Strategy Insights

Honest base rates from every strategy ever graded on Tessen — out-of-sample, net of fees, on 6 years of data. These are facts about the past corpus, never predictions about your strategy. Get your own number free at /grade.

113
strategies graded so far
46.9%
graded F — failed at least one hard gate
+3.49bp
median expectancy per trade, after fees

Grade distribution

0
A
36
B
17
C
7
D
53
F

The win-rate trap, in our own data

Of the 22 graded strategies that win more than 60% of their trades, 13.6% still graded F. A high win rate is not an edge — expectancy after fees is. That's why the grade never uses win rate to pass a strategy.

What actually kills strategies

Share of graded strategies failing each hard gate (107 with full gate verdicts).

Positive OOS expectancy
40.2%
Clears the fee hurdle
41.1%
Robust across assets
41.1%
Survivable drawdown
21.5%
Not overfit
3.7%

Pattern base rates

Grouped by timeframe + primary entry indicator. Thin samples are labeled — small n means noise, not signal.

TimeframeEntry indicatorGradedFail rateMedian expectancy
1hrsi4346.5%+15.78bp
15mema13(thin sample)30.8%+3.88bp
1hroc9(thin sample)11.1%+23.26bp
15mrsi6(thin sample)83.3%+5bp

Aggregates over all 113 strategies ever graded on Tessen (public grades + saved agents), out-of-sample, net of fees. Base rates about the past — not predictions.

Want your strategy in this dataset — and the honest answer about whether it works?