CRASHTAPECT-201 · v1.0.0 · Trend following
Sled
Follows multi-month trends across stock-index, gold and oil micro futures. Holds for weeks; long or short; 3x ATR trailing stop.
Experimental · profit concentratedRisk: HighMin. account $50,000Simulation only MESMNQM2KMGCMCL
Simulated equity, 2005-01-03 → 2026-10-09
Hypothetical $50,000 account. Monthly closing equity.
Read this before the profit: worst drawdown −$28,639 (29.22%) ·
longest time below a previous high: 55 months ·
the 5 best trades made 62.1% of all profit · without them: $43,299.
Past 12 months (simulated) SIMULATED
2025-10-22 → 2026-10-09 · hypothetical $50,000 account · same engine run as the home-page race
| Net P&L | $3,183 |
| Worst drawdown in window | −$13,362 |
| Trades | 85 |
SIMULATED RESULTS. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical 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 profits or losses similar to these being shown.
2005-2015
| Net P&L | $23,087 |
| Max drawdown | −$17,333 (20.68%) |
| Profit factor | 1.11 |
| Win rate | 25.7% |
| Trades | 1015 |
| Worst day | −$3,582 |
| Positive months | 52.7% |
| Net without top 5 trades | −$14,808 |
| Longest underwater | 28 months |
| Top 5 trades' share of profit | 176.5% |
| Sharpe (daily) | 0.24 |
2016-2026
| Net P&L | $81,846 |
| Max drawdown | −$27,124 (27.81%) |
| Profit factor | 1.3 |
| Win rate | 26.9% |
| Trades | 1055 |
| Worst day | −$12,184 |
| Positive months | 51.9% |
| Net without top 5 trades | $8,263 |
| Longest underwater | 23 months |
| Top 5 trades' share of profit | 89.6% |
| Sharpe (daily) | 0.52 |
full
| Net P&L | $116,300 |
| Max drawdown | −$28,639 (29.22%) |
| Profit factor | 1.24 |
| Win rate | 26.6% |
| Trades | 2124 |
| Worst day | −$12,184 |
| Positive months | 52.1% |
| Net without top 5 trades | $43,299 |
| Longest underwater | 55 months |
| Top 5 trades' share of profit | 62.1% |
| Sharpe (daily) | 0.42 |
Year by year
| 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| −$4,147 | $840 | $5,034 | $15,549 | $66 | $209 | $7,551 | −$1,848 | $14,798 | −$1,255 | −$13,710 | −$9,221 | $10,855 | $5,523 | $8,584 | $19,353 | $6,764 | −$3,975 | $1,916 | $22,995 | $25,466 | $4,954 |
How it trades
| lookbacks | [21, 63, 126, 252] |
| agree | 0.5 |
| atr | 20 |
| stop_atr | 3.0 |
| Stop-loss | Every position carries a protective stop from entry (see stop_atr). |
| Daily loss limit | Your setting; breach flattens and halts the day. |
| Max position | Your setting (1–10 contracts per market). |
| Emergency stop | Airbag button stops every bot instantly. |
| Supported platforms | Simulation today. First wave planned: NinjaTrader, TradingView, Interactive Brokers, Tradovate (personal accounts), Alpaca. Full list and prop-firm rules. |
Assumptions: next open + 1 tick slippage per side; stops at stop/open + 1 tick; commission $1.5 per round turn; 1.0% of equity risked per trade. Price data: continuous front-month daily futures (not back-adjusted; roll gaps filtered).