A 93%-win-rate strategy, run over 25 years: what survived

A teardown. Every number below is the tool's saved output; the reading at the end is ours and is marked as such.

2026-09-07 · author-published source, link on request

The claim. In August 2026 a trader on X posted a TradingView backtest of a "KNN machine-learning SuperTrend" strategy: PLTR, 15-minute bars, July 2023 – August 2026, +52.06%, 93.48% win rate (43/46 trades), profit factor 3.065, max drawdown 18.95%. The author published the full Pine source. A skeptic replied that the numbers "don't exist across a broad spectrum of stocks and timeframes" and asked for the same signal over the last 20 years.

What we ran. The author's published code, ported line-by-line with every default kept — SuperTrend (ATR 28, factor 7.0) · a KNN gate (k=10, 1,000-bar learning window, stride 10, 0.9 confidence threshold, PCA-compressed features) · a trailing stop (1.0% activation, 0.5% offset) · 100% of equity per trade · 0.04% commission per side · fills at signal-bar close. Nothing tuned. The port was cross-checked against an independent bar-by-bar reimplementation (agreement to ~1e-16) and the engine's trade list was verified trade-for-trade against a local mirror.

On what. Our feed caps 15-minute history at 60 days, so the 20-year axis ran on daily bars (2001-09 → 2026-08, the feed's 25-year maximum) across SPY, QQQ, AAPL, MSFT, NVDA, AMZN, JPM, XOM and PLTR; the nearest-timeframe axis ran on 1-hour bars (2 years) for PLTR, SPY, NVDA and AAPL. Deeper intraday history exists from paid vendors — this teardown didn't buy it.

Results — 13 runs.

RunTradesWin rateStrategyBuy & holdVerdict flag
SPY · 1d · 2001–20261693.8%+11.34%+607.64%UNDERPERFORMS_HOLD · Read with caution
QQQ · 1d · 2001–20261580.0%+0.47%+2,025.9%UNDERPERFORMS_HOLD · Read with caution
AAPL · 1d · 2001–20261190.9%+9.38%+103,506%UNDERPERFORMS_HOLD · Read with caution
MSFT · 1d · 2001–20261190.9%−3.29%+1,753.9%UNDERPERFORMS_HOLD · Read with caution
NVDA · 1d · 2001–2026785.7%+8.31%+66,821%UNDERPERFORMS_HOLD · Likely unreliable
AMZN · 1d · 2001–20261376.9%−11.47%+62,516%UNDERPERFORMS_HOLD · Read with caution
JPM · 1d · 2001–2026450.0%−11.21%+857.35%UNDERPERFORMS_HOLD · Likely unreliable
XOM · 1d · 2001–20261275.0%+1.66%+282.49%UNDERPERFORMS_HOLD · Read with caution
PLTR · 1d · full history00%+1,860.95%NO_TRADES · Likely unreliable
PLTR · 1h · 2024–2026771.4%−10.61%+496.13%UNDERPERFORMS_HOLD · Likely unreliable
SPY · 1h · 2024–2026450.0%−10.75%+37.66%UNDERPERFORMS_HOLD · Likely unreliable
NVDA · 1h · 2024–2026666.7%+2.47%+96.81%UNDERPERFORMS_HOLD · Likely unreliable
AAPL · 1h · 2024–2026580.0%+2.89%+40.63%UNDERPERFORMS_HOLD · Likely unreliable

The tool's own words.

Our reading (not the tool's).

  1. The win rate is real and it is not evidence. 76–94% replicates almost everywhere because a 0.5% trailing stop books many small wins and lets the rare unstopped loss run (SPY: average win +1.35%, average loss −7.74%). Win rate here measures the exit, not the signal.
  2. The profit does not replicate. Thirteen runs, none beat holding. The best result anywhere is +11.34% — over twenty-five years.
  3. The strategy cannot fire on its own demo stock's daily chart. Two nested 1,000-bar normalisation windows mean ~2,000 bars of warm-up; PLTR's whole daily history is ~1,490 bars.
  4. What this does not show: whether the indicator repaints on TradingView (a runtime question we can't test from outside), and how the strategy behaves on 15-minute bars over long history (we don't have that data).

Limits, stated. Trailing-stop exits are evaluated at bar granularity (the original fills intrabar). The 4-hour EMA(50) filter was mapped by time horizon (an EMA spanning ~200 regular-trading hours) because our feed has no 25-year 4h series. Indicator warm-up seeds can differ from Pine's. None of these move a buy-and-hold gap of hundreds of percent.

Receipts

13 share pages, open without an account (re-issued 2026-09-07 after the share-page fix; each shows the tested window, bar count, verdict and — where the tool computes it — the cost-stress panel):

Simulated results on historical data — research output, not financial advice. Past performance does not guarantee future results.

All published strategies