The 1983 Dennis/Eckhardt rules, unchanged, on BTC daily bars since 2017 — 20/55-day breakout entries, 10/20-day channel exits, 2N stops, volatility-sized units, pyramiding to 4. Two parameters, both fixed by history, nothing fitted here. Scored against the project's Ten Commandments.
12bps round trip (MEXC futures taker). Breakouts detected on the close from strictly prior bars, filled at the next open — conservative versus the original's intraday stop orders.
Entry lookback from 5 to 200 days (exit = half, the Turtle ratio). Bars show the full-period Sharpe; the marks show first half vs second half of the sample. Every horizon is positive over the full period, and every single one decays.
400 random-entry strategies with the same trade count and the identical exit, stop, sizing and pyramiding logic. This isolates what the breakout signal itself contributes, separately from the risk machinery wrapped around it.
Sharpe, return, max drawdown, Calmar, win rate and trades/year on every row, per Commandment IX.
How this experiment scores against the rules it was designed under.