Opening Gap Fill
CASE #08Bets that the gap between yesterday's close and today's open gets filled. Flat by the close.
Index day trading at the open · S&P 500, Nasdaq 100 · 5-minute
No losing year in the backtest since 2019. Hypothetical backtest on a $100,000 account.
Build years (2019 to 2023)2024–26 data, hatchedDeepest drop: −8.0%, Jul 2019 to Mar 2020
No losing year in the backtest since 2019.
* Part year: the bot's data starts after mid-January. Hatched bars are part years. The current year is marked "so far".
Simulated 2-step prop-firm challenge on past data from a flat account, no time limit. Not a guarantee. Prop firms may restrict many traders running the same bot — check your firm's rules. 1% risk = every trade risks 1% of the account. Portfolio bots are shown at their standard setting.
Straight talk
Every table behind the numbers. Open what you need.
| Won per $1 lost, 2024–26 datathe profit factor | $1.60 |
|---|---|
| Won per $1 lost, all years2019 to Sep 2026 | $1.45 |
| Win ratetrades that made money | 48% |
| Trades per yearall markets together | 119 |
| Trades a monthall markets together | 9.9 |
| Average trade% of the account, after costs | +0.10% |
| Average holdtime in each trade | 1.6 hours |
| Growth per yearaverage gain, no compounding | +9.1% |
| Profitable monthsmonths that ended up | 64% |
Won per $1 lost is the profit factor. 2024–26 data runs from 2024 to Sep 2026. Worst drop is the deepest drop from a peak, 2019 to 2026.
| Worst dropdeepest drop from a peak | −8.0% |
|---|---|
| Worst-case dropbad-luck case, 5,000 simulations | −10.6% |
| Worst daybiggest one-day loss | −1.14% |
| Losing yearscalendar years that lost money | 0 |
| Markets and timeframewhat it trades | Nasdaq 100, S&P 500 · 5-minute |
| Risk per trade usedStandard setting, of the $100,000 account | 0.45% to 0.53% per strategy |
| Funded 90-day survivalafter passing, at the Prop-firm safe setting | 100% |
The funded 90-day row uses the Prop-firm safe setting (trades 30% smaller). Every other number uses the Standard setting on a $100,000 account, no compounding. The prop-firm challenge has its own box above, with its own setting.
Setting 3.5x Standard sizing, half risk after a 5% drawdown, half risk once +6% (phase 1) / +3% (phase 2) up, open-risk cap 3%
Standard risk the bot's own default size. Standard setting ≈ 0.53% per strategy trade, open-risk cap 2.5%. No daily stop, no drawdown throttle, no profit cushion.
Then, on the funded account: use the Prop-firm safe setting. Set Risk preset to Prop-firm safe.
Out of 1,779 start days since 2019, each starting from a flat account; 191 of them start in 2024–26, after the setting was chosen. "Failed" is the share that hit the 5% daily or 10% total loss limit. Typical time is for the runs that passed.
Every Algo Court bot goes through the same 10 steps. Each one shows the real number behind it.
Each member started as a strategy taught in a video or book. We coded the taught rules exactly, before changing anything. Every rule is in its strategy review.
We rebuilt each strategy from scratch and compared it with its published results.
Commission, spread and slippage are charged on every single trade.
We built the bot on the first five years. Then we ran it on 2024–26 data.
The strategies win and lose on different days. That smooths the ride.
Total risk was sized so the deepest drop in 2019–2023 was 8% of the account. The test years played no part.
Stress test: we shuffled the order of the test-period trades 5,000 times to see how bad a bad run can get.
Max drawdown of each shuffled run. Runs worse than 12% are counted in the last bar. Design-period 95th percentile: 11.7%.
We checked every day, and every rolling 30 days, against a 5% daily and 10% total loss limit.
| Design 2019–2023 | Test 2024–2026 | |
|---|---|---|
| Days past the 5% daily limit | 0 | 0 |
| 10% total limit hit | No | No |
| 30-day windows that breached | 0.0% 0 of 1,557 | 0.0% 0 of 799 |
One bot, two platforms. Both versions compile with no errors and no warnings.
