Y trades the Monday Range Breakout, exactly like X — a range established once per week from Monday’s price action, not redrawn daily. But every strategy in the portfolio is configured for a global index or commodity instead of a currency pair, where the same logic behaves differently and needed its own calibration.

Indices trend more persistently than forex majors typically do; commodities carry their own volatility character entirely. Rather than force one set of parameters across every asset class, Y takes the same core logic that powers X and recalibrates it specifically for this instrument set. 18 strategies run in parallel — no single instrument’s quiet week defines the account’s outcome.

Like X, every strategy carries its own stop-and-reverse logic: if the initial breakout direction proves wrong early, Y can flip and re-enter in the corrected direction.

Development Methodology
In-sample: 2020–2024 · Out-of-sample: 2018–2020 and 2024–2026