Nine months, 3,370 trades — the statement, cold
Source: broker statement, Jan–Sep 2025Starting account ~£9,900 (+£10,000 deposited along the way), his "public" account. The numbers below come from the statement's official P/L column — not from marketing.
Specialization, not diversification: the money comes from 4 indices. Everything that isn't an index
(gold, oil, FX) is irrelevant or a loss — he follows his own rule. By hour: the US session
(14:00–17:00 UK) produces +£52k, i.e. 66% of the entire profit; 13:00 UK is the worst hour (−£5k).
Note: the full monthly analysis shows May 2025 negative (−£427), July at breakeven (+£40) and August missing (holiday) — out of 9 months: 6 good, 2 dead, 1 negative. "Trading is not linear."
The central lesson: the tail makes the money
top 10 of 3,370 tradesOn the typical trade, Tom is a scalper: he cuts fast (median 8 minutes, avg win smaller than avg loss). And yet the year is huge. How? Ten trades. On the few big days he lets the position run and adds ("adding to winners"). Every dot below is a real trade. Find the golden ones.
This is the real lesson of the statement: you can cut 3,000 trades fast if you let 10 grow huge. Corollary: don't judge by the trade, judge by the tail — if you also cut the big winners, the whole edge disappears. That's not a figure of speech; it's arithmetic on his statement.
What you do NOT see on YouTube
the expensive parts of the same yearThe same statement that shows +£78,717 also contains these rows. We publish them in the same typeface — because they are the price of the edge, not its accidents.
Our independent backtest: the SRS over 17 years
DAX cash 5-min · 2009–2026 · 453,244 barsWe don't take any mentor at his word — not even the first one. We ran the School Run Strategy (his signature strategy) across 4,412 trading days, with all 3 stop variants from his playbook, no lookahead, using conservative conventions. Mechanical exit at the close of the day (EOD) or trailing — a proxy for his discretionary exit. The "Net" column subtracts 2.2 pts/trade (spread + slippage). His claim that "99% of days produce a setup"? Confirmed exactly: 99.8%.
| Stop | Exit | Trades | Win rate | PF | Total pts (gross) | Net (−2.2/tr) | Max DD | Max L streak | Losing years |
|---|---|---|---|---|---|---|---|---|---|
| (a) signal bar extremes | EOD | 7,162 | 32.2% | 1.26 | +38,345 | +22,589 | −1,764 | 21 | 1 / 18 |
| (a) signal bar extremes | trailing | 7,162 | 42.0% | 1.37 | +30,996 | +15,240 | −1,064 | 16 | 0 / 18 |
| (b) fixed 40 pts scaledrecommended | EOD | 6,780 | 38.3% | 1.35 | +50,681 | +35,765 | −1,561 | 46 | 0 / 18 |
| (b) fixed 40 pts scaled | trailing | 7,038 | 42.7% | 1.38 | +35,613 | +20,129 | −1,097 | 13 | 0 / 18 |
| (c) half of the signal barloses after costs | EOD | 7,162 | 18.0% | 1.10 | +10,064 | −5,692 | −2,875 | 39 | 5 / 18 |
| (c) half of the signal bar | trailing | 7,162 | 37.1% | 1.06 | +3,688 | −12,068 | −2,100 | 32 | 6 / 18 |
Honesty, in bold type: variant (c) — the stop at half of the signal bar, given by him as an alternative in the playbook — loses money after costs: PF 1.10 gross, −5,692 pts net, 5 losing years out of 18, streaks of 39 consecutive losses. The tighter stop looks "safer", but the 18% win rate doesn't survive the costs. We publish it just as loudly as the winning variant — a path launches here only with an independent backtest published, including where the strategy loses.
And one more inconvenient truth: even the recommended variant (b) had, in 2020 (COVID), a streak of 46 consecutive losses. The edge comes from average wins of 2–3× the average losses (avg win/avg loss: +76/−35 on variant b) — not from the win rate. Exactly the "Best Loser Wins" profile: you lose often, you lose small, you win big. Average: ~2,900 pts/year gross. Limitations: the EOD exit ≠ his discretionary exit; cash data, not futures; the costs are an estimate.
The Module 0 exam: can you read the numbers?
5 questions · instant feedbackNot memorization — interpretation. Every correct answer = +20 XP. All the answers are in the numbers above.
Tom's win rate is 62.5%. How many consecutive losses did he still take over the 9 months — and must you be able to take too?
If you cut the top 10 trades out of Tom's 3,370, what happens to his 2025 edge?
Which stop variant from the SRS playbook loses money after costs, on 17 years of data?
His average win (£129) is SMALLER than his average loss (£160). How does he still end up +£78,717?
His worst day: −£10,856. You have a 10,000 EUR account. What is the maximum daily loss you can afford so you stay in the game, like him?
You've seen the evidence. Now practice.
Module 1 — School Run Strategy: the signal bar, the bracket orders, the 3 stop variants. On real DAX data, no hindsight, with a score.
Now practice →