ATS Live Test Update
ATS Live Test Update
Starting Account Value: $10K, Current Account Value: $10K
Important: There is no guarantee that these strategies will have the same performance in the future. I use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results shared are hypothetical, not real. Even with forward tests, there is no guarantee that performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. I recommend using these strategies in simulated trading until you/we find the holy grail of trade strategy.
One of my favorite channels on Youbtube is called AntsCanada. It’s about a giant rain-forest vivarium.This guy is obsessed with his vivarium. If you follow ATS, you know that I am also obsessed with people that are obsessed.
The episode above came out a few days ago and I was particularly impressed because it included the introduction of one of my favorite plants to the vivarium—carnivorous pitcher plants. I have several Judith Hindles and I’ve always wanted to know how they would do in an actual rain-forest, even a miniature one.
My vivarium equivalent has become the ATS 2024 Forward Test (to learn more about how to start your own forward test, click here). Before I started this, the first thing I looked at in the morning were my charts. Now, it’s the forward test. Based on the performance of each strategy, I can tell you the direction of the market—I no longer require my charts to gauge market trends. I can tell you which strategies tend to perform well in certain markets and vice versa. I can tell you when there’s a real issue or when a particular strategy is ‘sick’ and needs to be fixed or adjusted.
Stats and metrics can tell you but so much. At some point, you just have to sit and observe an animal in real-time.
The 70+ strategy variations in the ATS Forward Test are developing a profile, a way of moving—they are their own animal. And, what better way to catch an animal than with an animal. So ATS Research has been working on ways to throw some ‘reigns’ on these strategies so we can use them to find the holy grail, but I’m getting ahead of myself.
What I’ll be singularly focused on for the duration of this test is a way to pull it all together. In particular, with regard to the Live Test, I’m looking for a more systematic way to:
select which strategy to run,
know how many contracts to run it on; and,
when the best time to run it is.
I’m hoping this live test experiment will create the right environment from which to do it. I also hope we can all learn from the process so you don’t have to hit the same bumps in the road.
With that, let’s get into the live test update and what we’ve learned so far. I’ll also give you a quick update/overview of what’s in the strategy pipeline.