Historical testing
Measured beyond profit.
Our commercial portfolio evidence uses BlackBull data, EUR 10,000 starting balance, 1:100 leverage and the STANDARD 1.00× risk profile unless a report explicitly states otherwise. Annual tests reset the balance each year; continuous tests compound over the full period.
Download the full Historical Testing & Validation Report (PDF) →Cross-broker robustness
The same commercial Focused and Core portfolios were tested over the identical period on four MT5 broker environments. BlackBull remains the frozen publication reference; the other broker runs are shown to demonstrate how native market data, spreads, contract specifications and execution conditions can change the absolute result while preserving the broader strategy edge.
All eight same-period runs use EUR 10,000 starting balance, 1:100 leverage and STANDARD risk. The cross-broker result range is itself part of the robustness evidence: exact trades and profits are not expected to be identical when broker H1 candles, spreads, symbol specifications, margin rules and fills differ.
BlackBull vs Pepperstone
Axis 7even isn't built to win fast — it's built to stay profitable long enough for compounding to do the work. Below, the same 2024–26 Aug 2026 window is shown two ways: first as three separate years, each restarting from €10,000, then as one continuous run where nothing resets and each year's gains become the next year's starting capital.
Neither product had a losing year in this window. That consistency — not any single year, and not any single broker — is what the continuous result below depends on.
IC Markets EU is excluded from the 2024–2026 continuous comparison because the tested server does not provide the required older H1 history. FxPro is excluded because its long-window report has only 24% real-tick history quality. Neither limitation affects the four-broker 1 Jan–26 Aug 2026 comparison above.
These are historical results from a specific ≈2.7-year window, not an annualized rate and not a projection of future performance. Because position sizing is percentage-based, the trade size compounds along with the balance — the same discipline that produced three profitable years in a row is what this result depends on, not a single outsized trade. Historical results do not guarantee future returns.
Same Nasdaq structure. Broker-specific trigger detail.
BlackBull remains the frozen publication reference for the multi-year Specialist evidence. Separate FxPro testing and independent NQ futures data were used to answer a narrower technical question: can the USTEC engine operate on another broker when the Nasdaq instrument satisfies the required contract, lot, stop, margin and time specifications? The evidence supports conditional compatibility, not identical trades on every feed.
exact same-time, same-direction USTEC entries in the comparable Aug–Sep sample
USTEC entries matched within five minutes across the two broker feeds
median same-side frozen-zone overlap in the focused 20–26 Aug diagnostics
5-minute return correlation with BlackBull USTEC.f in the independent market-data overlap
Every USTEC entry from each broker was matched against the other broker's feed by timestamp and direction over the same test window. The exact-match and five-minute-overlap figures above summarize that comparison; a focused diagnostic period was examined separately to confirm the same pattern held under closer scrutiny.
Where an entry appeared on only one feed, the other broker's price action was checked directly at that moment. In every case, a strongly overlapping same-side setup was present on both feeds — it just crossed the decision threshold on one and not the other. That points to ordinary feed-timing differences (spread, tick timing, candle confirmation), not a different underlying market.
BlackBull USTEC.f and independent NQ futures returns correlated 0.9965 at 30 seconds, 0.9970 at 1 minute and 0.9996 at 5 minutes — confirming both feeds track the same underlying market extremely closely. That independent data was also used as a neutral check on the broker-only entries, and it did not consistently favor one broker's feed over the other's.
A Nasdaq symbol must pass the specification — the name alone is not enough.
A broker requiring a larger minimum volume is not treated as "close enough." In the EUR 10,000 BlackBull/FxPro USTEC sample, the smallest actual volume on both brokers was 0.05 lot; 6 of 37 BlackBull trades and 4 of 51 FxPro trades were below 0.10 lot. Axis therefore rejects an incompatible USTEC contract rather than rounding an intended small percentage-risk trade upward. Smaller accounts make fine volume granularity even more important. Automatic resolution recognizes common Nasdaq families and then validates the selected contract; manual override remains available for advanced cases.
Axis 7even
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