RESEARCH & RESULTS
Research before claims.
The purpose of RegimeWorks research is to determine whether one documented process can be applied consistently across different markets and market conditions—not to manufacture impressive screenshots.
Historical backtesting · Forward documentation · Results measured in R
CURRENT PUBLICATION STATUS
Complete records first. Headline numbers second.
The RegimeWorks backtests are complete for the markets and periods currently under review. Before detailed figures are published, the records are being standardised and checked so the same definitions, execution assumptions and rule interpretations are applied throughout.
RegimeWorks will not publish a headline return without the sample size, drawdown and assumptions required to interpret it responsibly.
THE REPORTING STANDARD
What every published result will include.
Performance statistics
- Total qualifying trades
- Win rate and loss rate
- Net result measured in R
- Profit factor
- Average result per trade
Risk statistics
- Maximum recorded drawdown
- Maximum consecutive losses
- Monthly and market-level distribution
- Periods with few or no trades
- Relevant execution assumptions
Method transparency
- Markets and testing period
- Exact strategy version used
- Spread and commission assumptions
- Historical and forward results separated
- Material rule changes versioned
INTERPRETING THE NUMBERS
A strike rate never tells the whole story.
The RegimeWorks framework uses a fixed 3R target. With a 3:1 reward-to-risk profile, the theoretical break-even win rate is 25% before trading costs. A strategy therefore does not require a high strike rate to produce positive expectancy.
Win rate
Shows how often a tested trade reached its defined target. It says nothing by itself about reward size, loss size or drawdown.
Expectancy
Combines win probability with average win and loss. It becomes useful only when considered with sample size and execution costs.
Drawdown
Shows the depth and duration of losing periods. It matters for both capital risk and the trader’s ability to follow the process.
A positive backtest supports further testing. It does not prove that future trading will be profitable.
COMPLETE-SAMPLE REPORTING
Wins, losses and quiet periods remain in the record.
Results will be presented in R-multiples so the underlying risk and reward can be evaluated without relying on account size or exaggerated monetary figures. Losses, drawdowns and periods with few or no trades will remain visible.
No cherry-picking
RegimeWorks reports the complete qualifying sample under the documented rules—not a collection of the best-looking setups.
No retrospective repair
A material rule change creates a new strategy version. It is not applied backwards simply to improve an older backtest.
IMPORTANT LIMITATIONS
Backtests are evidence, not certainty.
Historical limitations
- Hindsight and interpretation risk
- Data-quality differences
- Spread, commission and slippage assumptions
- Recorded versus live execution differences
Tool limitations
- The indicator does not remove trading risk
- A mechanical POI is not a guaranteed reaction
- Software cannot choose suitable risk for the user
- Technical faults and data delays are possible
Past performance does not guarantee future results. Every trader remains responsible for their own decisions and capital.
FORWARD DOCUMENTATION
The live record will include the uncomfortable trades too.
Live and demo trades used for educational documentation will be recorded honestly, including wins, losses, missed trades and rule violations. Reviews will be published as educational case studies—not as real-time instructions to enter or exit the market.
Detailed results will be added only after the audit and presentation standard is complete.