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Celan Bryant
Celan Bryant

1.6K Followers

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Jan 18

Automated Trading Strategy #60

In one year, Strategy 60 made a net profit of $408K based on a basket of equity-based futures (ES, NQ, RTY, EMD, YM). Portfolio profit factor is 1.44, and 53% of trades are profitable Important: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will…

Ninjatrader

7 min read

Automated Trading Strategy #60
Automated Trading Strategy #60
Ninjatrader

7 min read


Jan 2

Automated Trading Strategies: January 2023 Portfolio Update

Equity Futures update. Ag, Metals and BTC Futures added. We’re ahead of schedule on the live test — Passed the initial funding evaluation and secured 3 funded prop accounts. In case you didn’t know, we’re on the hunt for the holy grail of automated trade strategy. We define the holy grail of trade strategy as having the following attributes: Profit factor (gross profit/gross loss) greater than 3 Annual max drawdown less than 3%

Ninjatrader

16 min read

Automated Trading Strategies: January 2023 Portfolio Update
Automated Trading Strategies: January 2023 Portfolio Update
Ninjatrader

16 min read


Dec 3, 2022

Automated Trading Strategy #58:

Strategy 58b is a semi-automated strategy. Over the last 3 weeks, it made $7K on 35 trades and 94% of those trades were profitable. There is no guarantee that these strategies will have the same performance in the future. Some may perform worse and some may perform better. We use backtests to compare historical strategy performance. Backtests are based on historical data, not live data. There are no guarantees that this performance will continue…

Ninjatrader

4 min read

Automated Trading Strategy #58:
Automated Trading Strategy #58:
Ninjatrader

4 min read


Nov 16, 2022

Automated Trading Strategy #57

The Strategy 57 portfolio has a profit factor of 2.93 on 233 trades. It is profitable 64% of the time and has a Sortino ratio of 2.29. Click on the table to enlarge. As a quick reminder, our goal is to find the holy grail of automated trade strategy as defined below: Profit factor greater than 3 Annual drawdown less than 3% Annual return on max drawdown greater than 500% Maximum daily net loss of -$1,000

Ninjatrader

3 min read

Automated Trading Strategy #57
Automated Trading Strategy #57
Ninjatrader

3 min read


Oct 26, 2022

Automated Trading Strategy #56

Strategy 56 is profitable 62% of the time. It made $72K based on a 1 year backtest period using 1 NQ contract. It has a profit factor of 1.96 and a Sortino ratio of 1.88. As a quick reminder, our goal is to find the holy grail of automated trade strategy as defined below: Profit factor greater than 3 Annual drawdown less than 3% Annual return on max drawdown greater than 500% Maximum daily net loss of -$1,000

Automated Trading

5 min read

Automated Trading Strategy #56
Automated Trading Strategy #56
Automated Trading

5 min read


Sep 19, 2022

The hunt for the holy grail of automated trading strategies is starting to heat up…

The Mudder Report 2.0: 9/11/22–9/16/22 I don’t usually post our weekly updates here, but we’re at a pivotal point in our hunt for the holy grail of automated trading strategies and I want to share news about the transition with followers on Medium this week as well. The goal of the original Mudder Report was…

Futures Trading

4 min read

The hunt for the holy grail of automated trading strategies is starting to heat up…
The hunt for the holy grail of automated trading strategies is starting to heat up…
Futures Trading

4 min read


Published in Trading Data Analysis

·Sep 14, 2022

Automated Trading Strategies: September 2022 Portfolio Update

Over the last 12 months our top strategies made over $2.7M based on NT8 backtest results. This is a leaner portfolio in both size and performance. In case you didn’t know, we’re on the hunt for the holy grail of automated trade strategy. We define the holy grail of trade strategy as having the following attributes: Profit factor (gross profit/gross loss) greater than 3 Annual max drawdown less than 3%

Trading Strategy

11 min read

Automated Trading Strategies: September 2022 Portfolio Update
Automated Trading Strategies: September 2022 Portfolio Update
Trading Strategy

11 min read


Sep 8, 2022

Is The Market Rigged For Retail Traders?

Perhaps, but only if you think like a retail trader Every now and then I receive a question about the markets being rigged. It isn’t a question as much as it is a statement on the futility of trading, especially for the retail trader. The answer may depend on your definition of ‘rigged’, but I think the answer is yes…

Futures Trading

9 min read

Is The Market Rigged For Retail Traders?
Is The Market Rigged For Retail Traders?
Futures Trading

9 min read


Sep 1, 2022

Automated Trading Strategy #53

Click on the table to enlarge. As a quick reminder, our goal is to find the holy grail of automated trade strategy as defined below: Profit factor greater than 3 Annual drawdown less than 3% Annual return on max drawdown greater than 500% Maximum daily net loss of -$1,000 Avg…

Automated Trading

4 min read

Automated Trading Strategy #53
Automated Trading Strategy #53
Automated Trading

4 min read


Aug 6, 2022

Automated Trading Strategy #50

Strategy 50 is our first portfolio strategy. You can also trade each contract on its own. Within the portfolio, ES and YM have the highest profit factor at 8.61 and 11.57, respectively. — One of my new favorite shows is called Pirate Gold Of Adak Island and it’s a reality tv series that documents a treasure hunt for approximately $365 million of gold buried around Adak Island in Alaska. Buried in 1882, a few tins of gold coins have been found in the…

Automated Trading

7 min read

Automated Trading Strategy #50
Automated Trading Strategy #50
Automated Trading

7 min read

Celan Bryant

Celan Bryant

1.6K Followers

https://automatedtradingstrategies.substack.com

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