SD Zones Performance Stats (April 2025)
Futures Minute Intervals

20 years of supply and demand zones backtest performance stats for SD Zones indicator, using "Strict" preset, on 3, 5, 10, 15, 60 and 240 minute intervals in each of 18 different futures markets: ES, NQ, YM, RTY, TY, US, CL, NG, GC, SI, HG, PL, EC, BP, JY, AD, CD, SF. Broken down by month in the last 12 months and total 20-year stats. Across this dataset, 66.52% of 1,055,051 zones yielded 1:1 or better.

For a description of the measurement methodology, see our performance stats overview.

These backtests are extremely time consuming and thus spread out over several days. Measurement date is listed in each market heading. Each set of tests is updated approximately every 12 months.

Test parameters:

• Preset3 (Strict), NO filtering, trade ALL zones, limit entry and target
• 1 contract, target 1:1 relative to zone height, no breakeven trades: fill target or stop out
• Stop buffer: 5 ticks + 2% of ATR (kicks in during extreme volatility)
• Look-Inside-Bar Backtesting (LIBB): 1 minute
• Win rate is percentage of all zones yielding 1:1 or better before stopout

Note: Expect lower win rates in higher intervals due to fixed stop buffer