Bollinger Band Breakout
Verified — this backtest ran on Tessen's own engine and data. The inputs can't be faked.
F
27 / 100 — fails the gate
Win rate 36.8% (context, not edge)
OOS Net Expectancy > 0
Clears the Cost Hurdle
Robust, Not Lucky
Survivable Drawdown
Not Overfit
Net Expectancy
3.84bp
OOS Trades
6382
Sized Max DD
51%
edge
robustness
risk
execution
live
Per-asset OOS expectancy
AVAX/USDT:USDT
+11.9bp
BNB/USDT:USDT
-4.9bp
BTC/USDT:USDT
-0.3bp
DOGE/USDT:USDT
+24.3bp
ETH/USDT:USDT
+2.3bp
LINK/USDT:USDT
+6.5bp
SOL/USDT:USDT
-8.9bp
XRP/USDT:USDT
+0.9bp
Why this grade — Aurix post-mortem
You wouldn't survive its losing streak
Simulated at responsible sizing, the worst drawdown hits 51% — deep enough that most people abandon the strategy exactly at the bottom. Historically, 23.7% of ALL graded strategies also fail this (N=139).
Try: Cut risk per trade, tighten the catastrophe stop, or reduce concurrent positions. An edge you can't hold through its drawdown is an edge you don't have.
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A Tessen Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee of future results. Most strategies fail; a passing grade can stop working as markets change. Trading involves substantial risk of loss. Full risk disclosure