My NASDAQ Intraday Algo: 2 Months of Live Demo After a 6-Year Backtest
Hey everyone,
I’m currently running a live demo to validate my backtest results in real-time market conditions, and I wanted to share the progress so far.
I’ve attached the screenshots of my performance. Here is the brief overview:
1. Strategy & Risk Parameters:
- Position Sizing: Single contract only (No compounding/scaling in).
- Holding Time: Intraday only. No overnight positions.
2. Historical 6-Year Backtest Performance:
- Yearly Consistency: Profitable every single year.
- Annual Return Range: Min 20% to Max 50%.
- Max Drawdown (MDD): Historically stayed between 8% and 15%.
- ~1,000 trades over 6 years
3. Current Status & Validation:
- As for the live demo, I am now 2 months in.
- Technically, I also started a real live account 1 month ago, but I feel it needs more time to gather enough statistically meaningful data.
- So for this post, I am sharing the 2-month demo version dataset as it gives a clearer picture for validation.
- The main goal here isn't short-term profits, but to verify if the live execution actually matches the backtest logic and to check for hidden slippage. So far, the numbers are tracking closely to my expectations, and I will keep monitoring both accounts for a few more months.
Just sharing this as a personal log to track the transition from backtest to live market.
Would love to hear how long you guys typically forward-test your systems before scaling up real money!
u/VOLQUIS — 12 days ago
