Hi all, I'm building my own MT5 Expert Advisor (MQL5) with Claude as part of Zero One. The infrastructure runs on a demo account: risk module, trade log, news filter, daily and weekly reports. What I don't have yet is a strategy that survives my own tests. I've tested 9 ideas and all of them failed. Before I start round 10, I'd like your input. My fixed rules (not negotiable): - Account €250, risk per trade 0.5% (≈ €1.25 to the stop), minimum lot 0.01 - One market, one open position at a time - Hard stop-out (1/3 of peak equity is never touched), daily stop 2% - Everything closed on Friday 20:00 CET, nothing held over the weekend - No new trades around high-impact news (±30 min) - No martingale, grid or averaging down; every trade has a stop-loss - Broker: Fusion Markets (MT5): forex, index CFDs, metals My bar for a strategy: - Profit factor ≥ 1.2 in the test period and in a separate out-of-sample period - Still profitable with 2× costs (spread, commission, swap) - At least 50 trades - Edge per trade at least 5× the spread - Public rules and some independent evidence (paper or replication), so no black-box EAs or signal services What I tested (all rejected): - Donchian breakout, EURUSD M15 - Asian range breakout at the London open, EURUSD - Time-of-day effect, EURUSD (Breedon & Ranaldo) - On the AEX (NETH25): turn of the month, RSI(2) pullback, intraday momentum, long above the 200-day average - Opening range breakout on index CFDs The pattern: with €1.25 risk the stop has to be small, so trades are short, and the spread eats the edge. The strategies with the strongest evidence (trend, momentum, carry) hold for weeks, which clashes with my Friday close. My questions: 1. Do you know a strategy with public rules and evidence that fits these rules? 2. Or is this combination simply not realistic? If so, which constraint would you look at first? (Risk per trade and the loss limit stay as they are.) 3. Which MT5 markets have the best daily range compared to the spread for a small account?