Strategy Ranking

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All 14 (initial-period/entry-candle combo × exit approach) strategies, ranked by historical net R under Bybit taker fees (0.055%/side) — the realistic default used throughout this project. Each strategy is shown at its own best-performing target multiple (1R–3R), found by scanning every target tested. Every row uses the exact same 331 screener-passed entries and the exact same exact-POC stop; only the exit rule and target differ.

Each row also carries its own 2,000-run Monte Carlo bootstrap on that exact target's net-R distribution (same method as each combo's Monte Carlo page, but run at the row's own best target rather than the fixed 2R those pages use) — median simulated net R, probability of profit, and risk of ruin. Where the median simulated net R sits well below the historical figure, the historical result likely benefited from a favorable trade ordering; where they're close, the historical path looks more representative of the underlying distribution.

Tiers combine both signals — Priority needs historical net R ≥ +20R and Monte Carlo probability of profit ≥ 80%; Net loser is historical net R ≤ 0 or probability of profit < 50%; everything else is Marginal. This is a heuristic for prioritizing attention, not a statistical guarantee. With 331 trades per strategy, none of these results should be treated as a settled edge; see the full report for sample-size caveats and the MAE/MFE analysis behind the breakeven approach.