15 setups.
Receipts attached.

We tune the engine on the first 12 months of data, then test it on 4 independent 6-month windows it has never seen. A setup only earns the CONSISTENT label if its edge holds steady across all 4 — fold-to-fold variance smaller than mean expectancy.

Curve-fitted edges fail this test. They look great on the data they were tuned on, then collapse the moment the regime shifts. 7 of our 15 setups passed. The other 8 are still positive in aggregate but lumpy across windows — we keep them running with smaller position sizing and call them VOLATILE in §4. No hiding.

No. VOLATILE means “positive expectancy overall, but lumpy fold-to-fold” — the edge is real, it just doesn’t arrive on a predictable schedule. Look at the walkforward table: every VOLATILE setup still has positive aggregate expectancy and PF > 1.

We sized these setups smaller in production and treat their signals as opportunistic rather than core. The strict labeling exists so you know what you’re buying beforethe trade, not after. Most retail signal services would call these “our top performers.” We call them what they are.

The engine reads IHSG regime on every bar and adjusts setup weights and quality thresholds accordingly. In the tested window (2023–2026) IHSG had two distinct drawdown phases (Q3 2023, Q1 2024) — signal frequency dropped automatically during both.

Honest take: trend-following systems underperform in chop.You should expect lower returns during prolonged sideways or bear markets. The system shouldn’t blow up, but it won’t print money in a 70%-of-the-year sideways grind. We have 3 years of data — not enough to claim multi-cycle robustness. We’d be lying if we did.

No, and you shouldn’t expect them to.The backtest is gross of fees (real round-trip is ~0.30%), assumes you take every signal (you won’t — you’ll skip some, miss some, hesitate on others), and doesn’t model partial fills or slippage.

Realistic adjustment: shave ~5–10% off per-setup expectancyfor fees + slippage. The workhorse setups (Pullback-Uptrend, EMA200-Bounce, Ichimoku-Break, etc.) still print after that haircut. The marginal setups don’t. That’s your filter.

Per-trade worst case: a single position going against entry hard enough to hit MaxDD before SL triggers. We’ve seen −57% on LEADas the deepest single-position drawdown. That’s the depth, not the loss — SL caught it eventually.

Portfolio-level: depends entirely on your sizing. Size every signal so a single −50% per-position drawdown wouldn’t break you.The engine doesn’t model your portfolio for you — that’s your judgment call, and the most important one.

Yes. The free plan delivers 3 signals/day from the same engine and the same 15 setups you just audited. No credit card. No trial period. No expiry.

Paper-trade them for as long as you want before deciding whether to upgrade. The expectancy on these signals is in §2 of this page — you already know what to expect before you start.

The engine sees end-of-day bars. If a stock hits ARB (auto-reject bawah) mid-session, you physically can’t exit at SL until next session — that’s an IDX rule, not an engine choice. The backtest mirrors this: it executes at EOD only.

In other words, the backtest already accounts for the ARA/ARB constraint by default. The number you see in §3 includes trades where SL was breached intraday but execution happened at the next-day open. It’s not a hidden risk — it’s baked into the math.