Strategy review
Supply & Demand Zones (GTF)
Reviewed video: “Supply & Demand Zone strategy (Arun & Sooraj)”
The claim
Mark a demand zone — a tight base followed by an explosive green departure — then buy the first fresh return to that zone, stop below the base, target 2R. Pitched as winning 70–80% of the time.
How we tested it
Mechanized on 156 stocks daily, trend-filtered (close > 200-DMA), then put through walk-forward (train/test) and heavy-slippage (0.30%) robustness tests.
The data
| Metric | Value |
|---|---|
| First look win % | +64.00 |
| Honest-scale win % | +45.50 |
| Walk-fwd TRAIN R | -0.04 |
| Walk-fwd TEST R | +0.42 |
Our verdict
The most promising directional strategy in our entire study — the only one that ever showed a positive edge. At first look (25 trades) it won 64% with +0.63R, matching the 70–80% pitch, and the trend filter genuinely helped.
But it didn't survive scrutiny. At honest scale (156 stocks) the win rate fell to 45% and +0.12R; walk-forward showed the edge lives only in the recent half (train negative, test positive); and heavy slippage crushed it to breakeven (+₹4k over 2 years). A marginal, recent-regime, slippage-fragile near-miss — the closest any directional setup came, which is why it earns 2 stars rather than 1.
Bottom line
★★☆☆☆ 2.0/5