SST Master Results
Combined performance results from 22 trading days,
370 identified setups and five fixed reward targets.
Performance Statistics
These results combine all analyzed SST setups from
August 1, 2024 through August 30, 2024 — a deliberately chosen
stress-test month covering the August 5, 2024 yen carry-trade
unwind, one of the largest single-day volatility shocks since
the 2020 COVID crash.
All Setups — Combined Results
| Target | Trades | Wins–Losses | Win Rate | Gross Profit | Gross Loss | Costs | Net Profit | Profit Factor |
|---|---|---|---|---|---|---|---|---|
| 1:1 | 370 | 335–35 | 90.54% | $41,707.50 | $4,357.50 | $4,347.50 | $33,002.50 | 9.57 |
| 1:2 | 370 | 275–95 | 74.32% | $68,475.00 | $11,827.50 | $4,347.50 | $52,300.00 | 5.79 |
| 1:3 | 370 | 226–144 | 61.08% | $84,411.00 | $17,928.00 | $4,347.50 | $62,135.50 | 4.71 |
| 1:4 | 370 | 192–178 | 51.89% | $95,616.00 | $22,161.00 | $4,347.50 | $69,107.50 | 4.31 |
| 1:5 | 370 | 160–210 | 43.24% | $99,600.00 | $26,145.00 | $4,347.50 | $69,107.50 | 3.81 |
**Important Setup Count Disclosure**
The total setup statistics evaluate every valid SST opportunity independently. They are designed to measure the complete statistical potential, frequency, and consistency of the SST setup.
These totals should not be interpreted as the number of trades one person could realistically execute on a single account. Multiple valid setups sometimes appeared while an earlier trade was still active, creating overlapping opportunities.
A separate one-trade-at-a-time analysis removes those overlapping setups by taking the first available trade, waiting until its selected profit target or stop loss is reached, and then taking the next setup that appears after the position has closed. This provides a more realistic representation of executable trade count, profit, and time in the market.
Only With Trend — Combined Results
| Target | Trades | Wins–Losses | Win Rate | Gross Profit | Gross Loss | Costs | Net Profit | Profit Factor |
|---|---|---|---|---|---|---|---|---|
| 1:1 | 216 | 200–16 | 92.59% | $24,900.00 | $1,992.00 | $2,538.00 | $20,370.00 | 12.50 |
| 1:2 | 216 | 173–43 | 80.09% | $43,077.00 | $5,353.50 | $2,538.00 | $35,185.50 | 8.05 |
| 1:3 | 216 | 145–71 | 67.13% | $54,157.50 | $8,839.50 | $2,538.00 | $42,780.00 | 6.13 |
| 1:4 | 216 | 127–89 | 58.80% | $63,246.00 | $11,080.50 | $2,538.00 | $49,627.50 | 5.71 |
| 1:5 | 216 | 110–106 | 50.93% | $68,475.00 | $13,197.00 | $2,538.00 | $52,740.00 | 5.19 |
Effect of the Trend Filter
| Target | All Setups Net | With Trend Net | Difference |
|---|---|---|---|
| 1:1 | $33,002.50 | $20,370.00 | −$12,632.50 |
| 1:2 | $52,300.00 | $35,185.50 | −$17,114.50 |
| 1:3 | $62,135.50 | $42,780.00 | −$19,355.50 |
| 1:4 | $69,107.50 | $49,627.50 | −$19,480.00 |
| 1:5 | $69,107.50 | $52,740.00 | −$16,367.50 |
41.6% of all opportunities. The WITH TREND approach
produced less total net profit at every target because it took substantially fewer
trades, but it improved win rate and profit factor at every target compared to the ALL SETUPS group.
Daily Consistency
All Setups
- 1:1
Profitable Days – 22 of 22 - 1:2
Profitable Days – 22 of 22 - 1:3
Profitable Days – 21 of 22 - 1:4
Profitable Days – 21 of 22 - 1:5
Profitable Days – 21 of 22
Only With Trend
- 1:1
Profitable Days – 22 of 22 - 1:2
Profitable Days – 22 of 22 - 1:3
Profitable Days – 22 of 22 - 1:4
Profitable Days – 20 of 22 - 1:5
Profitable Days – 19 of 22
What Stands Out Most
The System Held Up Through a Genuine Shock Event
Despite this month containing the August 5, 2024 yen carry-trade unwind — one of the largest single-day volatility events since the 2020 COVID crash — the 1:1 target still produced a 90.54% win rate across all 370 setups, in line with the March and July/August studies.
