New Build page
Standard for quick picks, Explore for every setting.
A new Build page, the Lean engine and risk you can see before you run.
The testing behind this update, 7 to 25 October 2026.
Standard for quick picks, Explore for every setting.
Standard now builds with the newer Lean engine.
Books start at their tested risk.
Gold systems built and run together as one book.
Systems and books in one view.
Build and test before you link MetaTrader.
The markets, the maths and the checks behind the update. The method stays ours.
12 markets, four timeframes, M15 to H4. Every bar is a real broker price, with the spread it had at the time.
On EURUSD, hourly moves past 4 standard deviations happen 120 times more often than a bell curve allows. Gold: 130 times. A test that assumes normal markets underrates the bad days.
Each hourly move is a log return r = ln(close / previous close), scaled to z = (r − mean) / sd. A normal curve puts 0.0063% of hours beyond |z| = 4. The data puts 0.762% there. Excess kurtosis: 15.9 on EURUSD, 24.2 on gold, where a bell curve scores 0. 100,530 EURUSD hours, 2010 to 2026.
EURUSD moves 3.5 times more in its busiest hour than its quietest. Systems are tested across every session, so a quiet hour cannot pass for skill.
Try 2.5 million random systems and the best one looks like a 5 sigma result by chance alone. That is why the best looking system proves nothing, and why every system we keep is checked again on prices it never saw.
For N independent tries with no real skill, the best score lands near the 1 − 1/N point of the normal curve: Φ⁻¹(1 − 1/N). One search of 1,200 tries gives about 3.1σ. 2.5 million gives about 4.9σ. The bar a real result must clear rises with every system tested.
1,000 systems with no edge at all, trading real EURUSD prices: a coin flip for direction, a fixed stop, the real spread. The best of them look brilliant on the prices they were built on. Then they meet prices they have never seen.
Luck does not repeat. That is why no Nebula system is judged on the prices it was built on, and why every system kept is checked again on prices it never saw.
Each trade result is a number in R (1R = the stop). With mean μ and spread σ per trade, n trades add up to about nμ, with a spread of σ√n. Here μ = -0.006R (mostly the spread, about 0.015R a trade) and σ = 1.34R, so after 200 trades the middle 95% of pure luck runs from about -38R to +36R: the dashed band. Pick the top 20 of 1,000 and you have picked the luckiest 2%, not the best. Their next 200 trades are fresh draws from the same coin, so they fall back to about nμ. A real edge is the opposite: it keeps showing up on prices it has not seen.