Polarity Engine trades three of the major U.S. equity-index futures — YM (E-mini Dow), NQ (E-mini Nasdaq-100) and RTY (E-mini Russell 2000) — using a proprietary, fully rules-based trading system. Every entry, exit and position size is mechanical; nothing here depends on discretion or a forecast.
The system has been backtested on more than six years of minute-level market data, then held to a stricter standard than a good-looking backtest: each market’s rules were validated out-of-sample with walk-forward testing, frozen, and put into a live forward test that records every trade as it happens. What you see below is that record — updating continuously from the live program ledgers, reported as percentages of each program’s reference account and of the margin actually used.
Anyone can produce a backtest with impressive numbers. With enough parameter tweaking, you can always find settings that would have made money on historical data — the results “look good” because the rules were fitted to the past, not because they capture a real edge. That’s called overfitting, or curve-fitting, and it’s why sophisticated allocators treat standalone backtest results as nearly worthless.
Every Polarity Engine program must clear four tests designed specifically to expose curve-fitting:
The failures are recorded with the same rigor as the successes — a program that doesn’t meet the pre-registered bar is stopped and never reaches this page’s record at all.