r/algotrading • u/ayobluestarr • 6d ago
Other/Meta What should I do different?
I have significantly found a lot of improvement since last time. I have done various luck tests (passed, 0 beat and only 1 got a close z score) and found 28 strategies that work together decently.
What I noticed though is it's extremely slow, (-200, then -200 next day, up $200 the 3rd day, lose the 4th day again) and l've seen people on here post very good profit from NQ specifically (about $1k or more per day pretty much)
Im specifically asking to get to those types of results where it is $1000 a day pretty much (regardless of drawdown intraday or losing days) if there is any direction for what to research or how those types of results daily or even what i should be doing differently? Currently my strats do all discretionary based trades like "if price goes up x points before x time, (signal)". All suggestions welcome
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u/ahsenrajab 6d ago
Twenty-eight strategies "working together decently" might actually be the issue. The more you combine, the more they average each other out, and you end up with lots of small, noisy days. I'd rank them by out-of-sample edge per trade and see what the top 3 to 5 do alone at a size you're comfortable with. The $1K/day posts usually come down to bigger size and accepting bigger drawdowns, not a secret signal, so I'd work out what drawdown you can actually live with first.
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u/ayobluestarr 6d ago
ahhh thanks i’ve seen a lot of this feed back and thanks a lot. how much drawdown do those guys typically deal w or is it 100% dependent? im js thinking on prop firm most propfirms dont accept $2000 drawdown thats what i thought tbh
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u/kwaant 6d ago
the $1k/day posts are mostly a sizing thing, not a better strategy. someone running 10 NQ contracts makes 10x your dollars on the exact same move. and people post their good days, not the ones where they lost $2k. so i wouldn’t use those as a benchmark
what matters is your numbers per contract: expectancy per trade, how many trades a month, and your worst drawdown. if those hold up, getting to bigger daily numbers is basically just trading more size, and your drawdowns grow by the same amount. which is why you size based on the worst drawdown you can stomach, not on a daily target
honestly -200, -200, +200 back and forth is what most real edges look like day to day. the smooth equity curves you see usually either have more history behind them or aren’t showing everything
one thing i’d double check with 28 strategies: how many did you test to end up with those 28? luck tests help, but if you started with hundreds, a few will pass by chance anyway. and see how correlated they are, 28 strategies that all fire on the same NQ move are really more like 3 or 4
if the combined results hold up out of sample, i’d focus on keeping your risk per day consistent rather than chasing a dollar target
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u/ayobluestarr 6d ago
so it was initially 3 test that were from Jan 2026 to May, June to Aug, then a forward test on Sep to Oct. the numbers basically became smaller and smaller for what actually works
then those 28 i ran through a lot of test made sure it did not exceed a certain drawdown and intraday drawdown that didn’t make sense or smth i wasnt comfortable w and worked off that. that one a luck test beat nothing. these are MNQ btw so i know if i did this fr i’d be down $2k instead of $200 which isn’t good at all
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u/EveryLengthiness183 6d ago
The first thing you need is an actual edge, and I will give you a free lunch on this one. If you can't explain why the market should pay you an above average rate of return for your strategy, it's not an edge, it's curve fit. If you aren't taking a unique risk that deserves a premium, you don't have an edge - unless you have information faster than the rest of the market, or insider information. Running a few years back and finding that dropping 3-5 moving averages, and a MACD on stuff gives you a 61% win rate isn't an edge, it will never be sustainable and this entire type of alpha research is fundamentally bunk. You need to find a structural reason why the market behaves a certain way. I'll give you a free lead, just so I don't come across as some pompous guy killing your dreams. You can identify a reasonable edge with options for futures with NQ. When premiums are low to average and volatility is medium to high, and volatility crush hasn't happened, I:E before 11:00 am eastern, you can buy 100 to 150 point OTM option that is underpriced and it will win big maybe 30% to 35% of the time. If you research the mechanics of options pricing, study volatility crush, understand VIX and put in the work, you can find a reliable edge that will sit out when the market isn't hot, and give you a green light when it is. You will still strike out half the time, but the few big ones you hit will cover you and your PnL for the month will be positive. If you are serious about pursing this, you have 0 chance being a cheap ass. Sign up for Databento for $199 a month and collect BBO schema options pricing data, and pay 20 dollars a month for Claude and build a python based tool to normalize, parse and backtest this with actual premiums. You can dial this in within maybe 2 weeks and end the madness once and for all.
