Does the Break of structure (BOS) strategy work?
We coded the break of structure (bos) to exact mechanical rules and ran it on june 1, 2025 – june 1, 2026 (12 months) of real data with fees on. No discretion, losers published as losers. Here is the verified result.
Verified Result
Conditional: profitable in 2 of 4 markets, not a standalone edge.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| Gold (PAXG) | 15m | 168 | 44.0% | 1.23 | 14.5% | +25.8% |
| ETH | 15m | 99 | 42.4% | 1.34 | 12.5% | +24.5% |
| BTC | 15m | 168 | 30.4% | 0.75 | 38.3% | -29.4% |
| EUR (EURUSDT) | 15m | 126 | 34.1% | 0.62 | 40.3% | -34.9% |
How the SVS 55 breaks down ▾
12 months of real 1-minute data, fees on (0.05%/side), $10k start, 1% risk. How the score works →
The exact rules tested
- Enter on a confirmed break of the most recent swing high (long) or swing low (short); structure stop; 2R target
How to read this
This is the mechanical floor — what the rules alone produced after costs, with zero discretion. A low score doesn’t mean the idea is worthless; it’s the baseline your filtering and judgement have to beat. The SVS methodology explains exactly how the score is built.
Test your own version of this
Add a trend filter, a session window, or a confluence and see if you can beat the floor. Describe it in plain English and the AI backtester runs it on real data.
Open the AI backtester →Questions
Is the Break of structure (BOS) strategy profitable?
Conditional: profitable in 2 of 4 markets, not a standalone edge. Across 4 markets and 561 trades with fees on, it had a profit factor of 0.96 and an average net return of -3.5%.
What is the win rate of the Break of structure (BOS) strategy?
37.4% across all tested markets. Note that win rate alone is misleading — with a fixed reward-to-risk target, a mechanically negative strategy can still win 30–45% of the time.
How was the Break of structure (BOS) strategy tested?
Coded to exact mechanical rules and run on June 1, 2025 – June 1, 2026 (12 months) of real 1-minute data, fees on (0.05% per side), $10,000 start, 1% risk per trade, on Secuora's deterministic engine. No discretion.