01Trend Following
Lowest / Highest Price
Enters when price reaches the period's high/low band, targeting mean reversion at price extremes.
2.31Profit Factor
0.99Sharpe
22%Annual Return
R&D · QUANTWe design trading strategies
We design trading strategies
on verified rules, not gut feel
Lucidasoft's R&D lab designs algorithmic trading strategies and validates them through backtesting. We built 6 strategies combining price bands, pivot points, and Bollinger Bands, and repeatedly validated each against 46 months of real market data to produce the metrics.
6Validated strategies
46 mo.Backtest period
6,300+Cumulative test trades
5-minCandle interval
APPROACH
Validation Is Harder Than Building
Turning an idea into code takes days. Confirming whether that rule actually made money - and where it breaks down - takes far longer.
We Test Over Long Periods
Short windows produce rules that just got lucky. We run 46 months of data through uptrends, downtrends, and sideways markets alike.
We Don't Just Look at Returns
High annual returns mean little if volatility makes it unbearable to hold in practice. We weigh Profit Factor and Sharpe Ratio together.
We Compare Different Kinds of Strategies
Frequent-trading and infrequent-trading strategies have different trade-offs. Rather than picking one, we let the situation decide.
We Standardize Conditions
Symbol, candle interval, and starting capital all need to match for a comparison across strategies to mean anything.
STRATEGIES
6 Strategies
From trend-following to high-frequency scalping, we designed and backtested strategies with genuinely different characters. Click a card to highlight it in the comparison table below.
02Reversal
Pivot Point
Enters when price reaches resistance (R) or support (S) levels derived from pivot calculations, capturing reversal points.
1.53Profit Factor
0.83Sharpe
80%Annual Return
03Hybrid
Pivot + Price
Enters only when price is in the top/bottom 20% band AND touches pivot R3/S3 - both conditions must be met.
3.14Profit Factor
2.02Sharpe
45%Annual Return
04Volatility
Pivot + Bollinger Bands
Combines pivot zones with Bollinger Bands to narrow entry timing, using volatility as a correction signal.
4.54Profit Factor
1.52Sharpe
49%Annual Return
05Trend + Volatility
BB + Price
Enters when price is in the top/bottom 20% band and touches the upper/lower Bollinger Band.
2.21Profit Factor
0.85Sharpe
40%Annual Return
06HFT / Scalping
BB (High Frequency)
Trades frequently on Bollinger Band breakouts, lowering per-trade profit targets and accumulating via volume.
2.18Profit Factor
0.88Sharpe
4,228Trade Count
BACKTESTING
Backtest Result Comparison
Results under identical conditions (EURUSD · 5-min candles · $10,000 starting capital). Note that more trades isn't necessarily better, and higher returns aren't necessarily more stable.
| Strategy | Type | Trades | Profit Factor | Sharpe Ratio | Win Rate | Annual Return |
|---|---|---|---|---|---|---|
| 01 Lowest / Highest Price | Trend Following | 161 | 72.3% / 74.0% | 22% | ||
| 02 Pivot Point | Reversal | 642 | 78.3% / 79.1% | 80% | ||
| 03 Pivot + Price | Hybrid | 319 | 83.3% / 77.7% | 45% | ||
| 04 Pivot + Bollinger Bands | Volatility | 319 | 83.3% / 77.7% | 49% | ||
| 05 BB + Price | Trend + Volatility | 645 | 78.0% / 79.3% | 40% | ||
| 06 BB (High Frequency) | HFT / Scalping | 4,228 | 79.0% | — |
Profit Factor is gross profit divided by gross loss - it must exceed 1 to be profitable. Sharpe Ratio measures risk-adjusted return; higher means better performance relative to volatility.
CONDITIONS
Test Conditions
Run under identical conditions so strategies can be fairly compared.
SymbolEURUSD
Test PeriodJan 2022 - Oct 2025 (46 months)
Candle Interval5 minutes
Starting Capital$10,000 USD
Profit Target$120 / 1 lot
Risk ManagementMartingale after 4 consecutive losses
PLATFORM
We Build Our Own Testing Tools Too
Running one strategy against 46 months of 5-minute candles means recalculating hundreds of thousands of candles. We built our own backtesting platform to automate that process.
High-Volume Data Processing
46 months of 5-minute candles is hundreds of thousands of data points. We built a data pipeline to run this repeatedly for every strategy.
Automated Parameter Search
Runs repeatedly while varying period, profit target, lot size, and other variables, comparing results across conditions.
Automated Metric Calculation
Calculates Profit Factor, Sharpe Ratio, win rate, and max drawdown the moment a run finishes, saved as a report.
Cross-Strategy Comparison
Runs different strategies under identical conditions side by side - a comparison is meaningless if conditions differ.
AI Analysis Integration
We're researching applying our R&D lab's multi-agent architecture to automate market analysis and strategy selection.
Guarding Against Overfitting
Rules that only fit one specific period fall apart in live trading. We validate across sub-periods and keep conditions simple.
Investment Notice
The figures on this page are backtest resultsusing historical price data, and do not guarantee future returns. Past performance is not guaranteed to repeat, and live trading results may differ due to slippage, spread, execution delay, and other factors.
This content is material introducing Lucidasoft's technical research, and is not a solicitation to trade any specific financial product or to raise investment. Users are solely responsible for their own investment decisions and outcomes.