Trading tools that survived an honest audit.
Most indicator sellers tune a few settings until a chart looks good. We ran the opposite experiment: an automated research system that generated over 1,800 candidate strategies, then forced every one of them through out-of-sample testing on data it had never seen, lookahead-bias audits, and realistic transaction costs.
Almost everything died. Including our own two flagship strategies — when we re-measured them honestly, they turned out to be measurement artifacts, and we published the post-mortem instead of hiding it. What we sell is what's left after that filter. That inventory is small. That's the point.
A volume-confirmed breakout tool for crypto and liquid markets. It watches for price coiling in a compressed volatility regime, then signals only breaks confirmed by abnormal volume — because in our testing a level break on flat volume was mostly a fakeout. Includes an ATR trailing exit, a strategy version for TradingView's backtester, and alerts.
| The logic behind it, measured honestly* | |
|---|---|
| Market & period | Binance USDT-M perpetuals (top-10 alts), daily bars, Jan 2023 – May 2025 out-of-sample + unseen forward window to Jul 2026 |
| Costs assumed | ~12bp per round trip (taker fee + slippage), funding applied |
| Out-of-sample Sharpe ratio | ≈ 1.27 (annualised) |
| Profit factor / trades | 2.50 / 21 |
| Lookahead-bias audit | Passed; Sharpe held flat on unseen forward data |
*Historical simulation results. They describe what the system did, not what you will get. Roughly two signals a month — deliberately selective.
The same coil-breakout logic as a fully automated MT5 Expert Advisor with risk-based position sizing, ATR trailing stop, and time stop. Ships with the source file and a tester setup guide. Note honestly stated up front: the historical evidence above comes from crypto perpetual futures; MT5 symbols use tick volume and the effect there is unvalidated until you test it on your own broker's data.
Checkout is instant via Gumroad — card or PayPal. You download the Pine scripts immediately after purchase and paste them into TradingView's Pine Editor; the included guide walks through it in five minutes.
Fortuna Labs Pty-style disclaimer — general information only. Everything sold on this site is software and educational material. Nothing here is financial product advice, a recommendation, or an offer to trade. We don't know your objectives, situation, or needs, and no product here takes them into account. Trading involves substantial risk of loss; leveraged and crypto-derivative trading can lose more than your deposit. All performance figures on this page are historical simulations with stated assumptions (period, instrument, cost model) and include known caveats; past performance is not a reliable indicator of future performance. Fortuna Labs is not licensed to provide financial advice under Australian law. If you need advice, see a licensed adviser.