Three different Proteus III setups were tested.
1.) Proteus III base version
2.) Proteus III with a limited session from 9:30 - 11:00 instead of 5am - 4pm
3.) Proteus III with the order book ratio set to 3 instead of 2
We go over all Market Replay backtests as well as what we will test next. We prefer to be more selective. The base version has about 2500 trades on the June 2026 contract while some of the lower frequency setups have about 900-1000 trades.