Pyramid SMR vs Silver Bullet vs Combined — Real Numbers

• Different cells fire at different hours. Pyramid cells cluster around the NY AM session; SB cells span the full NY day (00:00, 02:00, 07:00, 10:00, 11:00, 13:00, 19:00, 20:00, 22:00). The two strategies almost never compete for the same minute.
• Risk is additive, not multiplicative. Each cell carries a fixed 2% risk budget. Running 18 cells means at most 18 independent risk units active at once — not 18² interactions.
• Diversification across asset classes. Pyramid covers FX, indices, and crypto. SB adds commodities (GOLD, SILVER, OIL). The 14 unique assets across the two portfolios cover three macro regimes that rarely move together.
• Empirically tested over 1y of recent data. The parallel-portfolio expectancy is the trade-weighted average of the two underlying expectancies — no synergy assumed, no correlation discount needed.

Which strategy makes more money?

Pyramid SMR has the higher per-trade edge (+0.46R vs +0.30R) and roughly 7x more trades per day, so it compounds faster on paper (~250% vs ~150% CAGR with a realistic haircut). Silver Bullet has a slightly smoother equity curve and a lower max drawdown (~40% vs ~50%), so it is the better fit for accounts that need to pass a prop-firm DD limit. In our live portfolio we run both because they are uncorrelated at the cell level — different assets, different NY hours, different setups.

Can I follow only pyramid or only Silver Bullet?

Yes. We post both portfolios on the free Telegram channel, tagged by portfolio (and by asset), so you can follow either one independently — or just the cells you care about (e.g. SB cells on indices only, or pyramid cells on FX only). We run both side by side because the parallel combination beats either alone on risk-adjusted return.

Why not add a third strategy?

We have tested seven other ICT/SMC frameworks (CISD, BPR, turtle soup, marubozu, breaker blocks, stop hunts, IFVG) on the same 1-year forward-test bar — five of them came back below breakeven after costs and two of them passed but inside cells already covered by pyramid or Silver Bullet, so adding them would correlate trades rather than diversify them. We will add a third strategy when (and only when) it passes walk-forward validation AND covers uncorrelated cells.

Is the compound thesis really dead?

Yes — and we have the numbers. The 2026-05-30 cell-sweep refresh tested "fire SB only when a pyramid event triggered within the prior 8 hours" as a quality gate. Result: compound expectancy was -0.0083R per trade, vs +0.4598R for pyramid alone and +0.3044R for SB alone. The reason: 99.9% of pyramid events had a compound SB pattern within 8 hours, so the gate did not filter anything — it only added entry friction and slippage. Silver Bullet's edge is the hour-of-day x asset cell selection, not the FVG + 5th-candle pattern itself. Stacking the two patterns on top of each other adds noise, not signal.

How were the 5-year CAGR numbers calculated?

We took the 1-year forward-tested R per trade and trade count per strategy, applied a realistic execution haircut (30% of theoretical edge lost to slippage, missed entries, and platform downtime), then compounded with fixed-fractional sizing (2% risk per trade, capped at per-cell budget). The 5-year max drawdown was measured peak-to-trough across the worst contiguous 30-day window of the haircut equity curve. These are projections, not realised returns — your live result will differ depending on broker fills, prop-firm rules, and which subset of cells you run.