Frontier buys stocks that break to new highs and holds on, tested across 26 years of daily stock data.
Breakout · Equities · Daily
Frontier is a breakout strategy: it buys when a stock pushes above its recent range. It uses a Donchian channel, which is simply the highest high and lowest low of the last set number of days, drawn as two lines. Frontier buys when price makes a fresh channel high and sells when price falls to a channel low. It is pure trend capture, with nothing else layered on. The idea works because markets drift for long stretches, then break out, and once a stock clears its own range, buyers often keep pushing it further. We tested the idea across 26 years of daily stock data, one of the deepest records in the lab.
Day to day, Frontier only trades once a stock prints a fresh channel high. It sits out the rest of the time, then holds through the trend until price breaks below a channel low. Its win rate, the share of trades that made money, was 48.6%, so it won fewer than half its trades and let the winners cover the losers. The result was a profit factor of 2.61, meaning $2.61 won for every $1.00 lost. The exact channel settings and exit rules are not published. They ship inside the code, not on this page.
Frontier watches stocks on the daily chart, marking the recent high and low that each one is trading between. It is not predicting a move. It is marking the exact price a stock has to reach to prove a breakout is real.
The strategy stands aside until a stock actually closes above a fresh channel high. No prediction, no early guess. Frontier only acts once price has done the work and confirmed the breakout on its own.
Once in, Frontier holds the position through the trend it just confirmed. It does not chase a profit target or guess where the top is. The trade stays open until price falls back through a channel low, and then it is closed.
Frontier suits you if you hold stock trades for days or weeks, can check the daily close once a day, and want to let a trend run instead of trading minute by minute.
| Profit factor | 2.61 |
| Sharpe | 1.29 |
| Max drawdown | −14.7% |
| Total return | +85.6% |
| Trades | 218 |
| Win rate | 48.6% |
Dataset: Equities daily 2000–2026
Cost model: Commission $0.62/contract (futures) · 0.10%/trade (equities) · slippage 1 tick · pyramiding 0 · bar-close calc only · fixed size
Verification: Double-verified: the same rules were run independently on TradingView and in Python, and the certificate carries the record hash, a digital fingerprint that proves the record has not been altered.
A backtest means running the rules on past price data. Backtested results are historical and hypothetical, include the modeled costs above, and do not guarantee future performance.
The share of trades that made money.
Dollars won for every dollar lost. Above 1.0 means the system made money.
The worst drop from a peak before recovering.
The total result after the modeled costs.
Return earned per unit of risk. Higher is steadier.
You receive the actual strategy as code you keep for good. Every rule and every threshold lives in those files, so nothing stays hidden behind a subscription.
Frontier holds stock trends that run for days or weeks. Open Strike trades the first hour's range break on ES and NQ, the S&P 500 and Nasdaq 100 futures contracts, inside a single session. Together they pair a slow stock book with a fast futures strategy in different markets and time frames.