, post the broker, the window, the model and those three numbers in the product's Comments tab. Every shared test makes the picture more honest for the next buyer.

📈 The same file at factory defaults on a real account, the TechnoTrader EA Showcase: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Index Cadence before the first trade: what it needs from your account, and what it does when something is missing. The answer to the second question is the same every time. It says so loudly and does not trade around it, so a wrong setup costs you a journal line, not a position.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it draws a band from how far this market normally travels by each time of day. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36.

🔧 Six things to check before you attach it.

1. Account. Hedging, leverage 1:100 or higher. A netting account is refused loudly at start, and every published figure was measured at 1:100.
2. Symbol. A broker offering a US tech index CFD. The EA resolves the common names itself and a suffix input covers the rest. A missing symbol is reported loudly. It will never quietly trade the chart symbol instead.
3. Timeframe. It trades on 15-minute bars, the only timeframe it was measured on. Attach it to any single chart: that chart's symbol and timeframe are both ignored.
4. Tester. 1 minute OHLC is a valid model and real ticks give nearly the same result. Open prices only is not supported.
5. Commission. If your broker charges a round-trip commission, enter it in the commission input so the cost gate can see it. Otherwise the gate admits trades whose stop is too small to be worth taking.
6. Clock. Out of the box it is set for GMT+2 and GMT+3 servers and corrects itself when the US and European clock changes disagree, which is the coming week: Europe changes this Sunday, the US a week later. At startup it prints the session anchor, the entry cut-off and the flat time into the journal, so you can read the times it will use before it uses them.

⚠️ The honest part. Every broker other than our test source is untested. "It gives different numbers at my broker" is expected behaviour, not a defect. Run the free demo on your own broker's data. That result, not the product page, is what your account would have seen.

📈 The same file runs at factory defaults on a real account, the TechnoTrader EA Showcase: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Index Cadence out of the box: three optional blocks ship switched off and one ships switched on. The rule behind each default is simple. Anything the tester cannot measure, or anything that changes your risk, waits for you to turn it on, so the robot you attach is the robot the figures describe.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it draws a band from how far this market normally travels by each time of day. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36.

🔧 The four switches.

1. Prop-firm rule protection, OFF. It tracks static and daily drawdown and flattens well before the limit, and it forces risk down to 0.40% a trade. That number is measured: starting a simulated challenge (10 percent target, 10 percent static and 5 percent daily limit) on every trading day of an out-of-sample window, 25.3% of attempts breached a rule at 1.00% and 0.7% did at 0.40%. The cost is 17.4% a year at a 6.8% drawdown. It is off by default because it changes the risk, and with it every figure above.
2. News filter, OFF. It pauses new entries around high-impact releases in the instrument's own currency. The MetaTrader tester has no economic calendar (the call returns error 4014), so it cannot be backtested by us or by you. Every figure was measured with it off.
3. Trade randomisation, OFF. It shifts each lot by a few percent either way, so your entries are not identical to other accounts running the same system, which is what firms check for. Measured on two seeds: one run 1.5% below the unrandomised result, the other 1.1% above, drawdown and profit factor unchanged.
4. Year-end pause, ON. Liquidity between the holidays is thin, and skipping it improved the test result slightly at an unchanged drawdown. Both dates are inputs.

⚠️ The honest part. Switch the news filter on and the robot takes fewer trades than any test shows. It writes a journal line saying so. Prop mode protects the rules, it does not promise you will pass. Both are switches you choose, and both change what the tester row above means for your account. The default package is the one that was measured.

📈 The same file runs at factory defaults on a real account, the TechnoTrader EA Showcase: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Bitcoin Interval on real money: four public accounts carry its rules, and each one answers a different question. Here is which page to open for what.

⚙️ Bitcoin Interval trades BTCUSD only, about sixty trades a year, with a broker-side stop on every one. It reads calendar windows rather than the tick stream: each module measures the move across its window, requires that the move held, requires the daily trend to agree, and trades the continuation after the window closes. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to August 2026, 3000 USD account, default package at 1.5% a trade: 28.3% a year, 16.77% worst equity drawdown, profit factor 1.50, 397 trades, 47.1% closed in profit. Every calendar year in the window is positive, including the thin ones: 2025 returned +9.0% at a profit factor of 1.17.

