---
title: "Swing Trading Strategy Backtest Performance & Win Rates — EasySwing.trading"
description: "Backtested win rates, R-multiples, profit factors, and hold times for every EasySwing.trading swing trading strategy. Five-year walk-forward simulation across ~2,000 US stocks, refreshed nightly."
url: https://easyswing.trading/performance/
updated: 2026-07-07
---

# Swing Trading Strategy Backtest Performance & Win Rates

Win rate alone is misleading — a strategy with a 40% win rate and a 3R average winner beats a 65%-win-rate strategy with 1R winners and 1R losers. EasySwing.trading tracks profit factor, average R-multiple, and hold time alongside win rate for every named strategy.

The live https://easyswing.trading/performance page publishes two panels with different methodologies, and this document covers the second one:

1. **Autoresearch empirical verdicts** — top-300-by-liquidity universe, 4-year train + 12-month holdout, net of a $1.50 fee + 10 bps slippage per trade. This is the stricter gate that decides whether a strategy is live-adopted (Tuned), kept for transparency only (Dead), or too thin to judge (Inconclusive).
2. **Full-universe aggregate (below)** — ~2,000 US stocks, five-year walk-forward simulation, raw exits with no fees or slippage modeled. Computed nightly from the same detectors that power live screening.

## Strategy leaderboard (full-universe aggregate)

Ranked by profit factor (gross wins ÷ gross losses). Strategies with fewer than one realized simulated trade are omitted.

| Strategy | Family | Win Rate | Avg R-Multiple | Profit Factor | Avg Hold | Sample |
|----------|--------|----------|-----------------|----------------|----------|--------|
| Cup & Handle | Momentum | 30% | 0.5R | 1.57 | 8d | 3582 |
| Trend Pullback | Pullback | 26% | 0.3R | 1.45 | 3d | 1092 |
| 52-Week-High Proximity Pullback | Pullback | 42% | 0.2R | 1.33 | 13d | 15415 |
| Power Earnings Gap | Momentum | 43% | 0.1R | 1.31 | 11d | 328 |
| Highest-High Breakout | Momentum | 47% | 0.1R | 1.31 | 15d | 36728 |
| ADX Trend Momentum | Momentum | 37% | 0.2R | 1.27 | 14d | 190407 |
| Residual Momentum (Poor-Man's) | Momentum | 40% | 0.1R | 1.26 | 12d | 131575 |
| ROC Breakout | Momentum | 32% | 0.2R | 1.26 | 8d | 120823 |
| Snapback Z-Score | Mean-reversion | 50% | 0.1R | 1.25 | 8d | 124882 |
| Quality 12-1 Momentum | Momentum | 33% | 0.2R | 1.23 | 7d | 217217 |
| Volume-Weighted Trend | Momentum | 32% | 0.2R | 1.22 | 7d | 122709 |
| Multi-Period Strength | Momentum | 32% | 0.2R | 1.21 | 7d | 151038 |
| RSI(2) Leader Dip | Mean-reversion | 50% | 0.1R | 1.21 | 9d | 189123 |
| MA Stack Confluence | Momentum | 35% | 0.1R | 1.19 | 8d | 102531 |
| Qullamaggie Breakout | Momentum | 27% | 0.1R | 1.10 | 7d | 16943 |
| Trend Template Fresh-Pass | Momentum | 40% | 0.1R | 0.99 | 4d | 18382 |
| VCP Breakout | Momentum | 37% | 0.1R | 0.38 | 4d | 1259 |

## How to read this table

- **Win rate** is the share of simulated trades that closed profitably — not adjusted for size of win vs. loss.
- **Avg R-multiple** is the average profit or loss per trade, expressed as a multiple of initial risk (R = entry price minus stop price).
- **Profit factor** is gross simulated profit divided by gross simulated loss across the sample; above 1.0 means the strategy was net profitable in simulation.
- **Sample** is the count of realized simulated outcomes the strategy's row is based on — small samples (under ~30) carry wide uncertainty bands.

## Data source and limitations

This table's numbers are hypothetical, backtested results from a nightly full-universe walk-forward simulation — not live trading records, and NOT net of fees or slippage (unlike the autoresearch panel above it on the live page). The full methodology (entry/exit rules, survivorship bias, sample-size caveats) is published at https://easyswing.trading/methodology/strategy-metrics. Live setups are also gated by the current market regime — a strategy shown here may be dormant on any given day if its valid regimes aren't active.

The complete per-strategy and per-cell payload is served publicly as JSON at `GET /api/strategy-metrics`.

## Disclaimer

Backtested results are hypothetical and do not represent actual trading. Past performance, whether actual or simulated, is not indicative of future results. EasySwing.trading is a screening and analysis tool — not an investment advisor. See https://easyswing.trading/disclaimer.

---
*This is the LLM-optimized version. [View the interactive page](https://easyswing.trading/performance) for the human-friendly version.*