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Research / Forward Testing

STC on US100 4m: methodology and observation

A transparent research record. The rule framework is published now; final validated performance statistics are not.

MarketUS100
Timeframe4 minute
Testing periodMethodology published; validated result set pending
Current statusForward Testing

Research question

Can an STC-based timing condition contribute useful information on US100 four-minute candles after directional filters, realistic trading costs, and explicit exits are included?

Rule definition

A setup is evaluated only after its signal and directional permission are confirmed on a closed four-minute candle. The final versioned rule set will document exact settings, sessions, entry conflicts, stop behavior, and exit priority.

Cost model

Spread and adverse execution assumptions must be included before conclusions are published. Sensitivity to small cost changes is part of the review.

WHY THERE IS NO PERFORMANCE TABLE

Validated results are not yet published.

Displaying blank wins, losses, drawdown, or net-result fields would imply a completed study. Displaying invented values would be worse. This report remains labelled Forward Testing until its dataset and assumptions are ready for publication.

What the study will test

  • Closed-bar STC timing versus simpler baselines
  • Directional and market-condition filters
  • Spread and slippage sensitivity
  • Drawdown and losing clusters
  • Behavior across nearby settings
  • Out-of-sample and forward observation

Failure conditions

Choppy momentum rotations, delayed confirmation, cost-sensitive entries, regime dependence, and unstable parameter choices will be documented rather than removed from the sample.

Current verdict

No performance conclusion is claimed yet. The methodology is suitable for continued testing; that is not the same as a validated trading edge.