Monte Carlo Simulation
Bootstrap-resamples this strategy's own historical, net-of-taker-fees R-multiples WITH replacement to build 2000 alternate trade sequences, each as long as the real historical trade count (331 trades) — this captures the actual distribution's shape (fat tails, losing streaks, the real win rate) rather than assuming a clean win-rate/reward:risk model, and is cost-inclusive by construction. Starting balance $1,000, 1% of current balance risked per trade, compounding.
Bootstrap resampling assumes trades are independent (no serial correlation). With only 331 trades
behind this whole project and a filter this narrow (~4 symbols/day), that assumption is a
simplification — treat the figures below as a model of this historical trade distribution's
dispersion, not a guarantee of future behavior.