The Mudder Report 3.0: 4/23/23 - 04/28/23 (Week 14)
The forward test is composed of ~15-20 of our best strategies based on backtest performance. The portfolio is up $15K over last week and $143K YTD.
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.
We haven’t found the holy grail of automated trade strategy yet, but we get closer with every strategy. Click here for links to all strategy descriptions and the most recent performance chart.
The goal of the Mudder Report is to provide weekly tracking of some of our best backtested strategies based on real-time trade data. In other words, these are the results of the 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. This is where we are after the last 14 weeks:
Note, the SimAccount is connected to the Strategy #, so SimAccount13 is Strategy 13; SimAccount15 is Strategy 15, and so on. Also note that this list is not exhaustive. I select the highest performing strategies from the backtest to run in the forward test. Poor performers are removed, while new strategies are added. Hopefully we’ll have a chance to forward test all strategies by year end.
Strategies 6, 13, 15, 29, 31, 32, 54, 60, Portfolio 2, and Portfolio AQ123 have been removed for poor performance. EMD & YM have also been removed. We will no longer backtest these instruments. Strategy 56c180 is on the chopping block, but we’ll be adding Strategy 65 to the forward test over the coming weeks.
And this was last week’s performance:
Over the quarter, we’ll continue to weed out poor performers in hopes of finding a few stars by year end. You can review the full results for the forward test, including which instruments were used for each strategy, by clicking on the link below: