Three months: interesting, but early
A few profitable months can justify further research, but they provide a limited sample. The strategy may have experienced only one favourable market regime and may not yet have encountered the conditions that expose its weaknesses.
Six to twelve months: more useful evidence
A record approaching a year can reveal more about consistency, losing periods and how the strategy behaves as market conditions change. It is still not proof of future profitability, especially for strategies with relatively few trades.
Several years: stronger, not certain
Multi-year live history can include more volatility regimes, macro events and changing liquidity conditions. That generally makes it more informative than a short record. Even several years of success cannot establish a maximum future drawdown or guarantee that the strategy will continue to behave the same way.
Trade count can matter as much as calendar time
A strategy making hundreds of trades in a year produces a different statistical sample from one making ten. Duration and trade count should therefore be considered together rather than using account age alone as the quality test.
Look for losing periods
A perfectly smooth short record can be less informative than a longer record that includes difficult periods. Losing months show how the strategy, position sizing and recovery process behave when conditions are unfavourable.
Compare return with drawdown →
Live results matter more than a long backtest
A long simulation can be useful for understanding a strategy idea, but it does not reproduce every element of live execution. Spreads, slippage, liquidity and operational conditions can make real results different from backtested results.
Backtesting vs live results explained →
What should you verify?
Check whether the record is live, whether deposits and withdrawals are visible or explained, how many trades produced the result, the maximum observed drawdown, fees and whether the strategy uses leverage or amplification. Screenshots alone provide much weaker evidence than an inspectable account history.
Use the trading bot verification checklist →
Short records and high monthly returns
The shorter the record and the higher the claimed return, the more important it becomes to avoid extrapolating the average indefinitely. A few strong months can create spectacular compound projections without demonstrating that the return is sustainable.
Is a 20% monthly return realistic? →
Apply this to Sonic AI
When evaluating Sonic AI, treat track-record length as one part of the evidence. Review the available live performance together with drawdown, trade count, amplification, fees and the account structure.