Automated Trading Strategy #23
Strategy 23 made $18K on 1 ES Futures Contract. It has a win rate slightly over 70% and a profit factor of 8.47.
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 continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. We recommend using our strategies in simulated trading until you/we find the holy grail of trade strategy.
Strategy 23 is one of the few strategies we continue to use today at ATS. To see the full chart above on ATS, click here.
In the backtest conducted from 12/01/2021 to 12/01/2022, Strategy 23 made $18K on 1 ES Futures Contract. It had a win rate of 70% and a profit factor of 8.47.
This is what the strategy looks like in chart form:
This is cumulative profit over the year.
This is how the strategy breaks down on a day-of-week basis. Wednesday is the best day to trade, but profitability is spread throughout the week.
This is a chart of the strategy by hour of day. There’s a nice window from 10 am to 4pm EST.
In general, Strategy 23 trades best on Wednesdays and Fridays between the hours of 10 am and 4 pm EST.