Over the last 12 months our top strategies made over $2.8M based on NT8 backtest results. Average profit factor increased from 1.40 to 2.02 since the May update.
In case you didn’t know, we’re on the hunt for the holy grail of automated trade strategy. We define the holy grail of trade strategy as having the following attributes:
- Profit factor (gross profit/gross loss) greater than 3
- Annual max drawdown less than 3%
- Annual return greater than 500%
- Maximum daily low of -$1,000
- Avg Daily profit greater than $1,000
- Less than 5,000 trades annually
- Greater than 253 trades annually
Every two months I like to look at how our top automated trading strategies are performing and update you on key findings, highlights, takeaways and what’s in the pipeline. This is our July 2022 update.