🔎 Where to check it live, and what each page can tell you:

1. TechnoTrader EA Showcase, 9 weeks: the exact file you would buy, at factory defaults, nothing tuned. It shares one small account with Index Cadence, so the curve belongs to both robots together. https://www.mql5.com/en/signals/2387565
2. Techno Long Term IC, 23 weeks: open this one first. It trades on the same broker family as the feed every listing figure was measured on, the closest comparison there is between the backtest and real money. https://www.mql5.com/en/signals/2377446
3. Techno Long Term, 111 weeks: the longest record of the four, with the same rules as one part of a portfolio. https://www.mql5.com/en/signals/2307342
4. Techno Growth, 53 weeks: a second portfolio carrying the same rules. https://www.mql5.com/en/signals/2338047

On each portfolio page the BTCUSD row of the Distribution tab is the part that belongs to these rules. The rest of the curve belongs to other strategies.

⚠️ The honest part. None of the four accounts is Bitcoin Interval alone. On the three portfolios it is not this exact binary running, it is the same rules at their default settings, one part of a portfolio and never the whole account. The Showcase runs the exact file but shares the account and is young, so its drawdown can run deeper than this product's own figures and a few weeks of it say little either way. About sixty trades a year means a month of Bitcoin Interval is about five decisions. Read its rows over quarters, and run the free demo in your own Strategy Tester on your own broker's data.

💰 Bitcoin Interval, 199 USD: https://www.mql5.com/en/market/product/193069

Index Cadence, the first minute on your chart: five checks it runs before its first trade, each one written to the journal or refused out loud. Nothing is guessed quietly.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it draws a band from how far this market normally travels by each time of day. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36. Measured on five brokers' data, the result runs from 9.9% worse to 5.9% better.

🔎 The first minute. Most questions we get are not about the drawdown, they are about the install: does it run properly on my broker. The listing answers that in its Requirements block, and the robot answers it on your chart before it trades.

1. Account. A netting account is refused loudly at start. It needs a hedging account at leverage 1:100 or higher, and every published figure was measured at 1:100.
2. Symbol. It resolves the common names of the US tech index itself, and a suffix input covers the rest. A missing symbol is reported loudly. It will never quietly trade the chart symbol instead.
3. Chart. Attach it to any single chart. That chart's symbol and timeframe are both ignored: it trades on 15-minute bars, the only timeframe it was measured on.
4. Clock. At startup it prints the session anchor, the entry cut-off and the flat time into the journal. Out of the box it is set for GMT+2 and GMT+3 servers and corrects itself when the US and European clock changes disagree. One input covers any other offset.
5. Costs. If your broker charges a round-trip commission on this index, enter it in the commission input so the cost gate can see it. Otherwise the gate admits trades whose stop is too small to be worth taking.

If any of the five fails, you know in the first minute, from the journal, not from a trade you did not expect.

⚠️ The honest part, in the listing's own words. Every broker other than our test source is untested. "It gives different numbers at my broker" is expected behaviour, not a defect. The headline figures come from one raw-spread server with no separate commission on this index, and a broker whose spread widens sharply at the US open costs more than any of the five we measured did. Run the free demo in your own Strategy Tester, on your own broker's data: 1-minute OHLC is a valid model and real ticks give nearly the same result. That result, not this post, is what your account would have seen.

📈 The same file runs at factory defaults on a real account, the TechnoTrader EA Showcase: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Index Cadence on a real account: 31 trades on the US tech index since 30 August, and on the signal page's own Distribution tab its line reads +139 USD this morning.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it draws a band from how far this market normally travels by each time of day. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36. Measured on five brokers' data, the result runs from 9.9% worse to 5.9% better.

🔎 The live part. Since 30 August the exact file sold on the Market runs at factory defaults on our EA Showcase account. That account is shared with Bitcoin Interval, and its curve also carries the trades of a robot that has since been taken off, so the curve is not this product's record. Its own line is easy to find: the Distribution tab splits the account by symbol, and Index Cadence is the only robot on the account that trades the US tech index. This morning that row reads 31 trades and +139 USD. MQL5 prints the symbol rows in USD, the account itself runs in euros.

