Does the Supertrend and EMA200 rule repeat 46% wins?

Trading Rush tested about 100 trades with a Supertrend direction change, an EMA200 filter, and a 1.5-to-1 target. The video reports a win rate near 46%. I wanted to answer a narrower question: what happens when I write down one complete version of those rules and run it over every available hour in a longer historical sample?

My result is 40.04% wins across 984 completed trades on EURUSD and EURJPY H1. The video and my test are different experiments. Its exact indicator settings, data dates, and execution assumptions are not available in the claim. The difference between 46% and 40.04% is therefore a reason to inspect the rules, not proof that either count is wrong.

What I fixed before looking at the result

Supertrend is an ATR-based line that changes sides when the trend state flips. I used ATR period 10, multiplier 3, and the candle's median price. A long signal needs the line to flip below the candle and the closed price to be above its 200-hour exponential moving average. A short needs the reverse. The signal is confirmed at the close; the modeled entry happens at the next hour's open. The stop stays at the signal bar's Supertrend line. The target is 1.5 times the distance from entry to stop. Only one position per symbol can be open.

Those values are written in the rule sheet. They are my explicit assumptions where the video leaves room for interpretation. A different Supertrend default, stop buffer, or entry timestamp can change the count. Writing those choices down is the first acceptance test for any strategy that somebody plans to automate.

The data and the result

I used official Dukascopy hourly Bid candles from 2 January 2017 through 26 June 2026. The run includes EURUSD and EURJPY, not a selected month around a favorable stretch. I set the split before counting: a trade exiting before 1 January 2024 is in sample; later exits are out of sample. The pooled in-sample win rate was 41.8% on 705 trades. The out-of-sample rate was 35.5% on 279 trades. The separate symbol rates were 40.51% for EURUSD and 39.54% for EURJPY.

These data are Bid candles, so Ask-side execution must be modeled. I fixed 1.0 pip spread for EURUSD, 1.2 pips for EURJPY, and $7 per standard lot round-trip commission. The EURJPY commission uses a fixed USDJPY conversion of 140. These are cost assumptions, not a claim about any broker's historical fills. At the tested 1.5R target and modeled costs, the pooled breakeven win rate is 41.10%. The base run's 40.04% sits below that threshold. The R-denominated maximum drawdown in the trade sequence was 44.9R. This is a historical simulation, not a forecast.

I changed only one uncertain choice at a time. A faster Supertrend setting produced 39.20% over 1,821 trades. Moving the stop 0.25 ATR beyond the line produced 40.37% over 909. Skipping unusually wide stops produced 40.62% over 938. The range across those three alternatives is 39.2% to 40.6%. It did not recover the video's approximate 46% in this dataset.

Three checks before treating the rule as code

First, freeze the signal timing. A chart can display a flip inside an unfinished candle, while a backtest using closed bars cannot take it until the next candle. The acceptance case is a known flip bar: the engine must enter once, at the next open, and never on an earlier timestamp.

Second, freeze the stop and target at entry. For one known trade, calculate the distance from entry to the Supertrend line and verify the 1.5R target in the trade CSV. A later movement of the line must not silently change a fixed stop. If a trailing stop is wanted, it is a different rule and needs its own test.

Third, resolve a candle that touches both levels. Hourly OHLC data do not tell us which price was touched first. This test takes the stop first. One pooled base trade has that ambiguity. A different policy could move an individual trade's result, so it belongs in the specification and the acceptance cases.

The result sheet and trade CSV show the full count, cost assumptions, variants, and script. The figure of the first 30 chronological EURUSD trades explains the signal and exit rules; it is not evidence of a live run. The test does not reproduce Trading Rush's manual sample, guarantee future results, or show whether any prop firm would allow the rule.

If you have your own Supertrend rule, the useful first step is to write the unresolved choices down. The rule check is a way to do that before commissioning a historical test. One frozen rule set and three acceptance cases are more useful than one headline win rate.