Pankaj Sahu's Loren Setup Exposed | With P&L
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Why 3.5/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)
- ✓ Strong per-trade edge: +0.32R expectancy across 3,935 trades
- ✕ Only 36% of trades win — the rare big winners must keep showing up
- ✕ 4 of 9 tested years were negative (2018, 2022, 2025, 2026) — the edge is regime-dependent
- ✕ Max drawdown -22% on the ₹2L portfolio — the compounded return came with deep pain along the way
Verdict
Auto-backtested. AI-decoded: Laurence Setup: RSI (custom) above/below 50 midline determines bias (bullish/bearish); entry on 20-signal generation; 30-min breakout confirmation in same direction; mechanical rules-based intraday sc Ran on 159 large/mid-caps, real costs. 3,935 trades, win 36%, payoff 2.78, expectancy +0.32R/trade (avg +1.78%/trade).
This is a real edge. The payoff is convex (winners run well past the average loser). Reasonably consistent (56% of years positive).
Mechanically decoded from the transcript and scored from the metrics. Flagged for human review; a hand-vetted verdict can override it.
🔴 Live forward test (no hindsight — only trades the rules fired AFTER we published this verdict)
Tracking since 2026-07-07 — no qualifying signals have fired yet. The engine re-checks every night on fresh data; results appear here the day the rules trigger.
Is it profitable? (green above the line = made money, red below = lost it)
₹2,00,000 portfolio (max 5 positions, across the stock universe — real delivery costs)
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|
| +10% | +6% | +56% | +8% | -2% | +17% | +3% | -5% | +2% |
Simulated on the 159 large/mid-cap universe. Capital-constrained, daily mark-to-market.
Year by year (every trade the rules fired, across the tested stocks)
| Year | Trades | Win % | Expectancy | Avg return / trade |
|---|---|---|---|---|
| 2018 | 254 | 30% | -0.26R | -2.01% |
| 2019 | 458 | 35% | +0.04R | +0.18% |
| 2020 | 406 | 54% | +1.25R | +10.78% |
| 2021 | 402 | 39% | +0.46R | +2.66% |
| 2022 | 576 | 30% | -0.03R | -0.48% |
| 2023 | 508 | 46% | +1.35R | +5.80% |
| 2024 | 500 | 27% | +0.07R | +0.04% |
| 2025 | 548 | 30% | -0.07R | -0.70% |
| 2026 | 283 | 29% | -0.20R | -1.11% |
Where this strategy made & lost money (the full stock-by-stock breakdown — 158 stocks, incl. 2026)
| # | Stock | Trades | Win% | Avg/trade | Best | Total | 2026 |
|---|---|---|---|---|---|---|---|
| 1 | ████████ | 23 | 30% | +3.7% | +47% | +84% | +47% |
| 2 | ████████ | 28 | 43% | +8.7% | +95% | +243% | +40% |
| 3 | ████████ | 22 | 23% | +1.4% | +43% | +30% | +38% |
| 4 | ████████ | 25 | 40% | +8.1% | +89% | +204% | +37% |
| 5 | ████████ | 24 | 42% | +17.3% | +182% | +415% | +34% |
| 6 | ████████ | 27 | 41% | +5.6% | +66% | +150% | +34% |
| 7 | ████████ | 12 | 25% | -1.2% | +23% | -15% | +28% |
| 8 | ABB free peek | 29 | 34% | +2.5% | +68% | +72% | +27% |
| 9 | ████████ | 21 | 62% | +10.0% | +58% | +210% | +24% |
| 10 | ████████ | 26 | 54% | +14.2% | +178% | +369% | +19% |
| 11 | ████████ | 15 | 33% | +5.4% | +55% | +81% | +19% |
| 12 | ████████ | 28 | 43% | +3.6% | +40% | +102% | +14% |
| 13 | ████████ | 26 | 42% | +2.7% | +53% | +70% | +14% |
| 14 | ████████ | 27 | 30% | +1.9% | +54% | +52% | +14% |
| 15 | ████████ | 28 | 25% | -1.7% | +17% | -46% | +14% |
| 16 | ████████ | 28 | 43% | +4.4% | +58% | +123% | +13% |
| 17 | ████████ | 28 | 39% | +1.6% | +21% | +46% | +12% |
| 18 | ████████ | 25 | 44% | +3.5% | +61% | +87% | +11% |
| 19 | ████████ | 30 | 43% | +1.7% | +33% | +51% | +11% |
| 20 | ████████ | 26 | 42% | +3.7% | +47% | +96% | +10% |
| 21 | ████████ | 27 | 52% | +6.7% | +56% | +180% | -19% |
| 22 | ████████ | 28 | 36% | +3.9% | +90% | +109% | -18% |
| 23 | ████████ | 26 | 31% | +1.1% | +53% | +30% | -16% |
| 24 | ████████ | 27 | 26% | -0.1% | +29% | -3% | -15% |
| 25 | ████████ | 29 | 31% | +0.2% | +36% | +7% | -15% |
| 26 | ████████ | 30 | 33% | +1.3% | +38% | +40% | -15% |
| 27 | ████████ | 26 | 35% | +6.6% | +91% | +171% | -15% |
| 28 | ████████ | 24 | 46% | +1.0% | +21% | +24% | -14% |
| 29 | ████████ | 28 | 36% | +2.3% | +46% | +64% | -14% |
| 30 | ████████ | 23 | 52% | +5.5% | +38% | +126% | -14% |
Educational backtest output only — not investment advice or a recommendation to buy/sell any security. AI-generated from stored historical data; not 100% accurate. Past performance is not indicative of future results.
On the index (same rules applied to NIFTY & BANKNIFTY)
| Index | Trades | Win% | Expectancy (R/trade) | Avg return/trade |
|---|---|---|---|---|
| NIFTY | 42 | 43% | +0.62R | +1.44% |
| BANKNIFTY | 40 | 40% | +0.39R | +1.12% |
Full transcript (5619 words)
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