Iron Ledger · Performance
FSMI Session Scalp
Backtested 9 months
The Iron Ledger FSMI Session Scalp is a systematic intraday scalp model researched specifically for Swiss Market Index futures.
CHF 9,371.50
Net profit · 2 contracts · Oct 25–Jun 26
152
Trades · 16.9 / month avg
CHF 1,087.44
Max drawdown (2 contracts)
Performance summary
Simulated historical backtest on TradingView Strategy Tester. Recent verified window Oct 2025 – Jun 2026 shown below; 6-year history (Jun 2020 – Jul 2026) also available. Past performance is not indicative of future results.
| Metric | Value |
|---|
| Test window | 2025-10-01 → 2026-06-30 |
| Instrument | Swiss Market Index (SMI) Futures |
| Win rate | 80.3% |
| Profit factor | 2.35 |
| Trade count | 152 |
| Trades per month (avg) | 16.9 |
| Max drawdown (peak-to-trough) | CHF 1,087.44 — cumulative equity peak-to-trough over the window |
| Average winning trade | +13.38 pts |
| Average losing trade | −23.16 pts |
| Expectancy per trade | +6.17 pts |
| Best trade | +196.88 pts |
| Worst trade | −53.12 pts |
Monthly breakdown
| Month | Trades | WR | PF | Net (pts) |
|---|
| 2025-10 | 18 | 72.2% | 1.00 | -0.23 pts |
| 2025-11 | 20 | 90.0% | 25.73 | 154.52 pts |
| 2025-12 | 6 | 83.3% | 4.21 | 29.26 pts |
| 2026-01 | 28 | 85.7% | 2.12 | 105.53 pts |
| 2026-02 | 8 | 75.0% | 12.05 | 58.01 pts |
| 2026-03 | 38 | 78.9% | 2.89 | 453.29 pts |
| 2026-04 | 12 | 75.0% | 0.80 | -17.49 pts |
| 2026-05 | 14 | 71.4% | 1.44 | 46.26 pts |
| 2026-06 | 8 | 87.5% | 14.29 | 108.01 pts |
Evidence basis
Simulated historical backtest on TradingView Strategy Tester. Recent verified window 2025-10-01 → 2026-06-30 (152 trades, PF 2.35, 80.3% win rate). Six-year history Jun 2020 → Jul 2026 (1,254 trades, PF 1.30, 75.4% win rate, +2,477 pts) with July entries skipped — a seasonal skip supported by 5 of 7 July years being net-negative. Past performance is not indicative of future results.
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Disclaimer. Trading involves substantial risk of loss and is not suitable for all investors. All content is for educational and informational purposes only, not financial advice. Hypothetical or simulated performance has inherent limitations and does not represent actual trading. Results vary based on contract size, slippage, fees and execution. Past performance is not indicative of future results.
Hypothetical performance disclosure. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Trading futures and other leveraged instruments involves substantial risk of loss and is not suitable for every investor. Iron Ledger provides general, non-personalized research and software tools. Past performance is not indicative of future results. © 2026 Iron Ledger. All rights reserved.
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