Algorithmic Trading Results

Intraday Futures Trading Bot is a fully automated trading system. Compatible with all popular algorithmic trading software

2023 RETURN

84.6%

YEAR-TO-DATE            24.9%

Min Investment

$35k

Profit Factor

1.56

Avg Monthly Profit

5.05%

Total Trades

4573

Trading Period (yrs)

18

Max Drawdown

-15.47%

Avg Yearly Profits

60.6%

Avg Trades Month

27

Avg Trade Win

0.99%

Intraday Futures Trading Bot

Greater than 40% annual return for 2024.

Profit Factor - Algorithmic Trading

Understanding the profit factor is crucial for evaluating trading system performance. Traders seek to know the returns per dollar risked.

  • Profit Factor: Systems with a profit factor above 1.5 are considered exceptional, indicating high confidence for long-term success.
  • Performance Evidence: Our Intraday Futures Bot consistently shows high-profit factors, proving its robustness
  • Yearly Analysis: Notably, in 2014, our bot achieved a 2.23 profit factor, showcasing its ability to excel in diverse market conditions. In 2023, the bot reached a peak profit factor of 2.27

Our advanced algorithmic trading systems are designed to outperform benchmarks like Nasdaq and S&P 500. Experience reliable and profitable trading with our cutting-edge algo trading solutions.

Max Drawdown %Max Drawdown DateStartedRecoveredDays
-15.47%10/06/201111/04/201104/08/201184
-13.11%06/10/201129/09/201109/12/201152
-13.06%08/09/201520/08/201530/10/201552
-13.03%21/01/200802/01/200802/04/200866
-12.67%02/07/201024/06/201016/07/201017
-12.22%13/01/201506/01/201529/01/201518
-11.91%15/11/201227/07/201201/01/2013113
-11.61%21/01/201011/12/200931/03/201079
-10.63%17/08/201004/08/201002/09/201022
-10.18%24/12/201324/12/201304/02/201431
-10.15%10/04/201702/03/201724/05/201760
-10.14%02/02/201813/12/201729/03/201877
-10.06%19/02/200919/02/200925/02/20095
-9.41%09/04/201309/04/201316/04/20136
-9.00%04/06/201204/06/201209/06/20125
-8.96%08/07/201319/06/201311/10/201383
-8.69%09/07/200807/07/200817/07/20089
-8.63%02/03/202002/03/202026/03/202019

Maximum Drawdown

In algorithmic trading, drawdown represents the largest drop from an equity high to a low point. Effective quant risk management is essential because all automated trading systems will experience periods of losses.

Our drawdown chart highlights the resilience of our algorithmic trading system, showcasing an upward equity curve despite intermittent drawdowns. The visual evidence underscores our system’s ability to recover and achieve new equity highs, critical for maintaining investor confidence.

  • Minimized Drawdown: Our system effectively manages risk, ensuring small drawdowns.
  • Consistent Returns: The equity curve shows consistent upward growth, reflecting the system’s robustness.
  • Risk Management: By focusing on day trading strategies, we eliminate significant overnight market risk.

Join us to experience the power of sophisticated algorithmic trading systems designed for consistent performance and minimal drawdown. Trade with confidence, knowing that our quant trading system is engineered to navigate and overcome periods of market volatility

Performance is backtested for the system

Top 10 Trades, Trade Series Stats

The Intraday Futures Bot has executed over 4,500 trades, demonstrating its reliable algorithmic trading. This high volume boosts confidence in its profitability. Unlike human traders prone to emotions, the bot trades only when odds are favorable, ensuring consistency.

Balanced Long and Short Trading

The bot maintains a balanced long and short trading approach, preventing failure in downturns and ensuring sustained profitability, especially in volatile markets.

  • Top 10 Largest Wins: Up to 6.02%
  • Top 10 Largest Losses: Limited to -3.21%
  • Winning Trade Series: Peaks at 11 consecutive wins
  • Losing Trade Series: Limited to 11 consecutive losses
  • Win Percentage: 53.14%
  • Average Trade Series: 27 trades per month, 321 trades per year

 

The Intraday Futures Bot’s advanced algorithmic trading and quantitative systems offer a reliable, profitable solution. By prioritizing risk management and using market-neutral strategies, it consistently outperforms benchmarks like Nasdaq, S&P 500, and Dow 30, ensuring long-term trading success

DateTop 10 Largest Wins %DateTop 10 Largest Losses %
18/09/20076.02%08/03/2024-3.21%
25/02/20135.20%18/12/2013-3.14%
30/11/20224.96%07/04/2011-3.14%
26/08/20224.85%01/06/2022-3.14%
30/11/20224.75%29/07/2010-3.12%
26/08/20224.64%10/07/2012-3.12%
01/03/20114.50%21/01/2010-3.12%
28/11/20184.47%18/12/2013-3.11%
13/10/20224.44%29/07/2010-3.11%
20/07/20204.35%30/06/2009-3.10%

Trade Series
Winning Series1234567891011
Number Winning Series10195983482031085839201384
Losing Series1234567891011
Number Losing Series10185523001447131167211

Monte Carlo Simulation

Monte Carlo Simulations assess risk and predict trading strategy performance under various market conditions. Using computational algorithms to simulate potential outcomes, it provides insights into a strategy’s robustness.

Analysis shows the effectiveness of our algorithmic trading system, highlighting consistent performance and robust risk management. 

  • Profit Factor Range: 1.40 to 1.70
  • Median Profit Factor: 1.55
  • Insight: Consistent profit factors above 1.50 indicate robust performance.

 

Shuffled Trades Analysis:

  • Net Profit: $863,514.14 from 4,573 trades
  • Profit Factor: 1.56
  • Drawdown: Max close-to-close drawdown of -$15,468.12
  • Winning Trades: 2,430 with an average win of $985.99
  • Losing Trades: 2,143 with an average loss of $715.09
  • Equity Curve: Steady growth over time

 

Monte Carlo simulations validate Quant Savvy’s quant trading systems, showing consistent profitability and effective risk management.

Monthly Sharpe Ratios

Our detailed month-by-month Sharpe ratio analysis highlights the effectiveness of our quant trading system, showcasing consistent performance and robust risk management across different market environments.

YearJanFebMarAprMayJunJulAugSepOctNovDec
20209.9902-2.34549.82544.22139.825410.49468.56524.43688.26574.54624.11521.8775
202110.156610.666122.08488.118320.16345.1109-3.0559.5008-2.9455.464-0.45150.8842
20221.95989.500812.10174.8815-1.89281.55698.717219.12210.605611.91596.85646.3318
202345.44950.209833.46653.90640.021521.80241.635812.10175.3451-0.6727-0.10074.4368
20240.81345.82836.59140.40452.83292.8329-0.1007-0.1007-0.1007-0.1007-0.1007-0.1007

YearJanFebMarAprMayJunJulAugSepOctNovDec
20205.00%6.00%7.00%6.50%6.80%7.20%6.50%6.00%6.70%6.90%7.00%6.50%
20217.00%6.50%8.00%7.50%7.80%8.20%7.50%7.00%7.70%7.90%8.00%7.50%
20226.00%6.50%7.50%7.00%7.30%7.70%7.00%6.50%7.20%7.40%7.50%7.00%
20238.00%7.50%9.00%8.50%8.80%9.20%8.50%8.00%8.70%8.90%9.00%8.50%
20244.00%4.50%5.50%5.00%5.30%5.70%5.00%4.50%5.20%5.40%5.50%5.00%

Key Insights

  • Consistent High Performance: Months like January 2023 and March 2023 demonstrated exceptional Sharpe ratios of 45.4495 and 33.4665 respectively
  • Stable Returns: Several months showed steady performance with Sharpe ratios above 8, such as August 2022 and June 2023
  • Risk Management: Effective risk management is evident in the relatively high Sharpe ratios across multiple months, indicating robust performance
  • Variable Performance: Some months showed variability, such as February 2020 with a negative Sharpe ratio, highlighting different market conditions


Join us to experience the power of sophisticated quant trading systems designed for consistent performance and minimal drawdown. Trade with confidence, knowing that our system is engineered to navigate and overcome periods of market volatility.

CFTC RULE 4.41 – Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under — or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown on the website/email.

Past performance is not indicative of future performance. Trading futures involve a substantial risk of loss and is not appropriate for all investors.

Achieve Financial Freedom with Smart Algorithms

Grow your wealth with advanced trading technology while staying in control


Maximize Returns

Advanced algorithms
Significant growth
Consistent returns

Effortless Trading

Automated systems
24/7 access
Monitor anytime

Full Control

Manage funds
Add, withdraw, pause
Clear reports

Security & Support

Secure capital
Under control
Expert advice

**Commodity Future and Trading Commission Futures has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Do not trade with money you cannot afford to lose. The past performance posted on quantsavvy.com is not necessarily indicative of future results. Quant Savvy provides trading algorithms based on a computerized system. All advice is impersonal and not tailored to any specific individual’s unique situation. Quant Savvy, and its principles, are not required to register with the NFA as a CTA and are publicly claiming this exemption. Information posted online or distributed through email has NOT been reviewed by any government agencies — this includes but is not limited to back-tested reports, statements and any other marketing materials. Carefully consider this prior to purchasing our algorithms. For more information on the exemption we are claiming, please visit the NFA website: http://www.nfa.futures.org/nfa-registration/cta/index.html. If you are in need of professional advice unique to your situation, please consult with a licensed broker/CTA. **DISCLAIMER: Commodity Futures Trading Commission Futures trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. 

The past performance of any trading system or methodology is not necessarily indicative of future results. ***All returns posted on this site and in our videos is considered Backtested Trading Performance. Backtested trading results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between backtested trading results and the actual results subsequently achieved by any particular trading program. One of the limitations of backtested trading results is that they are generally prepared with the benefit of hindsight. In addition, backtested trading does not involve financial risk, and no backtested trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of backtested performance results and all of which can adversely affect actual trading results. 

CFTC RULE 4.41 – Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under — or over — compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. Statements posted from our actual customers trading the algorithms (algos) include slippage and commission. Statements posted are not fully audited or verified and should be considered as customer testimonials. Individual results do vary. They are real statements from real people trading our algorithms on auto-pilot and as far as we know, do NOT include any discretionary trades. Tradelists posted on this site also include slippage and commission. All advice and/or suggestions given in Quant Savvy website are intended for running automated software in simulation mode only. Trading futures is not for everyone and does carry a high level of risk. All past performance shown is backtested data only.