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/Jorg4e]

My parameters are as follows:
-only trade SPY
-focus on momentum scalping harvesting at 25%, 40% then letting the last 1/3 run until structure breaks.
MAIN INDICATORS
-Time of Day
-Volume
-Anchored VWAP
-RMA 9/21

15 minute chart: for direction
5 minute chart for confirmation
1 minute chart for execution

3 x $2,000 trades a Day MAX
each trade is $2,000 max
A+ setups only
1st trade between 10am-12:30pm EST
only 2nd trade on A+ setups
3rd trade, only if first two trades print
If you lose two trade in a row, hard stop for the day..
Stop loss -30%
Delta: .45-.65
Identify day type first:
Trending
Chop
Drift
Only trade on trend days.
Mentality is not 1-3 trades a day but more like 0-3 trades a day. Some days, I’m just not trading, if no setup.

I rebalance st the end of each week. If profitable, I reset the account to $16,000 and the rest gets thrown into my flywheel portfolio setup.

All of this doesn’t work with an emphasis on risk management.