Automated Trading Strategy #38
Strategy 38 made $48K in the last 12 months. It has a Profit Factor of 1.76 and an annual drawdown of only 2.35%
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.
For a link to all strategies and the most recent chart, click here.
Click on the table to enlarge.
*Scroll to the bottom for Column Definitions
Strategy #38 Description:
Strategy 38 is the same as Strategy 37. It is based on trends using the inverse relationship of two futures contracts. In general, the stronger the trend, the better the profit factor.
Profit factor is calculated by dividing gross profit by gross loss. For our purposes, the holy grail of automated trade strategy has a profit factor of 3x. Strategy 37 has a profit factor of 1.68, which means that the ratio of gross profit to loss is 1.68. In other words, the strategy made 1.68 times more money than it lost during the period. Strategy 38 has a profit factor of 1.76 and made $48K from 11/01/2020 to 11/01/2021.
From a description perspective, Strategy 38 is almost the same as Strategy 37 except for one minor change which I’m going to discuss now.