Edge Matrix — Full Analysis Report
Generated by ErgodicLabs
June 04, 2026
Report ID: EM-20260604-030935
60
/ 100
GOOD

Spectrum Trend Pro EA

XAUUSDH4320 trades2022.06 – 2025.11Avg hold: 1.9 days

Spectrum Trend Pro EA presents mixed statistical evidence with a score of 60/100. While the core edge exists, several risk factors require attention before committing significant capital. Over 3.4 years and 320 trades, it has generated a 309.3% total return (51.1% CAGR) with a maximum drawdown of 22.8%. The Calmar ratio of 2.24 indicates strong risk-adjusted returns — every unit of drawdown risk has been well compensated. Monte Carlo simulation results: 100% of 1,000 randomized trade sequences remained profitable, indicating low sensitivity to trade ordering.

Net Profit
+$15,466.04
309.3% return
Max DD
22.8%
$4,706
Profit Factor
1.69
P/L ratio
Win Rate
65.9%
211W / 109L
Sharpe
2.61
Risk-adjusted
Recovery
3.29
Profit / DD
Professional Risk Metrics
CAGR
51.1%
Compound Annual Growth
Calmar Ratio
2.24
CAGR / Max DD
Sortino Ratio
9.89
Downside Risk Adj.
Trades / Month
7.7
Avg frequency
⚡ Risk Findings
⚠ SHORT TEST (3.4/5yr for Forex H4)
Edge Matrix — ErgodicLabsPage 1
Module 01
Analysis & Performance
Trading Period
2022.06 – 2025.11
320 trades over 3.4 years
Initial → Final
$5,000 → $20,466
309.3% total return
Recovery Factor
3.29
Profit / Max DD
Avg Win
$179.75
Largest: $560.66
Avg Loss
-$206.06
Largest: -$240.54
Avg Hold
1.9 days
Max Consec. W/L: 11/5
Win / Loss Distribution
65.9%
34.1%
● 211 Wins (+$37,926.63)● 109 Losses (-$22,460.59)
📈 Equity Projection — 187 Trades Forward (Monte Carlo)
$4,650$48,829$93,008$137,187$181,366 Projection → Historical Median $44,648 Best $172,729 Worst $16,823
Simulated Balance
$44,648
Median MC outcome
Simulated P&L
+$24,182
187 trades forward
95% DD Risk
31.2%
Stress-test reference
Est. Timeline
~24mo
Based on trade frequency
⏱ Optimal Re-Optimization Period
4y 0mo
Recommended Period
LOW
Current Volatility (0.49x)
2
Regime Changes Detected
Recommendation: LOW VOLATILITY: Standard optimization schedule acceptable
Re-optimize parameters every 4y 0mo to maintain edge quality. Statistical analysis suggests the market regime this strategy exploits has a half-life of approximately 409 days before parameters begin to decay.
Edge Matrix — ErgodicLabsPage 2
Module 02
Edge Matrix — 19 Validation Tests
✓
Temporal Stability
73
✓
Profit Concentration
87
✓
Drawdown Analysis
22.8% max DD
76
✓
Consecutive Loss
94
✓
Sample Adequacy
88
✓
Edge Quality
74
✓
Cliff Ratio
100
✓
Edge Decay
81
✓
MC DD Stability
93
✓
MC Robustness
77
✓
Capital Efficiency
90
✓
Holding Time Asymmetry
93
✓
Edge Consistency
100
✓
Ulcer Index
82
✓
Statistical Significance
94
✓
Expected Shortfall (CVaR)
100
✓
Return Autocorrelation
100
!
DD Endurance
1.4x penance, 87% underwater
59
✓
Edge Temporal Decay
100
Deep Dive: What The Tests Mean
▲ TOP 3 STRENGTHS
✓ Cliff Detection 100
Checks for suspicious sudden drops in the equity curve that could indicate data errors or catastrophic events.
✓ Edge Consistency 100
How stable the win rate and profitability are across rolling windows. Inconsistent edges are harder to trade with confidence.
✓ Expected Shortfall 100
Average loss in the worst 5% of scenarios (CVaR). Critical for understanding tail risk — what happens in worst cases.
▼ TOP 3 CONCERNS
⚠ Dd Endurance 59
1.4x penance, 87% underwater
⚠ Temporal Stability 73
Whether the strategy performs consistently across different time periods, or if all profits came from one lucky stretch.
⚠ Edge Quality 74
Measures the quality of wins vs losses — profit factor, reward-to-risk ratio, and consistency of the trading edge.
Edge Matrix — ErgodicLabsPage 3
Module 03
Monte Carlo Simulation
Method: Bootstrap (resampling with replacement, models a wider universe of possible outcomes from a strategy of this type) · 1,000 simulations
MC Score
92.6
100% profitable
Historical DD
22.8%
Actual worst
50% Conf DD
21.6%
Median scenario
95% Conf DD
34.5%
Stress-test level
99% Conf DD
42.1%
Absolute worst
Monte Carlo Assessment
100% of simulated paths remained profitable, indicating strong robustness to trade sequencing.

The 95th percentile drawdown (34.5%) is 1.5x the historical maximum. Under adverse conditions, drawdowns could roughly double.

Monte Carlo Drawdown Context: The 95th–99th percentile simulated drawdown range is 35–42%, compared to the historical 22.8%. This range is commonly used as a stress-test reference when evaluating strategy robustness.
Edge Matrix — ErgodicLabsPage 4
Module 04
Strategy Insights
Best Day
Tuesday
Worst Day
Thursday
Best Session
New York
▲ TOP PERFORMER
+$5,458.01
Tuesday + New York — 58 trades, 72% win rate. Strongest day+session combination.
▼ UNDERPERFORMER
$1,962.04
Thursday + New York — 80 trades, 56% win rate. Weakest combination.
Edge Matrix — ErgodicLabsPage 5
Final Assessment
Comprehensive Verdict
!
MODERATE
This strategy shows positive statistical characteristics with some areas below optimal thresholds. The flagged concerns provide context for interpreting the overall profile.
Module Summary
Edge Matrix: 18/19 tests passed, 1 warnings, 0 failures. Overall score: 60/100 (GOOD).
Monte Carlo: 100% survival rate across 1,000 simulations. 95% confidence drawdown: 34.5%.
Projection: Median expected balance of $44,648 after 187 trades (~24 months).
Optimization: Statistical analysis suggests parameter stability of approximately 1484 days.
Insights: Historical schedule analysis shows +$5,458.01 differential across analyzed time segments.
Edge Matrix — ErgodicLabsPage 6
Disclaimer: This is a statistical analysis of historical data. It does not constitute financial advice and does not guarantee future performance. Past results are not indicative of future returns. All trading involves risk. Edge Matrix evaluates the statistical properties of backtests — it does not predict market behavior.