Strategy Links & The Most Recent Forward Test

An updated list of links to all published strategies

Aug 06, 2021

∙ Paid

Paid Subscribers: Please scroll to the bottom for a link to the full Q2 2025 Forward Test Portfolio.

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. 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. The best way to trade is with a simulated account on live data. I recommend using ATS strategies in simulated trading until you/we find the holy grail of trade strategy. This material is for educational purposes only and should not be viewed as investment or financial advice.

How does the process work?

As a subscriber you get instant access to the strategies (code included) below. If the strategy is not listed below, it is NOT included in the subscription. You can use the strategies as they are OR to create something new. You can build the strategy yourself using the description provided or you can import the download from Google Drive into Ninjatrader (code is in C#).

The 2025 Q2 Forward Test Portfolio is in spreadsheet form by Strategy, Account Display Name, Data Series, Instrument and Parameters.

The evolution of the Forward Test

2023: Initial serious commitment to live forward testing
2024: Methodology upgrade—tracking individual variations instead of strategy groups
2025: Next-level alpha hunting through ML pattern recognition, optimal portfolio allocation, and advanced risk management. Strategy 94 is the first application of this.

Q2 2025 Portfolio Composition

Scale: 11 distinct strategies with 37 variations
Timeline: Launching today (March 23, 2025, 6 PM EST) 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

Recommended account size: $100K

Incubator Standouts Join the Field

Three of the strategies in the portfolio are from the Q1 Forward Test (4c, 44b and 77c). All other strategies in the Q2 Forward Test were advanced based on their performance in the Q2 Incubator.

The Q2 Incubator showcases different variations of the first 50 strategies. In Q3, I’ll add strategies 51 through 94 and in Q4, I’ll add all strategies with embedded contracts. Here’s a tentative timeline:

The hope is to obtain as much actual data as possible for ML pattern recognition analysis by year end.

Scroll to the bottom of this page for a link to the Q2 2025 Portfolio. If you’re tying to mimic the Portfolio, these are the data points you need. For help on how to create your own forward test, click here and feel free to post questions in the comments below.

Click here for a list of FAQs.

Please let me know if you have any questions: Celan at AutomatedTradingStrategies@protonmail.com