Prophecy 3.61: 40 Modules, Historical Results and Monte Carlo
Prophecy combines 40 strategy modules across 17 FX symbols. Every initial entry and DCA order uses a fixed 0.01 lot. N023 AUDUSD now uses a 1.0 TP multiplier; the other 39 TP settings remain unchanged.
The Historical Test
The combined MT5 Model 4 test used Darwinex data from January 2019 through 7 October 2026, starting with USD 500 and 1:500 leverage.
- Net profit: USD 4,801.57
- Final balance: USD 5,301.57
- Native profit factor / recovery factor: 3.60 / 22.65
- Maximum native dollar equity drawdown: USD 211.97
- Opening deals: 9,777, all at 0.01 lot
The drawdown percentage at the largest dollar-drawdown event was 8.39%. The largest percentage drawdown in the minute-plus-deal samples was approximately 12.06%; these are different measurements.
Stress Test, IS and OOS
| Period | MTM profit, USD | Deal PF |
|---|---|---|
| 2019: stress test | 472.28 | 3.51 |
| 2020-2023: IS | 2,888.49 | 3.57 |
| 2024-7 October 2026: OOS | 1,440.80 | 3.69 |
Both IS and OOS were profitable. Annualized fixed-dollar profit decreased from approximately USD 722 to USD 521, while deal PF remained similar.
Basket Duration
Of 7,498 naturally closed baskets, the longest lasted 39.25 calendar days. One N023 basket was liquidated at test end after 9.19 days. No observed basket exceeded 40 days, but there is no forced 40-day exit or guaranteed maximum holding time.
Monte Carlo
The analysis used 5,000 paths per scenario, resampling the same daily blocks across all 40 modules to preserve within-block DCA dependence and module correlation.
For a 365-day horizon with 90-day blocks, median simulated net profit was USD 620, with a terminal P5-P95 range of USD 438-837. P95 daily maximum drawdown was USD 164; with 30-day blocks it increased to USD 181.
Conclusion
The selected portfolio remained profitable in both periods. DCA still increases exposure during adverse moves, currency risks can overlap, and daily drawdowns miss intraday extremes. Historical resampling does not establish future profit probabilities or margin safety.
Full genuine-tick coverage is not independently certified; missing/discarded/fallback-data limitations remain. These are backtest results, not live performance or a profit guarantee. The next step is forward observation with the final settings frozen.
