Automated Trading Strategy #29 (ATS Mini)
Over the last year (April 2022 to 2023 backtest), Strategy 29 made $111K on 1 NQ contract and had a profit factor of 1.39 on 301 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.
Strategy 29 was originally published on ATS in August of 2021.
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.
This was the cumulative profit of Strategy 29 at the time it was published. It starts off great, but then takes a dip, reaching a cumulative low of $3,190, but then continues to grow. The overall progression is choppy, which is a concern. Max drawdown was (and still is) very high at 17.48% or $46K. As you can see from the most recent backtest update, it has one of the highest drawdowns of any strategy we’ve introduced on ATS Mini, but it continues to perform.
This is how the strategy breaks down on a day-of-week basis. It is rare that strategies perform well every day of the week.
As you can see from the updated performance chart below, over the last year (April 1, 2022 to April 1, 2023), Strategy 29 made $111K on 1 NQ contract and had a profit factor of 1.39 on 301 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.