Evaluate the Framework
Framework Evaluation
This page explains how CrabbyTrades results are calculated, what assumptions are applied, and how to interpret the evaluation report. It does not describe the trading strategy itself.
How Results Are Measured
Results are expressed in index points rather than dollar returns. This keeps outcomes independent of account size, position sizing, and leverage decisions. A subscriber trading one MNQ contract and a subscriber trading ten contracts see the same point results - how that translates to dollars depends entirely on their own sizing decisions
Cost Assumptions
All results reflect the following modeled costs applied consistently across both historical and live periods:
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2.5 index points slippage applied to market order entries
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2.5 index points slippage applied to market order exits (stops)
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Limit order exits assume no slippage
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$2 round trip commission per contract
These assumptions are applied uniformly. No selective application based on outcome
Modeled vs. Live Periods
Historical modeled data covers 2019 through March 14, 2026. Live forward-tested data begins March 15, 2026. Both periods use identical cost assumptions and calculation methodology. The modeled period reflects systematic application of framework rules to historical market data. The live period reflects real-time framework delivery with the same rules applied.
Live vs. Backtest Execution
The backtest model uses a consistent, rules-based entry assumption. Live subscribers place orders before the open and may fill at prices that differ from the backtest entry assumption.
Analysis of live execution conditions on active framework days suggests that actual subscriber fills are more likely to be favorable relative to the backtest assumption than unfavorable. Live results may therefore outperform the backtest model at entry.
Individual results will vary based on broker, timing, and market conditions.
Latest Evaluation Report
Disclosure
Charts, distributions, and statistics presented in this evaluation report reflect both rigorous historical simulation and ongoing live forward-tested performance data. While forward-testing tracks the real-time execution of the distributed frameworks under live market conditions, historical simulation relies on backtested data models. Neither historical backtests nor live forward-testing records guarantee future outcomes. Trading futures involves substantial risk and may not be suitable for all participants.