Q2 2025 Forward Test Results (Week 11)
The Mudder Report: Trading smarter, not harder
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.
We're not just developing strategies—we're on a quest for the holy grail of automated trading. Questions? Check the FAQs first, then feel free to reach out directly: AutomatedTradingStrategies@protonmail.com.
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.
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 techniques. I am also creating a model that uses RL to train data at the strategy/trade level for strategy selection. The reward is a good prediction. The reward is increased for a higher profit factor. Strategy selection is on a daily basis and the model learns from each new day.
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 over the last 11 weeks? We’ll look at:
Top 5 performing Strategies
Top 5 performing hours by profit factor for the portfolio (these are your best hours to enable strategies)
Worst days and hours to enable strategies in the portfolio
Sequential patterns and structural edges found with ML techniques along with three strategy ideas to take advantage of these patterns.
If you’re just looking for a chart with the performance results (profit factor, trade count, win rate, and net profit) of all strategies in the portfolio, please scroll to the bottom.