Backtesting the ‘$1,000 a Day Trading’ Box Strategy in Python

In this video, I backtest the “$1,000 a Day Trading” Box Theory strategy exactly as presented in the original video below: 🎯 Original Strategy Video: https://www.youtube.com/watch?v=r7XuZm8Ha8k The idea sounds simple: Define yesterday’s high and low as a box. Buy when price hits the lower edge. Place a stop just below the box. Take profit at the middle of the box. So… does it actually work on real data? I coded the strategy in Python and tested it on AAPL intraday data, using both 30-minute and 5-minute candles. No look-ahead bias. No curve-fitting. No cherry-picking. 📊 Backtest Rules Box = previous day high & low Long entry = first touch of previous-day low Stop-loss = slightly below box Take-profit = midpoint of box One trade per day Exit at end-of-day if TP or SL not hit ⚠️ Important Notes Results shown are before transaction costs No spread or slippage included Stop placement is highly parameter-sensitive Small changes in stop distance flip results from profit to loss 🧠 Conclusion The strategy, as presented in the original video, does not show robust profitability. On lower timeframes it appears marginally positive — but realistic trading costs would likely erase the edge. 🔬 Get the Full Notebook & Quant Practice Platform I upload the complete notebook, datasets, and my interactive Quant Practice platform for Tier-3 Channel Members: 👉 https://www.youtube.com/channel/UC87aeHqMrlR6ED0w2SVi5nw/join 📚 Want to Learn Python for Finance From Scratch? If you want to go from zero to building real trading systems, backtests, and risk models, check out my full courses: 👉 https://pythonforfinance.info This video is for educational and informational purposes only. Nothing in this video constitutes financial advice, investment advice, or a recommendation to buy or sell any securities. Trading involves risk, and past performance does not guarantee future results. Always do your own research or consult a licensed financial professional before making trading decisions. 🔎 Keywords box theory trading, backtesting trading strategies, python trading backtest, day trading strategy, 1000 dollars a day trading, trading strategy exposed, no lookahead bias, quant trading python