The current backtested portfolio made $5.2m from April 2022 to April 2023. The portfolio made $219/trade on 24K trades (94 trades/day), had a max drawdown of $1.3m and profit factor of 1.48. In case you didn’t know, we’re on the hunt for the holy grail of automated trade strategy. I define the holy grail of trade strategy as having the following attributes: Profit factor (gross profit/gross loss) greater than 3

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…

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%

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…

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

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

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…

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%

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…