Tori Trades' trend line strategy (4H) on WTI crude oil

Method

4-hour bars. Trend lines are drawn the way she teaches, made exact: from the highest swing high of the last 13 weeks, lines touching as many swing highs as possible with none poking through, each starting where the last ended (the upper convex hull of the 3/3 swing highs); rising lines mirror it on the swing lows. The newest, steepest line of each is the one traded. A 4-hour close through the falling line is a long, through the rising line a short (her action line), if the line has at least 3 touch points within a quarter ATR, was not closed through before, and the opposing line (her safety line) exists with price on the safe side. Enter at the next open. The stop sits a quarter ATR beyond the safety line and trails it at every 4-hour close, never loosening. No target and no time limit. One trade at a time, 1% risk per trade. Every rule was written down before the test and nothing was optimised.

Data: the broker's MetaTrader 5 4-hour bars, 1 October 2021 to 26 October 2026. A signal fills at the next bar's open; a bar that reaches the stop is stopped out.

The test is a rolling walk-forward with five folds; only trades in the test windows count. Nothing was fitted in the training windows because nothing was tunable. Results are in R, the amount risked per trade, before trading costs.

This is one of 10 tests (5 markets, three-touch and two-touch lines). With that many, one can look good by chance alone.

The strategy is taught by the trader and YouTuber Tori Trades (Tori) in her videos and on her site: enter when price breaks a trend line (her "action line"), exit when it breaks the opposing line (her "safety line"). The rules here are IDFX's mechanical reading of what she teaches publicly, written down before the test. She trades by eye, with discretion, and has not reviewed or endorsed this test.

Verdict: reject. Not this time. Out of sample, her three-touch trend line break averaged -0.021R per trade over 79 trades on XTIUSD, -1.6R in total, and 2 of 5 test windows made money. All figures are before trading costs. This is one of 10 tests; see studies/tori-trades/report.md for all of them side by side.

Run run_75fb2b1ecc, IDFX engine, 27 October 2026. Rules: studies/tori-trades/rules.md (committed before any run). The sample-trade review was deferred by the owner; the trades were checked independently instead (studies/tori-trades/accuracy.md).

The idea

Draw trend lines over the swings. When price closes through one (the action line), trade in the direction of the break. Ride the move with the stop just beyond the opposing line (the safety line), moving it along that line, and get out when price breaks it. No target: "follow the price".

The strategy is taught by the trader and YouTuber Tori Trades (Tori) in her videos and on her site: enter when price breaks a trend line (her "action line"), exit when it breaks the opposing line (her "safety line"). The rules here are IDFX's mechanical reading of what she teaches publicly, written down before the test. She trades by eye, with discretion, and has not reviewed or endorsed this test.

The rules, exactly as tested

• Chart: 4-hour bars.
• Lines: drawn the way she teaches, made exact. From the highest swing high of the last 13 weeks, lines touching as many swing highs as possible with none poking through, each starting where the last ended; rising lines mirror it on the swing lows. A swing point is a bar beyond the 3 bars on each side of it. The newest, steepest line of each is the one traded.
• Entry (action line): a 4-hour close above the falling line is a long, below the rising line a short, if the line has at least 3 touch points (swings within a quarter ATR of it) and price had not closed through it since its last touch. One attempt per line. Enter at the next bar's open.
• Safety line: the opposing line must exist, with the close on its safe side; otherwise no trade.
• Stop: a quarter ATR beyond the safety line, moved along it at every 4-hour close (including to a steeper line when a new swing forms), never loosened.
• No target, no time limit. The trade ends when the stop is hit.
• Trades: one at a time; a break while a trade is open is skipped. 1% of the account at risk per trade.

Data and test

• XTIUSD (WTI crude oil CFD), 4-hour bars from the broker's MetaTrader 5 feed (bars start at 17:00 New York), 1 October 2021 to 26 October 2026.
• Rolling walk-forward, five folds; only the test windows count. Every rule was fixed.

Results (out of sample, before trading costs)

How the trades ended: 49 stop, at a loss; 29 stop, at or above break-even (trailed); 1 still open at the end of a test window.

Longs and shorts: longs 39 trades, -0.024R each, -0.9R; shorts 40 trades, -0.017R each, -0.7R.

Break signals in the test windows: 99. 13 had no safety line or price already through it, 7 came while a trade was open; both kinds were skipped as pre-registered. 0 entries opened beyond the stop level (a gap through the safety line, mostly at the Sunday reopen); as pre-registered, the stop kept its distance on the losing side of the fill.

The two-touch variant

Her "foundation" (any line, two touch points or more), run alongside:

The full period, for context. The same fixed rules from January 2022 (after the 13-week warm-up) to October 2026: 104 trades, +0.018R per trade, +1.9R. Context only, never the result.

The verdict

Reject. Rejected: expectancy of -0.021R per trade before trading costs; 42% probability the true Sharpe is above zero (one fixed rule set was tested, so there is no search to deflate for); p = 0.439 against block-bootstrapped price series. Also failed: sample size, fold consistency, robust to resampled trades.

• Sample size: failed. 79 out-of-sample trades; under 100 the statistics are fragile
• Positive expectancy: failed. expectancy of -0.021R per trade before trading costs
• Walk-forward efficiency: not applicable. not applicable: every parameter is fixed, so nothing was fitted on the training windows and there is no fit to decay; the fixed rules are judged by their out-of-sample expectancy and fold consistency
• Fold consistency: failed. 40% of walk-forward folds were profitable
• Sharpe significance: failed. 42% probability the true Sharpe is above zero (one fixed rule set was tested, so there is no search to deflate for)
• Beats shuffled price: failed. p = 0.439 against block-bootstrapped price series
• Parameter sensitivity: passed. nudging the pinned values keeps 100% of their score
• Robust to resampled trades: failed. 44% of trade sequences resampled with replacement end profitable
• Survivable drawdown: passed. 0.0% chance of halving the account at the configured risk
• Drawdown: passed. maximum drawdown of 11.3%

Reshuffled price series scored as well or better in 17 of 40 tries (p = 0.44). Resampling the trades puts the average between -0.226R and +0.206R in 90% of cases.

10 tests. This is one of 10 run together. With that many, one can look good by chance alone, so no single one should be read on its own.

Limitations

• Before trading costs. Spread, commission and slippage would make the result worse.
• About 3.3 years out of sample, not 5. The first 19 months are the first training window.
• A mechanical reading of a discretionary method. She draws by eye, rates lines, waits for retests or confluence when she wants to; none of that judgement is here. accuracy.md shows how the drawn lines compare with hers.
• CFDs, one broker's feed. She trades futures; prices track closely but not exactly.
• 4-hour bars. A bar that reaches the stop counts as stopped.
• A backtest. It is not live trading or a funded-account result.