Automated Trading Strategy #28 (ATS Mini)
Over the last 12 months, Strategy 28 made $76K on 1 NQ contract and had a profit factor of 1.53 on 170 trades
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.
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 Daily profit greater than $1,000
Less than 5,000 trades annually
More than 253 trades annually
We haven’t found the holy grail yet, but we get closer with every strategy. Click here for the most recent performance chart.
Strategy 28
Strategy 28 was originally published on Aug 10, 2021.
This was the cumulative profit of Strategy 28 at the time. It starts off slow, reaching a cumulative low of $6,100, but then continues to grow. Max drawdown is only 4.41% or $10K for the year.
As you can see from the updated performance chart below, over the last year (April 1, 2022 to April 1, 2023), Strategy 28 made $76K on 1 NQ contract and had a profit factor of 1.53 on 170 trades. The strategy is profitable across equity futures, including: NQ, YM, ES, FDAX and RTY.
To see the full chart above on ATS, click here.
For a list of all strategies available via ATS Mini click here.
Now let’s get into how to recreate the strategy for yourself.