TJR’s strategy — does it actually work?

TJR markets this ICT-derived intraday strategy with a brokerage track record he says totals $874,782 this year, at a ~64% daily win rate (~1.23 reward-to-risk). The pitch: follow his rules and you copy the result.

“If we see this year I’ve made $874,782 … my daily win rate is around 64% or 64.29%.”— TJR, “My UPDATED Day Trading Strategy (2026)” · sources: $874,782 ↗ 1:27 · win rate ↗ 2:09

So we did exactly that: we coded his method rule-for-rule from his own videos, then tested it honestly — every trade, real tick-level costs and slippage, across seven years of NASDAQ and S&P data.

The strategy, exactly as he teaches it

Every rule links to the exact moment he states it — check any of them.

We coded it exactly

Before testing whether his strategy holds up, we had to be certain we had coded it faithfully: his method exactly as he teaches it, not our interpretation of it. So we took a trade TJR presents as his own in his strategy video, the 29 May 2026 ES short, and ran his rules through our engine. The swept level, the reversal FVG, the inverse FVG, the 1-minute break-of-structure entry, the stop and the target are all placed by the code, not drawn by hand. It reproduces his trade to the tick, confirming the strategy tested below is genuinely his. ↗ TJR: “I took this exact same trade… on the S&P 500” — 31:46

Every variation we tried

TJR leaves several steps open to interpretation, so we didn’t pick one version, we coded 17 different variations, one for every reasonable reading of his rules: which confirmation, which continuation, which entry trigger, which index, which targets, which entry window, filter on or off. Each one ran across seven years of NASDAQ and S&P tick data, with real commissions and slippage.

Not one is a real edge. Sixteen of the seventeen finish with a profit factor at or below 1.0; the single exception — trading only inside his stated 9:50–10:30 window — reaches just 1.07 on a 50% win rate, a coin flip that is statistically indistinguishable from break-even (t +0.77). Nowhere in the interpretation space is there anything close to his advertised 64%. Each row below is one reading, sorted by t-statistic; the more negative, the more certain the loss.

What about the $874,782 and the 64%?

We coded his strategy exactly and ran it on seven years of data. Every faithful reading of his rules lands on the same result: a coin flip at best, with a win rate nowhere near what he advertises.

We take his brokerage numbers at face value — the point isn’t that he didn’t make the money, it’s that his published rules don’t reproduce it. His 64% is a daily win rate from hand-picked, discretionary trades; mechanized exactly as taught, the rules give 40–50% — a coin flip, not an edge — in every one of the seventeen ways we read them.

Coded faithfully, his strategy is a coin flip.

Coded rule-for-rule from his own videos and tested across all seventeen readings of his rules, TJR’s strategy is a coin flip, not an edge. Not one variation is a statistically significant winner, and the best any reading manages is break-even.

Coded faithfully and tested honestly, TJR’s published rules have no edge — not one of the seventeen readings beats a coin flip, across seven years of data.

A research result on the mechanical rules as taught. TJR trades this by hand and by feel; our test isolates whether the rules themselves carry an edge, and finds none.