The question
What was measured—and what does it leave out?
- Backtests, timely forward alerts, and verified brokerage transactions are separate evidence.
- Reported targets alone do not establish realized profit or a win rate.
- Costs, sample size, and the worst periods matter alongside averages.
Identify the evidence first.
A historical backtest applies rules to past market data under stated assumptions. A forward signal record requires genuine alerts timestamped and published before their outcomes were known. Verified brokerage performance requires separately supplied, authorized transaction evidence.
A published research record can include delayed or manually reported events. Publication by itself does not prove timely forward evidence, a broker fill, or a profitable trade. Keep these categories separate instead of joining them into one return figure.
| Record | Essential question |
|---|---|
| Historical backtest | Were the data, rules, fills, and costs disclosed? |
| Forward signal record | Was the plan available before the outcome? |
| Verified brokerage transactions | Are actual account fills and costs documented? |
Profit factor compares gross gains with gross losses.
For a consistently defined set of completed results, profit factor divides total positive P&L by the absolute total negative P&L. State whether the inputs are net of commissions and slippage. A small sample or one exceptional trade can change it sharply.
If no losing results exist in the sample, the denominator is zero: a conventional finite profit factor is not available. That is not proof of a risk-free system. Missing exits or selectively omitted losses make the calculation misleading.
Drawdown describes a fall from a previous peak.
Drawdown measures how far an equity measure falls below its earlier peak. State whether it uses closed-trade results or includes open positions, whether it is in dollars or percentages, and what capital base underlies a percentage.
Closed-trade drawdown can miss substantial intratrade losses. A historical maximum describes the recorded period, not the worst future loss. Do not infer account drawdown from alert-point distances without quantity, valuation, timing, and costs.
A high win rate can still include a losing streak.
Win rate depends on which completed observations count as wins, losses, or breakeven. An alert reaching Take Profit can still have a different final result after the remaining position exits. Define the full-trade result before counting a win.
Losses need not occur independently or evenly. A favorable average can hide consecutive losses, changing market conditions, or dependence on a narrow period. Review losing streaks, concentration, trade frequency, and out-of-sample behavior rather than treating one percentage as a guarantee.
Execution assumptions belong beside the figure.
Each partial fill can create costs. Entry timing, spread, slippage, contract choice, and alert-delivery delays can change results. A gross 100-point target is a plan, not a net achieved result.
A meaningful report identifies its source, measurement period, last update, outcome category, quantity and partial-exit assumptions, commissions, slippage, and excluded or unresolved observations. Changing those assumptions changes the question being answered.
Leave unavailable figures unavailable.
NQ Research House currently has no verified historical performance statistics to publish. The site does not turn browser previews, illustrative diagrams, or target reports into performance inputs.
The member archive preserves genuine publications, while results in points remain unavailable when defined execution information is missing. The Performance & Transparency page explains the standard for future approved reports.
Sources & further reading
Consult the original exchange or platform documentation for current specifications, schedules, and simulation behavior. These sources do not validate our strategies.