Q2 2025 Forward Test Results: Week 3
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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Despite significant market volatility, the portfolio of 11 core strategies (31 variations across multiple instruments like NQ, ES, GC) executed 491 trades for a net profit of $49,800.25.
Key Performance Highlights:
Top Net Contributors: The "77" momentum strategy variations collectively added $97,296.50.
Consistent Performer: The "94" high-frequency strategy variations ("Precision Sniper" leading) contributed $18,605 with a high win rate (96.2%), proving valuable for consistency.
Diversification: Strategies on exotic instruments (ZB, RTY, CL, GC, etc.) added $4,808.75 and provided balance during turbulence.
In this overview, I’m also going to look at several rehabilitation strategies including exit timing optimization and equity curve analysis to improve performance. The goal is continuous improvement.
Let’s get started.
The Champions: Strategy Leaderboard
This Q2 Forward Test update covers the first three weeks of trading data across multiple accounts, strategies, and instruments. It uses live data on simulated accounts. By examining the performance metrics, timing, and behavior of each strategy, we can extract valuable insights to optimize our approach going forward.
These are the current Mudders. I’ve given them temporary nicknames that capture distinctive characteristics within each strategy. Scroll to the bottom for a key that matches the nickname to the account name used in the Forward Test.
All strategy variations with an orange marker are not included with the subscription. For links to all strategies included with the subscription click on the button below.
Let's dissect our champion strategies—not just what they do, but how they do it. These aren't theoretical constructs. They aren’t backtests. These are forward tests based on live data run on simulated accounts.
Q2 2025 Portfolio Composition
Scale: 11 distinct strategies with 31 variations
Timeline: Launched March 23, 2025, 6 PM EST running through mid-June
Legacy performers: Three strategies carried over from Q1 (4c, 44b, 77c)
New blood: Seven 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
Scroll to the bottom of this page for a link to the Q2 2025 Portfolio and full Q2 results. For help with creating your own forward test, click here and feel free to post questions in the comments below.
Strategy Profiles
The Maestro and the Orchestra
The portfolio's undisputed maestro, The Overnight Oracle, conducted an impressive solo performance, generating a staggering $236,965 in profits across 44 trades. That said, the strategy is highly volatile and has huge drawdowns, so I’ll be pausing until I can rework.
Supporting the maestro was the talented "77" quartet: The Momentum Whisperer, The Trend Surfer, The Wave Rider, and The Micro Maestro. These four strategies share the same core strategy, but are all variations on a momentum theme playing at different frequencies (timeframes), harmonized beautifully to add $97,296.50 to the bottom line in just the first three weeks of Q2. The Momentum Whisperer's 74-minute timeframe proved most lucrative, capturing the sweet spot between noise and predictability.
The Rhythm Section
While the headliners commanded attention, the rhythm section—the "94" strategy family—maintained a steady beat throughout. These six variations of high-frequency, precision-targeted approaches executed 184 trades with an astonishing 96.2% win rate. The Precision Sniper led this section with its 18-minute timeframe precision, demonstrating that consistency and mathematical edge can be just as valuable as occasional brilliance.
The beauty of this rhythm section lies not in individual trades, but in the cumulative effect of their persistence—like raindrops eventually filling a bucket, these small but consistent winners added $18,605 to the portfolio. You can download Strategy 94v2 below, which includes four embedded scenarios to auto-fill parameters.
This strategy is based on Strategy 44b. After deep analysis of time-of-day patterns and sequential trade behaviors, Strategy 94 emerged as the enhanced version of its predecessor—skipping the Incubator phase to debut directly in the Q2 Forward Test. Note: only 6 of the 10 variations have been profitable so far, so I’ll be disabling the four variations that were unprofitable.
The Exotic Instruments
Adding color and diversity to this symphony were the specialty market instruments—The Safe Harbor in treasury futures, The Swift Tactician in Russell futures, The Bullion Baron and The Oil Tycoon. Though contributing a modest $4,808.75, these strategies provided crucial diversification during market turbulence, often moving counter to equity-based strategies. All of these strategies are available with the subscription.
The Finale
In total, this trading symphony performed 491 trades for a net profit of $49,800.25 during one of the most volatile periods in recent market history. The performance revealed a portfolio with a mixture of momentum-based approaches generating 88% of profits, precision scalping providing consistency, and specialty markets offering balance.
Like any great composition, the whole proved greater than the sum of its parts. The strategies complemented each other across different market conditions, timeframes, and instruments, creating a robust approach that could navigate even the most volatile conditions.
Looking ahead to Week 4 & 5, the focus turns to optimizing this symphony—increasing allocation to star performers, rehabilitating struggling artists, and fine-tuning the interplay between strategy families. The difference between ruin and reward is often a single adjustment. An inch here, an inch there can turn a loss into a win.
One rehabilitation measure that I believe will bear real fruit is optimizing ETD.
Optimizing Exit Techniques: The ETD Opportunity
One of the most significant findings from my analysis involves the substantial room for improvement in exit timing, as evidenced by the ETD metrics.