Adaptive, Zero lag Schaff Trend Cycle Backtest (Simple) [Loxx]

Script from: TradingViewIntradayTrend followingMomentum

This backtest employs the Schaff Trend Cycle with zero lag for clear entry signals. It allows custom parameters, features RMA-smoothed range for TP1 and SL setting, and triggers TP1 post-entry candle. The strategy provides for both direct trades and continuations, catering to long and short positions. Iterative updates have refined code, clarity of input names, and boundary adjustments for optimized performance.

Audit verdict

Not rankedUpdated Jul 28, 2026

No reliable edge found

Its average result can't be told apart from chance, so it stays out of our rankings.

1,656backtests3 markets

33robust scoreranked median 52

0.14p-valueranked median 0.24

5/92pass quality gatebacktests >15 trades

Audit details

How we decide whether a strategy enters our rankings. Read the methodology →

–

Repainting audit

Not run yet.

✓

Script availability

Closed-source, still published on TradingView.

✓

Statistical edge

Average t-statistic 2.63 (p = 0.14), above the median of 1.98 (p = 0.24) for ranked strategies.

✓

Quality gate

5 of 92 backtests with more than 15 trades pass our quality gate.

Robust score

33/100, below the median of 52 for ranked strategies.

How its evidence compares

The t-statistic measures how far the average result sits from zero relative to its noise. Below about 2, it is within what random entries produce.

2.63

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 1,656 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
Citigroup, Inc. NYSE:C	2H	+1,919%	1.19	1,458	42%
HENRY HUB NATURAL GAS FUTURES NYMEX:NG1!	4H	+826%	1.17	1,121	44%
Ford Motor Company NYSE:F	1H	+418%	1.18	1,442	18%
Plug Power, Inc. NASDAQ:PLUG	2H	+395%	1.13	1,430	91%
HENRY HUB NATURAL GAS FUTURES NYMEX:NG1!	2H	+377%	1.14	1,441	48%

⚠Selected after the fact: these are the best 5 of 1,656 runs, not what to expect from this strategy.

Is Adaptive, Zero lag Schaff Trend Cycle Backtest (Simple) [Loxx] profitable?

Not reliably, based on our tests. Across 1,656 backtests, 5 of 92 with more than 15 trades pass our quality gate. The best result is +1,919% on Citigroup, Inc. (2H, 1458 trades). On average, its results are statistically indistinguishable from chance (p = 0.14).

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