Backtested Research

AMT Research

Interactive dashboards built on years of intraday futures data — quantifying edges, measuring probabilities, and stress-testing strategies across market conditions.

Gap Studies

Half-Gap Fill Rate

Statistical analysis of overnight half-gap fill probabilities across futures markets. Tracks directional fill rates, time-to-fill distributions, and conditional edge by gap size.

ESNQRTYCL

1,700+

Sessions

~72%

Avg Fill Rate

7 Years

Strategy Backtests

Backtested and walk-forward validated trade expectations by price zone — quantifying win rate, reward-to-risk, and profit factor for entries taken at key structural levels. 2.85 PF on the zone reversal strategy.

ESNQ

3,300+

Trades

2.85

Profit Factor

67%

Win Rate

18 Years

Market Structure

Market Structure (BOS/CHoCH)

Break of Structure and Change of Character event analysis — measuring follow-through rates, reversal probabilities, and optimal entry timing after structural shifts.

ESNQ

5,427

Events

BOS & CHoCH

Metrics

7 Years

Market Structure

IB Extreme

Initial Balance extreme analysis — studying session behavior when the IB range hits statistical extremes and quantifying directional continuation versus mean-reversion odds.

4,659

Sessions

IB Types

18 Years