Fully Priced
Hi, I'm Aurelia. I build systematic strategies for futures prop-firm challenges, and this is where I share how they've held up in backtests.
If you trade challenges, you already know the hard part. Plenty of strategies make money on a chart. Far fewer get through a trailing drawdown and a daily loss limit long enough to pass. That's what I test for.
Results
My first strategy write-up is on its way.
Earlier work:
- ICT Silver Bullet and the 2022 model on MNQ
Where I tested a popular trading method rather than one of my own strategies.
What you'll see in each write-up
The numbers I'd want before paying for a challenge: win rate, profit factor, costs, the worst drawdown, and the months it lost money. I'll also tell you which years I used to build the strategy and which years it never saw, because the second set is the more honest one. When a strategy doesn't work out, you'll see that too.
Backtests show what happened, not what will happen, so please read them that way. Strategies for trading your own capital will come later.
A few ground rules
I keep my code and exact rules to myself, I don't post trade calls, and there are no affiliate links here, including to prop firms. If you spot a mistake, email me and I'll fix it on the page with a date. More on how I work is in the methodology and the disclosures.