Hypothetical backtest at a glance
What did Rift do in its published backtest?
In a hypothetical backtest from Sep 2, 2025 to Aug 28, 2026, Rift took 261 trades on MGC (1 MGC contract). Net of commission and one tick of slippage per contract, the hypothetical net profit was $4,945 and the maximum drawdown was −$1,357, with a profit factor of 1.34 and a win rate of 67.4%.
| Backtest window | Sep 2, 2025 – Aug 28, 2026 |
| Market | MGC · Gold gap reversal at support/resistance |
| Size tested | 1 MGC contract |
| Trades | 261 |
| Hypothetical net profit | $4,945 |
| Max drawdown | −$1,357 |
| Profit factor | 1.34 |
| Win rate | 67.4% |
| Average trade | $18.95 |
| Largest win / loss | $349.48 / −$346.52 |
↓ The trade data behind these results: rift-trades.csv — every one of the 261 trades, losing trades included. Equity curve and monthly results: backtests. All 1,113 trades across 7 runs: trade data.
What it actually does
It harvests follow-through, then protects the run.
Rift waits for gold to gap away from a level and then take it back — price returning through a support or resistance it had abandoned — and then rides the continuation that tends to follow. The signal gets it in; a trailing give-back exit is what actually earns the money: it lets a winner extend, then locks in a share of the peak before the market can take it back.
That design has one honest consequence worth stating up front: the edge lives in the exit, not in clever entry-picking. We have tested filter after filter to predict which individual signals will win — trend-efficiency, choppiness, higher-timeframe alignment. Every one of them looked great on past data and then failed to hold on data it hadn't seen. So we don't cherry-pick entries we can't honestly predict. We take the whole signal and let the exit do the work. Discipline over a good-looking story.
The honest two-sided ledger
Where it wins. Where it hurts.
Thrives in
- Active, two-sided gold. When gold is moving with real range, the gap-reclaim continues and the winners run long.
- Volatility expansion. Rift made more money through gold's sharpest selloffs — big moves are its fuel, in either direction.
- Rotational days. Levels that get reclaimed and then extend are exactly the shape it's built for.
Faces duress in
- Quiet, low-volatility gold. When range compresses, the follow-through dies and the engine grinds toward breakeven. This is its #1 weakness.
- Fast one-way trend days. A violent runner can hand back a chunk of an open profit before the give-back exit locks it — the single biggest source of its rough days.
- Volatility collapse mid-trade. A move that stalls can clip a winner early.
The weakness is the point. Rift is deliberately paired in the portfolio with engines that thrive in the exact chop where it struggles — so the book stays smoother than any one strategy alone.
The regime truth
Today's gold is a different animal — so we test it that way.
The most dishonest thing a vendor can do is show you a backtest from a market that no longer exists. Gold in 2024 and gold today are not the same instrument to a strategy like this — the daily range has more than tripled. Rift was roughly flat in the quiet 2024 market and found its edge in the active market that followed. So we baseline it on 2025-forward data only and refuse to flatter it with a calmer era's numbers.
The flip side of that honesty: if gold goes quiet again, Rift's edge will fade with it. We don't pretend otherwise — we watch for it. That's what the next section is about.
Risk & bail-out
Drawdown-first, with hard lines that don't move.
Every trade carries a protective stop that rests from the moment of entry — not a mental stop, a real order. A daily loss line flattens the strategy and stands it down for the rest of the session, so one bad morning can't spiral. And because Rift's signature risk is giving back an open profit, the give-back exit is calibrated to bank a share of the peak rather than round-trip it.
How we catch decay before it's too late
We monitor this like a model, not a hunch.
Every edge decays eventually — ours included. The difference is whether you find out from a dashboard or from your account balance. Rift runs inside a monitoring loop that compares every live trade against its learned baseline and raises a flag the moment behavior drifts.
The promise. We would rather pull Rift back a month early than a day too late. When the data says the edge is thinning, we trim or bench it — publicly — instead of hoping it comes back.