Automated Trading Strategy #26 (ATS Mini)
Over the last year, Strategy 26 made $79K on 1 NQ contract and had a profit factor of 1.48. The strategy is profitable across equity futures, including: EMD, YM, ES, FDAX and RTY.
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, but 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 26 was originally published on Aug 6, 2021. We still use Strategy 26 today. Here’s a screenshot from the most recent backtest:
To see the full chart above on ATS, click here.
As you can see, over the last year, Strategy 26 made $79K on 1 NQ contract and had a profit factor of 1.48. The strategy is profitable across equity futures, including: EMD, YM, ES, FDAX and RTY.
This was the cumulative profit of Strategy 26 when we first introduced it. It starts off slow, reaching a low of $6,025, but then continues to grow. Max drawdown is 12% or $33K for the year, which is pretty high for a strategy that only makes $82K for the year, but it has a higher than average profit factor and only 10 days in the red at the beginning of the strategy.
This is the strategy on a day-of-week basis. It is rare that strategies perform well every day of the week. The best day to trade this strategy was Thursday, but only by degrees.
Strategy 26 Description, Command Structure & Download (C#)
Now let’s get into how to recreate the strategy for yourself.