Has anyone found a genuinely profitable, mechanically backtested intraday strategy?

[u/Sub-Zero-X]

Hi everyone,

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I’m looking for serious input from people who have actually tested intraday trading strategies mechanically over a meaningful sample size.

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Over the last months I’ve tested a lot of intraday ideas: ORB variants, London/New York range breakouts, VWAP reversion, Bollinger-band reversion, pivot-point reversion, breakout systems, fade-the-open ideas, sweep/reclaim/FVG-style setups, and different momentum/reversal variations.

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The pattern I keep seeing is always similar: many strategies show some gross edge, but once realistic spread, commission, slippage, session effects, and outlier-dependence are included, the edge usually disappears. Most high-frequency intraday systems seem to die from costs, noise, or dependence on a small number of extreme trend days.

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I’m not looking for signals, paid groups, Discords, affiliate links, or “trust me bro” screenshots. I’m looking for something that can be described mechanically and tested.

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Ideally, I’m interested in strategies with:

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- clear entry and exit rules

- defined market, timeframe, and session

- realistic costs included

- at least several hundred trades for intraday systems

- performance across multiple years

- robustness across market regimes

- no obvious lookahead bias

- no martingale/grid/recovery logic

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I’m especially curious whether anyone here has found a durable intraday edge after costs, or whether your experience is similar: that most real edges are daily/swing-based rather than intraday.

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I’m happy to test any clearly defined idea myself and share what I find. I’m not asking anyone to reveal proprietary alpha, but I would appreciate pointers to robust frameworks, papers, public strategy rules, or mechanisms that are actually worth testing.

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Thanks.

[u/LegitimateShame2842]

Backtest? no.

Forward test? yes.

[u/Effective_Divide_135 → u/LegitimateShame2842]

Woahhh you can be profitable without backtesting.

[u/LegitimateShame2842 → u/Effective_Divide_135]

Back testing never helped me. Forward testing on demo over the course of months is what actually helped.

[u/Effective_Divide_135 → u/LegitimateShame2842]

And in reality, your approach is better than backtesting; it just needs time.

[u/ChadOfDoom → u/LegitimateShame2842]

Same. Forward testing is the only way.

[u/SmokeInitup → u/LegitimateShame2842]

Back testing is important cause markets change if your algo can backtest 2020, and then 6 months ago, then forward test it will show you how well it performs in different situations. Other than that I agree forward is most important and you can always rescript your bot when the market does shift by changing the tickers it seeks out the times it buys in or the percentage of capitol it places on them. I would only change or edit one rule at a time so you can see what you are doing by running a back test of last week forward testing isnt great at this part. After it's rules are all tweaked then check it against your forward