- All Setups 1:1 Win Rate: 90.54%
- WITH TREND 1:1 Win Rate: 92.59%
- Profitable Days at 1:1: 22 of 22
1:1 WITH TREND Offered the Strongest Balance
The 1:1 WITH TREND model combined the highest win rate and profit factor of any target this month, with strong daily consistency across the sample.
- 200 Wins and 16 Losses
- 92.59% Win Rate
- 12.50 Profit Factor
- $20,370.00 Net Profit
- 22 Profitable Days out of 22
1:4 and 1:5 Tied for the Highest All-Setups Net Profit
The 1:4 and 1:5 targets tied exactly for the highest estimated net profit across all setups, while 1:5 produced the highest net profit once the trend filter was applied.
- All Setups Best Targets: 1:4 and 1:5 — $69,107.50 each
- WITH TREND Best Target: 1:5 — $52,740.00
- WITH TREND 1:5 Win Rate: 50.93%
- WITH TREND 1:5 Profit Factor: 5.19
Trend Improved Quality at Every Target
The trend filter reduced total dollars by removing 154 setups, but it raised both win rate and profit factor at every single reward target from 1:1 through 1:5 — the same pattern seen in March and July/August, now confirmed through a genuine volatility-shock month.
- Setups Removed: 154
- Share of Sample Removed: 41.6%
- 1:1 WITH TREND Win Rate: 92.59% (vs 90.54% All Setups)
- 1:1 WITH TREND Profitable Days: 22 of 22
Preliminary Conclusion
Highest Raw Profit
1:4 / 1:5 ALL SETUPS$69,107.50 estimated net profit (tie)
Best Overall Balance
1:1 WITH TRENDWin rate, profit factor and daily consistency
Strong WITH TREND Model
1:5 WITH TRENDHighest trend-filtered profit with a 50.93% win rate
The Yen Carry-Trade Unwind Did Not Break the Pattern
This month was deliberately chosen as a stress test because it contains one of the sharpest single-day volatility shocks in recent market history — the August 5, 2024 carry-trade unwind, during which the VIX spiked to its third-highest level ever recorded.
Despite that shock, every headline metric landed close to or above what March 2026 and July/August 2025 produced: a 90.54% win rate at 1:1 across all setups, a 92.59% win rate WITH TREND, and the trend filter once again improving win rate and profit factor at every single target. The strongest raw-profit result was a tie between 1:4 and 1:5 ALL SETUPS, while 1:1 WITH TREND offered the best overall balance of accuracy and consistency.
Historical research results are based on the analyzed sample and estimated trading costs. Past performance does not guarantee future results.
**Performance Analysis Disclosure**
These results evaluate every valid SST setup independently to measure the complete statistical performance and potential of the setup. Multiple opportunities may have occurred while another trade was already active, so the total setup count does not represent the number of trades one person could necessarily execute on a single account.
SST Trade Duration Analysis
Average and combined trade durations for winning and losing setups
across each SST risk-to-reward target.
| Target | Winners | Avg Win Time | Combined Win Time | Losers | Avg Loss Time | Combined Loss Time |
|---|---|---|---|---|---|---|
| 1 : 1 | 335 | 5.2 Minutes | 29.0 Hours | 35 | 11.1 Minutes | 6.5 Hours |
| 1 : 2 | 275 | 15.0 Minutes | 68.6 Hours | 95 | 53.8 Minutes | 85.2 Hours |
| 1 : 3 | 226 | 27.5 Minutes | 103.6 Hours | 144 | 77.5 Minutes | 186.0 Hours |
| 1 : 4 | 192 | 80.3 Minutes | 257.0 Hours | 178 | 132.1 Minutes | 391.8 Hours |
| 1 : 5 | 160 | 108.8 Minutes | 290.0 Hours | 210 | 159.5 Minutes | 558.3 Hours |
Trade Duration Statistics:
Average and combined trade durations are calculated from entry until
either the applicable profit target or stop loss was reached. Winning
statistics include only setups that successfully reached the specified
target. Losing statistics include setups that hit the stop before
reaching that target.
