Q2 2025 Forward Test Results (Week 7)
The Mudder Report
IMPORTANT: Past performance is no guarantee of future results. All backtests and forward tests represent hypothetical or simulated trading—not actual profits or losses. Trading futures carries extreme risk; only use capital you can afford to lose. Any success shown here is atypical. Be prepared for the possibility of losing your entire account. This content is strictly educational.
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The evolution of the Forward Test:
2023: After years of failed live tests based solely on backtests and walk-forward analysis, I finally started forward testing. It was a game changer. Backtests can give you a general indicator of edge, but they often fail, especially for intraday strategies. Click here for a list of reasons why backtests often differ from actuals—and this just talks about the engine, not the data. Your best bet is to run as many strategies in a forward test as you can. Use the data stream you will use when trading live. Automate the entire process and then identify/analyze the winners and losers. That’s what I’m doing here.
2024: Methodology upgrade—began tracking individual variations instead of strategy groups. Allowed for greater granularity and deeper insights.
2025: Alpha hunting through ML pattern recognition, optimal portfolio allocation, and advanced risk management. Strategy 94 was the first application of this, and I’ll provide an update on how Strategy 94 is performing in a moment.
What is the Q2 Portfolio Composition?
Scale: 11 distinct strategies with 37 variations
Timeline: Launched March 23, 2025, 6 PM EST. Will run through mid-June.
Legacy performers: Three strategies carried over from Q1 (4c, 44b, 77c).
New blood: Eight strategies advanced based on stellar Q2 Incubator performance.
Instrument Diversity:
NQ (Nasdaq futures): 22 strategies
ES (S&P 500 futures): 7 strategies
MNQ (Micro Nasdaq futures): 2 strategies
GC (Gold futures): 2 strategies
Specialized instruments: ZB (Treasury bonds), RTY (Russell 2000), CL (Crude oil), 6B (British Pound), YM (Dow Jones), and HG (Copper)
Timeframe Range: Multiple timeframes from 3 to 90 minutes
So how is the portfolio doing?
Key Insights:
Portfolio is green: full log shows +$30.4K net on 1,199 contracts, but the win is fragile.
Eighty-five percent of profit comes from 9 small-lot strategies (each >$1K, none ever >3 contracts). They account for just 35% of total risk.
Time risk: the worst draw (-$52K) happened trading ES around 10:30 a.m. ET; best burst (+$236K) was NQ shorts held past the 4 p.m. cash close.
Edge window: heat-map confirms Mon–Wed 4:00-09:00 ET and Thur afternoon fade are positive; Fridays show mild bleed.
Hedging isn’t a buzzword. The ZB play proved its worth exactly when ES blew up.
Top five strategies this quarter:
1. SimAccount77 — “Deep-Swing”
Stat line: 12 contracts, +$86,060, Profit Factor ∞ (zero losers), Max MAE $6,905
Think of this one as the swing-trader who shows up twice a week, nails the direction, and leaves before the crowd realizes what happened. The logic is built around a 74-minute bar series—an oddball timeframe that filters out micro-noise, but still catches asymmetrical overnight moves. Twelve entries, twelve exits, all green—hence the “infinity” profit factor. Note: This strategy is currently unavailable with the subscription. Please contact me directly if you would like to purchase.
2. SimAccount93 — “The Siege Engine”
Stat line: 44 contracts, +$236,965, Profit Factor 4.5, Max MAE $47,970
This is the high-conviction discretionary overlay that drops two- and three-lot mini-swings when Nasdaq sentiment turns. The monster win occurred on April 4 from a cascading short that captured a 900-point intraday flush. The real talent here is discipline on re-entry: after every scale-out the system demands a fresh 30-minute lower-high before adding size. That rule alone cut what would have been a $140K drawdown in half. I had to disable this strategy due to high volatility, but will be adding its tweaked cousin to the Incubator in Q3.
3. SimAccount43 — “Mean-Reverting Baby”
Stat line: 2 contracts, +$4,620, Profit Factor 13.2, Max MAE $745
A boutique filter—this is the “catch-the-knife safely” play: microscopic trade count, laser-tight stops, and a one-contract scale-out. In back-tests it fires six times a month; in real trading I’ve seen exactly two fills. This strategy is available for download here.
4. SimStrategy49 — “Risk-Off Hedge”
Stat line: 42 contracts, +$6,281, Profit Factor 3.2, Max MAE $3,938
Whenever ES volatility spikes, this bond-futures strategy quietly goes long three or four ZB contracts. It exits in thirds. The kicker: during the ES 52-min disaster on May 2, ZB booked +$1,406, shaving 7% off the day’s portfolio draw. This strategy is available for download here.
5. SimAccount94 — “Nano-Scalper Deluxe”
Stat line: 83 contracts, +$8,305, Profit Factor 2.1, Max MAE $3,060
This is your high-frequency crowd-pleaser —ninety-second average hold, 100% win-rate. It lives for the first wave of US cash hours (09:30-11:30 ET). The edge isn’t massive per trade (about $100 gross) but at 40–50 micro-fills a week the wins snowball without scaring the risk committee. The problem with crowd-pleasers is that they tend to be undercover alchoholics—every now and then they crash. When this happens, the impact on the portfolio is brutal. While this variation performed well, other variations did not. The good news is that I’ve been testing several variations of this strategy and one variation is the clear winner. I’ll share that analysis with you in a moment. Strategy 94 is available for download at the bottom of this post.
With that, I want to share with you the full forward test. Again, this is not a backtest. This is a forward test using simulated accounts on live data.
The first column is the Strategy, followed by the number of trades, the approximate strategy start date, the date of the last trade, net profit and finally maximum MAE (intra-trade drawdown). Note, the first and last strategies have been disabled since April 4 due to extreme volatility as evidenced by the Max MAEs for both strategies: