CGK Strategy Optimizer

Filter recipes ranked by out-of-sample consistency · from your validated backtest logs

Strategy

Firm / Plan	Verdict	DD type	DD	Safe size	Risk p95	Eval window	Eval pass / bust
TDFY Lightning 150K	PA-DIRECT	EOD	$5,250	3 ct	$6,491	—	n/a — no eval phase
LUCID Direct 150K	PA-DIRECT	EOD	$5,000	3 ct	$6,491	—	n/a — no eval phase
NEXGEN Instant 150K	PA-DIRECT	closed-trade	$4,800	2 ct	$4,655	—	n/a — no eval phase
LUCID Direct 50K	PA-DIRECT	EOD	$2,000	1 ct	$2,172	—	n/a — no eval phase
TDFY $50K Select Daily Funded	PA-DIRECT	EOD	$2,000	1 ct	$2,172	—	n/a — no eval phase
TDFY Lightning 50K	PA-DIRECT	EOD	$2,000	1 ct	$2,172	—	n/a — no eval phase
LEGENDS $150K ELITE	EVAL+PA	EOD	$4,500	2 ct	$4,506	132d	93% / 1% · ~65d
LUCID $150K FLEX	EVAL+PA	EOD	$4,500	2 ct	$4,506	132d	93% / 1% · ~65d
PHIDIAS $150K PREM	EVAL+PA	EOD	$4,500	2 ct	$4,506	132d	93% / 1% · ~65d
TDFY $150K SELECT	EVAL+PA	EOD	$4,500	2 ct	$4,506	132d	93% / 1% · ~65d
LEGENDS $50K Elite	EVAL+PA	EOD	$2,000	1 ct	$2,172	132d	97% / 2% · ~49d
PHIDIAS $50K PREM	EVAL+PA	EOD	$2,000	1 ct	$2,172	132d	97% / 2% · ~48d
TDFY $50K Select Eval	EVAL+PA	EOD	$2,000	1 ct	$2,172	132d	97% / 2% · ~49d
ALPHA $150K PREM	TOO-SLOW	EOD	$4,500	2 ct	$4,506	22d	2% / 0% · ~19d
FFF $150K Classic	TOO-SLOW	EOD	$4,500	2 ct	$4,506	22d	2% / 0% · ~19d
NEXGEN $150K Eval	TOO-SLOW	closed-trade	$4,500	2 ct	$4,506	22d	2% / 0% · ~19d
TOPONE $150K Elite	TOO-SLOW	EOD	$4,500	2 ct	$4,506	22d	2% / 0% · ~19d
APEX $150K EOD	TOO-SLOW	EOD	$4,000	2 ct	$4,344	22d	2% / 0% · ~19d
ALPHA $50K PREM	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
ALPHA ZERO	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
APEX $50K EOD	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
FFF $50K LEGACY	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
TOPONE $50K	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
TOPSTEP $50K TC V2	TOO-SLOW	EOD	$2,000	1 ct	$2,172	22d	10% / 0% · ~13d
TPT $150K	ALGO-RESTRICTED	EOD	$4,500	—	—	—	n/a — no eval phase
MyFF $50K BUILDER	ALGO-RESTRICTED	EOD	$2,000	—	—	—	n/a — no eval phase
MyFF $50K RAPID	ALGO-RESTRICTED	EOD	$2,000	—	—	—	n/a — no eval phase
TPT $50K	ALGO-RESTRICTED	EOD	$2,000	—	—	—	n/a — no eval phase

baseline ROBUST

Robustness 100.0/100 · multi-fold walk-forward · profitable in all 4 folds (worst $1,307, mean PF 2.24) · PF 1.87 · 0-knob

✓ Profitable as the untouched holdout in every fold. Defensible to take into an A/B · drawdown budget (95th pct): $6,880.

Ranked recipes — 3 contracts

Full sample 2025-01-02 → 2026-05-29 (259 trades) · ranked by complexity-penalized robustness across 4 anchored walk-forward folds (Q3'25, Q4'25, Q1'26, Q2'26) · each fold judges the recipe on an untouched quarter · click any row for fold record, settings & drawdown budget

Robust

Recipe

Verdict

Sortino

Green%

Max DD

R/DD

Net

Trades

Avg/day

100.0

▸baseline

ROBUST

1.87

0.28

68%

$3,667

10.3

$37,762

259

1.31

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	—
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,307	1.35	29	OK
Q4'25	$5,282	1.65	41	OK
Q1'26	$10,789	2.46	51	OK
Q2'26	$6,422	3.49	30	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$4,013
95th-percentile drawdown	$6,880
99th-percentile drawdown	$8,698
Prob. of a net-losing run	0.0%
Median simulated net	$37,193

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$37,762	1.87	69%	0.28	$3,667	10.3	68%	259	1.31
2025	$20,552	1.61	66%	0.22	$2,936	7.0	64%	178	1.34
2026 YTD	$17,210	2.73	77%	0.43	$1,672	10.3	77%	81	1.25

Robustness 100.0/100 — raw 100 discounted for 0 knobs · profitable in all 4 folds (worst $1,307, mean PF 2.24)

89.3

▸S:H10

ROBUST

1.86

0.27

68%

$2,908

12.6

$36,543

250

1.30

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	10:00
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$710.70	1.19	27	OK
Q4'25	$5,831	1.82	39	OK
Q1'26	$10,404	2.41	50	OK
Q2'26	$6,422	3.49	30	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,774
95th-percentile drawdown	$6,361
99th-percentile drawdown	$8,111
Prob. of a net-losing run	0.0%
Median simulated net	$35,878

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$36,543	1.86	69%	0.27	$2,908	12.6	68%	250	1.30
2025	$19,718	1.61	66%	0.21	$2,908	6.8	64%	170	1.32
2026 YTD	$16,826	2.69	76%	0.42	$1,672	10.1	77%	80	1.25

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 4 folds (worst $711, mean PF 2.23)

89.3

▸L:Tue

ROBUST

1.92

0.29

69%

$2,683

12.3

$32,980

219

1.34

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	Tue
Exclude SHORT entries — hours (ET)	—
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,307	1.35	29	OK
Q4'25	$5,942	2.01	35	OK
Q1'26	$9,856	3.29	39	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,544
95th-percentile drawdown	$6,098
99th-percentile drawdown	$7,689
Prob. of a net-losing run	0.1%
Median simulated net	$32,615

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$32,980	1.92	70%	0.29	$2,683	12.3	69%	219	1.34
2025	$18,563	1.64	67%	0.23	$2,683	6.9	64%	156	1.38
2026 YTD	$14,417	3.10	78%	0.49	$1,672	8.6	80%	63	1.26

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 3 folds (worst $1,307, mean PF 2.22)

89.3

▸L:H14

ROBUST

2.03

0.30

69%

$3,497

11.0

$38,566

232

1.23

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	14:00
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	—
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,135	1.31	27	OK
Q4'25	$4,426	1.55	37	OK
Q1'26	$11,812	3.20	44	OK
Q2'26	$6,043	3.44	27	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,450
95th-percentile drawdown	$5,735
99th-percentile drawdown	$7,385
Prob. of a net-losing run	0.0%
Median simulated net	$38,305

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$38,566	2.03	72%	0.30	$3,497	11.0	69%	232	1.23
2025	$20,711	1.70	68%	0.24	$2,936	7.1	64%	161	1.28
2026 YTD	$17,855	3.28	82%	0.45	$1,547	11.5	79%	71	1.13

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 4 folds (worst $1,135, mean PF 2.38)

89.3

▸S:H11

ROBUST

1.92

0.28

70%

$3,365

10.8

$36,257

244

1.30

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	11:00
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,614	1.57	27	OK
Q4'25	$4,309	1.57	37	OK
Q1'26	$10,055	2.36	49	OK
Q2'26	$6,422	3.49	30	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,240
95th-percentile drawdown	$5,629
99th-percentile drawdown	$7,220
Prob. of a net-losing run	0.0%
Median simulated net	$36,222

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$36,257	1.92	70%	0.28	$3,365	10.8	70%	244	1.30
2025	$19,780	1.68	67%	0.23	$2,633	7.5	66%	165	1.33
2026 YTD	$16,477	2.65	76%	0.39	$1,981	8.3	77%	79	1.23

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 4 folds (worst $1,614, mean PF 2.25)

89.3

▸L:H12

ROBUST

1.82

0.26

68%

$3,210

10.7

$34,392

242

1.27

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	12:00
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	—
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,114	1.30	27	OK
Q4'25	$4,826	1.60	39	OK
Q1'26	$11,476	2.78	49	OK
Q2'26	$5,608	3.90	26	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$4,096
95th-percentile drawdown	$7,263
99th-percentile drawdown	$9,377
Prob. of a net-losing run	0.1%
Median simulated net	$34,495

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$34,392	1.82	69%	0.26	$3,210	10.7	68%	242	1.27
2025	$17,308	1.52	65%	0.19	$2,936	5.9	63%	167	1.31
2026 YTD	$17,084	3.04	77%	0.46	$1,672	10.2	78%	75	1.19

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 4 folds (worst $1,114, mean PF 2.40)

89.3

▸S:Thu

ROBUST

1.82

0.25

70%

$2,796

10.7

$29,780

210

1.28

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	—
Exclude SHORT entries — days	Thu
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q4'25	$3,336	1.52	30	OK
Q1'26	$8,493	2.17	43	OK
Q2'26	$5,977	4.76	26	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,769
95th-percentile drawdown	$6,272
99th-percentile drawdown	$7,729
Prob. of a net-losing run	0.0%
Median simulated net	$29,268

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$29,780	1.82	70%	0.25	$2,796	10.7	70%	210	1.28
2025	$15,310	1.56	67%	0.19	$2,796	5.5	66%	141	1.27
2026 YTD	$14,470	2.64	77%	0.43	$1,672	8.7	77%	69	1.30

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 3 folds (worst $3,336, mean PF 2.82)

89.3

▸S:H16

ROBUST

1.88

0.28

69%

$3,667

10.4

$37,960

255

1.29

Reproducible settings

Contracts	3
Exclude LONG entries — hours (ET)	—
Exclude LONG entries — days	—
Exclude SHORT entries — hours (ET)	16:00
Exclude SHORT entries — days	—
Take-profit / stop	native strategy exits (no fixed bracket)

Walk-forward folds — each an untouched holdout quarter

Quarter	Test net	PF	Trades	Result
Q3'25	$1,307	1.35	29	OK
Q4'25	$5,553	1.71	40	OK
Q1'26	$10,789	2.46	51	OK
Q2'26	$6,422	3.49	30	OK

Drawdown budget — Monte Carlo (5-day block bootstrap, 3 contracts)

Median max drawdown	$3,985
95th-percentile drawdown	$6,847
99th-percentile drawdown	$8,564
Prob. of a net-losing run	0.0%
Median simulated net	$37,555

Performance attribution

Period	Net	PF	WR	Sortino	Max DD	R/DD	Green%	Trades	Avg/day
Full sample	$37,960	1.88	70%	0.28	$3,667	10.4	69%	255	1.29
2025	$20,750	1.63	67%	0.22	$2,936	7.1	65%	174	1.31
2026 YTD	$17,210	2.73	77%	0.43	$1,672	10.3	77%	81	1.25

Robustness 89.3/100 — raw 100 discounted for 1 knob · profitable in all 4 folds (worst $1,307, mean PF 2.25)