US100 · Nasdaq 100
+3.94%
Total net return
- Max equity DD
- 4.41%
- Profit factor
- 1.10
- Sharpe
- 1.51
- Win rate
- 80.11%
Mathematical lineage · Higher-risk profile
Bergo
A mathematics-first system built from non-ergodicity: compounding paths, payoff asymmetry, and survival risk. Unlike AppleTree and Grimmwood Apple, Bergo is not an NQ-specific mechanical research branch.
LineageNon-ergodic math
Base risk5.0%
WindowJun 2024 — Aug 2026
Strategy tester evidence
Time paths matter more than averages.
Four markets were tested from the same $100,000 starting capital with a 5% base-risk input. Bergo posts very high win rates, but losing trades are much larger than winning trades. In a non-ergodic system, the sequence and magnitude of losses determine whether capital survives long enough for an average to matter.
MT5 Strategy Tester · M30 · 2024-06-01 to 2026-08-18 · withdrawals disabled · max exposure 5 lots. Historical simulations only; not forward returns or guarantees.
BTCUSD · Bitcoin
−32.28%
Total net return
- Max equity DD
- 48.51%
- Profit factor
- 0.80
- Sharpe
- −4.14
- Win rate
- 72.24%
USOIL · WTI
+43.66%
Total net return
- Max equity DD
- 14.41%
- Profit factor
- 1.80
- Sharpe
- 9.10
- Win rate
- 78.06%
XAUUSD · Gold
+273.27%
Total net return
- Max equity DD
- 10.79%
- Profit factor
- 1.44
- Sharpe
- 7.52
- Win rate
- 83.17%
Lowest-drawdown positive case
US100 · a thin but positive edge
Net profit$3,944.71
Total return3.94%
Max equity DD4.41%
Profit factor1.10
Sharpe ratio1.51
Recovery factor0.88
Trades553
Average win$100.42
Average loss−$368.58
Cross-market comparison
Four markets. Four different risk profiles.
The useful question is not which market has the largest return. It is which return survives after drawdown, payoff asymmetry and test quality are considered.
| Market | Total return | Net profit | Max equity DD | Profit factor | Sharpe | Win rate | Largest loss | History quality |
|---|---|---|---|---|---|---|---|---|
| US100 | +3.94% | $3,944.71 | 4.41% | 1.10 | 1.51 | 80.11% | −$1,430.70 | 73% real ticks |
| BTCUSD | −32.28% | −$32,284.74 | 48.51% | 0.80 | −4.14 | 72.24% | −$8,773.98 | 100% real ticks |
| USOIL | +43.66% | $43,664.47 | 14.41% | 1.80 | 9.10 | 78.06% | −$7,440.40 | 99% real ticks |
| XAUUSD | +273.27% | $273,267.27 | 10.79% | 1.44 | 7.52 | 83.17% | −$27,964.86 | 99% real ticks |
Risk architecture
Bergo wins often. It can lose violently.
That asymmetry is the defining feature of these tests. A 72–83% win rate is not safety when the average loss is many times larger than the average win.
01 · Payoff asymmetry
Win rate is not enough.
On US100, the average loss was about 3.7 times the average win. The edge survives only while losing events remain sufficiently rare.
02 · Failure case
BTC breaks the strategy.
BTC lost 32.28% despite winning 72.24% of trades. Its 0.80 profit factor and 48.51% maximum equity drawdown make the failure visible.
03 · Test quality
Confidence is not uniform.
BTC reports 100% real ticks; Oil and Gold report 99%. US100 reports 73% real ticks, so its exact figures deserve more conservative interpretation.
Bergo is US$149 per month.
Bergo uses Acerbre's account-bound monthly authorization system. Send the MT5 broker account number and your email address to receive activation.
Request a Bergo licenseCapital at risk
These are historical MT5 Strategy Tester simulations, not expected returns. Live spreads, slippage, broker execution, contract specifications and future market regimes can materially worsen results. The supplied tests include a −32.28% BTC loss and maximum equity drawdowns ranging from 4.41% to 48.51%.