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Test it yourself · our chart, our data Pyramiding "he doesn't trade it that way"
Strategy byICTInner Circle Trader · execution mechanics
390 trades · 2022-08-08 to 2026-07-29 · 1-minute bars · same setups, different execution
Tested and published by TradingBite Research·Updated 06 October 2026·How we test, and who we are·Tell us we got it wrong
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the gap ladder stop & targets
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How many clips may the ladder add?   Same setups every time. The only thing that changes is how the position is built — and the average goes from $2.43 to −$1.61 to −$4.37 a trade.
Watch when the clips fill. A clip only triggers when price has moved further against the position. That is the whole mechanism: the ladder is heaviest on the trades that are going wrong. Play a few and watch how often clip 3 fills a couple of bars before the stop. Drag to pan; scroll zooms; double-click resets.
Right now —
Signal
waiting
Play the trade and watch when each clip fills.
Position
Your trading
your trades
0
win rate
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total
$0.00
per trade
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tested book
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The rules setup identical, execution varies
  1. The setup is unchanged from the single-entry test: bias, a sweep of the previous day's high or low, displacement, inside the killzone.
  2. Clip 1 enters at the middle of the fair value gap — the ordinary entry.
  3. Clip 2 adds at the far edge of the gap. Clip 3 adds midway from there to the sweep extreme.
  4. All clips share one stop, just beyond the sweep extreme. The invalidation never moves, so this is not averaging into a loser in the usual sense — every clip is a better price.
  5. Scale out one unit at each target. After the first target the stop goes to average entry, then trails each cleared level.
  6. Commission is charged per clip that actually fills.
Setups390
One entry$2.43 a trade
Two clips−$1.61 a trade
Three clips−$4.37 a trade
Cost of managing−$2,651
Verdictrejected — every rung makes it worse
What we found over 390 trades
One entry is about breakeven at $2.43 a trade. Every clip you add takes it further down, to −$4.37 on the full ladder. Building the position costs $2,651.
laddertradeswina tradetotal
One entry only39033.8% $2.43$947
Two clips39034.1% −$1.61−$629
Three clips — the full ladder390 34.1%−$4.37−$1,703

The mechanism is the whole point. A clip only fills when price moves further against you. So the number of clips a trade fills is itself a signal — and it is a signal of failure. Group the same 390 trades by how many clips actually filled:

And there is the trap. The two-clip row looks superb — 80 trades at $189.42 each, winning 76.2%. You cannot choose to be a two-clip trade. Which bucket you land in is only known afterwards, so sorting by it is sorting by the outcome. The thing you can actually trade is the rule, and the rule is the first table.

63% of trades filled all three clips, and those won 13.4% of the time for −$86.84 each. The ladder reliably puts maximum size on exactly the trades that are about to stop out.

How this page found a bug in its own research. A reader played a trade here, watched price sail through the target, and nothing happened. It was right to look wrong. The research sorted the targets furthest-first, so the scale-out could never bank anything until the biggest move arrived — partials fired on 5.1% of trades instead of 33.1%. Fixing the sort moves one entry from −$7.03 to $2.43 and the full ladder from −$36.47 to −$4.37. The shape of the answer did not change; the size of it was wrong by about eight times. These are the corrected numbers.
Everything else worth saying

This is the strongest version of the argument, not a strawman. The clips share one stop and the invalidation never moves, so each addition is genuinely a better price in a structure that still holds. That is the case as its advocates make it. It still loses.

Setup selection is identical to the single-entry test — same bias, same sweep, same gap, same killzone, same targets, same simulator. The only variable is how the position is built, so the difference is trade management and nothing else.

One entry is not a strategy either. $2.43 a trade over 390 trades has not been through the gates the rest of the lab uses, and on this sample it is inside the noise. The claim here is narrow and comparative: adding clips makes it worse, whatever the base is.

The published research disagrees with this page, and this page is the one that is right. The file sorts the targets the other way; the difference is worth $12,520 across the book. The setups are identical either way — the sort only changes how a trade is managed, never which ones qualify.

What this test does not do

There are no stated rules for this. The source is a screenshot of one trade built in clips, not a method anyone explained. Where each clip goes, when the stop moves and where partials come off are our reading of that picture, which is why the page compares one, two and three clips rather than claiming any one ladder is the right one. We did not test a person's judgement about when to add.

  • Our ladder adds at fixed levels. A discretionary trader adds only while they judge the structure to be holding. If that judgement is real it changes this result — but then the edge is the judgement, not the pyramid, and no backtest can find it.
  • A screenshot of one good pyramided trade is not evidence against this. Staged entries produce spectacular results when the level holds. That is the 76.2% and the 60.9%. This page is about what happens across 390 attempts.
  • One instrument, one killzone. Nasdaq micros, regular hours.
  • Fixed one unit per clip. Real position building varies clip size, which we did not model.

If you think the ladder should be built differently, say how and we will test it against the same setups and publish the result.

Where this comes from the claim, before the test
The objectiona single-entry backtest is not a fair test of the method
How it is tradeda position built in clips of 1 and 2 at separate prices
Where the clips godeeper into the array, each a better price
The stopone structural stop beyond the sweep; the invalidation never moves
Managementpartials at each array boundary, stop trailed onto structure
Costs includednot mentioned

The objection is a fair one and it was made in good faith. This page is the attempt to answer it properly.

Journal — your saved trades 0 saved
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Something look wrong? Or want to ask about this test?

If a number here looks off, the chart misbehaves, or you think the rules were coded wrong — say so. Pages on this site have shipped with real mistakes and been corrected. The links below fill in what you were looking at, so the report is actually fixable.

REPORT A PROBLEM ASK ABOUT THIS STRATEGY “YOU CODED THE RULES WRONG”

How this was produced

The rules come from the teacher's own public video or write-up — or, for a textbook method or our own research, the page says so. They are coded as stated and run over years of futures data from a commercial market-data vendor, with commission charged on every trade; slippage is not modelled. Where a teacher gives no number, every value in the plausible range is tested and all of them are shown — not only the best one. Each page states the market, the period, the sample and the costs used.

Written with software. The tests are code, and the code and much of the writing were produced with AI assistance. Every result comes from that research code. The words around the numbers are written from those results — if you find one that disagrees with its own numbers, tell us and it gets fixed.

If a number here is wrong, say so. Email hello@tradingbite.net with the page and what you think is wrong. If a teacher believes their rules were read incorrectly, tell us how they should be read and we will re-run the test and publish the result, whichever way it goes.

This is not advice. These are tests of publicly taught methods on historical data, published so you can check them yourself. Past results do not predict future results. Trading futures can lose you more than you put in. Terms and full disclaimer ›