The Mudder Report 2.0: 9/25/22 - 9/30/22
The holy grail of automated trade strategy already exists, we just have to find it.
Anyone can create a strategy, but just like the the biblical Magi or the High Lamas of the Gelgupa Tradition, we are in search of something very special and the Mudder Report 2.0 is a weekly review of our favorite contenders.
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 links to 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 2.0 is to provide weekly tracking for our best strategies based on real-time trade data instead of backtest or historical data. The trades are being made on a simulated account, but the data driving the simulation is live. If real-time results are the same as backtest results, the strategy is included in the Mudder Report below.
These are the results from the Mudder Report for last week: