SD Zones Performance Stats (November 2025)
Futures Tick Intervals – Strict Preset

6 months of supply and demand zones backtest performance stats for SD Zones indicator, using the "Strict" preset, on 5 different tick-based intervals in each of 16 futures markets: ES, NQ, YM, RTY, CL, NG, GC, SI, HG, PL, EC, BP, JY, AD, CD, SF. The intervals are adapted to the volume of each market. Broken down by months and total 6-month stats. Across this dataset, 62.90% of 61,782 zones yielded 1:1 or better.

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

TradeStation Tick data availability is limited to 6 months. 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), minimum 25% of zone height
• Look-Inside-Bar Backtesting (LIBB): 1 tick
• Base Interval: 0.1% of Avg Daily Volume (rounded) - Other intervals: multiples of base up to 5X
• 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