The Mudder Report 2.0: 9/18/22 - 9/23/22

Portfolio Strategy 54a made $22K last week in real-time; profit factor = 2.23. It is comprised of four strategies. According to the annual backtest the portfolio had an annual net profit of $626K.

We have a lot of new folks that have joined the hunt over the last two weeks so I want to say welcome. If you have any questions, just send me an email: automatedtradingstrategies@substack.com.

As a quick review, the goal of the original Mudder Report was to provide a weekly tracking report of our best strategies (click here for a list of all 50+ strategies). The data that populated the report came from weekly backtest data rather than actual data. When tested on a live market, the strategies did not perform like the backtest. This is a common issue for those on the hunt.

The goal of the revised Mudder Report is to provide weekly tracking of our best strategies based on real-time trade data. The trades are being made on a simulated account, but the data driving the simulation is live.

We’ve spent months creating strategies that are easier for the backtest engine to digest, and now we’re testing those strategies for backtest accuracy by running them on live data. If real-time results are the same as backtest results, the strategy is included in the Mudder Report.

These are the results from the Mudder Report for last week: