The full record · 2023-07-01 → 2026-06-12
Three years. Two robot traders. +$43,544 on one micro contract each.
One strategy trades the Nasdaq (MNQ), one trades Gold (MGC). They act independently, never double up on correlated markets, and always go flat before the daily close. Every number below comes from a 3-year simulation over real 1-minute exchange data with commissions and slippage charged on every single trade — regenerated straight from the engine, never hand-edited.
Futures trading involves substantial risk of loss and is not suitable for all investors. Performance shown is hypothetical/simulated; past performance does not guarantee future results (CFTC Rule 4.41). Nothing here is financial advice.
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What to honestly expect
Four numbers that tell you what living with this system would have actually felt like.
+$1,210
in a typical month
Across 36 months, the system averaged +$1,210 per month trading just one micro contract per strategy. Some months were much better, some were losing months.
8 of 10
months made money
78% of all months ended profitable. That also means roughly 2 in every 10 months lost money — losing months are a normal part of the plan, not a sign it's broken.
−$2,072
the single worst month
The worst calendar month in 3 years. If you can't emotionally or financially sit through a month like this, this system (and futures trading generally) isn't for you.
$5,053
the hardest stretch
The deepest peak-to-valley dip the account balance took before recovering (the "max drawdown"). The longest stretch below a previous high lasted about 2 months. Every strategy on earth has these.
The honest version: this system made money in 78% of months over three simulated years, but it also had losing trades most weeks, losing months every year, and one stretch where the account sat $5,053below its high before recovering. Automated trading is not passive income and not a guarantee — it's a set of rules with a historical edge, executed without emotion. If those drawdown numbers scare you, that's the page doing its job.
For the data-minded
Full metrics, hedge-fund style
Per-strategy and combined. Every metric explained below the table — no jargon left undefined.
| Metric | Nasdaq (E1 · MNQ) | Gold (Momentum · MGC) | Combined system |
|---|---|---|---|
| Net P&L (3yr, per contract) | +$28,803 | +$14,741 | +$43,544 |
| Trades | 1811 | 522 | 2333 |
| Win rate | 47.4% | 53.1% | 48.7% |
| Profit factor | 1.25 | 1.36 | 1.28 |
| Expectancy / trade | +$16 | +$28 | +$19 |
| Sharpe | 2.03 | 1.14 | 2.21 |
| Sortino | 3.62 | 1.93 | 4.08 |
| Calmar | 3.42 | 1.1 | 2.82 |
| Max drawdown | −$2,753 | −$4,392 | −$5,053 |
| Positive months | 61% | 69% | 78% |
| Worst month | −$1,664 | −$977 | −$2,072 |
| Longest red streak (months) | 3 | 2 | 2 |
Why two strategies beat one: the Nasdaq and Gold books have a daily-P&L correlation of just 0.06— they essentially don't move together. Their profits add, but their bad days mostly don't overlap, so the combined Sharpe (2.21) is higher than either book alone (2.03 and 1.14). That's textbook portfolio construction — the same reason multi-strategy funds exist.
Sharpe Ratio
2.21
Return per unit of total volatility — the industry's default 'is the ride worth it?' score, computed on daily P&L and annualized. Rule of thumb: 1 is good, 2 is strong, 3+ is exceptional. Most discretionary traders never sustain 1.
Sortino Ratio
4.08
Sharpe's fairer sibling: it only penalizes DOWNSIDE volatility, so a big winning day doesn't count against the strategy. When Sortino is meaningfully higher than Sharpe, the volatility is mostly in your favor.
Calmar Ratio
2.82
Annualized profit divided by max drawdown — 'how much do I earn per unit of worst-case pain?' Hedge fund allocators love this one. Above 1 is respectable; above 3 is rare.
Max Drawdown
$5,053
The largest peak-to-trough equity decline, measured on daily closes, with the longest underwater period lasting 49 trading days. This is the number that ends careers when it's underestimated — we publish it, not hide it.
Profit Factor
1.28
Gross dollars won ÷ gross dollars lost. 1.28 means the system made $1.28 for every $1.00 it gave back. Professional desks want to see this comfortably above ~1.2 after costs — and every number on this page includes commissions plus slippage on every trade.
Expectancy / Trade
+$19
The average dollar edge per trade after all costs. Compare it to the ~$4–6 round-trip cost of a micro contract: an edge several times larger than its cost survives real-world friction; a thin one doesn't.
Strategy Correlation
0.06
The daily-P&L correlation between the Nasdaq strategy and the Gold strategy. Near zero means they win and lose at different times — which is why the combined equity curve is smoother than either alone. This is the same math behind why funds run multiple uncorrelated books.
Win Rate
48.7%
Percentage of trades that closed profitable. Deliberately unremarkable — the edge comes from asymmetric win/loss sizes and trade selection, not from being right constantly. Distrust anyone advertising 90% win rates.
How these numbers were produced
- 3 years of real 1-minute CME data (2023-07-01 → 2026-06-12), 1 micro contract per strategy (MNQ + MGC), never more.
- every trade includes exchange commissions + 2 ticks/side slippage — no zero-cost fantasy fills.
- Anti-overfit validation: strategies were selected on one slice of history and verified on untouched later data (walk-forward + a deflated-Sharpe penalty for every configuration ever tested). Strategies that only worked on the data they were tuned on were rejected.
- one position per correlated group; forced flat before the daily close.
- The same code that produced these numbers is running live right now on a demo account — watch it on the live page. Engine v4.0.0, generated 2026-07-02.
Risk Disclaimer: Futures trading involves substantial risk of loss and is not suitable for all investors. Performance shown is hypothetical/simulated; past performance does not guarantee future results (CFTC Rule 4.41). Nothing here is financial advice.