Zero quant background, built an NQ futures bot with Claude. It passes 4 of my robustness tests and is shaky on 2. Roast my method.
No quant background. I built an automated NQ futures bot over the last few months with Claude (Anthropic's AI) doing the coding and testing, and I'd like people who've done this to pick the method apart before I put money on it.
**Quick version (details in the images):**
- 9-year walk-forward, 2,437 trades, every trade out-of-sample, fixed 1 micro, costs charged
- Profit factor 1.24 (1.19 with costs doubled), +$25k at 1 micro, worst drawdown $3.5k
- Passes: doubled costs, 10,000-run block bootstrap, a 1,000-shuffle luck test on its long/short calls
- Shaky: deflated Sharpe once all 557 variants I tried are counted, and most of the profit is 2021+
- 13+ other ideas tested and failed, all shown
**Goal:** pass a Topstep 50K ($2k trailing drawdown). The edge isn't the problem; the drawdown is.
**What I'd love opinions on:**
- Most profit is 2021 onward. Regime dependence or a model that improved with more data? How would you tell?
- With a $2k trailing limit, how would you size this, or is a prop firm the wrong home for it?
- What's the first thing you'd check for look-ahead bias?
Also looking for a few people or a community to talk this through with. Feels like I am working on something that nobody understands. Strategy details stay private, but I'll answer anything about the testing. Not selling anything. Backtest, not financial advice.