Our primary goal is to find the holy grail of automated trading strategies. Our secondary goal is to demystify the skill of trading and in particular, the creation of automated trading strategies.
We’ve defined the holy grail of trade strategy to be the following (based on annual performance):
Profit factor greater than 3
Annual drawdown less than 3%
Annual return on max drawdown greater than 500%
Maximum daily loss is -$1,000
Avg Daily profit greater than $1,000
Less than 5,000 trades annually
More than 253 trades annually
We have yet to find this elusive automated trade strategy, but we’re on the hunt!
As a subscriber to the Automated Trading Strategies newsletter, you’ll be among the first to find out when we do. Meanwhile, sign up for our email list for regular updates.
For answers to some commonly asked questions, like “How Do I Get Started?” click here.
Important: There is no guarantee that our 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. Backtests are based on historical data, not live data. 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.