The Mudder Report 3.0: 2/5/23 - 02/10/23 (Week 6)
We're up 113K year to date.
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.
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 60+ strategies) based on historical or backtest data.
The goal of the revised Mudder Report is to provide weekly tracking of our best strategies based on real-time trade data. In other words, these are the results of our forward test. The trades are being made on a simulated account, so the results are still hypothetical, but the data driving the simulation is live.
These are the real-time results for the 6 week time period January 1, 2023 to February 10, 2023:
Note, the SimAccount is connected to the Strategy #, so SimAccount13 is Strategy 13; SimAccount15 is Strategy 15, and so on. Also, note that all strategies are run on only 1 contract, except SimPortfolioBQ123, which is a portfolio of strategies.
The goal is to have ~20 strategies in the forward test. Strategy 29 is the first strategy to be removed for poor performance and we’ll be adding Strategies 44b, 54 and 57 this week. I’d like to add two more by end of the week. Please let me know if you have any suggestions.
Apex Interim Forward-test
In addition to tracking the forward-test above, we’re also tracking a few strategies on Apex. In this way, we’re using Apex in a dual capacity; it is both sandbox and potential funding partner. It also provides another way to gain and share trade performance from a different data source. The biggest difference between the Apex test and the real-time test above is the trailing stop, which makes the Apex test more rigorous/rules based.
If one of the strategies passes the evaluation, we’ll continue to run it through to the live test, however, it will continue to serve as a learning experience for the test in April. In other words, the live test in April will be conducted under a specific framework that will be developed using information gathered with these interim tests.
Where are we this week and what have we learned?
Here’s an overview of where we stand with all strategies in the current interim test. Last week we ran the strategies on the left. This week we’ll be running the strategies on the right: