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 Date | Started | Recovered | Days |
---|---|---|---|---|
-15.47% | 10/06/2011 | 11/04/2011 | 04/08/2011 | 84 |
-13.11% | 06/10/2011 | 29/09/2011 | 09/12/2011 | 52 |
-13.06% | 08/09/2015 | 20/08/2015 | 30/10/2015 | 52 |
-13.03% | 21/01/2008 | 02/01/2008 | 02/04/2008 | 66 |
-12.67% | 02/07/2010 | 24/06/2010 | 16/07/2010 | 17 |
-12.22% | 13/01/2015 | 06/01/2015 | 29/01/2015 | 18 |
-11.91% | 15/11/2012 | 27/07/2012 | 01/01/2013 | 113 |
-11.61% | 21/01/2010 | 11/12/2009 | 31/03/2010 | 79 |
-10.63% | 17/08/2010 | 04/08/2010 | 02/09/2010 | 22 |
-10.18% | 24/12/2013 | 24/12/2013 | 04/02/2014 | 31 |
-10.15% | 10/04/2017 | 02/03/2017 | 24/05/2017 | 60 |
-10.14% | 02/02/2018 | 13/12/2017 | 29/03/2018 | 77 |
-10.06% | 19/02/2009 | 19/02/2009 | 25/02/2009 | 5 |
-9.41% | 09/04/2013 | 09/04/2013 | 16/04/2013 | 6 |
-9.00% | 04/06/2012 | 04/06/2012 | 09/06/2012 | 5 |
-8.96% | 08/07/2013 | 19/06/2013 | 11/10/2013 | 83 |
-8.69% | 09/07/2008 | 07/07/2008 | 17/07/2008 | 9 |
-8.63% | 02/03/2020 | 02/03/2020 | 26/03/2020 | 19 |
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
Date | Top 10 Largest Wins % | Date | Top 10 Largest Losses % |
---|---|---|---|
18/09/2007 | 6.02% | 08/03/2024 | -3.21% |
25/02/2013 | 5.20% | 18/12/2013 | -3.14% |
30/11/2022 | 4.96% | 07/04/2011 | -3.14% |
26/08/2022 | 4.85% | 01/06/2022 | -3.14% |
30/11/2022 | 4.75% | 29/07/2010 | -3.12% |
26/08/2022 | 4.64% | 10/07/2012 | -3.12% |
01/03/2011 | 4.50% | 21/01/2010 | -3.12% |
28/11/2018 | 4.47% | 18/12/2013 | -3.11% |
13/10/2022 | 4.44% | 29/07/2010 | -3.11% |
20/07/2020 | 4.35% | 30/06/2009 | -3.10% |
Trade Series | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Winning Series | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 |
Number Winning Series | 1019 | 598 | 348 | 203 | 108 | 58 | 39 | 20 | 13 | 8 | 4 |
Losing Series | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 |
Number Losing Series | 1018 | 552 | 300 | 144 | 71 | 31 | 16 | 7 | 2 | 1 | 1 |
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.
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | 9.9902 | -2.3454 | 9.8254 | 4.2213 | 9.8254 | 10.4946 | 8.5652 | 4.4368 | 8.2657 | 4.5462 | 4.1152 | 1.8775 |
2021 | 10.1566 | 10.6661 | 22.0848 | 8.1183 | 20.1634 | 5.1109 | -3.055 | 9.5008 | -2.945 | 5.464 | -0.4515 | 0.8842 |
2022 | 1.9598 | 9.5008 | 12.1017 | 4.8815 | -1.8928 | 1.5569 | 8.7172 | 19.1221 | 0.6056 | 11.9159 | 6.8564 | 6.3318 |
2023 | 45.4495 | 0.2098 | 33.4665 | 3.9064 | 0.0215 | 21.8024 | 1.6358 | 12.1017 | 5.3451 | -0.6727 | -0.1007 | 4.4368 |
2024 | 0.8134 | 5.8283 | 6.5914 | 0.4045 | 2.8329 | 2.8329 | -0.1007 | -0.1007 | -0.1007 | -0.1007 | -0.1007 | -0.1007 |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | 5.00% | 6.00% | 7.00% | 6.50% | 6.80% | 7.20% | 6.50% | 6.00% | 6.70% | 6.90% | 7.00% | 6.50% |
2021 | 7.00% | 6.50% | 8.00% | 7.50% | 7.80% | 8.20% | 7.50% | 7.00% | 7.70% | 7.90% | 8.00% | 7.50% |
2022 | 6.00% | 6.50% | 7.50% | 7.00% | 7.30% | 7.70% | 7.00% | 6.50% | 7.20% | 7.40% | 7.50% | 7.00% |
2023 | 8.00% | 7.50% | 9.00% | 8.50% | 8.80% | 9.20% | 8.50% | 8.00% | 8.70% | 8.90% | 9.00% | 8.50% |
2024 | 4.00% | 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.