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Randomized Entry Benchmark
Keep your exits and your risk exactly the same, but fire the entries at random. If your real entry can't beat the random cloud, your signal isn't the edge, your risk management is.
A randomized entry benchmark keeps your exits and your risk exactly the same but replaces your entry signal with random entries. It isolates the entry, so you can tell whether the signal itself beats pure chance.
How it works
Enter your win rate, your exits and your risk, then run the benchmark. The grey cloud is what totally random entries produce with your exact same exits and risk. If your line stays inside that cloud, your entry signal is not adding anything.
Your entry
Your win rate is above the 40.0% break-even for this reward:risk, so the signal itself is contributing. Verify it holds on real out-of-sample data.
Is it the entry, or just the exits?
Traders obsess over entries and ignore exits, but a good risk:reward and disciplined exits can make even random entries look decent. This benchmark isolates your entry: same exits, same risk, entries fired at random. The grey cloud is what random entries produce. If your line sits inside that cloud, your entry signal is adding nothing, and you've been optimizing the wrong half of your strategy.
Frequently asked
If random entries make money, is my strategy fake?
Not necessarily, but it means your edge lives in the exits and risk, not the entry signal. That is useful to know before you spend months perfecting entries.
What win rate does a random entry get?
With fixed reward to risk exits and no real edge, a random entry tends toward the breakeven win rate, so it hovers around zero profit.
Test whether your entry really beats random on years of real data. Build and benchmark your strategy, no code.
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