Next: a public forward test on a demo account. Results will be published here as they come in. No backtest can replace this step.
Each member has its own strategy review. The bot runs them together, each on its own market and timeframe.
Bets that the gap between yesterday's close and today's open gets filled. Flat by the close.
Trades the reversal after big price gaps in the first 90 minutes of the New York session.
Looks for one set-up in a fixed morning window of the New York session. One trade a day at most.
68% of months were positive in the test period, 62% in the design period.
| Month | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|
| Jan | +2.1 | −3.6 | +2.7 | +0.2 | +3.1 | −0.7 | +0.7 | +0.4 |
| Feb | −1.8 | −1.6 | +2.3 | +1.7 | +3.2 | +0.1 | +2.4 | −2.3 |
| Mar | −0.7 | +1.1 | −2.5 | −0.4 | +0.7 | −0.8 | +1.7 | +4.1 |
| Apr | −1.7 | +2.7 | +4.1 | +9.4 | +4.2 | +4.5 | −1.4 | +1.3 |
| May | +0.4 | +3.3 | +1.7 | +3.5 | +1.3 | +0.2 | −1.1 | +1.9 |
| Jun | +3.3 | +3.5 | −1.4 | +0.2 | +2.6 | +7.9 | +2.5 | +4.2 |
| Jul | +0.2 | −0.4 | +1.7 | −1.0 | +4.7 | +3.2 | −0.5 | +4.4 |
| Aug | −4.1 | −1.6 | +1.3 | −0.9 | +3.5 | +1.8 | +3.6 | |
| Sep | +1.4 | +0.7 | −1.3 | −0.5 | −0.7 | +0.2 | −1.8 | |
| Oct | +0.6 | −2.0 | +0.4 | +4.2 | −2.1 | −0.1 | +2.9 | |
| Nov | −0.2 | −3.0 | +1.7 | −0.8 | −2.0 | −0.4 | +1.2 | |
| Dec | +1.8 | +1.8 | −1.0 | +3.5 | +4.9 | −2.0 | +1.1 | |
| Year | +1.2 | +1.0 | +9.7 | +19.3 | +23.5 | +14.0 | +11.4 | +14.1 |
Each cell is that month's result in % of a $100,000 account, at fixed risk with nothing compounded. Green is a winning month and red a losing one, and every cell shows its sign. The latest month, Jul 2026, is partial. Losing months have a dashed outline as well as red.
A preset scales the risk on every trade. The rules and markets stay the same.
| Measure | Standard | Conservative | Prop-firm safe |
|---|---|---|---|
| Risk per trade, vs Standard | ×1.00same as Standard | ×1.00same as Standard | ×0.70 |
| Worst day, 2024–2026 | −1.10% | −1.10% | −0.77% |
| Max drawdown, 2024–2026 | −4.2% | −4.2% | −3.1% |
| Stress test, 95th percentile, 2024–2026 | 8.4% | 8.4% | 6.0% |
| Bot setting (risk multiplier) | 1.00 | 1.00 | 0.69 |
On prop-firm accounts start with Prop-firm safe. It is the most cautious size.
Quick answers
Something else? Write to us:
support@algocourt.com
cTrader and MetaTrader 5, on any broker that offers them and the markets this bot trades: S&P 500, Nasdaq 100. Broker symbol names differ, so you match each one in the bot's settings. The setup guide shows how.
Yes, with the Prop-firm safe preset. In the backtest it kept the worst test-period day at −0.77% and never touched the 5% daily or 10% total limit. Following your firm's rules is your responsibility.
Every number on this page is for a $100,000 account. Risk is a percentage of your balance, so a smaller account just uses smaller position sizes. Very small accounts can run into broker minimum sizes. Start on a demo account.
No. You load the bot on cTrader or MetaTrader 5, pick a risk preset and start it. A step-by-step setup guide is included.
It is starting now: the bot runs on a public demo account and the results are published here. Until that record builds up, judge it on the tests above and run it on your own demo account first.
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