Nebulas
The same systematic approach that powers Mars, applied to a major stock index. Nebulas trades price and volume inefficiencies with a predefined stop on every position — and it has now been backtested across five years of data.
A proven method, tested honestly.
Nebulas takes the price-and-volume approach validated on Bitcoin and points it at one of the world's most heavily traded indices. Deep, liquid markets leave the kind of structure the method looks for. The logic is unchanged: act only on high-conviction conditions, define the risk before every entry, and keep execution cost-aware so the edge isn't given back in spread.
What matters most is how it was tested. The parameters were fixed in advance on a completely different market and were not tuned to this index — the single most common way a backtest fools its author. Costs were modelled on the venue's real, verified spread, and stops were filled at the gap-open price when price jumps through them rather than at the stop, so the results don't flatter themselves. It was profitable in every year tested, including the 2022 bear market, and held up when the sample was split in half without re-optimising.
Not tuned to this market
Parameters fixed in advance on another market — no curve-fitting to the index.
Realistic cost & fill model
Real verified spread, and stops filled at the gap price when price jumps through them.
Profitable every year tested
Positive in all five years, including the 2022 bear market, and across both sample halves.
Monthly, growth of a $1,000,000 starting balance · 5-year backtest at a conservative 1% risk per trade
Year by year
| Year | Trades | Win rate | Return |
|---|---|---|---|
| 2021 | 83 | 43% | +23% |
| 2022 | 138 | 41% | +30% |
| 2023 | 132 | 47% | +58% |
| 2024 | 105 | 50% | +55% |
| 2025 | 119 | 43% | +31% |
| 2026 | 73 | 53% | +45% |
At 1% risk per trade. Profitable in every year tested.
Run your own number.
Enter any starting amount to see what it would be worth today at this strategy's backtested performance.