Strategy #7 made over $170K last year on one futures contract — Backtest Results based on 1 year of trades 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…

Strategy 51 has a total portfolio net profit of $151K with an average profit factor of 3.55. — For a link to all strategies and the most recent performance chart, click here. Today, we’re introducing Strategy 51. 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…

Over the last 12 months our top strategies made over $2.8M based on NT8 backtest results. Average profit factor increased from 1.40 to 2.02 since the May update. — Hi Traders, 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

Over the last 12 months our top strategies made over $2.8M based on NT8 backtest results Volatility is great for day trading, but what’s good for day trading isn’t always good for automated trading strategies, especially when the simulation is limited, and the simulation will always be limited. Let’s take a minute to digest what I’m saying here. Most traders fall short in the discipline department…

Strategy 48 made $47K and has a profit factor of 3.11. A variation on the strategy that uses more than one contract made over $200K and has a profit factor of 3.18. There is no guarantee that these strategies will have the same performance in the future. Some may perform worse and some better. Backtests are based on historical data, not live data. Backtests are used to compare historical strategy performance and are inherently flawed due to the limitations of the simulation…

Over the last 12 months our top strategies made over $3.31M based on NinjaTrader 8 backtest results It’s been well over a year since we started this project. With every update, the data grows richer and our observations more insightful. We all want to believe there’s a way to measure the forward strength of a model, but the best you can do is make predictions about the…

Strategy 44 made $187K in 2021 based on backtests. Strategy 44b only made $57K, but its trades are profitable 95% of the time. 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…

It has a Profit Factor of 1.93 and an annual drawdown of -5.63%. In variation 43a, we were able to boost the Profit Factor to 2.16. Risk Disclaimer: 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…

In the Hunt, margin leverage is like a shield. If it’s too big or heavy, you can’t carry it. If it’s too small, it does more harm than good. As you know, we are on the Hunt for the holy grail of trade strategy. In the hunt, margin leverage is akin to a shield. If it’s too big or heavy, you can’t carry it. If it’s too small, it doesn’t protect and gives a false sense of security. …