**Trade Duration Disclosure**
Trade-duration statistics include every valid SST setup independently. Because some setups overlapped, combined trade time represents the total duration of all recorded opportunities and not the actual number of clock hours one trader would have spent in the market.
SST Profit Efficiency Analysis
Total net profit and profit efficiency based on the combined recorded
duration of all winning and losing setups at each risk-to-reward target.
| Target | Net Profit | Combined Trade Time | Net Profit Per Combined Trade Hour |
|---|---|---|---|
| 1 : 1 | $33,002.50 | 35.4 Hours | $931.84 Per Hour |
| 1 : 2 | $52,300.00 | 153.8 Hours | $340.02 Per Hour |
| 1 : 3 | $62,135.50 | 289.6 Hours | $214.52 Per Hour |
| 1 : 4 | $69,107.50 | 648.8 Hours | $106.52 Per Hour |
| 1 : 5 | $69,107.50 | 848.4 Hours | $81.46 Per Hour |
Profit Efficiency Statistics:
Net profit is based on a fixed risk of $125.00 per setup ($124.50 actual
risk after rounding) and includes estimated commissions, spread and
slippage totaling $11.75 per setup. The analysis includes 370 setups.
Net Profit Per Combined Trade Hour is calculated by dividing total net
profit by the combined recorded duration of all winning and losing
setups. This measures strategy efficiency and should not be interpreted
as an hourly wage or the actual number of clock hours spent trading,
because multiple setups may overlap.
**Profit Efficiency Disclosure**
Profit-efficiency statistics are based on every valid SST opportunity evaluated independently. Net Profit Per Combined Trade Hour measures the statistical efficiency of all recorded setups and should not be interpreted as actual hourly earnings, wages, or realistic one-account performance because overlapping trades are included.
Realistic One-Trade-at-a-Time Analysis
This simulation shows which SST setups could have been taken
realistically using one account and only one open trade at a time.
Each reward target was simulated independently because larger targets
generally required more time to complete.
| Target | Total Opportunities | Trades Taken | Overlaps Skipped | Wins–Losses | Win Rate | Net Profit | Combined Trade Time | Net Profit Per Trade Hour |
|---|---|---|---|---|---|---|---|---|
| 1:1 | 370 | 336 | 34 | 306–30 | 91.07% | $30,414.00 | 29.9 hrs | $1,018.89/hr |
| 1:2 | 370 | 247 | 123 | 183–64 | 74.09% | $34,696.75 | 53.9 hrs | $643.53/hr |
| 1:3 | 370 | 185 | 185 | 107–78 | 57.84% | $28,079.75 | 67.0 hrs | $419.10/hr |
| 1:4 | 370 | 149 | 221 | 78–71 | 52.35% | $28,253.75 | 198.6 hrs | $142.24/hr |
| 1:5 | 370 | 121 | 249 | 57–64 | 47.11% | $26,092.75 | 228.5 hrs | $114.17/hr |
Realistic Highest Net Profit: 1:2 Target
After removing setups that occurred while another trade was
already active, the 1:2 target produced the highest estimated
net profit at $34,696.75. The 1:1 target produced the
highest win rate and the greatest net-profit efficiency per combined
trade hour ($1,018.89/hr).
For each trading day, the earliest available setup was taken and
remained active until the selected profit target or stop loss was
reached. Every additional setup appearing before that trade closed
was skipped. After the position closed, the next available setup was
taken, and this process continued through the remainder of the day.Because each reward target produced a different exit time, overlapping
setups were removed separately for the 1:1, 1:2, 1:3, 1:4 and 1:5
simulations. Results assume $124.50 of actual fixed risk and $11.75 in estimated
commissions, spread and slippage for every executed trade. Combined
trade time is the sum of the durations of the trades selected by the
simulation and is not an hourly wage or guaranteed earnings figure.
Historical results do not guarantee future performance.
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