A sample report

A real backtest, not a mock-up: Carson’s own research into a rule set published in 1983, not a customer’s strategy. It is a sample and it is one run - it does not settle anything about the rules it tests, and nothing on this page says whether they are worth trading.

/sample-report/charts

Equity

The combined account’s dollar path, both entry rules on one $100,000 start, pyramided (positions added to as a trade moves in its favour). Pans and zooms: drag to move, scroll or pinch to zoom, double-click to reset.

Chart unavailable. The same path, tabulated, is under “The run” in Reports.

MNQ, $100,000, both entry rules on one account. The after-a-loss sizing comparison and each entry rule funded on its own (Reports, Figures) are different simulations over the same entries and are tabulated rather than drawn here, because this line cannot reproduce them.

Drawdown

The same path, measured from each new peak.

Chart unavailable. Max drawdown is −81.59%, on the Dashboard and in Reports.

Percent below the highest equity reached so far. Deepest fall: −81.59%, −$99,319.

Capital

What one unit — one position-sized block of contracts — of the 1983 sizing rule costs on MNQ, by year, against what this account held. Full NQ figures are in Reports.

Chart unavailable. The year-by-year figures are under “Capital” in Reports.

Capital required for one MNQ unit, 2013 to 2026, against the $100,000 the account held (dashed line).

Charted trades

Three trades, drawn from the same rows as the full list in Reports and the same display series. The first two are the largest single contributors on each entry rule — charting them shows a reader where the number came from rather than showing a trade that looks representative — and the third is an ordinary loss at the full four units.

These charts carry no price lines. This run records, per trade, the entry rule, the dates, the exit reason, the units and contracts it filled and the dollars it made or lost; it does not record a fill price, and a trade filled in four pieces has four entry prices rather than one. Entry and exit are therefore marked on the bar they happened on, and the 2N stop the earlier single-unit charts drew as a horizontal line is not drawn, because this run publishes no price to draw it at.

The 20-day breakout, long, entered 2026-04-09

Trade #199 · closed 2026-06-05 after 57 days · 4 of 4 units, 4 contracts · $30,227 · exit reason trail

Chart unavailable. Trade #199 in the full list, in Reports, carries the same dates, units and result.

  • 20-day high
  • 20-day low
  • 10-day exit, short
  • 10-day exit, long

The 55-day breakout, long, entered 2017-10-05

Trade #80 · closed 2018-02-05 after 123 days · 4 of 4 units, 17 contracts · $18,249 · exit reason trail

Chart unavailable. Trade #80 in the full list, in Reports, carries the same dates, units and result.

  • 55-day high
  • 55-day low
  • 20-day exit, short
  • 20-day exit, long

The 20-day breakout, short, entered 2026-07-16

Trade #202 · closed 2026-08-04 after 18 days · 4 of 4 units, 4 contracts · −$6,602 · exit reason stop

Chart unavailable. Trade #202 in the full list, in Reports, carries the same dates, units and result.

  • 20-day high
  • 20-day low
  • 10-day exit, short
  • 10-day exit, long