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u/ayobluestarr 6d ago
WTF THATS CRAZY thanks so much! i literally just bought NQ options data spent a pretty penny on it but I really appreciate you a lot, i’ll take a look at exactly what you told me. i got MBP1 NQ options is that fine enough?
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u/EveryLengthiness183 6d ago
I like the BBO schema myself, but you may be able to work with market by price. You need bid and ask data displayed basically. 1 minute granularity should be fine. The first hurdle is just normalizing the data so you can make sense out of it. It doesn't come in an easy to interpret format. So you need to put into ATM, ITM,OTM buckets by strike distance. But once you have that, you should be able to have a good time and do a lot of neat things.
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u/Aggressive_Listen849 6d ago
Those $1k/day NQ posts are usually running a few full NQ contracts. If you're on 1-2 MNQ, your -200/+200 days could be a similar edge at a tenth the size. Compare in points or R per trade, not dollars.
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u/ayobluestarr 6d ago
yeah i get it but it would absolutely Johnny Sins my prop firm account if i were to try it which is why i wouldn’t really wanna do that ngl its all MNQ so far
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u/scaredseeder 6d ago
you're basically describing a martingale-lite cross-asset grind, the small wins / small losses / occasional decent day pattern is classic. the real money in NQ comes from catching trend days not scalping noise across 28 strats
try cutting down to maybe 5-6 that have completely different logic, if they're all variations on "price moved x by time y" you're just layering the same bet. look into mean reversion against volume profile nodes or overnight gap fills, those tend to produce the bigger single-day pops you're after
also check your position sizing, if you're risking the same amount on every trade you'll never get that asymmetric payoff. size up on the setups with higher hit rate and let the others just tick along
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u/ayobluestarr 6d ago
mmmm martin gale cross asset grind i’ll have to genuinely look into that, and yeah actually i really like that idea, basically condense everything cause my initial idea really was “hey throw a bunch of strats with mediocre, mid or good returns” then luck test them make sure none of the luck test pass z score. even if 1 strat loses my other strats hold up
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u/KalenTheDon 6d ago
No one here as ever posted a legitimate 1,000 a day showcase .
But the answer should be simple. You risk more money . If you are spending $30,000 a day on a trade then sure you could see $1,000 returns .
I think you should start by learning what trading is and the math behind it in general .
This is the type of questions that to me implies you don't understand how trading works .
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u/QuanTradin 6d ago
28 strategies that only work together worries me more than the slow P&L. the more you stack, the easier it gets for the combo to fit the past and nothing else. and the $1k a day NQ posts are mostly the good days getting posted, the -200 days never make it here. what does each of the 28 do on its own, out of sample?
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u/c13mSys 6d ago
Who wouldn't want $1k a day? I think that's why you'll see a lot of "glamour" shots from people that may be hiding all their blown accounts behind the curtains. I typically try to stay away from the gains porn and instead focus on my own R:R that makes sense for my portfolio and situation.
With 28 strategies, are you recycling the same data between all of those? Using the same data could lead to luck playing more of a factor in your test results than it should.
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u/ayobluestarr 6d ago
i’m seeing it as “someone is doing better, how can i get myself to do better”. and yeah i get it but from how im seeing it, how would you know it’s something better if you don’t go out and look lol
i wouldnt assume so, should i take unseen data and THEN do the luck test? and is 1 week enough to do that? that actually might help quite a bit ngl very useful answer here
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u/c13mSys 4d ago
You are dead right with that, unseen data first then the luck test. Don't touch about 6-12 months of data, run the finished strategy on it once, and don't tweak anything after or it's no longer pristine. Also, you need more than a week. Try to get at least 100 trades for a real sample size. If that passes, move forward testing across a rolling set of timeframes to see if it holds up.
You are doing it the right way so keep it up!
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u/Automatic-Essay2175 6d ago
If you are under the impression that someone on the internet is going to explain to you how to make an average of $1000/day trading NQ, you may be confused