Automated Trading Strategy #36
When Strategy 36 was first published it had a profit factor of 2.17 and made $92K in the prior 12 month period.
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.
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Strategy #36 Description & Download:
Strategy 36 was originally published in October of 2021. At the time, it was one of our best strategies. In fact, we still use Strategy 36 in the current forward test based on its backtest results. You can view the most recent backtest here.
This is the cumulative profit of Strategy 36 over a 1 year period. It never fell lower than $1,525.
This is how the strategy breaks down on a day-of-week basis. This chart can help with determining the best time to get into a strategy. Tuesday looks like the best day to enter.
Its claim to fame (at the time) was the low drawdown and high profitability. It had a return on max drawdown of 936%, which was higher than the previous 15 strategies. In fact, only Strategies 1, 3 and 10 had a higher return on max drawdown at the time, but unlike these strategies the profit per trade was $654 rather than $15, $11 and $12, respectively.