🛰️ New this week

This week: X algo scan, Oct 11–18, 2026

From our weekly X scan. All figures are the posters' own claims, unverified. Late X search errors meant the 0DTE/ORB and Pine/GitHub searches were incomplete this week.

• NQ 30-min ORB: three filters turn break-even into PF 2.24 (claimed) Strategy
  Herman Trading (@RHerman) · 2026-10-18
  Claim: Claims PF 2.31 (2015–21) and 2.24 (2022–26), 230 trades, 62.61% win rate. The author notes that 2022–26 was used to confirm the filters.
  source on X ↗ · Our prompt version →
• NQ stop-order breakout from the open, sized off yesterday's range Strategy
  AEY Capital (@AEY_Capital) · 2026-10-18
  Claim: Claims 1,747 trades, PF 1.40, 13% max drawdown, and +0.22R/trade out-of-sample since 2022.
  source on X ↗ · Our prompt version →
• Nasdaq-100 Turtle breakouts with a cash regime filter (self-promotional) Strategy
  SetupAlpha (@SetupAlpha) · 2026-10-18
  Claim: Claims 17.4%/yr 2000–Jul 2026 vs SPY 8.1%, worst drawdown 20.9%. Parameters not public.
  source on X ↗ · Our prompt version →
• QQQ 5-min VWAP rebound, with costs shown Strategy
  QuantifiedStrategies (@QuantifiedStrat) · 2026-10-14
  Claim: Claims 298 trades and an 82.6% win rate. PF 2.96 before costs, 2.41 after $0.03/share.
  source on X ↗ · Our prompt version →
• Breakouts paid far more with SPY below its 200-day Strategy
  Burak Dağkılıç (@burak_dagkilic) · 2026-10-17
  Claim: Claims breakouts averaged 1.23R in a downtrend regime vs 0.16R in an uptrend, from ~1,700 stocks over 2 years with no commissions.
  source on X ↗ · Our prompt version →
• Cautionary: 10% risk per trade turned $10k into $38 Cautionary
  BacktestingMax (@BacktestingMax) · 2026-10-18
  Claim: Claims the same 456 RSI trades ended at $11,304 at 1% risk vs $38 at 10%.
  source on X ↗ · Reality-check prompt →
• Cautionary: a viral VIX buy rule vs just holding SPY Cautionary
  SPXVIX (@SPXVIX) · 2026-10-16
  Claim: Claims $1 became $7.78 with the rule vs $32.09 in SPY since 1993.
  source on X ↗ · Reality-check prompt →
• Cautionary: TLT month-end edge has faded since 2018 Cautionary
  Trading Time Machine (@thetrading) · 2026-10-15
  Claim: Claims Larry Williams' rule earned 0.11%/trade vs 0.10% for any 6-day window, and the last-day edge is down to ~3 bp since 2018.
  source on X ↗ · Reality-check prompt →
• Larry Connors' Double Seven on SPY Idea
  QuantifiedStrategies · 2026-10-18
  Claim: Rules: long at the close when above the 200-day MA and at a 7-day low, exit on a 7-day high close, no stop. Results are shown only in a chart.
  source on X ↗
• TRIN (Arms Index) > 100 buy rule on SPY Idea
  QuantifiedStrategies · 2026-10-13
  Claim: Rules: buy SPY at the close when TRIN > 100, sell when the close is above yesterday's high. Equity curve shown only as an image.
  source on X ↗
• Meb Faber 200-day trend filter on the S&P 500 Idea
  QuantifiedStrategies · 2026-10-18
  Claim: Claims CAGR 6.45% vs 7% buy-and-hold, with max drawdown cut to 28%.
  source on X ↗
• SPY/EEM/TLT monthly momentum rotation Idea
  QuantifiedStrategies · 2026-10-14
  Claim: Claims it beat buy-and-hold with lower drawdowns until 2022, which was a hard year.
  source on X ↗
• Gold bullish engulfing: no edge vs baseline Cautionary
  BacktestingMax · 2026-10-18
  Claim: Claims gold was up 3 days later 53% of the time after the pattern, the same as on all other days.
  source on X ↗

New strategy prompts (6)

• NQ 30-minute opening-range breakout with three filters Preliminary
  Trade the first 5-minute close outside NQ's 9:30–9:59 ET range, but only on days that pass three context filters.
• NQ breakout from today's open, sized off yesterday's range Preliminary
  Place a buy stop above and a sell stop below NQ's open, spaced by yesterday's range, and be flat by the close.
• Nasdaq-100 Turtle-style breakouts with a cash regime filter Preliminary
  Buy Nasdaq-100 stocks breaking to new multi-week highs, size by volatility, use a time stop, and go to cash when the market regime turns.
• QQQ 5-minute VWAP rebound after a weak day Preliminary
  After QQQ has a weak day, buy a small intraday rebound while price is still below the session VWAP, and be out by the close.
• Stock breakouts vs pullbacks, switched by the SPY 200-day regime Preliminary
  Run tight-base breakouts and confirmed pullbacks on US stocks, and log whether SPY is above or below its 200-day average to see which regime really pays.
• Strategy reality check: baseline, decay and position-size audit Preliminary
  Before trusting any backtest you saw on X, have your agent compare it with buy-and-hold, check whether the edge faded, and stress-test the risk per trade.

New in Pine/code libraries (3)

• TMBB-VBT (reaver1000) Pine / code libraries
  Python vectorbt backtesting and walk-forward engine for NQ/ES futures, with a Consolidation Range breakout port (Pine + Python). The author claims 3 of 4 walk-forward folds pass; that's unverified. repo ↗ · found via ↗
• SMC Entry Kit (andriiops) Pine / code libraries
  MIT-licensed Pine indicator plus a Python backtester that filters false break-of-structure entries near liquidity (ICT/SMC style), for ES/NQ 5-minute charts. Indicator only, no strategy results claimed. repo ↗ · found via ↗
• Pine Script strategies (lepotorico2105) Pine / code libraries Vendor (promotes Backtrex)
  Five MIT-licensed Pine v5 strategies (SMC order block + FVG, Bollinger squeeze, EMA crossover, RSI mean reversion, MACD). Vendor: the repo promotes its own Backtrex backtester. Claimed results (e.g. PF 1.45) exclude costs. repo ↗ · found via ↗