⚠️ Read it at its size. 31 trades is about six weeks of trading at the pace the test runs. Fewer than half its trades make money, by design, and the test had runs of eleven losses in a row. A good start is not a record, and the next six weeks can look like the listing's worst month instead. What the row does show is the part a backtest cannot: the same file on a real account and a real broker's feed, trading the way its page says it trades.

Run the free demo on your own broker's data before relying on either number.

📈 The live account, Distribution tab included: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Index Cadence year by year: seven calendar years in the test, none of them negative. And the one earlier window we could test, which did not look like that.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it measures how far this market normally travels by each time of day over the last 14 sessions and draws a band from that. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36.

The same test, cut into calendar years:
2020: +60%
2021: +40%
2022: +55%
2023: +47%
2024: +85%
2025: +53%
2026, first half: +30%

The window is not a quiet one. It covers the COVID crash of March 2020 and the 2022 rate shock, and the thinnest full year was still +40%. That is the case for the product, and it is a real one.

⚠️ The honest half, from the same page. A year table is one path through one history, not a guarantee, and six and a half years is a short life for a system. Our index CFD history starts in 2020, so the only earlier test we could run was the S and P 500 for 2017 to 2019. It gave a profit factor of 1.07: positive, but weak. One year, 2018, carried all of it, 2017 and 2019 were flat to slightly negative, and the longest run of losing months was four against two in the main test. That is why the listing tells you to plan the default for a drawdown of 25 to 35 percent, not 17, and to size the account for the larger number.

So read the seven green years as what this market did with these rules, and the earlier window as what a different stretch can look like. Run the free demo on your own broker's data before relying on either. The price says the same thing: it reflects what we can prove today, and it follows the evidence upward as the evidence grows.

📈 Live at factory defaults on the EA Showcase account since 30 August, sharing one account with Bitcoin Interval, so its curve is not this product's own record: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845

Index Cadence on five brokers' data: the same file, from 9.9% worse to 5.9% better.

⚙️ Index Cadence trades one instrument, the US tech index CFD, intraday and flat before the close, about 275 trades a year. Around the US cash open it measures how far this market normally travels by each time of day over the last 14 sessions and draws a band from that. A 15-minute candle closing outside the band is the signal: above it buys, below it sells. Every position carries a hard broker-side stop and everything is closed before the end of the trading day. No overnight, no weekend. No martingale, no grid, no averaging down.

📊 Strategy Tester, January 2020 to June 2026, 3000 USD account, default package at 1.00% a trade: 57.2% a year, 16.9% worst equity drawdown, profit factor 1.36. Those headline figures come from one raw-spread server with no separate commission on this index.

A figure from one server is a figure from one server. So the same configuration was measured on four more brokers' data, each compared on the window both feeds actually cover, not the date range printed at the top of a report:

Tickmill UK, full window: 5.9% more profit, profit factor 1.37 against 1.36.
IC Markets Raw, from 2023: 0.8% less, profit factor 1.42 against 1.39 on the matched window.
Fusion Markets, from late 2020: 3.2% less and a deeper drawdown, 18.0% against 15.6%. That is the price of a wider spread.
Darwinex, full window: 9.9% less, profit factor 1.35 against 1.36. The largest gap we found.

Across the five the profit factor runs from 1.34 to 1.42 and the win rate from 42.3% to 44.2%. None of them charges a separate commission on this index, so the cost sits entirely in the spread, and that was checked deal by deal.

What this means before you buy: the edge held on every feed we had, but its size moved with the feed. Two thirds of the profit comes from the first 45 minutes after the US cash open, so the spread your broker quotes in those minutes matters more than its average. If your broker charges a round-trip commission, enter it in the commission input so the cost gate can see it.

⚠️ The honest half. Five is not the market. A sixth broker could sit outside that range, and one whose spread widens sharply at the US open would hurt more than any of these did. The 16.9% drawdown is the worst on one path, and out of sample the same mechanism drew down about twice as deep, so plan the default for 25 to 35 percent, not 17. Run the free demo on your own broker's data: that result, not the listing, is what your account would have seen. Broker names are test data sources only, with no affiliation.

📈 Live at factory defaults on the EA Showcase account since 30 August, sharing one account with Bitcoin Interval, so its curve is not this product's own record: https://www.mql5.com/en/signals/2387565

💰 Index Cadence, 149 USD: https://www.mql5.com/en/market/product/190845