Strategy Links & The Most Recent Performance Chart

An updated list of links to all strategies

Important: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. We recommend using our strategies in simulated trading until you/we find the holy grail of trade strategy.

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As a quick reminder, our goal is to find the holy grail of automated trade strategy as defined below:

• Profit factor greater than 3

• Annual drawdown less than 3%

• Annual return on max drawdown greater than 500%

• Maximum daily net loss of -$1,000

• Avg Daily profit greater than $1,000

• Less than 5,000 trades annually

• More than 253 trades annually

We haven’t found the holy grail yet, but we get closer with every strategy.

Click here for the April 1, 2022 - April 1, 2023 Backtest pdf

There’s a lot of information on this chart so let’s take a moment to digest what it’s telling you:

• In the first column you’ll find the strategy number. Scroll down for links to all strategy descriptions.

• In the second column, you’ll find a list of the instrument and chart to use in order to obtain the results on the performance chart.

• In the third column, you’ll find a set of additional parameters to use with the strategy.

• The fourth column is the number of trades.

• The fifth and sixth columns are the max drawdown and return on max drawdown for the strategy. The max drawdown is the most the strategy has ever fallen from its net profit high and return on max drawdown is a return metric that uses max drawdown as the required investment.

• The seventh column is percentage of profitable trades or win rate.

• The eighth column is net profit, which is composed of the ninth and tenth columns.

• Columns eleven, twelve and thirteen are trade metrics that can be used to compare performance at the trade level; and finally,

• Column fourteen is profit factor. This is a our primary measure of performance, though it cannot be used in a vacuum.

It is important to note that strategies are not optimized on indicator hyper-parameters, as that leads to overfitting, but on chart type. In particular, a 1 to 60 minute chart. You’ll notice that Strategy 1, one of the strategies we’re giving away for free, made the list.

All strategies are available for download in Ninjatrader 8 (C#).

New strategies published on the 1st and 15th of the month for subscribers, however, the performance chart is only updated on a quarterly basis. The next update will be in July. Links to all strategies are listed below.

Please see the strategy description for performance results that are not listed above.

For answers to some commonly asked questions, like “How Do I Get Started?” click here.

Strategy Links

Automated Trading Strategies: Strategy #1 (unlocked)

Automated Trading Strategies: Strategy #2

Automated Trading Strategies: Strategy #3

Automated Trading Strategies: Strategy #4

Automated Trading Strategies: Strategy #5 (unlocked)

Automated Trading Strategies: Strategy #6

Automated Trading Strategies: Strategy #7

Automated Trading Strategies: Strategy #8

Automated Trading Strategies: Strategy #9

Automated Trading Strategies: Strategy #10

Automated Trading Strategies: Strategy #11

Automated Trading Strategies: Strategy #12

Automated Trading Strategies: Strategy #13

Automated Trading Strategies: Strategy #14

Automated Trading Strategies: Strategy #15

Automated Trading Strategies: Strategy #16 - 22

Automated Trading Strategies: Strategy #23

Automated Trading Strategies: Strategy #24

Automated Trading Strategies: Strategy #25

Automated Trading Strategies: Strategy #26

Automated Trading Strategies: Strategy #27 (unpublished)*

Automated Trading Strategies: Strategy #28

Automated Trading Strategies: Strategy #29

Automated Trading Strategies: Strategy #30

Automated Trading Strategies: Strategy #30 (Public version)

Automated Trading Strategies: Strategy #31

Automated Trading Strategies: Strategy #31 (Public version)

Automated Trading Strategies: Strategy #32

Automated Trading Strategies: Strategy #32 (Public version)

Automated Trading Strategies: Strategy #33

Automated Trading Strategies: Strategy #33 (Public version)

Automated Trading Strategies: Strategy #34

Automated Trading Strategies: Strategy #34 (Public version)

Automated Trading Strategies: Strategy #35

Automated Trading Strategies: Strategy #35 (Public version)

Automated Trading Strategies: Strategy #36

Automated Trading Strategies: Strategy #37

Automated Trading Strategies: Strategy #38

Automated Trading Strategies: Strategy #39

Automated Trading Strategies: Strategy #40

Automated Trading Strategies: Strategy #41 and 41a

Automated Trading Strategies: Strategy #42

Automated Trading Strategies: Strategy #43

Automated Trading Strategies: Strategy #44

Automated Trading Strategies: Strategy #45

Automated Trading Strategies: Strategy #46

Automated Trading Strategies: Strategy #47

Automated Trading Strategies: Strategy #48

Automated Trading Strategies: Strategy #49

Automated Trading Strategies: Strategy #0

Automated Trading Strategies: Strategy #50

Automated Trading Strategies: Strategy #51

Automated Trading Strategies: Strategy #52

Automated Trading Strategies: Strategy #53

Automated Trading Strategies: Strategy #54

Automated Trading Strategies: Strategy #55

Automated Trading Strategies: Strategy #56

Automated Trading Strategies: Strategy #57

Automated Trading Strategies: Strategy #58

Automated Trading Strategies: Strategy #59

Automated Trading Strategies: Strategy #60

Automated Trading Strategies: Strategy #61

Automated Trading Strategies: Strategy #62

Automated Trading Strategies: Strategy #63

Automated Trading Strategies: Strategy #64

Automated Trading Strategies: Strategy #65

Automated Trading Strategies: Strategy #66

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To subscribe to the original ATS Newsletter click here.

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Important: There is no guarantee that our strategies will have the same performance in the future. We use backtests to compare historical strategy performance. Backtests are based on historical data, not real-time data so the results we share are hypothetical, not real. There are no guarantees that this performance will continue in the future. Trading futures is extremely risky. If you trade futures live, be prepared to lose your entire account. We recommend using our strategies in simulated trading until you/we find the holy grail of trade strategy.