Our Methodology
How the portfolio is built — a systematic, diversified, rules-based approach across major futures markets.
Risk Disclosure — Trading futures involves substantial risk of loss and is not suitable for all investors. Automated trading systems do not guarantee profits or the avoidance of losses. This page describes methodology and system design only — it makes no statements about performance, expected results, or returns. Past performance is not indicative of future results. Consult a qualified financial advisor.
Core Principles
What the portfolio is built on
Portfolio Structure — Not a Single Strategy
The portfolio is composed of multiple systematic strategies running in parallel across NQ, ES, GC, YM and more — each one targeting different market behaviors.
Negative Correlation
New strategies are added to the portfolio when they demonstrate negative correlation to existing ones — an approach aimed at managing overall exposure.
Systematic Design
Each strategy is rules-based and built for consistency with a negative risk-to-reward ratio — a design intended to operate automatically without manual discretion.
Execution on NinjaTrader 8
All strategies run as NinjaScript® on NinjaTrader 8 with Kinetick market data — a standard stack in the automated trading industry.
Hypothetical Backtest Results — Not Real Trading
All results below are from automated backtesting on historical data via NinjaTrader 8. They are hypothetical and do not represent actual trading. Hypothetical results have many inherent limitations — slippage, fills, and live market conditions differ from backtest assumptions. Past simulated results do not guarantee future performance.
Backtest Results
System Performance Overview
NinjaTrader 8 · Jan 2025 – Apr 2026 · Hypothetical, not real trading results
6E · ES · MGC · MNQ · NQ · RTY · YM
Net Profit (Backtest)
$208,552
590 trades · Jan 2, 2025 – Mar 27, 2026
Equity Curve
Hypothetical
Win Rate
~84%
Profit Factor
~2.6
Best Trade
+$6,977
Worst Trade
−$2,612
Hypothetical only. Not indicative of future results.
MGC · MNQ · NQ · YM
Net Profit (Backtest)
$110,972
330 trades · Jan 3, 2025 – Mar 27, 2026
Equity Curve
Hypothetical
Win Rate
~84%
Profit Factor
~3.6
Best Trade
+$1,212
Worst Trade
−$3,016
Hypothetical only. Not indicative of future results.
NQ · MNQ · YM
Net Profit (Backtest)
$37,000
170 trades · Jan 14, 2025 – Apr 29, 2026
Equity Curve
Hypothetical
Win Rate
~69%
Profit Factor
~2.2
Best Trade
+$744
Worst Trade
−$826
Hypothetical only. Not indicative of future results.
Portfolio Structure
Strategy Correlation Matrix
The portfolio runs 6 strategies in parallel. Most pairs carry negative correlation — a design intended so that the risk exposures of different strategies do not accumulate at the same time. These values describe system design; there is no guarantee of identical behavior in live trading.
| S1 | S2 | S3 | S4 | S5 | S6 | |
|---|---|---|---|---|---|---|
| S1 | +1.00 | -0.34 | -0.28 | -0.41 | +0.08 | -0.22 |
| S2 | -0.34 | +1.00 | -0.19 | +0.12 | -0.38 | -0.15 |
| S3 | -0.28 | -0.19 | +1.00 | -0.31 | -0.07 | -0.44 |
| S4 | -0.41 | +0.12 | -0.31 | +1.00 | -0.26 | +0.09 |
| S5 | +0.08 | -0.38 | -0.07 | -0.26 | +1.00 | -0.33 |
| S6 | -0.22 | -0.15 | -0.44 | +0.09 | -0.33 | +1.00 |
Why negative correlation matters
When strategies are negatively correlated, their risk exposures typically do not overlap. This approach is intended to smooth the combined equity curve and help manage peak-to-trough drawdowns — but it does not guarantee results and does not prevent losses.
Risk Disclosure — Futures Trading
Trading futures, options on futures, and foreign exchange products involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Automated and rules-based trading systems, including those described on this website, do not guarantee profits or the avoidance of losses. Any examples of strategies, system design, or portfolio structure shown on this website are provided for informational purposes only and should not be interpreted as a promise or prediction of specific results. You should carefully consider whether trading is suitable for you in light of your financial condition and consult a qualified financial advisor before trading.
NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. NinjaTrader Group, LLC is not responsible for the content or performance of Trade Master Algo strategies.
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Trading futures involves substantial risk of loss. No specific results are promised, and there is no guarantee that losses will be avoided.