Q1 2025 Forward Test Results Are In!
Plus Strategy 94: Another scalping strategy
Important: There is no guarantee that ATS strategies will have the same performance in the future. I use backtests and forward tests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results shared are hypothetical, not real. Forward tests are based on live data, however, they use a simulated account. Any success I have with live trading is untypical. Trading futures is extremely risky. You should only use risk capital to fund live futures accounts and if you do trade live, be prepared to lose your entire account. There are no guarantees that any performance you see here will continue in the future. I recommend using ATS strategies in simulated trading until you/we find the holy grail of trade strategy. This is strictly for learning purposes.
Housekeeping:
We’re on the hunt for the holy grail of automated trading strategy. If you have any questions, start with the FAQs and if you still have questions, feel free to reach out to me (Celan) directly at AutomatedTradingStrategies@protonmail.com.
As we continue on this journey, the strategies are becoming more complex in nature. I’ll be making some changes going forward to help cut back on the configurable parameter set. Meanwhile, please feel free to ask questions and/or provide feedback about ways to make the process easier.
***As a quick reminder, all 7 strategies in the Q1 Forward Test have been unpublished. I’ll be removing more strategies after completion of the Q2 Forward Test. All subscribers will be notified prior to removal. For links to all strategies included with the subscription, click on the button below.
The Hunt for Alpha: Q1 2025 Forward Test Results
We just finished week 10 of the Forward Test, which means we’re at the end of Q1. What a wild quarter!
I’m going to show you which strategies failed the test and which passed with flying colors. I’m also going to share Strategy 94 with you. It produced the following backtest:
This strategy is based on an amazing pattern I found in Strategy 44b’s trade data using machine learning algorithms. Strategy 94 takes the pattern I found and uses it to trade greater size when the pattern is confirmed. I can’t wait to share this strategy and its feature with you.
Before I do, let’s review some key insights found in the Q1 Forward Test that can help with the Q2 Forward Test.
2025 Q1 Forward Test Results
The Q1 Forward Test:
Is built from 7 core strategies and composed of 19 battle-tested strategy variations
Uses the following instruments: ES, NQ, HG, MNQ, ZB, YM, and RTY
Scroll to the bottom of this post for a look at the final Q1 numbers for each strategy variation, including net profit, profit factor, and trade count. You can also compare Q1 against Q4 of 2024.
The Evolution of The Forward Test
2023: Started getting serious with live forward testing
2024: Leveled up by tracking each variation (no more lumping strategies together).
2025: The next step is to understand how we can gain more alpha through ML pattern recognition, portfolio allocation and risk management. The forward test documents this effort.
And I want to be clear, the following results are not from a backtest. These are the results of the final results for the 2025 Q1 Forward Test, which uses simulated accounts on live data.
Let’s get started…
Q1 2025 Forward Test Results
This is where we left off with the last Mudder Report after 5 weeks of data:
