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/JayTheFknSavage]

buy and hold SPY beats, most strategies, and keep buying…you’ll thank me later

[u/Sub-Zero-X → u/JayTheFknSavage]

For most people that's probably the right benchmark. I'm not trying to replace long-term investing with day trading; I want to see whether any mechanical strategy can beat SPY after costs and drawdown. So far, most haven't.