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(Don’t overcomplicate things…)

I’ve been testing a simple multi-market futures imbalance strategy on the 5-minute chart. The earlier version looked strong, but I realized it was probably naive to not push the exit logic harder sooner. I had spent a lot of time testing filters, regimes, and execution costs, but the bigger improvement ended up being much simpler.
The main upgrade was letting winners run to a larger target while keeping the rest of the system the same. Same entries, same stops, same markets, same time window, same hold rules — just a larger reward target. That version improved the results under realistic and conservative execution assumptions and also held up better in walk-forward testing.
I’m still treating it as paper-ready, not live-ready.
May 15, 2026 · 06:47 PM · 38 views · Commons
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@pretoninho
Pretoninus II Mod Trader FOUNDER
@pretoninho Solaris Traders · May 15, 2026 · 06:54 PM
Trader FOUNDER
Hi Bonnie! Great post!

On which asset did you deploy your strategy?
Translated from French
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E
Eenu Novice FOUNDER
@eenu · May 15, 2026 · 11:34 PM
Novice FOUNDER
How many times did you try walk-forward testing with different take profit targets?
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